Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.249464 | 1.9162 | 0.030096 |
2 | -0.075839 | -0.5825 | 0.281216 |
3 | -0.188857 | -1.4506 | 0.076088 |
4 | -0.157616 | -1.2107 | 0.115424 |
5 | -0.018475 | -0.1419 | 0.443817 |
6 | 0.061411 | 0.4717 | 0.319437 |
7 | 0.133452 | 1.0251 | 0.154759 |
8 | 0.042219 | 0.3243 | 0.373432 |
9 | 0.017045 | 0.1309 | 0.448139 |
10 | 0.159634 | 1.2262 | 0.112503 |
11 | 0.215531 | 1.6555 | 0.051564 |
12 | 0.13751 | 1.0562 | 0.147584 |
13 | -0.071022 | -0.5455 | 0.293722 |
14 | -0.15815 | -1.2148 | 0.114647 |
15 | -0.106299 | -0.8165 | 0.208751 |
16 | -0.091438 | -0.7023 | 0.242613 |
17 | 0.105698 | 0.8119 | 0.210063 |
18 | 0.100305 | 0.7705 | 0.222052 |
19 | -0.052238 | -0.4012 | 0.344843 |
20 | 0.117135 | 0.8997 | 0.185961 |
21 | -0.024284 | -0.1865 | 0.426334 |
22 | 0.073736 | 0.5664 | 0.286642 |
23 | 0.001027 | 0.0079 | 0.496866 |
24 | -0.027663 | -0.2125 | 0.41623 |
25 | -0.043165 | -0.3316 | 0.370699 |
26 | -0.086483 | -0.6643 | 0.254547 |
27 | -0.041004 | -0.315 | 0.376952 |
28 | -0.08301 | -0.6376 | 0.263096 |
29 | -0.045644 | -0.3506 | 0.363569 |
30 | 0.137282 | 1.0545 | 0.147981 |
31 | 0.131395 | 1.0093 | 0.158485 |
32 | 0.055771 | 0.4284 | 0.334965 |
33 | -0.020157 | -0.1548 | 0.438741 |
34 | -0.096146 | -0.7385 | 0.231566 |
35 | -0.11089 | -0.8518 | 0.198896 |
36 | -0.126542 | -0.972 | 0.167512 |
37 | -0.046085 | -0.354 | 0.362305 |
38 | -0.007365 | -0.0566 | 0.477538 |
39 | -0.006423 | -0.0493 | 0.480411 |
40 | 0.064799 | 0.4977 | 0.310261 |
41 | -0.021388 | -0.1643 | 0.435034 |
42 | 0.008464 | 0.065 | 0.474192 |
43 | -0.075596 | -0.5807 | 0.28184 |
44 | -0.046743 | -0.359 | 0.360424 |
45 | -0.192351 | -1.4775 | 0.072433 |
46 | -0.185516 | -1.425 | 0.079717 |
47 | -0.011389 | -0.0875 | 0.465292 |
48 | 0.074354 | 0.5711 | 0.285041 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.249464 | 1.9162 | 0.030096 |
2 | -0.147233 | -1.1309 | 0.131332 |
3 | -0.14216 | -1.092 | 0.139646 |
4 | -0.089149 | -0.6848 | 0.248085 |
5 | 0.01421 | 0.1092 | 0.456726 |
6 | 0.017303 | 0.1329 | 0.447359 |
7 | 0.086368 | 0.6634 | 0.254827 |
8 | -0.019634 | -0.1508 | 0.44032 |
9 | 0.04502 | 0.3458 | 0.36536 |
10 | 0.208789 | 1.6037 | 0.057056 |
11 | 0.188006 | 1.4441 | 0.077 |
12 | 0.107656 | 0.8269 | 0.205806 |
13 | -0.041424 | -0.3182 | 0.375734 |
14 | -0.036335 | -0.2791 | 0.390573 |
15 | -0.005105 | -0.0392 | 0.484427 |
16 | -0.11463 | -0.8805 | 0.191084 |
17 | 0.041918 | 0.322 | 0.374302 |
18 | -0.064572 | -0.496 | 0.310873 |
19 | -0.16727 | -1.2848 | 0.101937 |
20 | 0.173348 | 1.3315 | 0.094071 |
21 | -0.144993 | -1.1137 | 0.13496 |
22 | 0.086007 | 0.6606 | 0.255709 |
23 | -0.024866 | -0.191 | 0.424591 |
24 | 0.035045 | 0.2692 | 0.394363 |
25 | 0.042211 | 0.3242 | 0.373455 |
26 | 0.004663 | 0.0358 | 0.485775 |
27 | -0.04433 | -0.3405 | 0.367344 |
28 | -0.12545 | -0.9636 | 0.169589 |
29 | -0.075382 | -0.579 | 0.28239 |
30 | 0.145003 | 1.1138 | 0.134943 |
31 | 0.027605 | 0.212 | 0.416403 |
32 | -0.043438 | -0.3337 | 0.369912 |
33 | 0.052674 | 0.4046 | 0.343619 |
34 | -0.04961 | -0.3811 | 0.352262 |
35 | -0.036988 | -0.2841 | 0.388661 |
36 | -0.01393 | -0.107 | 0.457575 |
37 | -0.116686 | -0.8963 | 0.186872 |
38 | -0.019995 | -0.1536 | 0.439231 |
39 | 0.025549 | 0.1962 | 0.422546 |
40 | -0.01834 | -0.1409 | 0.444224 |
41 | -0.075182 | -0.5775 | 0.282906 |
42 | -0.100624 | -0.7729 | 0.221332 |
43 | -0.049439 | -0.3797 | 0.352748 |
44 | 0.029415 | 0.2259 | 0.411013 |
45 | -0.216569 | -1.6635 | 0.050758 |
46 | -0.024505 | -0.1882 | 0.425672 |
47 | 0.002818 | 0.0216 | 0.491402 |
48 | 0.033141 | 0.2546 | 0.399974 |