Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.424258 | 3.6249 | 0.000266 |
2 | 0.338697 | 2.8938 | 0.002507 |
3 | 0.391318 | 3.3434 | 0.000654 |
4 | 0.265677 | 2.2699 | 0.013082 |
5 | 0.126202 | 1.0783 | 0.142232 |
6 | 0.163697 | 1.3986 | 0.083079 |
7 | 0.153404 | 1.3107 | 0.097037 |
8 | 0.241765 | 2.0656 | 0.021207 |
9 | 0.268963 | 2.298 | 0.012214 |
10 | 0.091058 | 0.778 | 0.219541 |
11 | 0.08586 | 0.7336 | 0.232776 |
12 | 0.196762 | 1.6811 | 0.048506 |
13 | -0.032375 | -0.2766 | 0.391429 |
14 | -0.122184 | -1.0439 | 0.149978 |
15 | 0.046525 | 0.3975 | 0.346076 |
16 | -0.155537 | -1.3289 | 0.094009 |
17 | -0.094766 | -0.8097 | 0.210379 |
18 | -0.117759 | -1.0061 | 0.158838 |
19 | -0.112007 | -0.957 | 0.170865 |
20 | -0.161643 | -1.3811 | 0.085734 |
21 | 0.0041 | 0.035 | 0.486074 |
22 | -0.11888 | -1.0157 | 0.156561 |
23 | -0.140595 | -1.2012 | 0.11677 |
24 | -0.060855 | -0.5199 | 0.302337 |
25 | -0.108909 | -0.9305 | 0.177585 |
26 | -0.275882 | -2.3571 | 0.01055 |
27 | -0.220864 | -1.8871 | 0.031564 |
28 | -0.272836 | -2.3311 | 0.011256 |
29 | -0.313399 | -2.6777 | 0.004576 |
30 | -0.275207 | -2.3514 | 0.010703 |
31 | -0.295422 | -2.5241 | 0.006887 |
32 | -0.1418 | -1.2115 | 0.114798 |
33 | -0.116288 | -0.9936 | 0.161859 |
34 | -0.144775 | -1.237 | 0.110034 |
35 | -0.242659 | -2.0733 | 0.020838 |
36 | -0.053688 | -0.4587 | 0.323903 |
37 | -0.153745 | -1.3136 | 0.096547 |
38 | -0.266454 | -2.2766 | 0.012872 |
39 | -0.114328 | -0.9768 | 0.165943 |
40 | -0.003004 | -0.0257 | 0.489795 |
41 | -0.073054 | -0.6242 | 0.267229 |
42 | 0.009125 | 0.078 | 0.469036 |
43 | -0.006338 | -0.0542 | 0.478481 |
44 | 0.020291 | 0.1734 | 0.43142 |
45 | 0.047201 | 0.4033 | 0.343959 |
46 | 0.047873 | 0.409 | 0.341859 |
47 | 0.010368 | 0.0886 | 0.464826 |
48 | 0.102131 | 0.8726 | 0.192869 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.424258 | 3.6249 | 0.000266 |
2 | 0.193538 | 1.6536 | 0.051253 |
3 | 0.244933 | 2.0927 | 0.019925 |
4 | 0.012476 | 0.1066 | 0.457701 |
5 | -0.108792 | -0.9295 | 0.177842 |
6 | 0.031529 | 0.2694 | 0.394197 |
7 | 0.046307 | 0.3956 | 0.346759 |
8 | 0.216814 | 1.8525 | 0.034001 |
9 | 0.140921 | 1.204 | 0.116234 |
10 | -0.189286 | -1.6173 | 0.055067 |
11 | -0.124904 | -1.0672 | 0.144704 |
12 | 0.110958 | 0.948 | 0.173122 |
13 | -0.123544 | -1.0556 | 0.147326 |
14 | -0.127481 | -1.0892 | 0.139825 |
15 | 0.093483 | 0.7987 | 0.213522 |
16 | -0.248425 | -2.1225 | 0.018592 |
17 | 0.047205 | 0.4033 | 0.343945 |
18 | -0.090084 | -0.7697 | 0.221988 |
19 | 0.043512 | 0.3718 | 0.355571 |
20 | -0.108647 | -0.9283 | 0.178162 |
21 | 0.179588 | 1.5344 | 0.064627 |
22 | -0.001476 | -0.0126 | 0.494985 |
23 | -0.079831 | -0.6821 | 0.248673 |
24 | -0.018093 | -0.1546 | 0.438786 |
25 | 0.055137 | 0.4711 | 0.319492 |
26 | -0.224659 | -1.9195 | 0.029415 |
27 | -0.118501 | -1.0125 | 0.157328 |
28 | -0.031674 | -0.2706 | 0.393724 |
29 | -0.157631 | -1.3468 | 0.091106 |
30 | -0.13159 | -1.1243 | 0.132283 |
31 | 0.00314 | 0.0268 | 0.489335 |
32 | 0.171556 | 1.4658 | 0.073502 |
33 | -0.056214 | -0.4803 | 0.316229 |
34 | -0.005724 | -0.0489 | 0.480564 |
35 | -0.040547 | -0.3464 | 0.365005 |
36 | 0.058622 | 0.5009 | 0.308987 |
37 | 0.031868 | 0.2723 | 0.393087 |
38 | -0.038028 | -0.3249 | 0.373089 |
39 | 0.117122 | 1.0007 | 0.160141 |
40 | 0.010826 | 0.0925 | 0.463278 |
41 | 0.015334 | 0.131 | 0.448062 |
42 | -0.041009 | -0.3504 | 0.363531 |
43 | -0.08363 | -0.7145 | 0.238588 |
44 | -0.102851 | -0.8788 | 0.191208 |
45 | 0.02092 | 0.1787 | 0.429319 |
46 | 0.085808 | 0.7331 | 0.232908 |
47 | -0.044602 | -0.3811 | 0.352126 |
48 | -0.007959 | -0.068 | 0.472985 |