Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.294681 | 3.1186 | 0.001155 |
2 | 0.007942 | 0.084 | 0.466584 |
3 | -0.005439 | -0.0576 | 0.4771 |
4 | -0.078617 | -0.832 | 0.203588 |
5 | -0.239355 | -2.5331 | 0.006345 |
6 | -0.212427 | -2.2481 | 0.013263 |
7 | -0.097537 | -1.0322 | 0.152092 |
8 | -0.055793 | -0.5905 | 0.278037 |
9 | -0.124032 | -1.3126 | 0.095995 |
10 | 0.1246 | 1.3186 | 0.09499 |
11 | 0.271923 | 2.8778 | 0.002399 |
12 | 0.041644 | 0.4407 | 0.330131 |
13 | -0.140316 | -1.485 | 0.070181 |
14 | 0.042779 | 0.4527 | 0.325809 |
15 | 0.051155 | 0.5414 | 0.294664 |
16 | -0.098505 | -1.0425 | 0.149717 |
17 | -0.123231 | -1.3042 | 0.097427 |
18 | -0.113254 | -1.1986 | 0.116613 |
19 | -0.101942 | -1.0789 | 0.141486 |
20 | -0.131607 | -1.3928 | 0.08322 |
21 | 0.03427 | 0.3627 | 0.358764 |
22 | 0.114322 | 1.2099 | 0.114438 |
23 | 0.080119 | 0.8479 | 0.199152 |
24 | 0.066204 | 0.7006 | 0.242491 |
25 | 0.236219 | 2.4999 | 0.006936 |
26 | 0.159837 | 1.6916 | 0.046756 |
27 | 0.001902 | 0.0201 | 0.491988 |
28 | -0.11519 | -1.2191 | 0.112693 |
29 | -0.10588 | -1.1205 | 0.132444 |
30 | -0.114055 | -1.207 | 0.114979 |
31 | -0.075647 | -0.8006 | 0.212536 |
32 | -0.069674 | -0.7374 | 0.231222 |
33 | 0.051355 | 0.5435 | 0.293937 |
34 | 0.001401 | 0.0148 | 0.494096 |
35 | 0.081721 | 0.8648 | 0.194485 |
36 | 0.172851 | 1.8293 | 0.035009 |
37 | 0.032935 | 0.3486 | 0.36404 |
38 | -0.041311 | -0.4372 | 0.331407 |
39 | -0.076582 | -0.8105 | 0.209696 |
40 | -0.135878 | -1.438 | 0.076611 |
41 | -0.010044 | -0.1063 | 0.457769 |
42 | -0.067072 | -0.7098 | 0.239646 |
43 | -0.124366 | -1.3162 | 0.095403 |
44 | -0.063001 | -0.6667 | 0.253156 |
45 | -0.061032 | -0.6459 | 0.259833 |
46 | 0.039042 | 0.4132 | 0.340133 |
47 | 0.101608 | 1.0753 | 0.142271 |
48 | 0.099973 | 1.058 | 0.146162 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.294681 | 3.1186 | 0.001155 |
2 | -0.086398 | -0.9143 | 0.18125 |
3 | 0.019284 | 0.2041 | 0.419329 |
4 | -0.090302 | -0.9557 | 0.17065 |
5 | -0.209478 | -2.2169 | 0.014325 |
6 | -0.098458 | -1.042 | 0.149832 |
7 | -0.031562 | -0.334 | 0.369494 |
8 | -0.042146 | -0.446 | 0.328218 |
9 | -0.145807 | -1.5431 | 0.062817 |
10 | 0.159175 | 1.6846 | 0.04743 |
11 | 0.145277 | 1.5375 | 0.063499 |
12 | -0.127578 | -1.3502 | 0.089843 |
13 | -0.177354 | -1.8769 | 0.031564 |
14 | 0.099865 | 1.0569 | 0.146422 |
15 | 0.049264 | 0.5214 | 0.301571 |
16 | -0.058528 | -0.6194 | 0.268455 |
17 | -0.08003 | -0.847 | 0.199413 |
18 | -0.149107 | -1.578 | 0.058693 |
19 | -0.019576 | -0.2072 | 0.418126 |
20 | -0.064987 | -0.6878 | 0.246513 |
21 | 0.001665 | 0.0176 | 0.492984 |
22 | -0.050243 | -0.5317 | 0.297985 |
23 | 0.077279 | 0.8178 | 0.20759 |
24 | 0.056545 | 0.5984 | 0.275387 |
25 | 0.119962 | 1.2696 | 0.103436 |
26 | -0.015487 | -0.1639 | 0.435053 |
27 | 0.003271 | 0.0346 | 0.486221 |
28 | -0.046488 | -0.492 | 0.311847 |
29 | -0.016324 | -0.1728 | 0.431575 |
30 | 0.01488 | 0.1575 | 0.437578 |
31 | 0.020033 | 0.212 | 0.416241 |
32 | -0.073202 | -0.7747 | 0.220075 |
33 | 0.041855 | 0.443 | 0.329326 |
34 | -0.031839 | -0.337 | 0.368392 |
35 | 0.048485 | 0.5131 | 0.304441 |
36 | 0.046064 | 0.4875 | 0.313431 |
37 | -0.117925 | -1.248 | 0.107317 |
38 | 0.029295 | 0.31 | 0.378557 |
39 | -0.023097 | -0.2444 | 0.403669 |
40 | -0.099859 | -1.0568 | 0.146437 |
41 | 0.099324 | 1.0511 | 0.147727 |
42 | -0.061794 | -0.654 | 0.257237 |
43 | -0.087017 | -0.9209 | 0.179539 |
44 | -0.020472 | -0.2167 | 0.414435 |
45 | -0.079519 | -0.8416 | 0.200915 |
46 | -0.000223 | -0.0024 | 0.499062 |
47 | -0.000506 | -0.0054 | 0.497867 |
48 | 0.025818 | 0.2732 | 0.392587 |