Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.183744 | 2.9855 | 0.001548 |
2 | 0.194285 | 3.1568 | 0.00089 |
3 | 0.170296 | 2.767 | 0.003029 |
4 | -0.039773 | -0.6462 | 0.259342 |
5 | 0.151838 | 2.4671 | 0.007129 |
6 | -0.032145 | -0.5223 | 0.30095 |
7 | 0.054055 | 0.8783 | 0.190292 |
8 | 0.069596 | 1.1308 | 0.129583 |
9 | -0.082272 | -1.3368 | 0.091227 |
10 | 0.090495 | 1.4704 | 0.071326 |
11 | -0.084699 | -1.3762 | 0.084963 |
12 | 0.058978 | 0.9583 | 0.169401 |
13 | 0.04996 | 0.8118 | 0.208831 |
14 | -0.143161 | -2.3261 | 0.010385 |
15 | 0.128625 | 2.0899 | 0.018792 |
16 | 0.034662 | 0.5632 | 0.286892 |
17 | 0.16242 | 2.639 | 0.004405 |
18 | 0.097707 | 1.5875 | 0.056793 |
19 | 0.050147 | 0.8148 | 0.207961 |
20 | 0.146474 | 2.3799 | 0.009013 |
21 | -0.076146 | -1.2372 | 0.108551 |
22 | 0.053817 | 0.8744 | 0.191342 |
23 | 0.072192 | 1.173 | 0.120929 |
24 | 0.004705 | 0.0765 | 0.469559 |
25 | 0.228869 | 3.7187 | 0.000122 |
26 | -0.069553 | -1.1301 | 0.12973 |
27 | 0.122193 | 1.9854 | 0.024067 |
28 | 0.074182 | 1.2053 | 0.114581 |
29 | -0.072232 | -1.1736 | 0.1208 |
30 | 0.038805 | 0.6305 | 0.264453 |
31 | -0.079527 | -1.2922 | 0.098717 |
32 | 0.044203 | 0.7182 | 0.236629 |
33 | -0.012938 | -0.2102 | 0.416832 |
34 | -0.043648 | -0.7092 | 0.239415 |
35 | 0.110887 | 1.8017 | 0.036367 |
36 | -0.028677 | -0.4659 | 0.320822 |
37 | 0.089738 | 1.4581 | 0.073004 |
38 | -0.004571 | -0.0743 | 0.470426 |
39 | -0.008115 | -0.1319 | 0.447599 |
40 | 0.183698 | 2.9847 | 0.001552 |
41 | 0.046333 | 0.7528 | 0.226115 |
42 | 0.192802 | 3.1327 | 0.000964 |
43 | 0.222685 | 3.6182 | 0.000178 |
44 | 0.248225 | 4.0332 | 3.6e-05 |
45 | 0.226465 | 3.6796 | 0.000142 |
46 | 0.080771 | 1.3124 | 0.095268 |
47 | 0.156752 | 2.5469 | 0.005718 |
48 | 0.000907 | 0.0147 | 0.494124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.183744 | 2.9855 | 0.001548 |
2 | 0.166132 | 2.6993 | 0.003698 |
3 | 0.117077 | 1.9023 | 0.029112 |
4 | -0.121786 | -1.9788 | 0.02444 |
5 | 0.137885 | 2.2404 | 0.01295 |
6 | -0.075713 | -1.2302 | 0.10986 |
7 | 0.056833 | 0.9234 | 0.178316 |
8 | 0.023993 | 0.3898 | 0.348486 |
9 | -0.080397 | -1.3063 | 0.096294 |
10 | 0.067655 | 1.0993 | 0.136326 |
11 | -0.085087 | -1.3825 | 0.083993 |
12 | 0.093037 | 1.5117 | 0.065907 |
13 | 0.003976 | 0.0646 | 0.474268 |
14 | -0.128556 | -2.0888 | 0.018842 |
15 | 0.120722 | 1.9615 | 0.025436 |
16 | 0.07519 | 1.2217 | 0.111456 |
17 | 0.149665 | 2.4318 | 0.007845 |
18 | -0.043411 | -0.7053 | 0.240609 |
19 | 0.059547 | 0.9675 | 0.167085 |
20 | 0.02438 | 0.3961 | 0.346165 |
21 | -0.093109 | -1.5128 | 0.065759 |
22 | 0.02989 | 0.4857 | 0.313806 |
23 | 0.04521 | 0.7346 | 0.231623 |
24 | 0.032529 | 0.5285 | 0.298788 |
25 | 0.144198 | 2.3429 | 0.009938 |
26 | -0.10042 | -1.6316 | 0.051974 |
27 | 0.101949 | 1.6565 | 0.049407 |
28 | -0.018654 | -0.3031 | 0.381028 |
29 | -0.044384 | -0.7212 | 0.235725 |
30 | -0.059705 | -0.9701 | 0.166443 |
31 | 0.021524 | 0.3497 | 0.363411 |
32 | 0.009879 | 0.1605 | 0.436301 |
33 | -0.043429 | -0.7056 | 0.240518 |
34 | 0.017977 | 0.2921 | 0.385224 |
35 | 0.016708 | 0.2715 | 0.39312 |
36 | 0.012103 | 0.1966 | 0.422129 |
37 | 0.048414 | 0.7866 | 0.216101 |
38 | -0.044726 | -0.7267 | 0.234024 |
39 | 0.062769 | 1.0199 | 0.154359 |
40 | 0.07464 | 1.2128 | 0.113154 |
41 | 0.074334 | 1.2078 | 0.114107 |
42 | 0.072225 | 1.1735 | 0.120824 |
43 | 0.157092 | 2.5524 | 0.00563 |
44 | 0.170807 | 2.7753 | 0.002955 |
45 | 0.034982 | 0.5684 | 0.285124 |
46 | 0.066258 | 1.0766 | 0.141328 |
47 | 0.018254 | 0.2966 | 0.383504 |
48 | -0.078963 | -1.283 | 0.10031 |