Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.047103 | 0.3969 | 0.346316 |
2 | -0.124347 | -1.0478 | 0.149151 |
3 | 0.039109 | 0.3295 | 0.37136 |
4 | -0.076524 | -0.6448 | 0.260568 |
5 | -0.177219 | -1.4933 | 0.069898 |
6 | 0.097872 | 0.8247 | 0.206157 |
7 | -0.017761 | -0.1497 | 0.440731 |
8 | -0.300846 | -2.535 | 0.006725 |
9 | 0.045 | 0.3792 | 0.352846 |
10 | 0.126694 | 1.0675 | 0.144671 |
11 | -0.085636 | -0.7216 | 0.236459 |
12 | 0.245272 | 2.0667 | 0.021205 |
13 | 0.297092 | 2.5033 | 0.007302 |
14 | -0.041811 | -0.3523 | 0.362828 |
15 | -0.198324 | -1.6711 | 0.049552 |
16 | 0.132585 | 1.1172 | 0.133842 |
17 | -0.038865 | -0.3275 | 0.372133 |
18 | -0.139561 | -1.176 | 0.12177 |
19 | 0.023895 | 0.2013 | 0.420503 |
20 | -0.21831 | -1.8395 | 0.03501 |
21 | -0.095735 | -0.8067 | 0.211274 |
22 | 0.082658 | 0.6965 | 0.244199 |
23 | 0.149415 | 1.259 | 0.106078 |
24 | -0.062915 | -0.5301 | 0.298837 |
25 | 0.115477 | 0.973 | 0.166921 |
26 | 0.055663 | 0.469 | 0.320246 |
27 | -0.045033 | -0.3795 | 0.352742 |
28 | -0.074973 | -0.6317 | 0.264794 |
29 | -0.078971 | -0.6654 | 0.253969 |
30 | -0.082968 | -0.6991 | 0.243387 |
31 | -0.127846 | -1.0772 | 0.142508 |
32 | -0.005271 | -0.0444 | 0.482351 |
33 | -0.009268 | -0.0781 | 0.468987 |
34 | 0.001672 | 0.0141 | 0.494399 |
35 | 0.083367 | 0.7025 | 0.242345 |
36 | -0.032266 | -0.2719 | 0.393253 |
37 | -0.006389 | -0.0538 | 0.478609 |
38 | 0.004551 | 0.0383 | 0.48476 |
39 | 0.112189 | 0.9453 | 0.173851 |
40 | 0.011493 | 0.0968 | 0.461561 |
41 | -0.089202 | -0.7516 | 0.227379 |
42 | -0.093199 | -0.7853 | 0.217442 |
43 | -0.153014 | -1.2893 | 0.100736 |
44 | 0.040316 | 0.3397 | 0.36754 |
45 | -0.004562 | -0.0384 | 0.484722 |
46 | -0.008559 | -0.0721 | 0.471354 |
47 | 0.002381 | 0.0201 | 0.492026 |
48 | 0.01332 | 0.1122 | 0.455475 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.047103 | 0.3969 | 0.346316 |
2 | -0.126847 | -1.0688 | 0.144383 |
3 | 0.052646 | 0.4436 | 0.32934 |
4 | -0.099551 | -0.8388 | 0.20219 |
5 | -0.159594 | -1.3448 | 0.091491 |
6 | 0.096768 | 0.8154 | 0.208789 |
7 | -0.070196 | -0.5915 | 0.278039 |
8 | -0.284013 | -2.3931 | 0.009676 |
9 | 0.041989 | 0.3538 | 0.362266 |
10 | 0.047789 | 0.4027 | 0.344197 |
11 | -0.070894 | -0.5974 | 0.276083 |
12 | 0.242056 | 2.0396 | 0.022556 |
13 | 0.211784 | 1.7845 | 0.039305 |
14 | 0.057048 | 0.4807 | 0.316105 |
15 | -0.184385 | -1.5537 | 0.062356 |
16 | 0.107018 | 0.9018 | 0.185118 |
17 | 0.073504 | 0.6194 | 0.268833 |
18 | -0.09098 | -0.7666 | 0.222927 |
19 | -0.068859 | -0.5802 | 0.281803 |
20 | -0.158768 | -1.3378 | 0.092616 |
21 | 0.105642 | 0.8902 | 0.188193 |
22 | -0.077186 | -0.6504 | 0.258772 |
23 | 0.019797 | 0.1668 | 0.433996 |
24 | -0.037945 | -0.3197 | 0.375056 |
25 | 0.020708 | 0.1745 | 0.43099 |
26 | -0.111768 | -0.9418 | 0.174752 |
27 | 0.080446 | 0.6778 | 0.250035 |
28 | -0.120573 | -1.016 | 0.156548 |
29 | -0.180488 | -1.5208 | 0.066374 |
30 | -0.043116 | -0.3633 | 0.35873 |
31 | -0.078322 | -0.66 | 0.255709 |
32 | 0.072405 | 0.6101 | 0.271872 |
33 | -0.021257 | -0.1791 | 0.429179 |
34 | 0.02752 | 0.2319 | 0.408647 |
35 | -0.050219 | -0.4232 | 0.336731 |
36 | -0.080284 | -0.6765 | 0.250466 |
37 | -0.052433 | -0.4418 | 0.329987 |
38 | -0.023904 | -0.2014 | 0.420473 |
39 | 0.061027 | 0.5142 | 0.304346 |
40 | 0.013762 | 0.116 | 0.454005 |
41 | 0.011623 | 0.0979 | 0.461129 |
42 | -0.016515 | -0.1392 | 0.444861 |
43 | -0.110715 | -0.9329 | 0.177017 |
44 | 0.024107 | 0.2031 | 0.419807 |
45 | -0.007678 | -0.0647 | 0.474298 |
46 | -0.133968 | -1.1288 | 0.131384 |
47 | 0.030663 | 0.2584 | 0.398433 |
48 | -0.044693 | -0.3766 | 0.353801 |