Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.072748 | 0.8326 | 0.203283 |
2 | 0.142482 | 1.6308 | 0.052669 |
3 | 0.071371 | 0.8169 | 0.20774 |
4 | 0.152883 | 1.7498 | 0.041245 |
5 | 0.167246 | 1.9142 | 0.028887 |
6 | 0.060782 | 0.6957 | 0.243932 |
7 | 0.098661 | 1.1292 | 0.130432 |
8 | -0.006832 | -0.0782 | 0.468898 |
9 | 0.077704 | 0.8894 | 0.187719 |
10 | 0.138998 | 1.5909 | 0.057021 |
11 | 0.107759 | 1.2334 | 0.109826 |
12 | 0.100869 | 1.1545 | 0.125198 |
13 | 0.175597 | 2.0098 | 0.023253 |
14 | 0.053929 | 0.6172 | 0.269072 |
15 | 0.026808 | 0.3068 | 0.379731 |
16 | -0.044292 | -0.5069 | 0.306525 |
17 | 0.006786 | 0.0777 | 0.469107 |
18 | 0.068924 | 0.7889 | 0.215808 |
19 | -0.013056 | -0.1494 | 0.440722 |
20 | -0.198136 | -2.2678 | 0.01249 |
21 | -0.007206 | -0.0825 | 0.467197 |
22 | 0.002171 | 0.0248 | 0.490108 |
23 | 0.013808 | 0.158 | 0.437333 |
24 | 0.067486 | 0.7724 | 0.220631 |
25 | 0.006521 | 0.0746 | 0.470308 |
26 | 0.007457 | 0.0853 | 0.466059 |
27 | 0.005113 | 0.0585 | 0.476711 |
28 | 0.027267 | 0.3121 | 0.377737 |
29 | -0.00167 | -0.0191 | 0.492391 |
30 | -0.166919 | -1.9105 | 0.029129 |
31 | 0.098758 | 1.1303 | 0.1302 |
32 | -0.020571 | -0.2354 | 0.407117 |
33 | -0.056451 | -0.6461 | 0.259669 |
34 | 0.00472 | 0.054 | 0.478501 |
35 | 0.025603 | 0.293 | 0.384976 |
36 | 0.092552 | 1.0593 | 0.145706 |
37 | 0.026081 | 0.2985 | 0.382891 |
38 | 0.026782 | 0.3065 | 0.379843 |
39 | 0.021128 | 0.2418 | 0.404649 |
40 | -0.062266 | -0.7127 | 0.238659 |
41 | 0.073385 | 0.8399 | 0.201239 |
42 | 0.005485 | 0.0628 | 0.475018 |
43 | -0.046494 | -0.5321 | 0.297763 |
44 | 0.00506 | 0.0579 | 0.476951 |
45 | -0.035389 | -0.4051 | 0.34305 |
46 | 0.103735 | 1.1873 | 0.118629 |
47 | -0.019633 | -0.2247 | 0.411279 |
48 | -0.001977 | -0.0226 | 0.490989 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.072748 | 0.8326 | 0.203283 |
2 | 0.13792 | 1.5786 | 0.058424 |
3 | 0.053702 | 0.6147 | 0.269925 |
4 | 0.129354 | 1.4805 | 0.070568 |
5 | 0.14158 | 1.6205 | 0.053769 |
6 | 0.009558 | 0.1094 | 0.456527 |
7 | 0.047567 | 0.5444 | 0.293536 |
8 | -0.056182 | -0.643 | 0.260664 |
9 | 0.021125 | 0.2418 | 0.404663 |
10 | 0.112912 | 1.2923 | 0.099259 |
11 | 0.069213 | 0.7922 | 0.214845 |
12 | 0.059092 | 0.6763 | 0.25001 |
13 | 0.1527 | 1.7477 | 0.041427 |
14 | -0.021161 | -0.2422 | 0.404504 |
15 | -0.068684 | -0.7861 | 0.216606 |
16 | -0.124131 | -1.4207 | 0.078884 |
17 | -0.07405 | -0.8475 | 0.19912 |
18 | 0.042837 | 0.4903 | 0.312376 |
19 | -0.013295 | -0.1522 | 0.439646 |
20 | -0.234216 | -2.6807 | 0.004145 |
21 | 0.02529 | 0.2895 | 0.386344 |
22 | 0.019803 | 0.2267 | 0.410521 |
23 | -0.032967 | -0.3773 | 0.353273 |
24 | 0.102216 | 1.1699 | 0.12208 |
25 | 0.045196 | 0.5173 | 0.302912 |
26 | 0.001789 | 0.0205 | 0.49185 |
27 | 0.050875 | 0.5823 | 0.280686 |
28 | -0.016161 | -0.185 | 0.42677 |
29 | 0.009589 | 0.1097 | 0.456388 |
30 | -0.135274 | -1.5483 | 0.061983 |
31 | 0.117812 | 1.3484 | 0.089924 |
32 | 0.050205 | 0.5746 | 0.283264 |
33 | -0.013578 | -0.1554 | 0.438372 |
34 | 0.03372 | 0.3859 | 0.350081 |
35 | 0.034456 | 0.3944 | 0.346975 |
36 | 0.010966 | 0.1255 | 0.450156 |
37 | -0.002368 | -0.0271 | 0.489209 |
38 | -0.009265 | -0.106 | 0.457855 |
39 | 0.007766 | 0.0889 | 0.464652 |
40 | -0.129679 | -1.4842 | 0.070073 |
41 | 0.057586 | 0.6591 | 0.255492 |
42 | 0.006646 | 0.0761 | 0.46974 |
43 | -0.04457 | -0.5101 | 0.305411 |
44 | 0.039566 | 0.4529 | 0.3257 |
45 | -0.02802 | -0.3207 | 0.374474 |
46 | 0.075616 | 0.8655 | 0.194182 |
47 | -0.004437 | -0.0508 | 0.479786 |
48 | -0.044624 | -0.5107 | 0.305195 |