Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.09687 | 1.0343 | 0.151595 |
2 | -0.115711 | -1.2355 | 0.109601 |
3 | 0.209401 | 2.2358 | 0.013657 |
4 | 0.09774 | 1.0436 | 0.149445 |
5 | -0.007774 | -0.083 | 0.466996 |
6 | -0.116772 | -1.2468 | 0.107516 |
7 | -0.047428 | -0.5064 | 0.306781 |
8 | -0.014583 | -0.1557 | 0.43827 |
9 | 0.014156 | 0.1511 | 0.440065 |
10 | -0.082945 | -0.8856 | 0.188846 |
11 | -0.006762 | -0.0722 | 0.471287 |
12 | 0.030896 | 0.3299 | 0.371047 |
13 | -0.055031 | -0.5876 | 0.278991 |
14 | 0.17584 | 1.8775 | 0.031506 |
15 | 0.165691 | 1.7691 | 0.039776 |
16 | 0.056073 | 0.5987 | 0.275283 |
17 | -0.028812 | -0.3076 | 0.379464 |
18 | 0.071674 | 0.7653 | 0.222848 |
19 | 0.063541 | 0.6784 | 0.249435 |
20 | -0.008623 | -0.0921 | 0.463403 |
21 | -0.041192 | -0.4398 | 0.330452 |
22 | -0.013744 | -0.1467 | 0.441795 |
23 | 0.007331 | 0.0783 | 0.468874 |
24 | -0.010358 | -0.1106 | 0.456066 |
25 | 0.031141 | 0.3325 | 0.370062 |
26 | -0.025673 | -0.2741 | 0.392246 |
27 | -0.204008 | -2.1782 | 0.015725 |
28 | -0.010977 | -0.1172 | 0.453455 |
29 | 0.049944 | 0.5333 | 0.297448 |
30 | -0.088462 | -0.9445 | 0.173453 |
31 | -0.141619 | -1.5121 | 0.066641 |
32 | -0.077941 | -0.8322 | 0.203523 |
33 | -0.042645 | -0.4553 | 0.324871 |
34 | 0.06937 | 0.7407 | 0.230208 |
35 | -0.057874 | -0.6179 | 0.268929 |
36 | -0.084337 | -0.9005 | 0.184884 |
37 | 0.135751 | 1.4494 | 0.074983 |
38 | 0.131668 | 1.4058 | 0.081248 |
39 | 0.022768 | 0.2431 | 0.404186 |
40 | 0.060076 | 0.6414 | 0.261265 |
41 | 0.009758 | 0.1042 | 0.458602 |
42 | -0.001125 | -0.012 | 0.495217 |
43 | 0.026776 | 0.2859 | 0.387741 |
44 | 0.013996 | 0.1494 | 0.440735 |
45 | -0.039821 | -0.4252 | 0.335757 |
46 | -0.056431 | -0.6025 | 0.274015 |
47 | -0.077467 | -0.8271 | 0.204947 |
48 | -0.054277 | -0.5795 | 0.28169 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.09687 | 1.0343 | 0.151595 |
2 | -0.12628 | -1.3483 | 0.090118 |
3 | 0.240309 | 2.5658 | 0.005796 |
4 | 0.030064 | 0.321 | 0.3744 |
5 | 0.037795 | 0.4035 | 0.343654 |
6 | -0.165649 | -1.7686 | 0.039814 |
7 | -0.041504 | -0.4431 | 0.329251 |
8 | -0.056672 | -0.6051 | 0.273161 |
9 | 0.081037 | 0.8652 | 0.194362 |
10 | -0.072867 | -0.778 | 0.219088 |
11 | 0.059285 | 0.633 | 0.264005 |
12 | -0.036529 | -0.39 | 0.348623 |
13 | -0.029183 | -0.3116 | 0.377961 |
14 | 0.195409 | 2.0864 | 0.019587 |
15 | 0.132806 | 1.418 | 0.079463 |
16 | 0.09253 | 0.988 | 0.162634 |
17 | -0.113053 | -1.2071 | 0.114951 |
18 | 0.011748 | 0.1254 | 0.450198 |
19 | -0.041014 | -0.4379 | 0.331141 |
20 | 0.08025 | 0.8568 | 0.196668 |
21 | -0.016197 | -0.1729 | 0.431503 |
22 | 0.045565 | 0.4865 | 0.313772 |
23 | -0.073567 | -0.7855 | 0.216901 |
24 | 0.03531 | 0.377 | 0.353436 |
25 | 0.05209 | 0.5562 | 0.289592 |
26 | 0.010851 | 0.1159 | 0.453986 |
27 | -0.235478 | -2.5142 | 0.006663 |
28 | -0.021648 | -0.2311 | 0.408813 |
29 | -0.065463 | -0.699 | 0.243001 |
30 | -0.023457 | -0.2505 | 0.401343 |
31 | -0.100261 | -1.0705 | 0.14333 |
32 | -0.08417 | -0.8987 | 0.185357 |
33 | -0.129374 | -1.3813 | 0.084939 |
34 | 0.110903 | 1.1841 | 0.119414 |
35 | -0.031348 | -0.3347 | 0.369232 |
36 | 0.022008 | 0.235 | 0.407322 |
37 | 0.046567 | 0.4972 | 0.310003 |
38 | 0.091592 | 0.9779 | 0.165089 |
39 | 0.02814 | 0.3005 | 0.38219 |
40 | 0.063693 | 0.6801 | 0.248924 |
41 | 0.010383 | 0.1109 | 0.45596 |
42 | 0.041349 | 0.4415 | 0.329848 |
43 | 0.026481 | 0.2827 | 0.388946 |
44 | 0.064104 | 0.6844 | 0.247541 |
45 | 0.074798 | 0.7986 | 0.213084 |
46 | 0.014905 | 0.1591 | 0.436918 |
47 | -0.011489 | -0.1227 | 0.451292 |
48 | -0.090248 | -0.9636 | 0.168647 |