Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.020667 | 0.2197 | 0.413254 |
2 | 0.129077 | 1.3721 | 0.086374 |
3 | 0.138705 | 1.4745 | 0.07157 |
4 | -0.004117 | -0.0438 | 0.482585 |
5 | 0.062662 | 0.6661 | 0.253351 |
6 | 0.033605 | 0.3572 | 0.360795 |
7 | -0.011163 | -0.1187 | 0.452878 |
8 | 0.043912 | 0.4668 | 0.320775 |
9 | -0.019156 | -0.2036 | 0.419503 |
10 | -0.147471 | -1.5676 | 0.059881 |
11 | -0.188607 | -2.0049 | 0.023681 |
12 | -0.414313 | -4.4042 | 1.2e-05 |
13 | -0.053948 | -0.5735 | 0.28373 |
14 | -0.045498 | -0.4836 | 0.314786 |
15 | -0.051289 | -0.5452 | 0.293342 |
16 | -0.11756 | -1.2497 | 0.106999 |
17 | -0.022727 | -0.2416 | 0.404768 |
18 | -0.013184 | -0.1402 | 0.444395 |
19 | -0.046531 | -0.4946 | 0.310911 |
20 | 0.017442 | 0.1854 | 0.426621 |
21 | 0.068812 | 0.7315 | 0.233 |
22 | 0.096248 | 1.0231 | 0.154216 |
23 | 0.200017 | 2.1262 | 0.017831 |
24 | 0.107606 | 1.1439 | 0.127549 |
25 | -0.02683 | -0.2852 | 0.388002 |
26 | 0.031058 | 0.3302 | 0.370948 |
27 | 0.093216 | 0.9909 | 0.161925 |
28 | 0.017509 | 0.1861 | 0.426343 |
29 | 0.027493 | 0.2923 | 0.385313 |
30 | 0.062313 | 0.6624 | 0.254532 |
31 | -0.061102 | -0.6495 | 0.258658 |
32 | 0.023272 | 0.2474 | 0.402531 |
33 | -0.193996 | -2.0622 | 0.020741 |
34 | -0.062355 | -0.6628 | 0.254391 |
35 | -0.026055 | -0.277 | 0.391155 |
36 | -0.151043 | -1.6056 | 0.055576 |
37 | 0.08539 | 0.9077 | 0.182982 |
38 | -0.055101 | -0.5857 | 0.279611 |
39 | -0.216508 | -2.3015 | 0.011598 |
40 | -0.00445 | -0.0473 | 0.481178 |
41 | -0.046585 | -0.4952 | 0.31071 |
42 | -0.146975 | -1.5624 | 0.060499 |
43 | 0.126911 | 1.3491 | 0.090003 |
44 | -0.018012 | -0.1915 | 0.42425 |
45 | 0.088358 | 0.9393 | 0.174801 |
46 | -0.023664 | -0.2515 | 0.400923 |
47 | -0.011076 | -0.1177 | 0.45324 |
48 | -0.021253 | -0.2259 | 0.410835 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.020667 | 0.2197 | 0.413254 |
2 | 0.128705 | 1.3682 | 0.08699 |
3 | 0.136031 | 1.446 | 0.075468 |
4 | -0.024143 | -0.2566 | 0.398959 |
5 | 0.028707 | 0.3052 | 0.380402 |
6 | 0.018706 | 0.1988 | 0.421369 |
7 | -0.019767 | -0.2101 | 0.416973 |
8 | 0.026151 | 0.278 | 0.390764 |
9 | -0.021642 | -0.2301 | 0.40923 |
10 | -0.158964 | -1.6898 | 0.046911 |
11 | -0.206968 | -2.2001 | 0.014918 |
12 | -0.417182 | -4.4347 | 1.1e-05 |
13 | -0.032979 | -0.3506 | 0.363281 |
14 | 0.100649 | 1.0699 | 0.143469 |
15 | 0.116531 | 1.2387 | 0.109005 |
16 | -0.105841 | -1.1251 | 0.131464 |
17 | -0.011602 | -0.1233 | 0.451032 |
18 | 0.056218 | 0.5976 | 0.275649 |
19 | 0.031393 | 0.3337 | 0.369606 |
20 | 0.064174 | 0.6822 | 0.248262 |
21 | 0.067679 | 0.7194 | 0.236678 |
22 | -0.047289 | -0.5027 | 0.308081 |
23 | 0.001449 | 0.0154 | 0.49387 |
24 | -0.084646 | -0.8998 | 0.185069 |
25 | -0.082462 | -0.8766 | 0.191286 |
26 | -0.033508 | -0.3562 | 0.361178 |
27 | 0.08941 | 0.9504 | 0.171957 |
28 | -0.070415 | -0.7485 | 0.227852 |
29 | -0.034068 | -0.3621 | 0.35896 |
30 | 0.078663 | 0.8362 | 0.202404 |
31 | -0.046326 | -0.4924 | 0.311679 |
32 | 0.043933 | 0.467 | 0.320693 |
33 | -0.133291 | -1.4169 | 0.079632 |
34 | 0.017626 | 0.1874 | 0.425854 |
35 | 0.097828 | 1.0399 | 0.150297 |
36 | -0.136325 | -1.4492 | 0.075032 |
37 | 0.036009 | 0.3828 | 0.3513 |
38 | -0.022644 | -0.2407 | 0.405107 |
39 | -0.164369 | -1.7473 | 0.041654 |
40 | -0.072521 | -0.7709 | 0.221184 |
41 | 0.005967 | 0.0634 | 0.474768 |
42 | -0.073873 | -0.7853 | 0.216966 |
43 | 0.080088 | 0.8513 | 0.198188 |
44 | -0.019144 | -0.2035 | 0.419552 |
45 | -0.035187 | -0.374 | 0.354538 |
46 | -0.082216 | -0.874 | 0.191994 |
47 | 0.019185 | 0.2039 | 0.419386 |
48 | -0.082136 | -0.8731 | 0.192225 |