Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.406605 | 3.1495 | 0.001275 |
2 | -0.176074 | -1.3639 | 0.088852 |
3 | -0.522452 | -4.0469 | 7.5e-05 |
4 | -0.400424 | -3.1017 | 0.001466 |
5 | 0.064889 | 0.5026 | 0.308534 |
6 | 0.420436 | 3.2567 | 0.000928 |
7 | 0.301447 | 2.335 | 0.011453 |
8 | -0.068114 | -0.5276 | 0.299857 |
9 | -0.284633 | -2.2048 | 0.015658 |
10 | -0.270928 | -2.0986 | 0.020035 |
11 | 0.015091 | 0.1169 | 0.453667 |
12 | 0.304305 | 2.3571 | 0.010849 |
13 | 0.129725 | 1.0048 | 0.159504 |
14 | 0.026141 | 0.2025 | 0.42011 |
15 | -0.029837 | -0.2311 | 0.409005 |
16 | -0.107248 | -0.8307 | 0.204707 |
17 | -0.090195 | -0.6986 | 0.243736 |
18 | -0.017473 | -0.1353 | 0.446395 |
19 | 0.011996 | 0.0929 | 0.463137 |
20 | 0.033712 | 0.2611 | 0.397442 |
21 | 0.087886 | 0.6808 | 0.24932 |
22 | 0.007538 | 0.0584 | 0.476815 |
23 | -0.063458 | -0.4915 | 0.312417 |
24 | -0.051094 | -0.3958 | 0.34684 |
25 | -0.15156 | -1.174 | 0.122521 |
26 | 0.004548 | 0.0352 | 0.486006 |
27 | 0.123459 | 0.9563 | 0.171377 |
28 | 0.111171 | 0.8611 | 0.196299 |
29 | 0.033966 | 0.2631 | 0.396688 |
30 | -0.061838 | -0.479 | 0.316841 |
31 | -0.114365 | -0.8859 | 0.189614 |
32 | -0.146746 | -1.1367 | 0.130094 |
33 | -0.052385 | -0.4058 | 0.343175 |
34 | 0.030975 | 0.2399 | 0.4056 |
35 | 0.097437 | 0.7547 | 0.226677 |
36 | 0.085072 | 0.659 | 0.25622 |
37 | -0.066401 | -0.5143 | 0.304452 |
38 | -0.087937 | -0.6812 | 0.249196 |
39 | -0.089457 | -0.6929 | 0.245512 |
40 | 0.038907 | 0.3014 | 0.382086 |
41 | 0.11472 | 0.8886 | 0.188879 |
42 | 0.155009 | 1.2007 | 0.117294 |
43 | 0.034526 | 0.2674 | 0.395023 |
44 | -0.109166 | -0.8456 | 0.200568 |
45 | -0.161847 | -1.2537 | 0.107414 |
46 | -0.040077 | -0.3104 | 0.378652 |
47 | 0.072728 | 0.5633 | 0.287649 |
48 | 0.125356 | 0.971 | 0.167722 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.406605 | 3.1495 | 0.001275 |
2 | -0.409025 | -3.1683 | 0.001206 |
3 | -0.367271 | -2.8449 | 0.003035 |
4 | -0.108475 | -0.8402 | 0.202055 |
5 | 0.152617 | 1.1822 | 0.120902 |
6 | 0.145067 | 1.1237 | 0.132811 |
7 | -0.110387 | -0.8551 | 0.197961 |
8 | -0.109296 | -0.8466 | 0.200291 |
9 | 0.067138 | 0.52 | 0.302473 |
10 | -0.0334 | -0.2587 | 0.39837 |
11 | 0.02606 | 0.2019 | 0.420355 |
12 | 0.111813 | 0.8661 | 0.194943 |
13 | -0.248094 | -1.9217 | 0.029697 |
14 | 0.22284 | 1.7261 | 0.044737 |
15 | 0.225278 | 1.745 | 0.043053 |
16 | -0.156043 | -1.2087 | 0.11576 |
17 | -0.161825 | -1.2535 | 0.107445 |
18 | 0.03267 | 0.2531 | 0.400542 |
19 | 0.111377 | 0.8627 | 0.195862 |
20 | -0.041756 | -0.3234 | 0.373743 |
21 | -0.059255 | -0.459 | 0.32395 |
22 | -0.038905 | -0.3014 | 0.382092 |
23 | -0.00613 | -0.0475 | 0.481143 |
24 | 0.101089 | 0.783 | 0.218344 |
25 | -0.175382 | -1.3585 | 0.089696 |
26 | -0.057121 | -0.4425 | 0.329876 |
27 | 0.01447 | 0.1121 | 0.455565 |
28 | 0.13035 | 1.0097 | 0.15835 |
29 | 0.032275 | 0.25 | 0.401721 |
30 | -0.158039 | -1.2242 | 0.112838 |
31 | 0.007032 | 0.0545 | 0.478372 |
32 | -0.07839 | -0.6072 | 0.273003 |
33 | -0.079219 | -0.6136 | 0.270891 |
34 | 0.025219 | 0.1953 | 0.422892 |
35 | -0.061257 | -0.4745 | 0.318434 |
36 | -0.079618 | -0.6167 | 0.269876 |
37 | 0.029915 | 0.2317 | 0.408772 |
38 | 0.050708 | 0.3928 | 0.347935 |
39 | -0.093973 | -0.7279 | 0.234749 |
40 | 0.102847 | 0.7966 | 0.214398 |
41 | -0.010709 | -0.083 | 0.467084 |
42 | 0.043961 | 0.3405 | 0.367326 |
43 | -0.011513 | -0.0892 | 0.464618 |
44 | 0.083194 | 0.6444 | 0.260879 |
45 | -0.066636 | -0.5162 | 0.303821 |
46 | 0.05902 | 0.4572 | 0.3246 |
47 | -0.008811 | -0.0682 | 0.472908 |
48 | -0.009676 | -0.0749 | 0.470253 |