Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.094806 | 0.7988 | 0.213522 |
2 | 0.015741 | 0.1326 | 0.447428 |
3 | -0.176475 | -1.487 | 0.070721 |
4 | -0.119626 | -1.008 | 0.158442 |
5 | -0.11248 | -0.9478 | 0.173229 |
6 | 0.153297 | 1.2917 | 0.100324 |
7 | 0.093725 | 0.7897 | 0.216153 |
8 | -0.116343 | -0.9803 | 0.165128 |
9 | -0.075121 | -0.633 | 0.264389 |
10 | -0.021544 | -0.1815 | 0.428234 |
11 | 0.039982 | 0.3369 | 0.368594 |
12 | 0.372394 | 3.1379 | 0.001239 |
13 | 0.084353 | 0.7108 | 0.239777 |
14 | 0.075847 | 0.6391 | 0.262407 |
15 | -0.072588 | -0.6116 | 0.271367 |
16 | -0.061793 | -0.5207 | 0.302105 |
17 | -0.181434 | -1.5288 | 0.06538 |
18 | 0.012634 | 0.1065 | 0.457762 |
19 | 0.03346 | 0.2819 | 0.389404 |
20 | -0.008445 | -0.0712 | 0.471734 |
21 | 0.076813 | 0.6472 | 0.259782 |
22 | -0.011697 | -0.0986 | 0.460881 |
23 | -0.070331 | -0.5926 | 0.277659 |
24 | -0.014754 | -0.1243 | 0.450706 |
25 | -0.064691 | -0.5451 | 0.293698 |
26 | 0.037865 | 0.3191 | 0.37531 |
27 | 0.093736 | 0.7898 | 0.216127 |
28 | 0.110631 | 0.9322 | 0.177197 |
29 | -0.147805 | -1.2454 | 0.108534 |
30 | 0.014148 | 0.1192 | 0.452723 |
31 | -0.124909 | -1.0525 | 0.14807 |
32 | -0.054447 | -0.4588 | 0.323899 |
33 | 0.127101 | 1.071 | 0.143906 |
34 | 0.002624 | 0.0221 | 0.491212 |
35 | -0.08111 | -0.6834 | 0.248276 |
36 | -0.0902 | -0.76 | 0.224874 |
37 | -0.020773 | -0.175 | 0.430776 |
38 | -0.004639 | -0.0391 | 0.484465 |
39 | 0.04933 | 0.4157 | 0.339457 |
40 | 0.0988 | 0.8325 | 0.203958 |
41 | -0.086497 | -0.7288 | 0.23425 |
42 | -0.008177 | -0.0689 | 0.472631 |
43 | -0.109492 | -0.9226 | 0.179672 |
44 | -0.039803 | -0.3354 | 0.369162 |
45 | 0.002926 | 0.0247 | 0.490201 |
46 | -0.000143 | -0.0012 | 0.499522 |
47 | -0.050191 | -0.4229 | 0.336818 |
48 | -0.031081 | -0.2619 | 0.397083 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.094806 | 0.7988 | 0.213522 |
2 | 0.006814 | 0.0574 | 0.477187 |
3 | -0.180231 | -1.5187 | 0.066645 |
4 | -0.089781 | -0.7565 | 0.225923 |
5 | -0.091706 | -0.7727 | 0.221123 |
6 | 0.151228 | 1.2743 | 0.103361 |
7 | 0.041803 | 0.3522 | 0.362853 |
8 | -0.192928 | -1.6256 | 0.054229 |
9 | -0.030937 | -0.2607 | 0.397546 |
10 | 0.044761 | 0.3772 | 0.35359 |
11 | 0.050735 | 0.4275 | 0.335154 |
12 | 0.350983 | 2.9574 | 0.002105 |
13 | -0.050275 | -0.4236 | 0.336561 |
14 | 0.093391 | 0.7869 | 0.216972 |
15 | 0.080464 | 0.678 | 0.249987 |
16 | -0.008561 | -0.0721 | 0.471349 |
17 | -0.091673 | -0.7725 | 0.221205 |
18 | -0.067797 | -0.5713 | 0.28481 |
19 | -0.007913 | -0.0667 | 0.473515 |
20 | 0.035913 | 0.3026 | 0.381536 |
21 | 0.070151 | 0.5911 | 0.278163 |
22 | -0.051671 | -0.4354 | 0.3323 |
23 | -0.087663 | -0.7387 | 0.231274 |
24 | -0.105787 | -0.8914 | 0.187868 |
25 | -0.133705 | -1.1266 | 0.131848 |
26 | -0.017525 | -0.1477 | 0.441512 |
27 | 0.076399 | 0.6438 | 0.260905 |
28 | 0.086827 | 0.7316 | 0.233406 |
29 | -0.059229 | -0.4991 | 0.309635 |
30 | 0.090346 | 0.7613 | 0.224508 |
31 | -0.084749 | -0.7141 | 0.238751 |
32 | -0.063885 | -0.5383 | 0.296026 |
33 | 0.085902 | 0.7238 | 0.235776 |
34 | -0.129802 | -1.0937 | 0.138886 |
35 | -0.019721 | -0.1662 | 0.434248 |
36 | 0.029797 | 0.2511 | 0.401241 |
37 | 0.050117 | 0.4223 | 0.337043 |
38 | 0.075389 | 0.6352 | 0.263657 |
39 | -0.129165 | -1.0884 | 0.140058 |
40 | -0.058229 | -0.4906 | 0.312596 |
41 | -0.018421 | -0.1552 | 0.438545 |
42 | -0.061459 | -0.5179 | 0.303081 |
43 | -0.012141 | -0.1023 | 0.459402 |
44 | -0.011508 | -0.097 | 0.461513 |
45 | -0.008417 | -0.0709 | 0.471828 |
46 | 0.025669 | 0.2163 | 0.414689 |
47 | -0.05395 | -0.4546 | 0.325396 |
48 | -0.046473 | -0.3916 | 0.348266 |