Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.177166 | 1.3608 | 0.08937 |
2 | -0.011493 | -0.0883 | 0.464977 |
3 | 0.09033 | 0.6938 | 0.245252 |
4 | -0.016693 | -0.1282 | 0.449204 |
5 | -0.005538 | -0.0425 | 0.483108 |
6 | -0.078986 | -0.6067 | 0.273188 |
7 | 0.069161 | 0.5312 | 0.298624 |
8 | 0.200871 | 1.5429 | 0.064099 |
9 | 0.02717 | 0.2087 | 0.417701 |
10 | 0.1538 | 1.1814 | 0.1211 |
11 | 0.16271 | 1.2498 | 0.108154 |
12 | 0.033917 | 0.2605 | 0.397683 |
13 | -0.079097 | -0.6076 | 0.272907 |
14 | 0.010583 | 0.0813 | 0.467744 |
15 | -0.063309 | -0.4863 | 0.314283 |
16 | -0.130411 | -1.0017 | 0.160287 |
17 | -0.158965 | -1.221 | 0.113466 |
18 | 0.08037 | 0.6173 | 0.269695 |
19 | 0.068998 | 0.53 | 0.299057 |
20 | -0.077187 | -0.5929 | 0.277763 |
21 | -0.032713 | -0.2513 | 0.401237 |
22 | 0.088272 | 0.678 | 0.250202 |
23 | -0.013131 | -0.1009 | 0.460003 |
24 | -0.056373 | -0.433 | 0.333293 |
25 | -0.049961 | -0.3838 | 0.351268 |
26 | -0.044302 | -0.3403 | 0.367423 |
27 | -0.133577 | -1.026 | 0.154534 |
28 | -0.055233 | -0.4243 | 0.336463 |
29 | -0.088387 | -0.6789 | 0.249925 |
30 | -0.071131 | -0.5464 | 0.293437 |
31 | -0.132405 | -1.017 | 0.156648 |
32 | 0.063595 | 0.4885 | 0.31351 |
33 | 0.049472 | 0.38 | 0.352655 |
34 | -0.105823 | -0.8128 | 0.209788 |
35 | -0.016409 | -0.126 | 0.450065 |
36 | -0.014807 | -0.1137 | 0.454918 |
37 | -0.145989 | -1.1214 | 0.133338 |
38 | -0.205133 | -1.5757 | 0.060227 |
39 | -0.160934 | -1.2362 | 0.11065 |
40 | -0.021768 | -0.1672 | 0.43389 |
41 | -0.037517 | -0.2882 | 0.387111 |
42 | 0.067862 | 0.5213 | 0.302068 |
43 | 0.087789 | 0.6743 | 0.25137 |
44 | 0.027646 | 0.2123 | 0.416283 |
45 | -0.011465 | -0.0881 | 0.465062 |
46 | -0.04267 | -0.3278 | 0.372129 |
47 | -0.029956 | -0.2301 | 0.409407 |
48 | 0.019359 | 0.1487 | 0.441149 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.177166 | 1.3608 | 0.08937 |
2 | -0.044271 | -0.34 | 0.367514 |
3 | 0.103754 | 0.7969 | 0.214339 |
4 | -0.05535 | -0.4251 | 0.336138 |
5 | 0.015621 | 0.12 | 0.452451 |
6 | -0.097467 | -0.7487 | 0.228518 |
7 | 0.116543 | 0.8952 | 0.187163 |
8 | 0.165005 | 1.2674 | 0.104991 |
9 | -0.017081 | -0.1312 | 0.448031 |
10 | 0.15697 | 1.2057 | 0.116372 |
11 | 0.082957 | 0.6372 | 0.263228 |
12 | 0.010571 | 0.0812 | 0.467778 |
13 | -0.105101 | -0.8073 | 0.21137 |
14 | 0.068588 | 0.5268 | 0.300142 |
15 | -0.125933 | -0.9673 | 0.16867 |
16 | -0.100987 | -0.7757 | 0.220512 |
17 | -0.161725 | -1.2422 | 0.109533 |
18 | 0.091929 | 0.7061 | 0.241446 |
19 | -0.032905 | -0.2527 | 0.40067 |
20 | -0.075092 | -0.5768 | 0.283137 |
21 | -0.04937 | -0.3792 | 0.352943 |
22 | 0.078188 | 0.6006 | 0.275211 |
23 | 0.012115 | 0.0931 | 0.463087 |
24 | 0.037745 | 0.2899 | 0.386444 |
25 | 0.020809 | 0.1598 | 0.436778 |
26 | -0.039987 | -0.3071 | 0.379908 |
27 | -0.060446 | -0.4643 | 0.322073 |
28 | 0.025191 | 0.1935 | 0.423616 |
29 | -0.132468 | -1.0175 | 0.156534 |
30 | -0.08868 | -0.6812 | 0.249216 |
31 | -0.118815 | -0.9126 | 0.182574 |
32 | 0.09527 | 0.7318 | 0.233598 |
33 | -0.053928 | -0.4142 | 0.340104 |
34 | -0.072978 | -0.5606 | 0.288612 |
35 | 0.078921 | 0.6062 | 0.273353 |
36 | -0.015908 | -0.1222 | 0.45158 |
37 | -0.110972 | -0.8524 | 0.198722 |
38 | -0.124073 | -0.953 | 0.172234 |
39 | 0.001707 | 0.0131 | 0.494793 |
40 | -0.052103 | -0.4002 | 0.345223 |
41 | 0.016909 | 0.1299 | 0.448553 |
42 | 0.103526 | 0.7952 | 0.214843 |
43 | 0.021996 | 0.169 | 0.433207 |
44 | -0.039751 | -0.3053 | 0.380593 |
45 | 0.069531 | 0.5341 | 0.297646 |
46 | -0.03889 | -0.2987 | 0.383102 |
47 | -0.013595 | -0.1044 | 0.458595 |
48 | 0.129692 | 0.9962 | 0.161615 |