Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.168359 | 1.4186 | 0.080192 |
2 | 0.005583 | 0.047 | 0.481307 |
3 | -0.096521 | -0.8133 | 0.209383 |
4 | -0.085901 | -0.7238 | 0.235778 |
5 | -0.081408 | -0.686 | 0.247487 |
6 | -0.094808 | -0.7989 | 0.213517 |
7 | -0.079163 | -0.667 | 0.253453 |
8 | -0.107204 | -0.9033 | 0.184706 |
9 | -0.104264 | -0.8785 | 0.191306 |
10 | -0.032236 | -0.2716 | 0.39335 |
11 | 0.135257 | 1.1397 | 0.129121 |
12 | 0.082481 | 0.695 | 0.244664 |
13 | 0.064318 | 0.542 | 0.294773 |
14 | -0.032178 | -0.2711 | 0.393537 |
15 | -0.052233 | -0.4401 | 0.330593 |
16 | -0.079749 | -0.672 | 0.251889 |
17 | -0.035576 | -0.2998 | 0.382615 |
18 | 0.008128 | 0.0685 | 0.472794 |
19 | -0.053665 | -0.4522 | 0.326256 |
20 | -0.078414 | -0.6607 | 0.255462 |
21 | -0.039198 | -0.3303 | 0.371077 |
22 | -0.03759 | -0.3167 | 0.376184 |
23 | 0.058422 | 0.4923 | 0.312023 |
24 | -0.036615 | -0.3085 | 0.379295 |
25 | 0.033833 | 0.2851 | 0.388205 |
26 | -0.015706 | -0.1323 | 0.447546 |
27 | -0.051745 | -0.436 | 0.332075 |
28 | -0.00903 | -0.0761 | 0.469782 |
29 | -0.049985 | -0.4212 | 0.337449 |
30 | 0.100413 | 0.8461 | 0.20017 |
31 | 0.036655 | 0.3089 | 0.379166 |
32 | 0.007815 | 0.0659 | 0.47384 |
33 | -0.017671 | -0.1489 | 0.441027 |
34 | -0.020262 | -0.1707 | 0.432461 |
35 | 0.040773 | 0.3436 | 0.366096 |
36 | 0.035251 | 0.297 | 0.383656 |
37 | 0.007074 | 0.0596 | 0.476317 |
38 | 0.010007 | 0.0843 | 0.466518 |
39 | 0.008307 | 0.07 | 0.472197 |
40 | 0.005503 | 0.0464 | 0.481572 |
41 | 0.044761 | 0.3772 | 0.353587 |
42 | -0.006613 | -0.0557 | 0.477861 |
43 | 0.002157 | 0.0182 | 0.492776 |
44 | -0.010788 | -0.0909 | 0.463912 |
45 | -0.01908 | -0.1608 | 0.436364 |
46 | -0.008753 | -0.0738 | 0.470707 |
47 | -0.035798 | -0.3016 | 0.381905 |
48 | 0.008073 | 0.068 | 0.472978 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.168359 | 1.4186 | 0.080192 |
2 | -0.023426 | -0.1974 | 0.422042 |
3 | -0.09632 | -0.8116 | 0.209864 |
4 | -0.05533 | -0.4662 | 0.321243 |
5 | -0.060629 | -0.5109 | 0.305512 |
6 | -0.08446 | -0.7117 | 0.239499 |
7 | -0.067253 | -0.5667 | 0.286358 |
8 | -0.108557 | -0.9147 | 0.181718 |
9 | -0.106537 | -0.8977 | 0.186191 |
10 | -0.039529 | -0.3331 | 0.370028 |
11 | 0.10571 | 0.8907 | 0.188042 |
12 | -0.004562 | -0.0384 | 0.484721 |
13 | 0.010229 | 0.0862 | 0.465777 |
14 | -0.062418 | -0.5259 | 0.300283 |
15 | -0.054165 | -0.4564 | 0.324747 |
16 | -0.075867 | -0.6393 | 0.262354 |
17 | -0.024529 | -0.2067 | 0.418425 |
18 | 0.002927 | 0.0247 | 0.490196 |
19 | -0.068035 | -0.5733 | 0.284136 |
20 | -0.070081 | -0.5905 | 0.27836 |
21 | -0.031627 | -0.2665 | 0.395314 |
22 | -0.088532 | -0.746 | 0.22907 |
23 | 0.011234 | 0.0947 | 0.462426 |
24 | -0.128534 | -1.083 | 0.141227 |
25 | -0.002727 | -0.023 | 0.490866 |
26 | -0.063601 | -0.5359 | 0.296847 |
27 | -0.0834 | -0.7027 | 0.242258 |
28 | -0.041687 | -0.3513 | 0.363215 |
29 | -0.120412 | -1.0146 | 0.156868 |
30 | 0.066741 | 0.5624 | 0.287817 |
31 | -0.035388 | -0.2982 | 0.383215 |
32 | -0.047079 | -0.3967 | 0.34639 |
33 | -0.044539 | -0.3753 | 0.35428 |
34 | -0.07825 | -0.6593 | 0.255903 |
35 | 0.02038 | 0.1717 | 0.432072 |
36 | -0.043694 | -0.3682 | 0.356919 |
37 | -0.031407 | -0.2646 | 0.396028 |
38 | -0.013168 | -0.111 | 0.455981 |
39 | -0.011252 | -0.0948 | 0.462368 |
40 | 0.001426 | 0.012 | 0.495224 |
41 | -0.014726 | -0.1241 | 0.450799 |
42 | -0.046116 | -0.3886 | 0.349375 |
43 | -0.038926 | -0.328 | 0.371941 |
44 | -0.022862 | -0.1926 | 0.423895 |
45 | -0.014937 | -0.1259 | 0.450097 |
46 | -0.040647 | -0.3425 | 0.366495 |
47 | -0.044965 | -0.3789 | 0.352952 |
48 | -0.038904 | -0.3278 | 0.372011 |