Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.250127 | 1.9213 | 0.029767 |
2 | 0.138547 | 1.0642 | 0.145787 |
3 | -0.014968 | -0.115 | 0.454428 |
4 | 0.021303 | 0.1636 | 0.435291 |
5 | 0.094312 | 0.7244 | 0.235834 |
6 | -0.002914 | -0.0224 | 0.491108 |
7 | 0.261181 | 2.0062 | 0.024715 |
8 | 0.035527 | 0.2729 | 0.392946 |
9 | -0.043094 | -0.331 | 0.370904 |
10 | 0.077976 | 0.5989 | 0.275751 |
11 | 0.136971 | 1.0521 | 0.148524 |
12 | 0.167029 | 1.283 | 0.102259 |
13 | 0.109077 | 0.8378 | 0.202753 |
14 | 0.153111 | 1.1761 | 0.122146 |
15 | 0.03076 | 0.2363 | 0.407021 |
16 | -0.102505 | -0.7874 | 0.217114 |
17 | -0.067336 | -0.5172 | 0.30347 |
18 | -0.012656 | -0.0972 | 0.461443 |
19 | 0.05296 | 0.4068 | 0.342816 |
20 | -0.012252 | -0.0941 | 0.46267 |
21 | 0.070458 | 0.5412 | 0.295206 |
22 | 0.019646 | 0.1509 | 0.440283 |
23 | -0.007607 | -0.0584 | 0.4768 |
24 | 0.005728 | 0.044 | 0.482528 |
25 | 0.050321 | 0.3865 | 0.350249 |
26 | 0.122307 | 0.9395 | 0.175663 |
27 | -0.046656 | -0.3584 | 0.360672 |
28 | -0.077453 | -0.5949 | 0.277084 |
29 | -0.239487 | -1.8395 | 0.035435 |
30 | -0.123023 | -0.945 | 0.174267 |
31 | -0.218628 | -1.6793 | 0.04919 |
32 | -0.035269 | -0.2709 | 0.393704 |
33 | -0.018414 | -0.1414 | 0.444 |
34 | 0.009904 | 0.0761 | 0.469808 |
35 | 0.035916 | 0.2759 | 0.391804 |
36 | -0.048768 | -0.3746 | 0.354653 |
37 | 0.002022 | 0.0155 | 0.49383 |
38 | -0.10918 | -0.8386 | 0.202531 |
39 | -0.048304 | -0.371 | 0.355972 |
40 | -0.065204 | -0.5008 | 0.309174 |
41 | -0.074379 | -0.5713 | 0.284977 |
42 | -0.071264 | -0.5474 | 0.293088 |
43 | -0.11321 | -0.8696 | 0.194027 |
44 | -0.050436 | -0.3874 | 0.349925 |
45 | -0.056186 | -0.4316 | 0.333811 |
46 | 0.003643 | 0.028 | 0.488887 |
47 | -0.00832 | -0.0639 | 0.474629 |
48 | -0.068848 | -0.5288 | 0.299454 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.250127 | 1.9213 | 0.029767 |
2 | 0.081054 | 0.6226 | 0.267976 |
3 | -0.072038 | -0.5533 | 0.291062 |
4 | 0.031654 | 0.2431 | 0.404371 |
5 | 0.1013 | 0.7781 | 0.21981 |
6 | -0.059996 | -0.4608 | 0.323305 |
7 | 0.277634 | 2.1325 | 0.018567 |
8 | -0.087462 | -0.6718 | 0.252164 |
9 | -0.115187 | -0.8848 | 0.189937 |
10 | 0.181561 | 1.3946 | 0.084183 |
11 | 0.109394 | 0.8403 | 0.202074 |
12 | 0.013154 | 0.101 | 0.459931 |
13 | 0.114439 | 0.879 | 0.191477 |
14 | 0.045227 | 0.3474 | 0.364766 |
15 | -0.072084 | -0.5537 | 0.290942 |
16 | -0.066457 | -0.5105 | 0.305814 |
17 | -0.068035 | -0.5226 | 0.301609 |
18 | -0.049438 | -0.3797 | 0.35275 |
19 | 0.052509 | 0.4033 | 0.344081 |
20 | -0.054716 | -0.4203 | 0.337902 |
21 | 0.035801 | 0.275 | 0.392141 |
22 | 0.003963 | 0.0304 | 0.487908 |
23 | -0.008756 | -0.0673 | 0.473304 |
24 | -0.008874 | -0.0682 | 0.472942 |
25 | 0.029855 | 0.2293 | 0.409706 |
26 | 0.06629 | 0.5092 | 0.306262 |
27 | -0.075069 | -0.5766 | 0.283196 |
28 | -0.075704 | -0.5815 | 0.281561 |
29 | -0.207373 | -1.5929 | 0.058268 |
30 | 0.02231 | 0.1714 | 0.432261 |
31 | -0.208943 | -1.6049 | 0.056926 |
32 | 0.034542 | 0.2653 | 0.395842 |
33 | -0.049842 | -0.3828 | 0.351605 |
34 | 0.061361 | 0.4713 | 0.319574 |
35 | 0.071032 | 0.5456 | 0.293698 |
36 | 0.026963 | 0.2071 | 0.41832 |
37 | -0.042021 | -0.3228 | 0.374005 |
38 | -0.02195 | -0.1686 | 0.433344 |
39 | 0.007021 | 0.0539 | 0.478586 |
40 | -0.044769 | -0.3439 | 0.36608 |
41 | 0.05289 | 0.4063 | 0.343013 |
42 | 0.01207 | 0.0927 | 0.463222 |
43 | -0.009319 | -0.0716 | 0.471588 |
44 | 0.007653 | 0.0588 | 0.476661 |
45 | -0.038221 | -0.2936 | 0.385053 |
46 | -0.00585 | -0.0449 | 0.482155 |
47 | -0.064538 | -0.4957 | 0.310965 |
48 | -0.072212 | -0.5547 | 0.290608 |