Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.146272 | 1.3326 | 0.093155 |
2 | -0.027814 | -0.2534 | 0.400295 |
3 | 0.011835 | 0.1078 | 0.457199 |
4 | -0.093785 | -0.8544 | 0.197666 |
5 | -0.078175 | -0.7122 | 0.239167 |
6 | -0.029696 | -0.2705 | 0.393708 |
7 | -0.170218 | -1.5508 | 0.062382 |
8 | -0.02329 | -0.2122 | 0.416242 |
9 | -0.059252 | -0.5398 | 0.295386 |
10 | -0.167847 | -1.5292 | 0.065014 |
11 | 0.043907 | 0.4 | 0.345087 |
12 | 0.074462 | 0.6784 | 0.249708 |
13 | 0.142529 | 1.2985 | 0.098856 |
14 | 0.066684 | 0.6075 | 0.272583 |
15 | -0.083475 | -0.7605 | 0.224558 |
16 | -0.106651 | -0.9716 | 0.167028 |
17 | 0.001819 | 0.0166 | 0.493409 |
18 | -0.119084 | -1.0849 | 0.140552 |
19 | -0.080531 | -0.7337 | 0.232607 |
20 | 0.011122 | 0.1013 | 0.459767 |
21 | -0.088444 | -0.8058 | 0.21134 |
22 | -0.014886 | -0.1356 | 0.446228 |
23 | 0.080561 | 0.7339 | 0.232526 |
24 | -0.028583 | -0.2604 | 0.3976 |
25 | 0.160245 | 1.4599 | 0.074046 |
26 | 0.170363 | 1.5521 | 0.062224 |
27 | 0.016658 | 0.1518 | 0.439873 |
28 | -0.07716 | -0.703 | 0.242022 |
29 | -0.085293 | -0.7771 | 0.219668 |
30 | 0.001649 | 0.015 | 0.494025 |
31 | -0.082443 | -0.7511 | 0.227362 |
32 | -0.115669 | -1.0538 | 0.147518 |
33 | 0.053027 | 0.4831 | 0.31515 |
34 | 0.036114 | 0.329 | 0.371487 |
35 | -0.081923 | -0.7464 | 0.22878 |
36 | 0.015901 | 0.1449 | 0.442584 |
37 | -0.002389 | -0.0218 | 0.491345 |
38 | 0.0679 | 0.6186 | 0.268936 |
39 | 0.113609 | 1.035 | 0.151832 |
40 | 0.043819 | 0.3992 | 0.345383 |
41 | -0.04153 | -0.3784 | 0.353066 |
42 | -0.001183 | -0.0108 | 0.495712 |
43 | -0.077632 | -0.7073 | 0.240692 |
44 | -0.047077 | -0.4289 | 0.334556 |
45 | -0.039064 | -0.3559 | 0.361413 |
46 | -0.020605 | -0.1877 | 0.425777 |
47 | -0.004516 | -0.0411 | 0.483642 |
48 | -0.015762 | -0.1436 | 0.443084 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.146272 | 1.3326 | 0.093155 |
2 | -0.050285 | -0.4581 | 0.324032 |
3 | 0.024037 | 0.219 | 0.4136 |
4 | -0.103155 | -0.9398 | 0.175027 |
5 | -0.048193 | -0.4391 | 0.33088 |
6 | -0.019979 | -0.182 | 0.428007 |
7 | -0.170392 | -1.5523 | 0.062193 |
8 | 0.020167 | 0.1837 | 0.427336 |
9 | -0.092607 | -0.8437 | 0.200634 |
10 | -0.15876 | -1.4464 | 0.075919 |
11 | 0.053914 | 0.4912 | 0.312299 |
12 | 0.019436 | 0.1771 | 0.429942 |
13 | 0.131507 | 1.1981 | 0.117147 |
14 | -0.036698 | -0.3343 | 0.369486 |
15 | -0.10163 | -0.9259 | 0.178592 |
16 | -0.100635 | -0.9168 | 0.180943 |
17 | -0.009996 | -0.0911 | 0.463831 |
18 | -0.103794 | -0.9456 | 0.173547 |
19 | -0.076219 | -0.6944 | 0.244688 |
20 | 0.008565 | 0.078 | 0.468996 |
21 | -0.105378 | -0.96 | 0.169913 |
22 | -0.014862 | -0.1354 | 0.446313 |
23 | 0.060226 | 0.5487 | 0.292346 |
24 | -0.092183 | -0.8398 | 0.20171 |
25 | 0.097096 | 0.8846 | 0.189468 |
26 | 0.04967 | 0.4525 | 0.32604 |
27 | 0.008249 | 0.0752 | 0.470138 |
28 | -0.130781 | -1.1915 | 0.118433 |
29 | -0.055659 | -0.5071 | 0.306722 |
30 | 0.073635 | 0.6708 | 0.252092 |
31 | -0.149701 | -1.3638 | 0.088152 |
32 | -0.047684 | -0.4344 | 0.332556 |
33 | 0.092299 | 0.8409 | 0.201413 |
34 | -0.020662 | -0.1882 | 0.425573 |
35 | -0.087224 | -0.7946 | 0.214542 |
36 | -0.021103 | -0.1923 | 0.424005 |
37 | -0.041895 | -0.3817 | 0.351836 |
38 | -0.024344 | -0.2218 | 0.412515 |
39 | 0.020174 | 0.1838 | 0.427312 |
40 | 0.050288 | 0.4581 | 0.324021 |
41 | -0.027841 | -0.2536 | 0.4002 |
42 | -0.004706 | -0.0429 | 0.482954 |
43 | -0.06518 | -0.5938 | 0.277125 |
44 | 0.016976 | 0.1547 | 0.438734 |
45 | -0.062847 | -0.5726 | 0.284243 |
46 | -0.042519 | -0.3874 | 0.349738 |
47 | -0.030646 | -0.2792 | 0.390392 |
48 | -0.028232 | -0.2572 | 0.398827 |