Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.00457 | 0.0501 | 0.480079 |
2 | -0.093031 | -1.0191 | 0.155103 |
3 | -0.004118 | -0.0451 | 0.482048 |
4 | 0.065982 | 0.7228 | 0.235605 |
5 | -0.008701 | -0.0953 | 0.462114 |
6 | -0.151535 | -1.66 | 0.049765 |
7 | 0.013471 | 0.1476 | 0.441467 |
8 | 0.088039 | 0.9644 | 0.168387 |
9 | 0.005235 | 0.0573 | 0.477184 |
10 | -0.039009 | -0.4273 | 0.334954 |
11 | -0.04844 | -0.5306 | 0.298325 |
12 | 0.159355 | 1.7456 | 0.041716 |
13 | 0.01473 | 0.1614 | 0.436042 |
14 | -0.103227 | -1.1308 | 0.130197 |
15 | -0.004819 | -0.0528 | 0.478995 |
16 | 0.062649 | 0.6863 | 0.246927 |
17 | -0.005025 | -0.0551 | 0.478095 |
18 | -0.142141 | -1.5571 | 0.061043 |
19 | 0.013865 | 0.1519 | 0.439768 |
20 | 0.080403 | 0.8808 | 0.190103 |
21 | -0.009029 | -0.0989 | 0.46069 |
22 | -0.052461 | -0.5747 | 0.283292 |
23 | -0.04428 | -0.4851 | 0.314258 |
24 | 0.136903 | 1.4997 | 0.068159 |
25 | 0.007262 | 0.0795 | 0.468365 |
26 | -0.095726 | -1.0486 | 0.148228 |
27 | -0.014584 | -0.1598 | 0.436671 |
28 | 0.059106 | 0.6475 | 0.25928 |
29 | -0.015738 | -0.1724 | 0.431707 |
30 | -0.133495 | -1.4624 | 0.073127 |
31 | 0.008429 | 0.0923 | 0.463294 |
32 | 0.077829 | 0.8526 | 0.197798 |
33 | -0.00255 | -0.0279 | 0.48888 |
34 | -0.036677 | -0.4018 | 0.34428 |
35 | -0.033296 | -0.3647 | 0.357974 |
36 | 0.110898 | 1.2148 | 0.113408 |
37 | 0.007111 | 0.0779 | 0.469021 |
38 | -0.091231 | -0.9994 | 0.159808 |
39 | -0.01451 | -0.1589 | 0.436989 |
40 | 0.046944 | 0.5142 | 0.304014 |
41 | -0.029651 | -0.3248 | 0.372945 |
42 | -0.110447 | -1.2099 | 0.11435 |
43 | 0.014057 | 0.154 | 0.438941 |
44 | 0.071413 | 0.7823 | 0.217793 |
45 | -0.014591 | -0.1598 | 0.43664 |
46 | -0.037018 | -0.4055 | 0.34291 |
47 | -0.027905 | -0.3057 | 0.380187 |
48 | 0.090867 | 0.9954 | 0.160772 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.00457 | 0.0501 | 0.480079 |
2 | -0.093054 | -1.0194 | 0.155044 |
3 | -0.003256 | -0.0357 | 0.485803 |
4 | 0.057864 | 0.6339 | 0.263687 |
5 | -0.010097 | -0.1106 | 0.456055 |
6 | -0.142005 | -1.5556 | 0.061219 |
7 | 0.014145 | 0.1549 | 0.438561 |
8 | 0.061551 | 0.6743 | 0.250721 |
9 | 0.006504 | 0.0712 | 0.47166 |
10 | -0.011971 | -0.1311 | 0.447943 |
11 | -0.052424 | -0.5743 | 0.283429 |
12 | 0.133066 | 1.4577 | 0.073773 |
13 | 0.01068 | 0.117 | 0.45353 |
14 | -0.063995 | -0.701 | 0.242322 |
15 | 0.00263 | 0.0288 | 0.488532 |
16 | 0.028414 | 0.3113 | 0.37807 |
17 | -0.018299 | -0.2005 | 0.42073 |
18 | -0.092783 | -1.0164 | 0.155746 |
19 | 0.019786 | 0.2167 | 0.414387 |
20 | 0.024998 | 0.2738 | 0.392341 |
21 | -0.010274 | -0.1125 | 0.455291 |
22 | -0.01737 | -0.1903 | 0.424706 |
23 | -0.03961 | -0.4339 | 0.332567 |
24 | 0.085494 | 0.9365 | 0.175437 |
25 | -0.001428 | -0.0156 | 0.493773 |
26 | -0.039918 | -0.4373 | 0.331346 |
27 | -0.009141 | -0.1001 | 0.460201 |
28 | 0.014882 | 0.163 | 0.435385 |
29 | -0.034924 | -0.3826 | 0.351355 |
30 | -0.066124 | -0.7244 | 0.235129 |
31 | 0.012777 | 0.14 | 0.44446 |
32 | 0.010295 | 0.1128 | 0.4552 |
33 | -0.002505 | -0.0274 | 0.489078 |
34 | 0.003727 | 0.0408 | 0.483749 |
35 | -0.026026 | -0.2851 | 0.388029 |
36 | 0.048912 | 0.5358 | 0.296544 |
37 | -0.000112 | -0.0012 | 0.499512 |
38 | -0.031278 | -0.3426 | 0.366237 |
39 | -0.006348 | -0.0695 | 0.47234 |
40 | -1e-04 | -0.0011 | 0.499563 |
41 | -0.050766 | -0.5561 | 0.289584 |
42 | -0.03716 | -0.4071 | 0.342341 |
43 | 0.015165 | 0.1661 | 0.43417 |
44 | -0.000927 | -0.0102 | 0.495958 |
45 | -0.014236 | -0.1559 | 0.438167 |
46 | -3.3e-05 | -4e-04 | 0.499855 |
47 | -0.02712 | -0.2971 | 0.383458 |
48 | 0.029885 | 0.3274 | 0.371978 |