Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.117802 | 0.957 | 0.171022 |
2 | -0.072949 | -0.5926 | 0.277723 |
3 | -0.020389 | -0.1656 | 0.434472 |
4 | 0.035641 | 0.2896 | 0.386533 |
5 | -0.096303 | -0.7824 | 0.218398 |
6 | 0.096829 | 0.7866 | 0.217152 |
7 | 0.107764 | 0.8755 | 0.192245 |
8 | -0.04845 | -0.3936 | 0.347569 |
9 | 0.037971 | 0.3085 | 0.379345 |
10 | 0.244539 | 1.9866 | 0.025558 |
11 | 0.150702 | 1.2243 | 0.112594 |
12 | -0.344883 | -2.8018 | 0.003331 |
13 | -0.100461 | -0.8161 | 0.208676 |
14 | 0.041869 | 0.3401 | 0.367414 |
15 | -0.077332 | -0.6282 | 0.266005 |
16 | -0.054775 | -0.445 | 0.328891 |
17 | 0.122702 | 0.9968 | 0.161242 |
18 | -0.094318 | -0.7662 | 0.223131 |
19 | -0.066493 | -0.5402 | 0.295442 |
20 | 0.149702 | 1.2162 | 0.114123 |
21 | 0.115302 | 0.9367 | 0.176159 |
22 | -0.281496 | -2.2869 | 0.012709 |
23 | -0.122278 | -0.9934 | 0.162075 |
24 | -0.00805 | -0.0654 | 0.474027 |
25 | -0.015524 | -0.1261 | 0.450011 |
26 | -0.002806 | -0.0228 | 0.490942 |
27 | -0.001796 | -0.0146 | 0.494202 |
28 | 0.076679 | 0.6229 | 0.267735 |
29 | -0.069346 | -0.5634 | 0.287545 |
30 | 0.022356 | 0.1816 | 0.428218 |
31 | -0.006238 | -0.0507 | 0.479869 |
32 | -0.11343 | -0.9215 | 0.18007 |
33 | -0.227797 | -1.8506 | 0.03435 |
34 | 0.025055 | 0.2035 | 0.419667 |
35 | -0.060866 | -0.4945 | 0.311305 |
36 | -0.103464 | -0.8405 | 0.20182 |
37 | 0.031025 | 0.252 | 0.400894 |
38 | -0.014504 | -0.1178 | 0.453279 |
39 | 0.056532 | 0.4593 | 0.323774 |
40 | -0.014341 | -0.1165 | 0.453803 |
41 | 0.031884 | 0.259 | 0.398209 |
42 | -0.03909 | -0.3176 | 0.375906 |
43 | 0.009408 | 0.0764 | 0.469654 |
44 | -0.03302 | -0.2683 | 0.39467 |
45 | 0.089767 | 0.7293 | 0.234209 |
46 | -0.009781 | -0.0795 | 0.468453 |
47 | 0.058068 | 0.4717 | 0.319331 |
48 | 0.082599 | 0.671 | 0.25227 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.117802 | 0.957 | 0.171022 |
2 | -0.088048 | -0.7153 | 0.238471 |
3 | -0.000682 | -0.0055 | 0.497799 |
4 | 0.032619 | 0.265 | 0.395918 |
5 | -0.109268 | -0.8877 | 0.188964 |
6 | 0.133105 | 1.0814 | 0.141738 |
7 | 0.064776 | 0.5262 | 0.300242 |
8 | -0.063409 | -0.5151 | 0.304091 |
9 | 0.085993 | 0.6986 | 0.243625 |
10 | 0.215216 | 1.7484 | 0.04252 |
11 | 0.121535 | 0.9874 | 0.163537 |
12 | -0.372811 | -3.0287 | 0.001751 |
13 | -0.022033 | -0.179 | 0.429245 |
14 | 0.057325 | 0.4657 | 0.321478 |
15 | -0.10564 | -0.8582 | 0.196937 |
16 | -0.072396 | -0.5881 | 0.27922 |
17 | 0.025213 | 0.2048 | 0.419168 |
18 | -0.058678 | -0.4767 | 0.317575 |
19 | 0.029877 | 0.2427 | 0.404486 |
20 | 0.07861 | 0.6386 | 0.262637 |
21 | 0.06722 | 0.5461 | 0.29342 |
22 | -0.186696 | -1.5167 | 0.067056 |
23 | 0.062383 | 0.5068 | 0.306991 |
24 | -0.122696 | -0.9968 | 0.161254 |
25 | -0.019791 | -0.1608 | 0.436379 |
26 | 0.074339 | 0.6039 | 0.27398 |
27 | -0.18143 | -1.4739 | 0.072625 |
28 | 0.148731 | 1.2083 | 0.115622 |
29 | 0.024526 | 0.1992 | 0.421341 |
30 | -0.102019 | -0.8288 | 0.205101 |
31 | -0.070368 | -0.5717 | 0.284743 |
32 | 0.033355 | 0.271 | 0.393627 |
33 | -0.055078 | -0.4475 | 0.328006 |
34 | -0.155736 | -1.2652 | 0.105123 |
35 | -0.082214 | -0.6679 | 0.253261 |
36 | -0.123144 | -1.0004 | 0.160379 |
37 | 0.007326 | 0.0595 | 0.476359 |
38 | -0.015202 | -0.1235 | 0.451044 |
39 | 0.07641 | 0.6208 | 0.268448 |
40 | 0.002548 | 0.0207 | 0.491774 |
41 | 0.08119 | 0.6596 | 0.255907 |
42 | 0.058703 | 0.4769 | 0.317503 |
43 | 0.110846 | 0.9005 | 0.18556 |
44 | -0.036747 | -0.2985 | 0.383117 |
45 | 0.010308 | 0.0837 | 0.466757 |
46 | -0.059467 | -0.4831 | 0.315307 |
47 | 0.056873 | 0.462 | 0.322787 |
48 | -0.031619 | -0.2569 | 0.399037 |