Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.094551 | 0.8023 | 0.212513 |
2 | 0.329978 | 2.8 | 0.003278 |
3 | -0.022605 | -0.1918 | 0.424214 |
4 | -0.037352 | -0.3169 | 0.376102 |
5 | -0.206789 | -1.7547 | 0.041786 |
6 | 0.052652 | 0.4468 | 0.328193 |
7 | -0.169382 | -1.4373 | 0.077489 |
8 | 0.047285 | 0.4012 | 0.344721 |
9 | -0.082779 | -0.7024 | 0.242347 |
10 | 0.038748 | 0.3288 | 0.371636 |
11 | -0.163465 | -1.387 | 0.084853 |
12 | 0.04447 | 0.3773 | 0.353515 |
13 | -0.270338 | -2.2939 | 0.012358 |
14 | -0.113641 | -0.9643 | 0.169067 |
15 | -0.126599 | -1.0742 | 0.143154 |
16 | -0.065164 | -0.5529 | 0.29101 |
17 | -0.001547 | -0.0131 | 0.494781 |
18 | 0.106961 | 0.9076 | 0.183559 |
19 | 0.069245 | 0.5876 | 0.279332 |
20 | 0.101558 | 0.8617 | 0.195844 |
21 | 0.009186 | 0.0779 | 0.469045 |
22 | -0.006539 | -0.0555 | 0.477954 |
23 | -0.083955 | -0.7124 | 0.239265 |
24 | -0.030028 | -0.2548 | 0.399802 |
25 | -0.103418 | -0.8775 | 0.191558 |
26 | 0.11889 | 1.0088 | 0.158221 |
27 | -0.001333 | -0.0113 | 0.495504 |
28 | 0.114359 | 0.9704 | 0.167556 |
29 | -0.06893 | -0.5849 | 0.280225 |
30 | -0.021085 | -0.1789 | 0.429256 |
31 | -0.198149 | -1.6813 | 0.048514 |
32 | 0.034915 | 0.2963 | 0.38394 |
33 | -0.120686 | -1.0241 | 0.15462 |
34 | 0.051795 | 0.4395 | 0.330809 |
35 | 0.009391 | 0.0797 | 0.468353 |
36 | 0.160656 | 1.3632 | 0.088532 |
37 | 0.041487 | 0.352 | 0.362924 |
38 | 0.233526 | 1.9815 | 0.025675 |
39 | -0.023101 | -0.196 | 0.422573 |
40 | 0.145102 | 1.2312 | 0.111122 |
41 | -0.022858 | -0.194 | 0.423379 |
42 | 0.08429 | 0.7152 | 0.238392 |
43 | -0.038551 | -0.3271 | 0.372266 |
44 | 0.095486 | 0.8102 | 0.210241 |
45 | -0.036703 | -0.3114 | 0.378185 |
46 | -0.043249 | -0.367 | 0.357356 |
47 | 0.002403 | 0.0204 | 0.491895 |
48 | -0.067429 | -0.5722 | 0.284499 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.094551 | 0.8023 | 0.212513 |
2 | 0.323934 | 2.7487 | 0.003779 |
3 | -0.083789 | -0.711 | 0.239698 |
4 | -0.154432 | -1.3104 | 0.097112 |
5 | -0.183371 | -1.556 | 0.062052 |
6 | 0.16878 | 1.4321 | 0.078215 |
7 | -0.061968 | -0.5258 | 0.300316 |
8 | -0.028157 | -0.2389 | 0.405924 |
9 | -0.054592 | -0.4632 | 0.322299 |
10 | 0.024952 | 0.2117 | 0.416461 |
11 | -0.13753 | -1.167 | 0.123535 |
12 | 0.007966 | 0.0676 | 0.473147 |
13 | -0.196907 | -1.6708 | 0.049551 |
14 | -0.156588 | -1.3287 | 0.094073 |
15 | 0.041497 | 0.3521 | 0.362892 |
16 | -0.029938 | -0.254 | 0.400096 |
17 | 0.023513 | 0.1995 | 0.421211 |
18 | -0.015713 | -0.1333 | 0.447153 |
19 | 0.059546 | 0.5053 | 0.307458 |
20 | -0.011953 | -0.1014 | 0.459749 |
21 | -0.070402 | -0.5974 | 0.276065 |
22 | -0.063487 | -0.5387 | 0.295877 |
23 | -0.054256 | -0.4604 | 0.323317 |
24 | -0.03494 | -0.2965 | 0.383859 |
25 | -0.085383 | -0.7245 | 0.235553 |
26 | 0.140027 | 1.1882 | 0.119335 |
27 | -0.058611 | -0.4973 | 0.310235 |
28 | -0.003938 | -0.0334 | 0.486718 |
29 | -0.169259 | -1.4362 | 0.077637 |
30 | -0.068312 | -0.5796 | 0.281982 |
31 | -0.116869 | -0.9917 | 0.162341 |
32 | 0.113641 | 0.9643 | 0.169068 |
33 | 0.00141 | 0.012 | 0.495243 |
34 | -0.07667 | -0.6506 | 0.258697 |
35 | 0.019334 | 0.1641 | 0.435072 |
36 | 0.08555 | 0.7259 | 0.235121 |
37 | 0.052977 | 0.4495 | 0.327202 |
38 | 0.001531 | 0.013 | 0.494835 |
39 | -0.027052 | -0.2295 | 0.40955 |
40 | 0.075243 | 0.6385 | 0.262601 |
41 | 0.093745 | 0.7954 | 0.214483 |
42 | 0.048591 | 0.4123 | 0.340668 |
43 | -0.018448 | -0.1565 | 0.438025 |
44 | -0.022146 | -0.1879 | 0.425735 |
45 | 0.014367 | 0.1219 | 0.451656 |
46 | -0.110186 | -0.935 | 0.176467 |
47 | 0.069052 | 0.5859 | 0.279878 |
48 | 0.002009 | 0.017 | 0.493222 |