Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.060468 | 0.5095 | 0.305988 |
2 | -0.036817 | -0.3102 | 0.37865 |
3 | -0.071771 | -0.6048 | 0.273635 |
4 | -0.091809 | -0.7736 | 0.22087 |
5 | 0.013934 | 0.1174 | 0.453433 |
6 | -0.082762 | -0.6974 | 0.243926 |
7 | -0.052533 | -0.4426 | 0.329683 |
8 | -0.079733 | -0.6718 | 0.251933 |
9 | -0.140383 | -1.1829 | 0.1204 |
10 | -0.025414 | -0.2141 | 0.415526 |
11 | 0.062862 | 0.5297 | 0.29899 |
12 | 0.15558 | 1.3109 | 0.097051 |
13 | 0.030447 | 0.2565 | 0.399135 |
14 | 0.034655 | 0.292 | 0.385567 |
15 | -0.079024 | -0.6659 | 0.253826 |
16 | -0.101783 | -0.8576 | 0.19699 |
17 | 0.024285 | 0.2046 | 0.419225 |
18 | -0.024348 | -0.2052 | 0.419018 |
19 | 0.020784 | 0.1751 | 0.430739 |
20 | 0.023619 | 0.199 | 0.42141 |
21 | -0.105272 | -0.887 | 0.189026 |
22 | -0.071148 | -0.5995 | 0.275373 |
23 | 0.026214 | 0.2209 | 0.41291 |
24 | 0.043529 | 0.3668 | 0.357436 |
25 | 0.046132 | 0.3887 | 0.349324 |
26 | -0.034006 | -0.2865 | 0.387649 |
27 | -0.135943 | -1.1455 | 0.127928 |
28 | -0.058345 | -0.4916 | 0.312251 |
29 | -0.005203 | -0.0438 | 0.482577 |
30 | 0.014694 | 0.1238 | 0.450905 |
31 | 0.093594 | 0.7886 | 0.216474 |
32 | 0.011649 | 0.0982 | 0.461043 |
33 | -0.092725 | -0.7813 | 0.218606 |
34 | 0.025169 | 0.2121 | 0.416327 |
35 | 0.034138 | 0.2876 | 0.387227 |
36 | 0.04499 | 0.3791 | 0.352875 |
37 | 0.033079 | 0.2787 | 0.390632 |
38 | -0.004518 | -0.0381 | 0.484871 |
39 | -0.015269 | -0.1287 | 0.448995 |
40 | -0.007769 | -0.0655 | 0.473994 |
41 | -0.007014 | -0.0591 | 0.476519 |
42 | -0.004807 | -0.0405 | 0.483902 |
43 | -0.004791 | -0.0404 | 0.483958 |
44 | -0.006184 | -0.0521 | 0.479294 |
45 | 0.001373 | 0.0116 | 0.495401 |
46 | -0.006908 | -0.0582 | 0.476874 |
47 | -0.004505 | -0.038 | 0.484915 |
48 | 0.030345 | 0.2557 | 0.399464 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.060468 | 0.5095 | 0.305988 |
2 | -0.040621 | -0.3423 | 0.366575 |
3 | -0.067355 | -0.5675 | 0.286067 |
4 | -0.085595 | -0.7212 | 0.236565 |
5 | 0.019311 | 0.1627 | 0.435602 |
6 | -0.097527 | -0.8218 | 0.206978 |
7 | -0.05441 | -0.4585 | 0.32401 |
8 | -0.089597 | -0.755 | 0.226386 |
9 | -0.151502 | -1.2766 | 0.102955 |
10 | -0.049244 | -0.4149 | 0.339718 |
11 | 0.030949 | 0.2608 | 0.397509 |
12 | 0.108476 | 0.914 | 0.181897 |
13 | -0.015974 | -0.1346 | 0.446654 |
14 | 0.035742 | 0.3012 | 0.382082 |
15 | -0.093219 | -0.7855 | 0.217395 |
16 | -0.10465 | -0.8818 | 0.190432 |
17 | 0.00733 | 0.0618 | 0.475463 |
18 | -0.039821 | -0.3355 | 0.369106 |
19 | 0.009499 | 0.08 | 0.468214 |
20 | 0.049825 | 0.4198 | 0.337936 |
21 | -0.08261 | -0.6961 | 0.244323 |
22 | -0.09227 | -0.7775 | 0.219729 |
23 | 0.005591 | 0.0471 | 0.481278 |
24 | -0.033203 | -0.2798 | 0.390232 |
25 | -0.017146 | -0.1445 | 0.442767 |
26 | -0.043934 | -0.3702 | 0.356171 |
27 | -0.133866 | -1.128 | 0.131564 |
28 | -0.064578 | -0.5441 | 0.294024 |
29 | -0.032338 | -0.2725 | 0.393021 |
30 | -0.051453 | -0.4335 | 0.332965 |
31 | 0.016809 | 0.1416 | 0.443884 |
32 | -0.018082 | -0.1524 | 0.439668 |
33 | -0.117261 | -0.9881 | 0.163239 |
34 | 0.003815 | 0.0321 | 0.487223 |
35 | -0.004024 | -0.0339 | 0.486522 |
36 | -0.040084 | -0.3378 | 0.368273 |
37 | -0.032073 | -0.2703 | 0.393874 |
38 | 0.006016 | 0.0507 | 0.479857 |
39 | -0.011888 | -0.1002 | 0.460245 |
40 | 0.008207 | 0.0692 | 0.47253 |
41 | 0.003378 | 0.0285 | 0.488685 |
42 | -0.069552 | -0.5861 | 0.279848 |
43 | -0.070946 | -0.5978 | 0.275938 |
44 | -0.015779 | -0.133 | 0.447302 |
45 | -0.013336 | -0.1124 | 0.455424 |
46 | -0.021953 | -0.185 | 0.426886 |
47 | 0.002626 | 0.0221 | 0.491205 |
48 | -0.041226 | -0.3474 | 0.364669 |