Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.292719 | 3.3375 | 0.000551 |
2 | -0.038057 | -0.4339 | 0.332536 |
3 | -0.07538 | -0.8595 | 0.195835 |
4 | -0.07639 | -0.871 | 0.192685 |
5 | -0.09032 | -1.0298 | 0.152507 |
6 | -0.046943 | -0.5352 | 0.296701 |
7 | -0.013348 | -0.1522 | 0.439634 |
8 | 0.031228 | 0.3561 | 0.36119 |
9 | -0.033918 | -0.3867 | 0.349797 |
10 | -0.082776 | -0.9438 | 0.173514 |
11 | -0.017667 | -0.2014 | 0.420336 |
12 | 0.071896 | 0.8197 | 0.206933 |
13 | 0.046108 | 0.5257 | 0.299992 |
14 | 0.052388 | 0.5973 | 0.275669 |
15 | -0.055345 | -0.631 | 0.264563 |
16 | -0.102496 | -1.1686 | 0.122344 |
17 | 0.071042 | 0.81 | 0.209708 |
18 | 0.116772 | 1.3314 | 0.092693 |
19 | 0.069344 | 0.7906 | 0.215295 |
20 | 0.06109 | 0.6965 | 0.24367 |
21 | -0.019374 | -0.2209 | 0.412758 |
22 | -0.057759 | -0.6585 | 0.255675 |
23 | -0.056785 | -0.6474 | 0.259242 |
24 | -0.091478 | -1.043 | 0.14944 |
25 | -0.096964 | -1.1056 | 0.13548 |
26 | -0.063046 | -0.7188 | 0.236766 |
27 | -0.017639 | -0.2011 | 0.420459 |
28 | -0.024694 | -0.2816 | 0.389365 |
29 | -0.020168 | -0.23 | 0.409246 |
30 | 0.02833 | 0.323 | 0.373602 |
31 | 0.079135 | 0.9023 | 0.184288 |
32 | 0.0312 | 0.3557 | 0.361307 |
33 | -0.051802 | -0.5906 | 0.277896 |
34 | -0.057749 | -0.6584 | 0.255709 |
35 | -0.030614 | -0.3491 | 0.363806 |
36 | 0.004042 | 0.0461 | 0.481657 |
37 | 0.186209 | 2.1231 | 0.01782 |
38 | 0.08129 | 0.9268 | 0.177861 |
39 | 0.033078 | 0.3771 | 0.353339 |
40 | -0.049878 | -0.5687 | 0.285273 |
41 | -0.098736 | -1.1258 | 0.13117 |
42 | -0.069617 | -0.7938 | 0.214393 |
43 | -0.055678 | -0.6348 | 0.26333 |
44 | -0.029096 | -0.3317 | 0.370307 |
45 | 0.101393 | 1.1561 | 0.124888 |
46 | 0.096369 | 1.0988 | 0.136949 |
47 | 0.021211 | 0.2418 | 0.404643 |
48 | 0.015263 | 0.174 | 0.431057 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.292719 | 3.3375 | 0.000551 |
2 | -0.135337 | -1.5431 | 0.062621 |
3 | -0.025754 | -0.2936 | 0.384749 |
4 | -0.054503 | -0.6214 | 0.267704 |
5 | -0.066786 | -0.7615 | 0.223875 |
6 | -0.012249 | -0.1397 | 0.444574 |
7 | -0.014637 | -0.1669 | 0.43386 |
8 | 0.027049 | 0.3084 | 0.379132 |
9 | -0.071513 | -0.8154 | 0.208174 |
10 | -0.062762 | -0.7156 | 0.237764 |
11 | 0.019685 | 0.2244 | 0.411381 |
12 | 0.061356 | 0.6996 | 0.242724 |
13 | -0.003837 | -0.0438 | 0.482584 |
14 | 0.042433 | 0.4838 | 0.314666 |
15 | -0.097397 | -1.1105 | 0.134418 |
16 | -0.05603 | -0.6388 | 0.262026 |
17 | 0.144712 | 1.65 | 0.050681 |
18 | 0.054569 | 0.6222 | 0.267456 |
19 | 0.024403 | 0.2782 | 0.390635 |
20 | 0.035182 | 0.4011 | 0.34449 |
21 | -0.045325 | -0.5168 | 0.303091 |
22 | -0.005993 | -0.0683 | 0.472811 |
23 | -0.002289 | -0.0261 | 0.48961 |
24 | -0.066506 | -0.7583 | 0.224826 |
25 | -0.08588 | -0.9792 | 0.164653 |
26 | -0.058212 | -0.6637 | 0.254024 |
27 | 0.016115 | 0.1837 | 0.427254 |
28 | -0.029887 | -0.3408 | 0.366914 |
29 | -0.027883 | -0.3179 | 0.375529 |
30 | 0.01852 | 0.2112 | 0.416548 |
31 | 0.011759 | 0.1341 | 0.446776 |
32 | -0.024281 | -0.2768 | 0.391168 |
33 | -0.027595 | -0.3146 | 0.376774 |
34 | -0.037781 | -0.4308 | 0.333673 |
35 | -0.026905 | -0.3068 | 0.379755 |
36 | 0.018817 | 0.2146 | 0.415226 |
37 | 0.199534 | 2.275 | 0.01227 |
38 | -0.046213 | -0.5269 | 0.299577 |
39 | 0.045721 | 0.5213 | 0.301521 |
40 | -0.065043 | -0.7416 | 0.229833 |
41 | -0.04617 | -0.5264 | 0.299748 |
42 | 0.025125 | 0.2865 | 0.387485 |
43 | -0.027347 | -0.3118 | 0.377843 |
44 | -0.015097 | -0.1721 | 0.431803 |
45 | 0.100186 | 1.1423 | 0.127716 |
46 | 0.058744 | 0.6698 | 0.252091 |
47 | 0.018896 | 0.2154 | 0.414878 |
48 | 0.011426 | 0.1303 | 0.448274 |