Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.01915 | 0.1368 | 0.445879 |
2 | 0.097619 | 0.6971 | 0.24444 |
3 | 0.12166 | 0.8688 | 0.194506 |
4 | -0.283305 | -2.0232 | 0.024155 |
5 | 0.020101 | 0.1435 | 0.443211 |
6 | 0.009624 | 0.0687 | 0.472736 |
7 | -0.141889 | -1.0133 | 0.157853 |
8 | -0.01886 | -0.1347 | 0.446695 |
9 | -0.063934 | -0.4566 | 0.324956 |
10 | -0.163025 | -1.1642 | 0.124875 |
11 | 0.031533 | 0.2252 | 0.411366 |
12 | 0.28045 | 2.0028 | 0.025263 |
13 | -0.061691 | -0.4406 | 0.330696 |
14 | 0.038591 | 0.2756 | 0.391987 |
15 | -0.00873 | -0.0623 | 0.475266 |
16 | -0.099018 | -0.7071 | 0.241353 |
17 | 0.078996 | 0.5641 | 0.287565 |
18 | 0.083545 | 0.5966 | 0.276698 |
19 | 0.071504 | 0.5106 | 0.305904 |
20 | 0.067789 | 0.4841 | 0.31519 |
21 | -0.013562 | -0.0969 | 0.461612 |
22 | -0.168518 | -1.2035 | 0.117177 |
23 | -0.00016 | -0.0011 | 0.499547 |
24 | 0.157792 | 1.1269 | 0.132538 |
25 | -0.119897 | -0.8562 | 0.197935 |
26 | 0.143724 | 1.0264 | 0.154775 |
27 | -0.092184 | -0.6583 | 0.256645 |
28 | -0.100205 | -0.7156 | 0.238748 |
29 | -0.059743 | -0.4266 | 0.335715 |
30 | -0.084409 | -0.6028 | 0.274657 |
31 | -0.011661 | -0.0833 | 0.466979 |
32 | -0.026911 | -0.1922 | 0.42418 |
33 | -0.092543 | -0.6609 | 0.255828 |
34 | -0.063974 | -0.4569 | 0.324855 |
35 | 0.055337 | 0.3952 | 0.347178 |
36 | 0.192694 | 1.3761 | 0.087401 |
37 | 0.063409 | 0.4528 | 0.326296 |
38 | 0.165669 | 1.1831 | 0.121126 |
39 | 0.014645 | 0.1046 | 0.458558 |
40 | -0.081113 | -0.5793 | 0.28248 |
41 | -0.0619 | -0.4421 | 0.330159 |
42 | -0.139417 | -0.9956 | 0.162063 |
43 | -0.029113 | -0.2079 | 0.418065 |
44 | -0.090573 | -0.6468 | 0.260325 |
45 | -0.063232 | -0.4516 | 0.326747 |
46 | -0.071463 | -0.5103 | 0.306006 |
47 | -0.036435 | -0.2602 | 0.39788 |
48 | 0.040677 | 0.2905 | 0.386309 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.01915 | 0.1368 | 0.445879 |
2 | 0.097288 | 0.6948 | 0.245174 |
3 | 0.119282 | 0.8518 | 0.199142 |
4 | -0.302819 | -2.1626 | 0.017644 |
5 | 0.012224 | 0.0873 | 0.465389 |
6 | 0.065744 | 0.4695 | 0.320355 |
7 | -0.088187 | -0.6298 | 0.265824 |
8 | -0.123279 | -0.8804 | 0.19139 |
9 | -0.031082 | -0.222 | 0.412612 |
10 | -0.110229 | -0.7872 | 0.217405 |
11 | -0.002649 | -0.0189 | 0.492491 |
12 | 0.339628 | 2.4254 | 0.009434 |
13 | -0.100265 | -0.716 | 0.238619 |
14 | -0.181497 | -1.2961 | 0.100379 |
15 | -0.031772 | -0.2269 | 0.410705 |
16 | 0.156734 | 1.1193 | 0.134127 |
17 | -0.000223 | -0.0016 | 0.499368 |
18 | 0.041359 | 0.2954 | 0.384458 |
19 | 0.125794 | 0.8983 | 0.18661 |
20 | -0.019191 | -0.1371 | 0.445764 |
21 | -0.023257 | -0.1661 | 0.434371 |
22 | -0.070248 | -0.5017 | 0.309029 |
23 | 0.024807 | 0.1772 | 0.430042 |
24 | 0.13237 | 0.9453 | 0.174478 |
25 | -0.079633 | -0.5687 | 0.28603 |
26 | 0.102838 | 0.7344 | 0.233031 |
27 | -0.079878 | -0.5704 | 0.285441 |
28 | -0.001946 | -0.0139 | 0.494482 |
29 | -0.20412 | -1.4577 | 0.075526 |
30 | 0.004015 | 0.0287 | 0.488617 |
31 | -0.046571 | -0.3326 | 0.370406 |
32 | -0.102018 | -0.7286 | 0.234802 |
33 | -0.081398 | -0.5813 | 0.2818 |
34 | 0.084049 | 0.6002 | 0.275506 |
35 | 0.055178 | 0.394 | 0.347594 |
36 | 0.066688 | 0.4762 | 0.317967 |
37 | 0.031407 | 0.2243 | 0.411715 |
38 | 0.001151 | 0.0082 | 0.496737 |
39 | -0.020953 | -0.1496 | 0.440822 |
40 | -0.029248 | -0.2089 | 0.417691 |
41 | 0.006807 | 0.0486 | 0.480709 |
42 | -0.125497 | -0.8962 | 0.187172 |
43 | -0.03133 | -0.2237 | 0.411926 |
44 | -0.080082 | -0.5719 | 0.284952 |
45 | 0.067389 | 0.4813 | 0.316196 |
46 | -0.014498 | -0.1035 | 0.458971 |
47 | -0.080433 | -0.5744 | 0.284109 |
48 | -0.048894 | -0.3492 | 0.364198 |