Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.278231 | 2.8915 | 0.002319 |
2 | 0.08232 | 0.8555 | 0.197087 |
3 | 0.197028 | 2.0476 | 0.021514 |
4 | 0.141099 | 1.4663 | 0.07273 |
5 | 0.183 | 1.9018 | 0.029931 |
6 | 0.089841 | 0.9337 | 0.176282 |
7 | 0.049074 | 0.51 | 0.305548 |
8 | 0.117249 | 1.2185 | 0.112847 |
9 | 0.124867 | 1.2977 | 0.098586 |
10 | 0.044184 | 0.4592 | 0.323514 |
11 | 0.171856 | 1.786 | 0.038454 |
12 | 0.051415 | 0.5343 | 0.29711 |
13 | -0.017218 | -0.1789 | 0.429163 |
14 | 0.108935 | 1.1321 | 0.130052 |
15 | 0.070162 | 0.7291 | 0.233744 |
16 | 0.060562 | 0.6294 | 0.265217 |
17 | -0.027942 | -0.2904 | 0.386042 |
18 | -0.078489 | -0.8157 | 0.208238 |
19 | 0.003358 | 0.0349 | 0.486113 |
20 | -0.071501 | -0.7431 | 0.229529 |
21 | -0.037349 | -0.3881 | 0.349338 |
22 | -0.068528 | -0.7122 | 0.23895 |
23 | -0.128992 | -1.3405 | 0.091443 |
24 | -0.084278 | -0.8758 | 0.191531 |
25 | -0.015883 | -0.1651 | 0.434601 |
26 | -0.082644 | -0.8589 | 0.19616 |
27 | -0.056191 | -0.584 | 0.280233 |
28 | -0.003985 | -0.0414 | 0.483519 |
29 | -0.037988 | -0.3948 | 0.346891 |
30 | -0.030741 | -0.3195 | 0.374993 |
31 | -0.061715 | -0.6414 | 0.261324 |
32 | -0.032275 | -0.3354 | 0.368984 |
33 | -0.08422 | -0.8752 | 0.191692 |
34 | -0.090428 | -0.9398 | 0.174719 |
35 | -0.123664 | -1.2852 | 0.100744 |
36 | -0.038607 | -0.4012 | 0.344528 |
37 | -0.059197 | -0.6152 | 0.269862 |
38 | -0.080254 | -0.834 | 0.203055 |
39 | -0.005211 | -0.0542 | 0.478455 |
40 | -0.055795 | -0.5798 | 0.281615 |
41 | -0.05939 | -0.6172 | 0.269201 |
42 | -0.068475 | -0.7116 | 0.239119 |
43 | -0.115249 | -1.1977 | 0.116828 |
44 | -0.044638 | -0.4639 | 0.321831 |
45 | -0.085926 | -0.893 | 0.18693 |
46 | -0.100751 | -1.047 | 0.148711 |
47 | -0.098598 | -1.0247 | 0.153906 |
48 | -0.080827 | -0.84 | 0.201388 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.278231 | 2.8915 | 0.002319 |
2 | 0.005319 | 0.0553 | 0.47801 |
3 | 0.187268 | 1.9461 | 0.027118 |
4 | 0.043239 | 0.4494 | 0.327037 |
5 | 0.143534 | 1.4917 | 0.069353 |
6 | -0.027939 | -0.2904 | 0.386051 |
7 | 0.007338 | 0.0763 | 0.469678 |
8 | 0.05378 | 0.5589 | 0.288696 |
9 | 0.059576 | 0.6191 | 0.268567 |
10 | -0.033003 | -0.343 | 0.36614 |
11 | 0.159489 | 1.6575 | 0.050164 |
12 | -0.082933 | -0.8619 | 0.195337 |
13 | -0.036538 | -0.3797 | 0.352451 |
14 | 0.058268 | 0.6055 | 0.273045 |
15 | 0.015441 | 0.1605 | 0.436405 |
16 | 0.011054 | 0.1149 | 0.45438 |
17 | -0.087289 | -0.9071 | 0.183178 |
18 | -0.071721 | -0.7454 | 0.228839 |
19 | -0.011815 | -0.1228 | 0.451255 |
20 | -0.112844 | -1.1727 | 0.121745 |
21 | 0.051891 | 0.5393 | 0.295406 |
22 | -0.091616 | -0.9521 | 0.171585 |
23 | -0.072003 | -0.7483 | 0.227959 |
24 | -0.022288 | -0.2316 | 0.408634 |
25 | 0.030421 | 0.3161 | 0.376251 |
26 | -0.055132 | -0.5729 | 0.283936 |
27 | 0.037776 | 0.3926 | 0.3477 |
28 | 0.053153 | 0.5524 | 0.290916 |
29 | 0.022875 | 0.2377 | 0.406275 |
30 | -0.040816 | -0.4242 | 0.336142 |
31 | 0.017269 | 0.1795 | 0.428954 |
32 | 0.020567 | 0.2137 | 0.415577 |
33 | -0.079444 | -0.8256 | 0.205423 |
34 | 0.013255 | 0.1378 | 0.445347 |
35 | -0.099198 | -1.0309 | 0.152446 |
36 | 0.03915 | 0.4069 | 0.342458 |
37 | -0.038895 | -0.4042 | 0.34343 |
38 | 0.013371 | 0.139 | 0.444871 |
39 | 0.032176 | 0.3344 | 0.369369 |
40 | -0.057269 | -0.5952 | 0.276491 |
41 | -0.019757 | -0.2053 | 0.418852 |
42 | -0.042273 | -0.4393 | 0.330654 |
43 | -0.114066 | -1.1854 | 0.119229 |
44 | 0.040733 | 0.4233 | 0.336456 |
45 | -0.075632 | -0.786 | 0.216797 |
46 | -0.012992 | -0.135 | 0.446425 |
47 | -0.073376 | -0.7625 | 0.223698 |
48 | 0.001032 | 0.0107 | 0.495729 |