Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.018385 | 0.1549 | 0.438664 |
2 | -0.191106 | -1.6103 | 0.055886 |
3 | 0.087585 | 0.738 | 0.231472 |
4 | -0.039911 | -0.3363 | 0.36882 |
5 | -0.135398 | -1.1409 | 0.128875 |
6 | 0.043248 | 0.3644 | 0.358317 |
7 | -0.034203 | -0.2882 | 0.387016 |
8 | -0.018482 | -0.1557 | 0.438343 |
9 | 0.080062 | 0.6746 | 0.251056 |
10 | -0.14874 | -1.2533 | 0.107103 |
11 | 0.065395 | 0.551 | 0.291673 |
12 | 0.101716 | 0.8571 | 0.197145 |
13 | -0.114268 | -0.9628 | 0.169448 |
14 | 0.010853 | 0.0915 | 0.463696 |
15 | 0.3061 | 2.5792 | 0.005987 |
16 | 0.086029 | 0.7249 | 0.23545 |
17 | -0.090761 | -0.7648 | 0.223474 |
18 | -0.03044 | -0.2565 | 0.399157 |
19 | -0.079507 | -0.6699 | 0.252536 |
20 | 0.024581 | 0.2071 | 0.418253 |
21 | 0.04036 | 0.3401 | 0.367399 |
22 | 0.129941 | 1.0949 | 0.138629 |
23 | 0.011947 | 0.1007 | 0.460048 |
24 | -0.067101 | -0.5654 | 0.286791 |
25 | -0.161606 | -1.3617 | 0.088797 |
26 | 0.011359 | 0.0957 | 0.46201 |
27 | 0.069106 | 0.5823 | 0.281105 |
28 | -0.098041 | -0.8261 | 0.205756 |
29 | -0.032552 | -0.2743 | 0.392329 |
30 | 0.106991 | 0.9015 | 0.185179 |
31 | 0.109419 | 0.922 | 0.17983 |
32 | -0.115179 | -0.9705 | 0.167541 |
33 | 0.054533 | 0.4595 | 0.323639 |
34 | 0.070388 | 0.5931 | 0.2775 |
35 | -0.028654 | -0.2414 | 0.404954 |
36 | -0.142298 | -1.199 | 0.117252 |
37 | 0.001067 | 0.009 | 0.496425 |
38 | -0.001609 | -0.0136 | 0.494611 |
39 | -0.111205 | -0.937 | 0.17596 |
40 | -0.033792 | -0.2847 | 0.388339 |
41 | -0.123577 | -1.0413 | 0.150639 |
42 | 0.065153 | 0.549 | 0.292369 |
43 | 0.073458 | 0.619 | 0.268958 |
44 | -0.031912 | -0.2689 | 0.394396 |
45 | -0.049334 | -0.4157 | 0.339443 |
46 | 0.098658 | 0.8313 | 0.204295 |
47 | -0.065999 | -0.5561 | 0.289938 |
48 | -0.046562 | -0.3923 | 0.347992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.018385 | 0.1549 | 0.438664 |
2 | -0.191509 | -1.6137 | 0.055516 |
3 | 0.098954 | 0.8338 | 0.203596 |
4 | -0.08633 | -0.7274 | 0.234678 |
5 | -0.099135 | -0.8353 | 0.203169 |
6 | 0.021231 | 0.1789 | 0.429264 |
7 | -0.077387 | -0.6521 | 0.25823 |
8 | 0.016493 | 0.139 | 0.444934 |
9 | 0.041653 | 0.351 | 0.363324 |
10 | -0.169 | -1.424 | 0.07941 |
11 | 0.119571 | 1.0075 | 0.158552 |
12 | 0.004705 | 0.0396 | 0.484245 |
13 | -0.063247 | -0.5329 | 0.297874 |
14 | 0.040625 | 0.3423 | 0.366563 |
15 | 0.247001 | 2.0813 | 0.020508 |
16 | 0.139019 | 1.1714 | 0.122679 |
17 | -0.011404 | -0.0961 | 0.461859 |
18 | -0.050932 | -0.4292 | 0.334552 |
19 | -0.047956 | -0.4041 | 0.343682 |
20 | 0.070767 | 0.5963 | 0.276438 |
21 | 0.051766 | 0.4362 | 0.332012 |
22 | 0.205631 | 1.7327 | 0.043747 |
23 | -0.021284 | -0.1793 | 0.429091 |
24 | -0.061754 | -0.5204 | 0.302219 |
25 | -0.139458 | -1.1751 | 0.121941 |
26 | -0.013703 | -0.1155 | 0.454201 |
27 | 0.02837 | 0.239 | 0.405878 |
28 | -0.062868 | -0.5297 | 0.298973 |
29 | -0.050164 | -0.4227 | 0.3369 |
30 | -0.018584 | -0.1566 | 0.438007 |
31 | 0.030196 | 0.2544 | 0.399948 |
32 | -0.104355 | -0.8793 | 0.1911 |
33 | 0.090494 | 0.7625 | 0.224139 |
34 | 0.080174 | 0.6756 | 0.250758 |
35 | 0.00277 | 0.0233 | 0.490722 |
36 | -0.213214 | -1.7966 | 0.038329 |
37 | -0.130457 | -1.0992 | 0.137687 |
38 | -0.097768 | -0.8238 | 0.206404 |
39 | -0.02976 | -0.2508 | 0.401361 |
40 | 0.113211 | 0.9539 | 0.171678 |
41 | -0.143449 | -1.2087 | 0.115389 |
42 | -0.057584 | -0.4852 | 0.31451 |
43 | -0.023306 | -0.1964 | 0.422439 |
44 | -0.019594 | -0.1651 | 0.434668 |
45 | -0.054395 | -0.4583 | 0.324053 |
46 | 0.037092 | 0.3125 | 0.377773 |
47 | 0.011679 | 0.0984 | 0.460944 |
48 | -0.030747 | -0.2591 | 0.398161 |