Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.226955 | 1.9124 | 0.029933 |
2 | -0.037575 | -0.3166 | 0.376232 |
3 | -0.016198 | -0.1365 | 0.445912 |
4 | -0.102375 | -0.8626 | 0.195623 |
5 | -0.257132 | -2.1666 | 0.01681 |
6 | -0.206693 | -1.7416 | 0.042953 |
7 | -0.21647 | -1.824 | 0.036179 |
8 | -0.241881 | -2.0381 | 0.022632 |
9 | 0.044185 | 0.3723 | 0.355387 |
10 | 0.265005 | 2.233 | 0.014352 |
11 | 0.035875 | 0.3023 | 0.381659 |
12 | 0.111394 | 0.9386 | 0.175552 |
13 | 0.427794 | 3.6047 | 0.000288 |
14 | 0.193115 | 1.6272 | 0.05406 |
15 | -0.04293 | -0.3617 | 0.359311 |
16 | -0.099049 | -0.8346 | 0.203372 |
17 | -0.14671 | -1.2362 | 0.110229 |
18 | -0.144948 | -1.2214 | 0.112996 |
19 | -0.163053 | -1.3739 | 0.086897 |
20 | -0.096241 | -0.8109 | 0.210054 |
21 | -0.085939 | -0.7241 | 0.235681 |
22 | 0.081138 | 0.6837 | 0.2482 |
23 | 0.35583 | 2.9983 | 0.00187 |
24 | 0.168227 | 1.4175 | 0.080354 |
25 | -0.017131 | -0.1444 | 0.442816 |
26 | -0.018333 | -0.1545 | 0.438837 |
27 | 0.032531 | 0.2741 | 0.392397 |
28 | -0.07431 | -0.6261 | 0.266612 |
29 | -0.127489 | -1.0742 | 0.143177 |
30 | -0.144549 | -1.218 | 0.11363 |
31 | -0.080195 | -0.6757 | 0.250702 |
32 | -0.110781 | -0.9335 | 0.176873 |
33 | 0.144563 | 1.2181 | 0.113608 |
34 | 0.042024 | 0.3541 | 0.362156 |
35 | 0.074072 | 0.6241 | 0.267267 |
36 | 0.164328 | 1.3846 | 0.085248 |
37 | 0.124509 | 1.0491 | 0.148837 |
38 | -0.018137 | -0.1528 | 0.439485 |
39 | -0.060246 | -0.5076 | 0.306638 |
40 | -0.054005 | -0.4551 | 0.325229 |
41 | -0.082838 | -0.698 | 0.243726 |
42 | -0.135533 | -1.142 | 0.12864 |
43 | -0.147262 | -1.2409 | 0.109372 |
44 | -0.115292 | -0.9715 | 0.167307 |
45 | -0.036248 | -0.3054 | 0.380465 |
46 | 0.144452 | 1.2172 | 0.113785 |
47 | 0.029618 | 0.2496 | 0.401823 |
48 | 0.072522 | 0.6111 | 0.271547 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.226955 | 1.9124 | 0.029933 |
2 | -0.093922 | -0.7914 | 0.215674 |
3 | 0.015367 | 0.1295 | 0.448669 |
4 | -0.112236 | -0.9457 | 0.173751 |
5 | -0.222021 | -1.8708 | 0.032749 |
6 | -0.124682 | -1.0506 | 0.148505 |
7 | -0.207847 | -1.7513 | 0.042102 |
8 | -0.239261 | -2.0161 | 0.02379 |
9 | 0.041562 | 0.3502 | 0.36361 |
10 | 0.140769 | 1.1861 | 0.119761 |
11 | -0.161052 | -1.357 | 0.089533 |
12 | 0.037734 | 0.3179 | 0.375728 |
13 | 0.344075 | 2.8992 | 0.002487 |
14 | 0.059063 | 0.4977 | 0.310127 |
15 | -0.005182 | -0.0437 | 0.482648 |
16 | -0.020457 | -0.1724 | 0.431818 |
17 | 0.040752 | 0.3434 | 0.366164 |
18 | 0.12814 | 1.0797 | 0.141959 |
19 | -0.116477 | -0.9815 | 0.164851 |
20 | 0.016077 | 0.1355 | 0.446313 |
21 | 0.123137 | 1.0376 | 0.151496 |
22 | 0.03606 | 0.3038 | 0.381066 |
23 | 0.177579 | 1.4963 | 0.069502 |
24 | 0.04891 | 0.4121 | 0.340746 |
25 | -0.075542 | -0.6365 | 0.263241 |
26 | -0.153712 | -1.2952 | 0.099724 |
27 | -0.019357 | -0.1631 | 0.435449 |
28 | -0.027676 | -0.2332 | 0.408138 |
29 | 0.017157 | 0.1446 | 0.442733 |
30 | -0.076384 | -0.6436 | 0.260947 |
31 | 0.000995 | 0.0084 | 0.496668 |
32 | -0.131556 | -1.1085 | 0.135692 |
33 | 0.082315 | 0.6936 | 0.245099 |
34 | -0.07706 | -0.6493 | 0.259114 |
35 | 0.047803 | 0.4028 | 0.344154 |
36 | -0.083829 | -0.7064 | 0.241139 |
37 | -0.065412 | -0.5512 | 0.291622 |
38 | 0.033709 | 0.284 | 0.388604 |
39 | 0.080202 | 0.6758 | 0.250683 |
40 | 0.010919 | 0.092 | 0.463475 |
41 | 0.018267 | 0.1539 | 0.439054 |
42 | -0.009629 | -0.0811 | 0.467781 |
43 | -0.126875 | -1.0691 | 0.14433 |
44 | -0.072281 | -0.609 | 0.272218 |
45 | -0.053833 | -0.4536 | 0.325748 |
46 | -0.02705 | -0.2279 | 0.41018 |
47 | -0.178765 | -1.5063 | 0.068214 |
48 | 0.021824 | 0.1839 | 0.427312 |