Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.138699 | 1.0654 | 0.145524 |
2 | -0.031065 | -0.2386 | 0.406115 |
3 | -0.148468 | -1.1404 | 0.129363 |
4 | -0.0798 | -0.613 | 0.271131 |
5 | 0.039053 | 0.3 | 0.382627 |
6 | -0.009237 | -0.071 | 0.471838 |
7 | -0.045976 | -0.3531 | 0.362619 |
8 | -0.049155 | -0.3776 | 0.353554 |
9 | -0.063961 | -0.4913 | 0.312521 |
10 | -0.095037 | -0.73 | 0.234141 |
11 | -0.254767 | -1.9569 | 0.027548 |
12 | -0.171189 | -1.3149 | 0.096811 |
13 | 0.146745 | 1.1272 | 0.132117 |
14 | -0.032013 | -0.2459 | 0.403308 |
15 | -0.032552 | -0.25 | 0.401714 |
16 | -0.056728 | -0.4357 | 0.332309 |
17 | -0.021788 | -0.1674 | 0.43383 |
18 | 0.07496 | 0.5758 | 0.283478 |
19 | 0.060107 | 0.4617 | 0.322999 |
20 | -0.01679 | -0.129 | 0.448912 |
21 | -0.014899 | -0.1144 | 0.454637 |
22 | 0.045981 | 0.3532 | 0.362603 |
23 | 0.305612 | 2.3474 | 0.011138 |
24 | -0.013007 | -0.0999 | 0.460379 |
25 | 0.044797 | 0.3441 | 0.366002 |
26 | -0.058492 | -0.4493 | 0.327436 |
27 | -0.052479 | -0.4031 | 0.344166 |
28 | -0.038176 | -0.2932 | 0.385184 |
29 | -0.020858 | -0.1602 | 0.436629 |
30 | -0.071947 | -0.5526 | 0.2913 |
31 | -0.044893 | -0.3448 | 0.365723 |
32 | -0.002708 | -0.0208 | 0.491736 |
33 | -0.054625 | -0.4196 | 0.338157 |
34 | -0.054341 | -0.4174 | 0.338951 |
35 | 0.015223 | 0.1169 | 0.453656 |
36 | 0.189234 | 1.4535 | 0.075688 |
37 | 0.035211 | 0.2705 | 0.393875 |
38 | -0.012938 | -0.0994 | 0.460589 |
39 | -0.061424 | -0.4718 | 0.319401 |
40 | -0.057017 | -0.438 | 0.331508 |
41 | 0.028704 | 0.2205 | 0.413129 |
42 | 0.120219 | 0.9234 | 0.179774 |
43 | 0.056788 | 0.4362 | 0.332144 |
44 | -0.022236 | -0.1708 | 0.432485 |
45 | -0.057869 | -0.4445 | 0.329154 |
46 | -0.060308 | -0.4632 | 0.322452 |
47 | -0.017114 | -0.1315 | 0.447931 |
48 | 0.013387 | 0.1028 | 0.459224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.138699 | 1.0654 | 0.145524 |
2 | -0.051289 | -0.394 | 0.347515 |
3 | -0.139877 | -1.0744 | 0.143506 |
4 | -0.042517 | -0.3266 | 0.372572 |
5 | 0.048673 | 0.3739 | 0.354924 |
6 | -0.046575 | -0.3578 | 0.360904 |
7 | -0.056621 | -0.4349 | 0.332605 |
8 | -0.029205 | -0.2243 | 0.411639 |
9 | -0.060182 | -0.4623 | 0.322795 |
10 | -0.106945 | -0.8215 | 0.207346 |
11 | -0.265544 | -2.0397 | 0.022934 |
12 | -0.159589 | -1.2258 | 0.112567 |
13 | 0.139045 | 1.068 | 0.144931 |
14 | -0.191775 | -1.4731 | 0.073026 |
15 | -0.127034 | -0.9758 | 0.166583 |
16 | -0.041553 | -0.3192 | 0.375361 |
17 | -0.068372 | -0.5252 | 0.300714 |
18 | -0.053223 | -0.4088 | 0.34208 |
19 | -0.050018 | -0.3842 | 0.351107 |
20 | -0.121206 | -0.931 | 0.177824 |
21 | -0.100013 | -0.7682 | 0.222712 |
22 | -0.081658 | -0.6272 | 0.266465 |
23 | 0.210601 | 1.6177 | 0.055536 |
24 | -0.11649 | -0.8948 | 0.187271 |
25 | 0.039207 | 0.3012 | 0.382178 |
26 | -0.113569 | -0.8723 | 0.19328 |
27 | -0.041157 | -0.3161 | 0.376508 |
28 | -0.101319 | -0.7782 | 0.219767 |
29 | -0.033822 | -0.2598 | 0.397964 |
30 | -0.120699 | -0.9271 | 0.178823 |
31 | -0.111941 | -0.8598 | 0.19668 |
32 | -0.078587 | -0.6036 | 0.274199 |
33 | -0.094648 | -0.727 | 0.235048 |
34 | -0.013941 | -0.1071 | 0.457542 |
35 | 0.013705 | 0.1053 | 0.458261 |
36 | 0.042703 | 0.328 | 0.372034 |
37 | 0.006314 | 0.0485 | 0.480742 |
38 | -0.102817 | -0.7898 | 0.216417 |
39 | -0.033567 | -0.2578 | 0.398718 |
40 | -0.093398 | -0.7174 | 0.237977 |
41 | -0.083388 | -0.6405 | 0.26216 |
42 | 0.010242 | 0.0787 | 0.468781 |
43 | 0.02521 | 0.1936 | 0.423562 |
44 | -0.064887 | -0.4984 | 0.310024 |
45 | -0.072522 | -0.5571 | 0.289799 |
46 | -0.115825 | -0.8897 | 0.188629 |
47 | 0.048763 | 0.3746 | 0.354666 |
48 | -0.098621 | -0.7575 | 0.225876 |