Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.158772 | 1.6424 | 0.051726 |
2 | -0.002516 | -0.026 | 0.489642 |
3 | -0.111925 | -1.1578 | 0.12477 |
4 | -0.101775 | -1.0528 | 0.14741 |
5 | -0.06978 | -0.7218 | 0.235992 |
6 | -0.049815 | -0.5153 | 0.303706 |
7 | -0.067598 | -0.6992 | 0.24296 |
8 | -0.110934 | -1.1475 | 0.126864 |
9 | -0.121484 | -1.2566 | 0.105811 |
10 | -0.018507 | -0.1914 | 0.424272 |
11 | 0.153703 | 1.5899 | 0.057402 |
12 | 0.12122 | 1.2539 | 0.106303 |
13 | 0.071679 | 0.7415 | 0.230022 |
14 | -0.016554 | -0.1712 | 0.432182 |
15 | -0.07635 | -0.7898 | 0.215703 |
16 | -0.105279 | -1.089 | 0.139296 |
17 | -0.039679 | -0.4104 | 0.341152 |
18 | 0.022737 | 0.2352 | 0.407254 |
19 | -0.030232 | -0.3127 | 0.377549 |
20 | -0.069452 | -0.7184 | 0.237032 |
21 | -0.041697 | -0.4313 | 0.333552 |
22 | -0.009859 | -0.102 | 0.459481 |
23 | 0.113569 | 1.1748 | 0.121347 |
24 | 0.102374 | 1.059 | 0.146 |
25 | 0.042263 | 0.4372 | 0.331433 |
26 | 0.001842 | 0.0191 | 0.492416 |
27 | -0.082482 | -0.8532 | 0.197727 |
28 | -0.046121 | -0.4771 | 0.31714 |
29 | -0.064777 | -0.6701 | 0.252131 |
30 | -0.012914 | -0.1336 | 0.446991 |
31 | 0.005119 | 0.053 | 0.478933 |
32 | -0.009753 | -0.1009 | 0.459914 |
33 | 0.014471 | 0.1497 | 0.440645 |
34 | 0.030599 | 0.3165 | 0.376112 |
35 | 0.095296 | 0.9857 | 0.16324 |
36 | 0.079895 | 0.8264 | 0.205196 |
37 | 0.025529 | 0.2641 | 0.396117 |
38 | -0.034078 | -0.3525 | 0.362576 |
39 | -0.095106 | -0.9838 | 0.16372 |
40 | -0.044698 | -0.4624 | 0.322382 |
41 | -0.01433 | -0.1482 | 0.441218 |
42 | -0.00917 | -0.0949 | 0.462305 |
43 | 0.001309 | 0.0135 | 0.49461 |
44 | -0.027273 | -0.2821 | 0.389199 |
45 | -0.008331 | -0.0862 | 0.465744 |
46 | -0.006984 | -0.0722 | 0.471272 |
47 | 0.090179 | 0.9328 | 0.176507 |
48 | 0.058637 | 0.6065 | 0.272717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.158772 | 1.6424 | 0.051726 |
2 | -0.028442 | -0.2942 | 0.384585 |
3 | -0.109854 | -1.1363 | 0.129176 |
4 | -0.069039 | -0.7141 | 0.238346 |
5 | -0.046776 | -0.4839 | 0.314739 |
6 | -0.046938 | -0.4855 | 0.314147 |
7 | -0.075324 | -0.7792 | 0.218804 |
8 | -0.115825 | -1.1981 | 0.116763 |
9 | -0.118606 | -1.2269 | 0.111283 |
10 | -0.019148 | -0.1981 | 0.421682 |
11 | 0.120081 | 1.2421 | 0.108453 |
12 | 0.033131 | 0.3427 | 0.366245 |
13 | 0.013348 | 0.1381 | 0.44522 |
14 | -0.029421 | -0.3043 | 0.380732 |
15 | -0.061356 | -0.6347 | 0.2635 |
16 | -0.08621 | -0.8918 | 0.187262 |
17 | -0.024886 | -0.2574 | 0.398672 |
18 | 0.021291 | 0.2202 | 0.413053 |
19 | -0.039917 | -0.4129 | 0.340251 |
20 | -0.049482 | -0.5118 | 0.304907 |
21 | -0.021661 | -0.2241 | 0.411569 |
22 | -0.040747 | -0.4215 | 0.337123 |
23 | 0.063616 | 0.6581 | 0.255959 |
24 | 0.018195 | 0.1882 | 0.425534 |
25 | -0.015809 | -0.1635 | 0.435205 |
26 | 0.009975 | 0.1032 | 0.459004 |
27 | -0.048205 | -0.4986 | 0.309531 |
28 | -0.012467 | -0.129 | 0.448815 |
29 | -0.07235 | -0.7484 | 0.227932 |
30 | -0.010386 | -0.1074 | 0.457325 |
31 | 0.011647 | 0.1205 | 0.452166 |
32 | -0.004194 | -0.0434 | 0.48274 |
33 | 0.026924 | 0.2785 | 0.390583 |
34 | -0.002165 | -0.0224 | 0.491088 |
35 | 0.048375 | 0.5004 | 0.308912 |
36 | 0.018101 | 0.1872 | 0.425915 |
37 | -0.010683 | -0.1105 | 0.456109 |
38 | -0.015232 | -0.1576 | 0.43755 |
39 | -0.052905 | -0.5473 | 0.29267 |
40 | 0.024129 | 0.2496 | 0.401689 |
41 | 0.002351 | 0.0243 | 0.49032 |
42 | -0.012561 | -0.1299 | 0.448433 |
43 | 0.008659 | 0.0896 | 0.464398 |
44 | -0.031034 | -0.321 | 0.374411 |
45 | -0.004231 | -0.0438 | 0.482585 |
46 | -0.047181 | -0.488 | 0.31326 |
47 | 0.054972 | 0.5686 | 0.285398 |
48 | 0.005281 | 0.0546 | 0.478271 |