Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.099873 | 0.7671 | 0.223028 |
2 | -0.290211 | -2.2292 | 0.014812 |
3 | -0.282528 | -2.1701 | 0.017017 |
4 | 0.01392 | 0.1069 | 0.457606 |
5 | 0.115254 | 0.8853 | 0.189799 |
6 | -0.045061 | -0.3461 | 0.365242 |
7 | 0.118637 | 0.9113 | 0.182932 |
8 | 0.082673 | 0.635 | 0.263933 |
9 | -0.326352 | -2.5068 | 0.00748 |
10 | -0.289407 | -2.223 | 0.015031 |
11 | 0.063696 | 0.4893 | 0.313236 |
12 | 0.442648 | 3.4 | 0.000607 |
13 | 0.126526 | 0.9719 | 0.167542 |
14 | -0.234352 | -1.8001 | 0.03848 |
15 | -0.174764 | -1.3424 | 0.092306 |
16 | 0.041342 | 0.3176 | 0.375972 |
17 | -0.000567 | -0.0044 | 0.498269 |
18 | 0.085294 | 0.6552 | 0.257457 |
19 | 0.147695 | 1.1345 | 0.130594 |
20 | 0.090494 | 0.6951 | 0.244861 |
21 | -0.169365 | -1.3009 | 0.099173 |
22 | -0.28357 | -2.1781 | 0.016702 |
23 | 0.143864 | 1.105 | 0.136814 |
24 | 0.195528 | 1.5019 | 0.069231 |
25 | 0.033612 | 0.2582 | 0.398585 |
26 | -0.091549 | -0.7032 | 0.242347 |
27 | -0.108903 | -0.8365 | 0.203123 |
28 | -0.004088 | -0.0314 | 0.487529 |
29 | -0.160533 | -1.2331 | 0.111219 |
30 | 0.041877 | 0.3217 | 0.374422 |
31 | 0.151812 | 1.1661 | 0.124135 |
32 | -0.010792 | -0.0829 | 0.467107 |
33 | -0.082844 | -0.6363 | 0.263509 |
34 | -0.165096 | -1.2681 | 0.104867 |
35 | 0.128424 | 0.9864 | 0.163971 |
36 | 0.17116 | 1.3147 | 0.096849 |
37 | 0.006976 | 0.0536 | 0.478723 |
38 | 0.018289 | 0.1405 | 0.444378 |
39 | 0.003746 | 0.0288 | 0.488571 |
40 | -0.072005 | -0.5531 | 0.291148 |
41 | -0.083199 | -0.6391 | 0.262628 |
42 | 0.014538 | 0.1117 | 0.455732 |
43 | 0.105255 | 0.8085 | 0.211031 |
44 | 0.009993 | 0.0768 | 0.469539 |
45 | -0.123552 | -0.949 | 0.173242 |
46 | -0.063666 | -0.489 | 0.313318 |
47 | 0.018439 | 0.1416 | 0.443927 |
48 | 0.067905 | 0.5216 | 0.301956 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.099873 | 0.7671 | 0.223028 |
2 | -0.30321 | -2.329 | 0.011652 |
3 | -0.238567 | -1.8325 | 0.035965 |
4 | -0.02937 | -0.2256 | 0.411148 |
5 | -0.035902 | -0.2758 | 0.391844 |
6 | -0.142964 | -1.0981 | 0.138305 |
7 | 0.174703 | 1.3419 | 0.092382 |
8 | 0.047272 | 0.3631 | 0.358912 |
9 | -0.377294 | -2.898 | 0.002632 |
10 | -0.190392 | -1.4624 | 0.074465 |
11 | -0.025879 | -0.1988 | 0.42156 |
12 | 0.171033 | 1.3137 | 0.097012 |
13 | -0.000545 | -0.0042 | 0.498338 |
14 | -0.075626 | -0.5809 | 0.281761 |
15 | -0.071475 | -0.549 | 0.292534 |
16 | 0.025996 | 0.1997 | 0.421209 |
17 | -0.10844 | -0.8329 | 0.204118 |
18 | 0.064925 | 0.4987 | 0.309923 |
19 | 0.019954 | 0.1533 | 0.439355 |
20 | -0.012297 | -0.0945 | 0.462533 |
21 | 0.057089 | 0.4385 | 0.331311 |
22 | -0.060482 | -0.4646 | 0.321974 |
23 | 0.124846 | 0.959 | 0.170745 |
24 | -0.093487 | -0.7181 | 0.237769 |
25 | -0.04127 | -0.317 | 0.376182 |
26 | 0.054167 | 0.4161 | 0.339436 |
27 | -0.01056 | -0.0811 | 0.467812 |
28 | -0.045355 | -0.3484 | 0.364398 |
29 | -0.146424 | -1.1247 | 0.132635 |
30 | 0.001311 | 0.0101 | 0.495999 |
31 | -0.111031 | -0.8528 | 0.198596 |
32 | -0.143363 | -1.1012 | 0.137642 |
33 | 0.030528 | 0.2345 | 0.407708 |
34 | -0.099202 | -0.762 | 0.224553 |
35 | -0.006573 | -0.0505 | 0.479951 |
36 | 0.053319 | 0.4095 | 0.34181 |
37 | -0.020076 | -0.1542 | 0.438985 |
38 | 0.009367 | 0.072 | 0.471442 |
39 | 0.020382 | 0.1566 | 0.438063 |
40 | -0.067327 | -0.5171 | 0.303492 |
41 | 0.015325 | 0.1177 | 0.453346 |
42 | 0.010645 | 0.0818 | 0.467556 |
43 | -0.082732 | -0.6355 | 0.263787 |
44 | 0.005945 | 0.0457 | 0.481865 |
45 | 0.024813 | 0.1906 | 0.42475 |
46 | -0.060086 | -0.4615 | 0.323058 |
47 | -0.0336 | -0.2581 | 0.398618 |
48 | 0.042928 | 0.3297 | 0.371383 |