Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.217485 | 1.9933 | 0.024738 |
2 | 0.209566 | 1.9207 | 0.029081 |
3 | 0.016625 | 0.1524 | 0.439631 |
4 | 0.039543 | 0.3624 | 0.358976 |
5 | 0.14763 | 1.353 | 0.089836 |
6 | 0.03692 | 0.3384 | 0.36796 |
7 | 0.285977 | 2.621 | 0.005202 |
8 | -0.006818 | -0.0625 | 0.475162 |
9 | 0.11889 | 1.0896 | 0.139492 |
10 | -0.029998 | -0.2749 | 0.392021 |
11 | -0.068754 | -0.6301 | 0.265157 |
12 | -0.062723 | -0.5749 | 0.28346 |
13 | -0.166824 | -1.529 | 0.065015 |
14 | -0.071219 | -0.6527 | 0.257856 |
15 | -0.041693 | -0.3821 | 0.351668 |
16 | -0.059891 | -0.5489 | 0.292262 |
17 | -0.023757 | -0.2177 | 0.414081 |
18 | -0.045626 | -0.4182 | 0.338445 |
19 | -0.09099 | -0.8339 | 0.20334 |
20 | -0.040172 | -0.3682 | 0.356832 |
21 | -0.042952 | -0.3937 | 0.347416 |
22 | -0.017097 | -0.1567 | 0.437931 |
23 | -0.045574 | -0.4177 | 0.33862 |
24 | -0.016048 | -0.1471 | 0.44171 |
25 | -0.013688 | -0.1255 | 0.450233 |
26 | -0.011328 | -0.1038 | 0.458779 |
27 | -0.043476 | -0.3985 | 0.34565 |
28 | 0 | 0 | 0.5 |
29 | -0.032148 | -0.2946 | 0.384497 |
30 | -0.029788 | -0.273 | 0.392757 |
31 | -0.082494 | -0.7561 | 0.225861 |
32 | -0.01846 | -0.1692 | 0.433027 |
33 | -0.033721 | -0.3091 | 0.37902 |
34 | -0.004196 | -0.0385 | 0.484709 |
35 | -0.036344 | -0.3331 | 0.369946 |
36 | -0.064821 | -0.5941 | 0.277024 |
37 | -0.055853 | -0.5119 | 0.305033 |
38 | -0.032935 | -0.3019 | 0.381755 |
39 | -0.044525 | -0.4081 | 0.342128 |
40 | -0.045836 | -0.4201 | 0.337745 |
41 | 0.028477 | 0.261 | 0.397367 |
42 | -0.127019 | -1.1641 | 0.12383 |
43 | 0.005297 | 0.0485 | 0.480698 |
44 | -0.074575 | -0.6835 | 0.248088 |
45 | -0.014212 | -0.1303 | 0.448337 |
46 | -0.015523 | -0.1423 | 0.443602 |
47 | -0.126232 | -1.1569 | 0.125288 |
48 | -0.06587 | -0.6037 | 0.273834 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.217485 | 1.9933 | 0.024738 |
2 | 0.170322 | 1.561 | 0.061138 |
3 | -0.06295 | -0.5769 | 0.282761 |
4 | 0.013003 | 0.1192 | 0.45271 |
5 | 0.16059 | 1.4718 | 0.072402 |
6 | -0.031469 | -0.2884 | 0.386868 |
7 | 0.252975 | 2.3186 | 0.011425 |
8 | -0.115507 | -1.0586 | 0.1464 |
9 | 0.055473 | 0.5084 | 0.306247 |
10 | -0.047126 | -0.4319 | 0.333455 |
11 | -0.103159 | -0.9455 | 0.173566 |
12 | -0.086262 | -0.7906 | 0.215701 |
13 | -0.112919 | -1.0349 | 0.151839 |
14 | -0.113092 | -1.0365 | 0.15147 |
15 | 0.096145 | 0.8812 | 0.190366 |
16 | -0.110869 | -1.0161 | 0.156241 |
17 | 0.063223 | 0.5794 | 0.28192 |
18 | 0.043665 | 0.4002 | 0.345015 |
19 | -0.066363 | -0.6082 | 0.27234 |
20 | 0.098284 | 0.9008 | 0.185138 |
21 | 0.02058 | 0.1886 | 0.425424 |
22 | -0.049166 | -0.4506 | 0.326716 |
23 | 0.034356 | 0.3149 | 0.376818 |
24 | -0.069265 | -0.6348 | 0.263634 |
25 | -0.011336 | -0.1039 | 0.458751 |
26 | 0.013898 | 0.1274 | 0.449472 |
27 | -0.139933 | -1.2825 | 0.101596 |
28 | 0.08637 | 0.7916 | 0.215413 |
29 | -0.064678 | -0.5928 | 0.27746 |
30 | -0.049639 | -0.455 | 0.325159 |
31 | -0.019231 | -0.1763 | 0.43026 |
32 | -0.012965 | -0.1188 | 0.452847 |
33 | -0.019162 | -0.1756 | 0.430508 |
34 | 0.092714 | 0.8497 | 0.198944 |
35 | -0.136281 | -1.249 | 0.10756 |
36 | 0.047708 | 0.4372 | 0.331526 |
37 | -0.058183 | -0.5333 | 0.297634 |
38 | 0.018017 | 0.1651 | 0.434621 |
39 | -0.032168 | -0.2948 | 0.384427 |
40 | -0.038479 | -0.3527 | 0.36261 |
41 | 0.045895 | 0.4206 | 0.337549 |
42 | -0.134979 | -1.2371 | 0.109748 |
43 | 0.015474 | 0.1418 | 0.443782 |
44 | -0.00842 | -0.0772 | 0.469335 |
45 | -0.059298 | -0.5435 | 0.294122 |
46 | 0.038153 | 0.3497 | 0.363727 |
47 | -0.143786 | -1.3178 | 0.095573 |
48 | -0.098902 | -0.9065 | 0.183644 |