Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.176812 | 1.4898 | 0.070348 |
2 | -0.001184 | -0.01 | 0.496033 |
3 | -0.265508 | -2.2372 | 0.014207 |
4 | -0.13239 | -1.1155 | 0.134191 |
5 | 0.08739 | 0.7364 | 0.23197 |
6 | 0.249753 | 2.1045 | 0.01944 |
7 | 0.321171 | 2.7062 | 0.004258 |
8 | -0.183672 | -1.5477 | 0.063076 |
9 | -0.119753 | -1.0091 | 0.158187 |
10 | -0.128365 | -1.0816 | 0.141541 |
11 | 0.115904 | 0.9766 | 0.166035 |
12 | 0.137263 | 1.1566 | 0.125656 |
13 | 0.183201 | 1.5437 | 0.063555 |
14 | -0.070143 | -0.591 | 0.278188 |
15 | -0.191466 | -1.6133 | 0.055555 |
16 | -0.110858 | -0.9341 | 0.176708 |
17 | 0.1331 | 1.1215 | 0.132923 |
18 | 0.267803 | 2.2565 | 0.013558 |
19 | -0.005676 | -0.0478 | 0.480994 |
20 | -0.010988 | -0.0926 | 0.463245 |
21 | -0.172087 | -1.45 | 0.075727 |
22 | -0.12085 | -1.0183 | 0.155997 |
23 | 0.039743 | 0.3349 | 0.369353 |
24 | 0.183914 | 1.5497 | 0.062832 |
25 | 0.030692 | 0.2586 | 0.398339 |
26 | -0.158877 | -1.3387 | 0.092467 |
27 | -0.184531 | -1.5549 | 0.06221 |
28 | -0.151248 | -1.2744 | 0.103331 |
29 | -0.049059 | -0.4134 | 0.340288 |
30 | 0.174169 | 1.4676 | 0.073318 |
31 | 0.110384 | 0.9301 | 0.177731 |
32 | -0.036491 | -0.3075 | 0.379689 |
33 | -0.152559 | -1.2855 | 0.1014 |
34 | -0.127879 | -1.0775 | 0.142446 |
35 | 0.084939 | 0.7157 | 0.238258 |
36 | 0.013513 | 0.1139 | 0.454835 |
37 | 0.143284 | 1.2073 | 0.115656 |
38 | -0.074482 | -0.6276 | 0.26614 |
39 | -0.11413 | -0.9617 | 0.169737 |
40 | -0.086661 | -0.7302 | 0.233829 |
41 | 0.027145 | 0.2287 | 0.40987 |
42 | 0.137164 | 1.1558 | 0.125826 |
43 | -0.053814 | -0.4534 | 0.325806 |
44 | 0.044865 | 0.378 | 0.353266 |
45 | -0.152632 | -1.2861 | 0.101293 |
46 | -0.0631 | -0.5317 | 0.298299 |
47 | -0.072545 | -0.6113 | 0.271486 |
48 | 0.10517 | 0.8862 | 0.189257 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.176812 | 1.4898 | 0.070348 |
2 | -0.033494 | -0.2822 | 0.389296 |
3 | -0.26804 | -2.2585 | 0.013493 |
4 | -0.043251 | -0.3644 | 0.358306 |
5 | 0.134404 | 1.1325 | 0.130615 |
6 | 0.168427 | 1.4192 | 0.08011 |
7 | 0.235372 | 1.9833 | 0.025603 |
8 | -0.283987 | -2.3929 | 0.009681 |
9 | 0.037044 | 0.3121 | 0.377924 |
10 | 0.068428 | 0.5766 | 0.283023 |
11 | 0.067933 | 0.5724 | 0.284425 |
12 | -0.024549 | -0.2069 | 0.418358 |
13 | 0.069388 | 0.5847 | 0.280309 |
14 | -0.09914 | -0.8354 | 0.203155 |
15 | 0.005505 | 0.0464 | 0.481567 |
16 | -0.063124 | -0.5319 | 0.298229 |
17 | 0.167116 | 1.4081 | 0.081725 |
18 | 0.125206 | 1.055 | 0.147499 |
19 | -0.203071 | -1.7111 | 0.045714 |
20 | 0.024914 | 0.2099 | 0.417161 |
21 | 0.093075 | 0.7843 | 0.217746 |
22 | -0.118735 | -1.0005 | 0.160238 |
23 | 0.013371 | 0.1127 | 0.455308 |
24 | -0.003074 | -0.0259 | 0.489706 |
25 | -0.085959 | -0.7243 | 0.235629 |
26 | -0.035195 | -0.2966 | 0.383836 |
27 | -0.159227 | -1.3417 | 0.091989 |
28 | -0.029106 | -0.2453 | 0.403485 |
29 | -0.048086 | -0.4052 | 0.343281 |
30 | 0.028198 | 0.2376 | 0.406438 |
31 | -0.001631 | -0.0137 | 0.494538 |
32 | 0.081905 | 0.6901 | 0.246176 |
33 | -0.048185 | -0.406 | 0.342977 |
34 | -0.018097 | -0.1525 | 0.439618 |
35 | 0.12136 | 1.0226 | 0.154984 |
36 | -0.114621 | -0.9658 | 0.168707 |
37 | 0.068703 | 0.5789 | 0.282245 |
38 | -0.06066 | -0.5111 | 0.305423 |
39 | -0.032397 | -0.273 | 0.392828 |
40 | 0.117249 | 0.988 | 0.163265 |
41 | -0.091613 | -0.7719 | 0.221354 |
42 | 0.027981 | 0.2358 | 0.407145 |
43 | -0.030999 | -0.2612 | 0.397346 |
44 | 0.030512 | 0.2571 | 0.398922 |
45 | -0.000569 | -0.0048 | 0.498094 |
46 | -0.001602 | -0.0135 | 0.494633 |
47 | -0.145287 | -1.2242 | 0.11246 |
48 | 0.043176 | 0.3638 | 0.358541 |