Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.23629 | 1.8755 | 0.03268 |
2 | -0.003479 | -0.0276 | 0.489028 |
3 | -0.130889 | -1.0389 | 0.151411 |
4 | -0.134766 | -1.0697 | 0.144424 |
5 | -0.202881 | -1.6103 | 0.056164 |
6 | -0.025707 | -0.204 | 0.419487 |
7 | 0.238885 | 1.8961 | 0.031268 |
8 | 0.181518 | 1.4408 | 0.077303 |
9 | -0.018612 | -0.1477 | 0.441514 |
10 | -0.075071 | -0.5959 | 0.276702 |
11 | -0.022527 | -0.1788 | 0.429333 |
12 | -0.120236 | -0.9543 | 0.171779 |
13 | -0.059736 | -0.4741 | 0.318521 |
14 | -0.055765 | -0.4426 | 0.329779 |
15 | -0.056054 | -0.4449 | 0.328953 |
16 | -0.04362 | -0.3462 | 0.365164 |
17 | -0.053402 | -0.4239 | 0.336554 |
18 | -0.089779 | -0.7126 | 0.239363 |
19 | -0.008281 | -0.0657 | 0.473903 |
20 | -0.139456 | -1.1069 | 0.136273 |
21 | -0.020647 | -0.1639 | 0.435176 |
22 | 0.012898 | 0.1024 | 0.459391 |
23 | 0.058406 | 0.4636 | 0.322271 |
24 | -0.058357 | -0.4632 | 0.322412 |
25 | -0.184908 | -1.4677 | 0.073585 |
26 | -0.08918 | -0.7078 | 0.240827 |
27 | -0.126883 | -1.0071 | 0.158869 |
28 | -0.018427 | -0.1463 | 0.442093 |
29 | 0.09775 | 0.7759 | 0.220366 |
30 | 0.220306 | 1.7486 | 0.042614 |
31 | 0.093047 | 0.7385 | 0.231466 |
32 | -0.003897 | -0.0309 | 0.48771 |
33 | 0.051794 | 0.4111 | 0.341196 |
34 | -0.03753 | -0.2979 | 0.383386 |
35 | -0.037877 | -0.3006 | 0.38234 |
36 | 0.061532 | 0.4884 | 0.313482 |
37 | 0.06246 | 0.4958 | 0.310893 |
38 | 0.053193 | 0.4222 | 0.337155 |
39 | 0.085429 | 0.6781 | 0.250105 |
40 | 0.02683 | 0.213 | 0.416023 |
41 | 0.052786 | 0.419 | 0.33833 |
42 | -0.008286 | -0.0658 | 0.473886 |
43 | 0.016202 | 0.1286 | 0.449041 |
44 | -0.027001 | -0.2143 | 0.415498 |
45 | -0.011259 | -0.0894 | 0.464538 |
46 | -0.022613 | -0.1795 | 0.429066 |
47 | 0.019965 | 0.1585 | 0.437297 |
48 | -0.143429 | -1.1384 | 0.129626 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.23629 | 1.8755 | 0.03268 |
2 | -0.06282 | -0.4986 | 0.309893 |
3 | -0.122465 | -0.972 | 0.167374 |
4 | -0.079967 | -0.6347 | 0.263954 |
5 | -0.170998 | -1.3573 | 0.089772 |
6 | 0.042406 | 0.3366 | 0.368772 |
7 | 0.229647 | 1.8228 | 0.036542 |
8 | 0.0375 | 0.2976 | 0.383476 |
9 | -0.107876 | -0.8562 | 0.197556 |
10 | -0.041828 | -0.332 | 0.370495 |
11 | 0.064746 | 0.5139 | 0.304558 |
12 | -0.049849 | -0.3957 | 0.346845 |
13 | -0.000312 | -0.0025 | 0.499016 |
14 | -0.138136 | -1.0964 | 0.138535 |
15 | -0.130468 | -1.0356 | 0.152184 |
16 | 0.008544 | 0.0678 | 0.473075 |
17 | -0.040899 | -0.3246 | 0.37327 |
18 | -0.135483 | -1.0754 | 0.143157 |
19 | 0.001535 | 0.0122 | 0.495159 |
20 | -0.203765 | -1.6173 | 0.055401 |
21 | 0.03855 | 0.306 | 0.380313 |
22 | 0.048204 | 0.3826 | 0.35165 |
23 | 0.004889 | 0.0388 | 0.484585 |
24 | -0.144568 | -1.1475 | 0.127763 |
25 | -0.231086 | -1.8342 | 0.035675 |
26 | -0.029939 | -0.2376 | 0.406468 |
27 | -0.096981 | -0.7698 | 0.222158 |
28 | -0.000281 | -0.0022 | 0.499112 |
29 | -0.042647 | -0.3385 | 0.368056 |
30 | -0.018126 | -0.1439 | 0.44303 |
31 | 0.007029 | 0.0558 | 0.477841 |
32 | -0.007593 | -0.0603 | 0.476068 |
33 | 0.149146 | 1.1838 | 0.120468 |
34 | -0.073722 | -0.5852 | 0.280268 |
35 | -0.054713 | -0.4343 | 0.332788 |
36 | 0.057446 | 0.456 | 0.324992 |
37 | -0.083671 | -0.6641 | 0.254519 |
38 | 0.022474 | 0.1784 | 0.429499 |
39 | 0.05505 | 0.4369 | 0.331821 |
40 | -0.170047 | -1.3497 | 0.090971 |
41 | 0.054399 | 0.4318 | 0.33369 |
42 | -0.019678 | -0.1562 | 0.438191 |
43 | 0.025582 | 0.203 | 0.419875 |
44 | -0.031619 | -0.251 | 0.401328 |
45 | -0.059357 | -0.4711 | 0.319587 |
46 | -0.050681 | -0.4023 | 0.344425 |
47 | 0.015808 | 0.1255 | 0.450275 |
48 | -0.127749 | -1.014 | 0.157236 |