Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.008941 | 0.1039 | 0.458706 |
2 | -0.075068 | -0.8722 | 0.19232 |
3 | -0.050239 | -0.5837 | 0.280188 |
4 | 0.072654 | 0.8442 | 0.200037 |
5 | -0.076002 | -0.8831 | 0.189387 |
6 | -0.00698 | -0.0811 | 0.467741 |
7 | -0.026709 | -0.3103 | 0.378393 |
8 | 0.012729 | 0.1479 | 0.441322 |
9 | -0.041332 | -0.4802 | 0.315919 |
10 | 0.135981 | 1.58 | 0.058229 |
11 | -0.139775 | -1.624 | 0.05335 |
12 | -0.169365 | -1.9678 | 0.025568 |
13 | -0.070577 | -0.82 | 0.206821 |
14 | 0.176129 | 2.0464 | 0.021327 |
15 | 0.131747 | 1.5308 | 0.064085 |
16 | -0.065484 | -0.7609 | 0.224034 |
17 | 0.013581 | 0.1578 | 0.437426 |
18 | -0.000852 | -0.0099 | 0.496057 |
19 | 0.043516 | 0.5056 | 0.306975 |
20 | 0.142122 | 1.6513 | 0.0505 |
21 | -0.025526 | -0.2966 | 0.383622 |
22 | -0.114648 | -1.3321 | 0.092537 |
23 | 0.018289 | 0.2125 | 0.416021 |
24 | -0.016232 | -0.1886 | 0.425343 |
25 | -0.001813 | -0.0211 | 0.491614 |
26 | -0.055873 | -0.6492 | 0.258659 |
27 | 0.042549 | 0.4944 | 0.310921 |
28 | 0.107553 | 1.2497 | 0.106793 |
29 | 0.048197 | 0.56 | 0.288205 |
30 | 0.003632 | 0.0422 | 0.483201 |
31 | -0.094987 | -1.1036 | 0.135855 |
32 | 0.023524 | 0.2733 | 0.392513 |
33 | -0.05099 | -0.5925 | 0.277269 |
34 | 0.067338 | 0.7824 | 0.217677 |
35 | 0.126681 | 1.4719 | 0.071688 |
36 | 0.052897 | 0.6146 | 0.269922 |
37 | 0.028055 | 0.326 | 0.372476 |
38 | -0.016145 | -0.1876 | 0.425743 |
39 | 0.003754 | 0.0436 | 0.482638 |
40 | -0.036063 | -0.419 | 0.337935 |
41 | -0.05141 | -0.5973 | 0.275646 |
42 | 0.10125 | 1.1764 | 0.120749 |
43 | -0.031701 | -0.3683 | 0.356603 |
44 | 0.012851 | 0.1493 | 0.440765 |
45 | 0.042245 | 0.4908 | 0.312168 |
46 | -0.011998 | -0.1394 | 0.444667 |
47 | -0.145314 | -1.6884 | 0.046822 |
48 | -0.007081 | -0.0823 | 0.467274 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.008941 | 0.1039 | 0.458706 |
2 | -0.075154 | -0.8732 | 0.192049 |
3 | -0.049127 | -0.5708 | 0.28454 |
4 | 0.06834 | 0.794 | 0.214284 |
5 | -0.085593 | -0.9945 | 0.16088 |
6 | 0.002755 | 0.032 | 0.487253 |
7 | -0.031812 | -0.3696 | 0.356121 |
8 | -0.000239 | -0.0028 | 0.498894 |
9 | -0.035384 | -0.4111 | 0.340815 |
10 | 0.131567 | 1.5287 | 0.064343 |
11 | -0.151851 | -1.7643 | 0.039968 |
12 | -0.159625 | -1.8547 | 0.032912 |
13 | -0.070741 | -0.8219 | 0.206282 |
14 | 0.126393 | 1.4686 | 0.072141 |
15 | 0.157083 | 1.8251 | 0.035095 |
16 | -0.062251 | -0.7233 | 0.235377 |
17 | 0.029201 | 0.3393 | 0.36746 |
18 | -0.05274 | -0.6128 | 0.270524 |
19 | 0.062082 | 0.7213 | 0.235978 |
20 | 0.170285 | 1.9785 | 0.024952 |
21 | 0.002402 | 0.0279 | 0.488889 |
22 | -0.096923 | -1.1261 | 0.131052 |
23 | -0.019643 | -0.2282 | 0.409907 |
24 | -0.116891 | -1.3581 | 0.088341 |
25 | 0.015824 | 0.1839 | 0.427202 |
26 | 0.080311 | 0.9331 | 0.17621 |
27 | 0.077613 | 0.9018 | 0.18439 |
28 | 0.111809 | 1.2991 | 0.098062 |
29 | -0.029759 | -0.3458 | 0.365026 |
30 | -0.021755 | -0.2528 | 0.400416 |
31 | -0.04625 | -0.5374 | 0.295946 |
32 | 0.123038 | 1.4296 | 0.077575 |
33 | -0.060317 | -0.7008 | 0.24231 |
34 | 0.000572 | 0.0066 | 0.497354 |
35 | 0.069913 | 0.8123 | 0.209021 |
36 | 0.070123 | 0.8148 | 0.208325 |
37 | 0.081679 | 0.949 | 0.172153 |
38 | -0.017906 | -0.2081 | 0.417751 |
39 | 0.07294 | 0.8475 | 0.199112 |
40 | -0.040952 | -0.4758 | 0.317486 |
41 | 0.008461 | 0.0983 | 0.460915 |
42 | 0.074494 | 0.8655 | 0.194137 |
43 | -0.073426 | -0.8531 | 0.197549 |
44 | 0.031823 | 0.3698 | 0.356072 |
45 | 0.048315 | 0.5614 | 0.287739 |
46 | -0.024745 | -0.2875 | 0.38708 |
47 | -0.136056 | -1.5808 | 0.058129 |
48 | 0.041155 | 0.4782 | 0.316646 |