Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.351801 | 2.9643 | 0.002064 |
2 | 0.098116 | 0.8267 | 0.205576 |
3 | -0.10444 | -0.88 | 0.190906 |
4 | -0.175939 | -1.4825 | 0.071318 |
5 | -0.20345 | -1.7143 | 0.045418 |
6 | -0.007661 | -0.0646 | 0.474356 |
7 | 0.122346 | 1.0309 | 0.153042 |
8 | 0.161887 | 1.3641 | 0.088425 |
9 | -0.023665 | -0.1994 | 0.421258 |
10 | -0.145822 | -1.2287 | 0.111617 |
11 | -0.028049 | -0.2363 | 0.406923 |
12 | -0.021498 | -0.1811 | 0.428383 |
13 | -0.01514 | -0.1276 | 0.449423 |
14 | 0.136573 | 1.1508 | 0.126841 |
15 | 0.091294 | 0.7693 | 0.222147 |
16 | 0.203058 | 1.711 | 0.045724 |
17 | 0.124519 | 1.0492 | 0.148819 |
18 | 0.075552 | 0.6366 | 0.263213 |
19 | 0.065536 | 0.5522 | 0.291268 |
20 | -0.076336 | -0.6432 | 0.261077 |
21 | -0.121827 | -1.0265 | 0.154063 |
22 | -0.095268 | -0.8027 | 0.212402 |
23 | -0.133186 | -1.1222 | 0.13277 |
24 | -0.040627 | -0.3423 | 0.366558 |
25 | 0.067849 | 0.5717 | 0.284663 |
26 | 0.076519 | 0.6448 | 0.26058 |
27 | -0.019998 | -0.1685 | 0.433331 |
28 | -0.038659 | -0.3257 | 0.372788 |
29 | -0.131267 | -1.1061 | 0.136213 |
30 | 0.009125 | 0.0769 | 0.469464 |
31 | -0.045137 | -0.3803 | 0.352417 |
32 | 0.009225 | 0.0777 | 0.469132 |
33 | 0.026956 | 0.2271 | 0.410487 |
34 | 0.010228 | 0.0862 | 0.465781 |
35 | -0.030132 | -0.2539 | 0.400154 |
36 | -0.056664 | -0.4775 | 0.31725 |
37 | 0.025301 | 0.2132 | 0.415894 |
38 | 0.020204 | 0.1702 | 0.432653 |
39 | -0.000975 | -0.0082 | 0.496733 |
40 | -0.087467 | -0.737 | 0.231773 |
41 | -0.001711 | -0.0144 | 0.494267 |
42 | -0.013841 | -0.1166 | 0.453741 |
43 | -0.040555 | -0.3417 | 0.366785 |
44 | -0.003994 | -0.0337 | 0.486624 |
45 | -0.067738 | -0.5708 | 0.284979 |
46 | -0.023047 | -0.1942 | 0.423286 |
47 | -0.058633 | -0.494 | 0.311399 |
48 | -0.062151 | -0.5237 | 0.301061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.351801 | 2.9643 | 0.002064 |
2 | -0.02927 | -0.2466 | 0.402952 |
3 | -0.148113 | -1.248 | 0.108061 |
4 | -0.103772 | -0.8744 | 0.192425 |
5 | -0.109798 | -0.9252 | 0.179005 |
6 | 0.114841 | 0.9677 | 0.168247 |
7 | 0.096517 | 0.8133 | 0.209391 |
8 | 0.043287 | 0.3647 | 0.358195 |
9 | -0.163528 | -1.3779 | 0.08628 |
10 | -0.126127 | -1.0628 | 0.145745 |
11 | 0.164281 | 1.3843 | 0.085308 |
12 | 0.024504 | 0.2065 | 0.418507 |
13 | -0.052139 | -0.4393 | 0.330878 |
14 | 0.09126 | 0.769 | 0.222232 |
15 | -0.04563 | -0.3845 | 0.350885 |
16 | 0.263244 | 2.2181 | 0.014873 |
17 | 0.076804 | 0.6472 | 0.259808 |
18 | 0.001832 | 0.0154 | 0.493863 |
19 | 0.05217 | 0.4396 | 0.330785 |
20 | -0.135024 | -1.1377 | 0.129529 |
21 | 0.054292 | 0.4575 | 0.324364 |
22 | -0.038615 | -0.3254 | 0.372927 |
23 | -0.162351 | -1.368 | 0.087814 |
24 | 0.036268 | 0.3056 | 0.380403 |
25 | 0.016508 | 0.1391 | 0.444884 |
26 | 0.092408 | 0.7786 | 0.219388 |
27 | -0.128241 | -1.0806 | 0.141772 |
28 | -0.073136 | -0.6163 | 0.269849 |
29 | -0.042698 | -0.3598 | 0.36004 |
30 | 0.075137 | 0.6331 | 0.264346 |
31 | -0.037043 | -0.3121 | 0.377928 |
32 | -0.142664 | -1.2021 | 0.116658 |
33 | -0.130271 | -1.0977 | 0.138025 |
34 | 0.061715 | 0.52 | 0.302335 |
35 | 0.065887 | 0.5552 | 0.290261 |
36 | -0.034604 | -0.2916 | 0.385729 |
37 | 0.046885 | 0.3951 | 0.346992 |
38 | -0.04973 | -0.419 | 0.338229 |
39 | 0.10353 | 0.8724 | 0.192976 |
40 | -0.036653 | -0.3088 | 0.379172 |
41 | 0.024429 | 0.2058 | 0.41875 |
42 | -0.040085 | -0.3378 | 0.368269 |
43 | -0.05069 | -0.4271 | 0.335293 |
44 | 0.047604 | 0.4011 | 0.34477 |
45 | -0.103646 | -0.8733 | 0.192713 |
46 | 0.032396 | 0.273 | 0.392834 |
47 | -0.000281 | -0.0024 | 0.499059 |
48 | -0.026471 | -0.223 | 0.41207 |