Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.050729 | 0.4275 | 0.335172 |
2 | -0.022557 | -0.1901 | 0.4249 |
3 | 0.005631 | 0.0474 | 0.481146 |
4 | -0.092374 | -0.7784 | 0.219472 |
5 | -0.005975 | -0.0503 | 0.479993 |
6 | -0.22011 | -1.8547 | 0.033897 |
7 | -0.080869 | -0.6814 | 0.248914 |
8 | -0.033988 | -0.2864 | 0.387708 |
9 | -0.122505 | -1.0322 | 0.15273 |
10 | -0.013669 | -0.1152 | 0.454315 |
11 | 0.085475 | 0.7202 | 0.236875 |
12 | 0.298719 | 2.517 | 0.007047 |
13 | 0.021483 | 0.181 | 0.428434 |
14 | 0.070823 | 0.5968 | 0.276281 |
15 | -0.07014 | -0.591 | 0.278197 |
16 | -0.159976 | -1.348 | 0.090975 |
17 | 0.023787 | 0.2004 | 0.420859 |
18 | -0.160853 | -1.3554 | 0.089797 |
19 | -0.015349 | -0.1293 | 0.44873 |
20 | 0.026082 | 0.2198 | 0.413339 |
21 | -0.104524 | -0.8807 | 0.190716 |
22 | -0.023346 | -0.1967 | 0.422304 |
23 | 0.028054 | 0.2364 | 0.406905 |
24 | 0.161499 | 1.3608 | 0.088938 |
25 | 0.043166 | 0.3637 | 0.358572 |
26 | 0.000424 | 0.0036 | 0.498579 |
27 | -0.181305 | -1.5277 | 0.065515 |
28 | -0.069206 | -0.5831 | 0.280823 |
29 | -0.043886 | -0.3698 | 0.356319 |
30 | -0.08857 | -0.7463 | 0.228974 |
31 | 0.106766 | 0.8996 | 0.18568 |
32 | 0.022553 | 0.19 | 0.424911 |
33 | -0.055961 | -0.4715 | 0.319353 |
34 | 0.068131 | 0.5741 | 0.283863 |
35 | 0.050405 | 0.4247 | 0.336162 |
36 | 0.056699 | 0.4778 | 0.317146 |
37 | 0.03809 | 0.3209 | 0.374596 |
38 | -0.006351 | -0.0535 | 0.478738 |
39 | -0.050773 | -0.4278 | 0.335039 |
40 | -0.031487 | -0.2653 | 0.395769 |
41 | -0.040191 | -0.3387 | 0.367933 |
42 | -0.017045 | -0.1436 | 0.443102 |
43 | -0.002155 | -0.0182 | 0.492782 |
44 | -0.008299 | -0.0699 | 0.472223 |
45 | 0.03513 | 0.296 | 0.384041 |
46 | 0.0104 | 0.0876 | 0.465208 |
47 | -0.00734 | -0.0618 | 0.475429 |
48 | 0.041315 | 0.3481 | 0.364388 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.050729 | 0.4275 | 0.335172 |
2 | -0.025195 | -0.2123 | 0.416242 |
3 | 0.008108 | 0.0683 | 0.472862 |
4 | -0.093965 | -0.7918 | 0.215569 |
5 | 0.004187 | 0.0353 | 0.485979 |
6 | -0.227546 | -1.9173 | 0.029609 |
7 | -0.058971 | -0.4969 | 0.310399 |
8 | -0.056403 | -0.4753 | 0.31803 |
9 | -0.12922 | -1.0888 | 0.139956 |
10 | -0.056427 | -0.4755 | 0.317958 |
11 | 0.065607 | 0.5528 | 0.291064 |
12 | 0.253857 | 2.139 | 0.017936 |
13 | -0.044951 | -0.3788 | 0.352997 |
14 | 0.084276 | 0.7101 | 0.239976 |
15 | -0.138686 | -1.1686 | 0.123239 |
16 | -0.150462 | -1.2678 | 0.104503 |
17 | 0.028469 | 0.2399 | 0.405554 |
18 | -0.074609 | -0.6287 | 0.265791 |
19 | 0.016058 | 0.1353 | 0.446377 |
20 | 0.06532 | 0.5504 | 0.291889 |
21 | -0.051342 | -0.4326 | 0.333303 |
22 | -0.114352 | -0.9635 | 0.169272 |
23 | -0.01122 | -0.0945 | 0.462473 |
24 | 0.029109 | 0.2453 | 0.403474 |
25 | -0.046209 | -0.3894 | 0.349088 |
26 | -0.005968 | -0.0503 | 0.480019 |
27 | -0.19934 | -1.6797 | 0.048709 |
28 | -0.035008 | -0.295 | 0.384435 |
29 | -0.074562 | -0.6283 | 0.26592 |
30 | -0.004612 | -0.0389 | 0.484555 |
31 | 0.045036 | 0.3795 | 0.352732 |
32 | 0.009487 | 0.0799 | 0.468255 |
33 | -0.076218 | -0.6422 | 0.261399 |
34 | 0.003028 | 0.0255 | 0.489858 |
35 | 0.032706 | 0.2756 | 0.391833 |
36 | -0.100357 | -0.8456 | 0.200301 |
37 | 0.000781 | 0.0066 | 0.497385 |
38 | -0.000856 | -0.0072 | 0.497131 |
39 | 0.015014 | 0.1265 | 0.449844 |
40 | 0.033683 | 0.2838 | 0.388689 |
41 | 0.048161 | 0.4058 | 0.34305 |
42 | -0.04276 | -0.3603 | 0.359845 |
43 | -0.13537 | -1.1407 | 0.128924 |
44 | -0.009444 | -0.0796 | 0.468398 |
45 | -0.028811 | -0.2428 | 0.404442 |
46 | -0.008194 | -0.069 | 0.472574 |
47 | 0.020543 | 0.1731 | 0.431532 |
48 | -0.040371 | -0.3402 | 0.367366 |