Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.363826 | 3.1297 | 0.001252 |
2 | 0.167805 | 1.4435 | 0.076548 |
3 | 0.036642 | 0.3152 | 0.376745 |
4 | 0.148448 | 1.277 | 0.102797 |
5 | -0.225367 | -1.9387 | 0.028177 |
6 | -0.121064 | -1.0414 | 0.150534 |
7 | -0.043506 | -0.3742 | 0.354645 |
8 | -0.038546 | -0.3316 | 0.370571 |
9 | -0.175708 | -1.5115 | 0.06746 |
10 | -0.040772 | -0.3507 | 0.363391 |
11 | 0.129621 | 1.115 | 0.134221 |
12 | -0.025768 | -0.2217 | 0.412593 |
13 | -0.070435 | -0.6059 | 0.273217 |
14 | -0.058254 | -0.5011 | 0.308886 |
15 | -0.065136 | -0.5603 | 0.288476 |
16 | -0.180231 | -1.5504 | 0.062655 |
17 | -0.116368 | -1.001 | 0.160036 |
18 | -0.099668 | -0.8574 | 0.197002 |
19 | -0.034133 | -0.2936 | 0.384935 |
20 | -0.044201 | -0.3802 | 0.352432 |
21 | -0.028167 | -0.2423 | 0.404607 |
22 | 0.033504 | 0.2882 | 0.386996 |
23 | 0.014905 | 0.1282 | 0.449164 |
24 | 0.078248 | 0.6731 | 0.251486 |
25 | 0.119863 | 1.0311 | 0.152926 |
26 | 0.071682 | 0.6166 | 0.269684 |
27 | 0.01479 | 0.1272 | 0.449553 |
28 | 0.007061 | 0.0607 | 0.475866 |
29 | -0.059515 | -0.512 | 0.305098 |
30 | -0.078115 | -0.672 | 0.251849 |
31 | 0.076697 | 0.6598 | 0.255725 |
32 | 0.063623 | 0.5473 | 0.292908 |
33 | 0.025295 | 0.2176 | 0.41417 |
34 | -0.047495 | -0.4086 | 0.342018 |
35 | 0.154977 | 1.3332 | 0.093285 |
36 | 0.136219 | 1.1718 | 0.122518 |
37 | 0.120807 | 1.0392 | 0.151044 |
38 | -0.037588 | -0.3233 | 0.373675 |
39 | 0.034795 | 0.2993 | 0.382767 |
40 | -0.139 | -1.1957 | 0.117811 |
41 | -0.121486 | -1.0451 | 0.149697 |
42 | -0.067002 | -0.5764 | 0.283057 |
43 | 0.011901 | 0.1024 | 0.459367 |
44 | -0.01724 | -0.1483 | 0.441252 |
45 | -0.01828 | -0.1573 | 0.437737 |
46 | 0.021335 | 0.1835 | 0.427443 |
47 | 0.015278 | 0.1314 | 0.447898 |
48 | 0.008554 | 0.0736 | 0.470769 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.363826 | 3.1297 | 0.001252 |
2 | 0.040842 | 0.3513 | 0.363167 |
3 | -0.042457 | -0.3652 | 0.357991 |
4 | 0.163893 | 1.4099 | 0.081385 |
5 | -0.383915 | -3.3026 | 0.000739 |
6 | 0.09012 | 0.7752 | 0.220334 |
7 | 0.063795 | 0.5488 | 0.292401 |
8 | -0.144696 | -1.2447 | 0.108582 |
9 | -0.005888 | -0.0507 | 0.47987 |
10 | -0.013873 | -0.1193 | 0.452664 |
11 | 0.16358 | 1.4072 | 0.081782 |
12 | -0.161737 | -1.3913 | 0.084149 |
13 | -0.012711 | -0.1093 | 0.456613 |
14 | -0.065545 | -0.5638 | 0.287285 |
15 | -0.155034 | -1.3337 | 0.093203 |
16 | 0.053747 | 0.4623 | 0.322595 |
17 | -0.099106 | -0.8525 | 0.198333 |
18 | -0.07948 | -0.6837 | 0.248145 |
19 | 0.0745 | 0.6409 | 0.261793 |
20 | -0.038787 | -0.3337 | 0.369791 |
21 | -0.089785 | -0.7724 | 0.221181 |
22 | 0.053251 | 0.4581 | 0.324118 |
23 | -0.071388 | -0.6141 | 0.270517 |
24 | 0.096281 | 0.8282 | 0.205098 |
25 | 0.097309 | 0.8371 | 0.202621 |
26 | -0.129758 | -1.1162 | 0.133969 |
27 | 0.059882 | 0.5151 | 0.304002 |
28 | -0.071875 | -0.6183 | 0.269142 |
29 | -0.078002 | -0.671 | 0.252155 |
30 | 0.001233 | 0.0106 | 0.495783 |
31 | 0.160823 | 1.3835 | 0.085343 |
32 | -0.043083 | -0.3706 | 0.355992 |
33 | -0.051588 | -0.4438 | 0.329251 |
34 | 0.002858 | 0.0246 | 0.490225 |
35 | 0.12265 | 1.0551 | 0.147412 |
36 | 0.067978 | 0.5848 | 0.28024 |
37 | 0.07287 | 0.6268 | 0.266344 |
38 | -0.174375 | -1.5 | 0.068931 |
39 | -0.019314 | -0.1661 | 0.434247 |
40 | 0.028758 | 0.2474 | 0.402646 |
41 | -0.04044 | -0.3479 | 0.364458 |
42 | 0.083117 | 0.715 | 0.238428 |
43 | -0.04725 | -0.4065 | 0.342789 |
44 | 0.052815 | 0.4543 | 0.325461 |
45 | 0.001652 | 0.0142 | 0.494348 |
46 | -0.047083 | -0.405 | 0.343314 |
47 | 0.010595 | 0.0911 | 0.463813 |
48 | -0.018326 | -0.1576 | 0.437582 |