Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.287716 | 2.4243 | 0.008942 |
2 | -0.045822 | -0.3861 | 0.350286 |
3 | -0.084133 | -0.7089 | 0.240349 |
4 | -0.080164 | -0.6755 | 0.250783 |
5 | -0.10302 | -0.8681 | 0.194142 |
6 | -0.052489 | -0.4423 | 0.329814 |
7 | -0.020097 | -0.1693 | 0.433006 |
8 | -0.031281 | -0.2636 | 0.396435 |
9 | -0.071471 | -0.6022 | 0.27447 |
10 | -0.105778 | -0.8913 | 0.187889 |
11 | -0.051089 | -0.4305 | 0.334075 |
12 | 0.037658 | 0.3173 | 0.375968 |
13 | 0.048521 | 0.4088 | 0.341943 |
14 | 0.071674 | 0.6039 | 0.273905 |
15 | -0.061914 | -0.5217 | 0.301752 |
16 | -0.108261 | -0.9122 | 0.182368 |
17 | 0.056025 | 0.4721 | 0.31916 |
18 | 0.129561 | 1.0917 | 0.139328 |
19 | 0.075361 | 0.635 | 0.263734 |
20 | -0.006371 | -0.0537 | 0.478669 |
21 | -0.094326 | -0.7948 | 0.214688 |
22 | -0.072448 | -0.6105 | 0.271754 |
23 | -0.081442 | -0.6862 | 0.247398 |
24 | -0.09952 | -0.8386 | 0.202263 |
25 | -0.104849 | -0.8835 | 0.189981 |
26 | -0.084188 | -0.7094 | 0.240206 |
27 | -0.034549 | -0.2911 | 0.385906 |
28 | -0.026393 | -0.2224 | 0.412325 |
29 | -0.051062 | -0.4303 | 0.334155 |
30 | 0.021426 | 0.1805 | 0.428621 |
31 | 0.106324 | 0.8959 | 0.186666 |
32 | 0.049256 | 0.415 | 0.339682 |
33 | -0.060347 | -0.5085 | 0.306342 |
34 | -0.081382 | -0.6857 | 0.247557 |
35 | -0.064385 | -0.5425 | 0.294582 |
36 | 0.00952 | 0.0802 | 0.468146 |
37 | 0.208697 | 1.7585 | 0.041485 |
38 | 0.063068 | 0.5314 | 0.298394 |
39 | -0.019313 | -0.1627 | 0.435595 |
40 | -0.061199 | -0.5157 | 0.303842 |
41 | -0.072103 | -0.6076 | 0.272712 |
42 | -0.039401 | -0.332 | 0.370434 |
43 | -0.025331 | -0.2134 | 0.415796 |
44 | -0.008799 | -0.0741 | 0.470554 |
45 | 0.118842 | 1.0014 | 0.160021 |
46 | 0.083489 | 0.7035 | 0.242026 |
47 | -0.024971 | -0.2104 | 0.416974 |
48 | 0.002496 | 0.021 | 0.491641 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.287716 | 2.4243 | 0.008942 |
2 | -0.140209 | -1.1814 | 0.120688 |
3 | -0.031984 | -0.2695 | 0.394162 |
4 | -0.05531 | -0.466 | 0.321304 |
5 | -0.082044 | -0.6913 | 0.245811 |
6 | -0.012052 | -0.1016 | 0.459698 |
7 | -0.025295 | -0.2131 | 0.415916 |
8 | -0.041972 | -0.3537 | 0.36232 |
9 | -0.073616 | -0.6203 | 0.268524 |
10 | -0.092783 | -0.7818 | 0.218464 |
11 | -0.019943 | -0.168 | 0.433514 |
12 | 0.027381 | 0.2307 | 0.409099 |
13 | -0.004507 | -0.038 | 0.484906 |
14 | 0.041005 | 0.3455 | 0.365366 |
15 | -0.128431 | -1.0822 | 0.141417 |
16 | -0.064493 | -0.5434 | 0.294269 |
17 | 0.11083 | 0.9339 | 0.176767 |
18 | 0.064168 | 0.5407 | 0.295207 |
19 | 0.014347 | 0.1209 | 0.452061 |
20 | -0.044388 | -0.374 | 0.354752 |
21 | -0.095787 | -0.8071 | 0.211147 |
22 | 0.007496 | 0.0632 | 0.474908 |
23 | -0.051469 | -0.4337 | 0.332915 |
24 | -0.076857 | -0.6476 | 0.259664 |
25 | -0.112826 | -0.9507 | 0.172493 |
26 | -0.108348 | -0.913 | 0.182178 |
27 | -0.014427 | -0.1216 | 0.451795 |
28 | -0.040759 | -0.3434 | 0.36614 |
29 | -0.085684 | -0.722 | 0.236337 |
30 | -0.012187 | -0.1027 | 0.459249 |
31 | -0.007717 | -0.065 | 0.474168 |
32 | -0.054106 | -0.4559 | 0.324924 |
33 | -0.081553 | -0.6872 | 0.247104 |
34 | -0.090084 | -0.7591 | 0.225165 |
35 | -0.093766 | -0.7901 | 0.216054 |
36 | -0.039619 | -0.3338 | 0.369742 |
37 | 0.179966 | 1.5164 | 0.066927 |
38 | -0.09212 | -0.7762 | 0.220099 |
39 | -0.034926 | -0.2943 | 0.384698 |
40 | -0.082149 | -0.6922 | 0.245535 |
41 | -0.065475 | -0.5517 | 0.291441 |
42 | 0.005843 | 0.0492 | 0.480435 |
43 | -0.04662 | -0.3928 | 0.347812 |
44 | -0.082287 | -0.6934 | 0.245171 |
45 | 0.072344 | 0.6096 | 0.272042 |
46 | -0.003278 | -0.0276 | 0.489022 |
47 | -0.025735 | -0.2169 | 0.414473 |
48 | -0.01218 | -0.1026 | 0.459274 |