Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.013732 | 0.1157 | 0.454105 |
2 | -0.157684 | -1.3287 | 0.094106 |
3 | -0.138122 | -1.1638 | 0.124193 |
4 | -0.147762 | -1.2451 | 0.1086 |
5 | 0.178267 | 1.5021 | 0.068752 |
6 | 0.146329 | 1.233 | 0.110823 |
7 | -0.215344 | -1.8145 | 0.036911 |
8 | -0.097131 | -0.8184 | 0.207922 |
9 | -0.036389 | -0.3066 | 0.380014 |
10 | 0.038953 | 0.3282 | 0.371853 |
11 | 0.030599 | 0.2578 | 0.398642 |
12 | 0.041495 | 0.3496 | 0.363819 |
13 | -0.198964 | -1.6765 | 0.049019 |
14 | 0.018358 | 0.1547 | 0.438755 |
15 | -0.055782 | -0.47 | 0.319888 |
16 | 0.045329 | 0.3819 | 0.35182 |
17 | 0.034473 | 0.2905 | 0.386149 |
18 | -0.028411 | -0.2394 | 0.405743 |
19 | -0.068875 | -0.5803 | 0.281759 |
20 | 0.049479 | 0.4169 | 0.338997 |
21 | -0.026492 | -0.2232 | 0.412001 |
22 | 0.109546 | 0.923 | 0.179554 |
23 | -0.041721 | -0.3516 | 0.363108 |
24 | -0.085848 | -0.7234 | 0.235915 |
25 | -0.118315 | -0.9969 | 0.16109 |
26 | 0.046308 | 0.3902 | 0.348778 |
27 | 0.09731 | 0.8199 | 0.207495 |
28 | 0.144507 | 1.2176 | 0.113696 |
29 | -0.045526 | -0.3836 | 0.351206 |
30 | -0.079561 | -0.6704 | 0.252392 |
31 | 0.133745 | 1.127 | 0.131777 |
32 | 0.029417 | 0.2479 | 0.402474 |
33 | 0.038922 | 0.328 | 0.371952 |
34 | -0.037278 | -0.3141 | 0.377179 |
35 | -0.230218 | -1.9398 | 0.028186 |
36 | 0.157264 | 1.3251 | 0.094688 |
37 | 0.053112 | 0.4475 | 0.327927 |
38 | 0.044441 | 0.3745 | 0.354588 |
39 | 0.013929 | 0.1174 | 0.453451 |
40 | -0.180438 | -1.5204 | 0.066427 |
41 | -0.125949 | -1.0613 | 0.146084 |
42 | 0.047605 | 0.4011 | 0.344767 |
43 | 0.071412 | 0.6017 | 0.274637 |
44 | 0.004811 | 0.0405 | 0.48389 |
45 | 0.005791 | 0.0488 | 0.48061 |
46 | -0.062184 | -0.524 | 0.300966 |
47 | -0.007114 | -0.0599 | 0.476185 |
48 | 0.102575 | 0.8643 | 0.195164 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.013732 | 0.1157 | 0.454105 |
2 | -0.157903 | -1.3305 | 0.093804 |
3 | -0.136884 | -1.1534 | 0.126305 |
4 | -0.178993 | -1.5082 | 0.067968 |
5 | 0.139482 | 1.1753 | 0.121901 |
6 | 0.085898 | 0.7238 | 0.235785 |
7 | -0.224877 | -1.8948 | 0.031092 |
8 | -0.059755 | -0.5035 | 0.308083 |
9 | -0.020531 | -0.173 | 0.431571 |
10 | -0.022932 | -0.1932 | 0.423667 |
11 | -0.116667 | -0.9831 | 0.16446 |
12 | 0.068445 | 0.5767 | 0.282973 |
13 | -0.173772 | -1.4642 | 0.073773 |
14 | -0.003863 | -0.0326 | 0.487062 |
15 | -0.159602 | -1.3448 | 0.091481 |
16 | 0.017233 | 0.1452 | 0.44248 |
17 | -0.083507 | -0.7036 | 0.241978 |
18 | -0.032604 | -0.2747 | 0.392164 |
19 | -0.083653 | -0.7049 | 0.241599 |
20 | -0.005781 | -0.0487 | 0.480641 |
21 | -0.086831 | -0.7316 | 0.233396 |
22 | 0.037187 | 0.3133 | 0.377469 |
23 | -0.090575 | -0.7632 | 0.223936 |
24 | -0.10803 | -0.9103 | 0.182879 |
25 | -0.173348 | -1.4607 | 0.07426 |
26 | -0.056984 | -0.4802 | 0.316297 |
27 | 0.000766 | 0.0065 | 0.497435 |
28 | 0.011451 | 0.0965 | 0.461703 |
29 | -0.03863 | -0.3255 | 0.37288 |
30 | -0.063332 | -0.5336 | 0.297628 |
31 | 0.192208 | 1.6196 | 0.054879 |
32 | -0.118103 | -0.9951 | 0.161521 |
33 | 0.056178 | 0.4734 | 0.318701 |
34 | -0.108951 | -0.918 | 0.180854 |
35 | -0.079508 | -0.6699 | 0.252533 |
36 | 0.072014 | 0.6068 | 0.27296 |
37 | -0.021227 | -0.1789 | 0.429278 |
38 | 0.041405 | 0.3489 | 0.364103 |
39 | 0.018786 | 0.1583 | 0.437336 |
40 | -0.092587 | -0.7802 | 0.218947 |
41 | -0.13455 | -1.1337 | 0.13036 |
42 | -0.069493 | -0.5856 | 0.280014 |
43 | 0.011364 | 0.0958 | 0.461994 |
44 | -0.047454 | -0.3999 | 0.345232 |
45 | 0.002333 | 0.0197 | 0.492187 |
46 | 0.019893 | 0.1676 | 0.433677 |
47 | -0.011309 | -0.0953 | 0.462176 |
48 | -0.051098 | -0.4306 | 0.334047 |