Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.351625 | 2.9836 | 0.001944 |
2 | 0.438807 | 3.7234 | 0.000194 |
3 | 0.045181 | 0.3834 | 0.351285 |
4 | 0.204671 | 1.7367 | 0.04336 |
5 | -0.005291 | -0.0449 | 0.482158 |
6 | 0.128273 | 1.0884 | 0.140017 |
7 | 0.050503 | 0.4285 | 0.334772 |
8 | 0.279624 | 2.3727 | 0.010166 |
9 | 0.30439 | 2.5828 | 0.005916 |
10 | 0.349761 | 2.9678 | 0.002035 |
11 | 0.336314 | 2.8537 | 0.002819 |
12 | 0.245423 | 2.0825 | 0.020426 |
13 | 0.138202 | 1.1727 | 0.122395 |
14 | 0.073572 | 0.6243 | 0.267208 |
15 | 0.126615 | 1.0744 | 0.143124 |
16 | 0.041364 | 0.351 | 0.363311 |
17 | 0.096972 | 0.8228 | 0.206659 |
18 | -0.05201 | -0.4413 | 0.330152 |
19 | 0.108236 | 0.9184 | 0.180736 |
20 | -0.047394 | -0.4022 | 0.344382 |
21 | 0.095356 | 0.8091 | 0.210556 |
22 | -0.056964 | -0.4834 | 0.315155 |
23 | -0.003174 | -0.0269 | 0.489294 |
24 | -0.056779 | -0.4818 | 0.315709 |
25 | 0.031892 | 0.2706 | 0.393731 |
26 | -0.003788 | -0.0321 | 0.487225 |
27 | -0.008146 | -0.0691 | 0.472542 |
28 | -0.091359 | -0.7752 | 0.220379 |
29 | -0.10948 | -0.929 | 0.178005 |
30 | -0.11372 | -0.9649 | 0.168901 |
31 | -0.101457 | -0.8609 | 0.196078 |
32 | -0.089989 | -0.7636 | 0.223806 |
33 | -0.093089 | -0.7899 | 0.216093 |
34 | -0.109885 | -0.9324 | 0.177122 |
35 | -0.102048 | -0.8659 | 0.194708 |
36 | -0.113674 | -0.9646 | 0.168997 |
37 | -0.124863 | -1.0595 | 0.146457 |
38 | -0.101027 | -0.8572 | 0.197077 |
39 | -0.120812 | -1.0251 | 0.154369 |
40 | -0.128527 | -1.0906 | 0.139546 |
41 | -0.143504 | -1.2177 | 0.113662 |
42 | -0.125907 | -1.0684 | 0.144465 |
43 | -0.14268 | -1.2107 | 0.114988 |
44 | -0.105509 | -0.8953 | 0.186812 |
45 | -0.115546 | -0.9804 | 0.165076 |
46 | -0.08648 | -0.7338 | 0.232725 |
47 | -0.091082 | -0.7729 | 0.221068 |
48 | -0.089915 | -0.763 | 0.223991 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.351625 | 2.9836 | 0.001944 |
2 | 0.359632 | 3.0516 | 0.001593 |
3 | -0.236011 | -2.0026 | 0.024492 |
4 | 0.12841 | 1.0896 | 0.139763 |
5 | -0.021625 | -0.1835 | 0.427462 |
6 | 0.025148 | 0.2134 | 0.415812 |
7 | 0.085405 | 0.7247 | 0.235496 |
8 | 0.227208 | 1.9279 | 0.028905 |
9 | 0.22563 | 1.9145 | 0.029763 |
10 | 0.043497 | 0.3691 | 0.356574 |
11 | 0.158546 | 1.3453 | 0.091374 |
12 | -0.002536 | -0.0215 | 0.491445 |
13 | -0.099102 | -0.8409 | 0.201591 |
14 | 0.014554 | 0.1235 | 0.45103 |
15 | 0.135986 | 1.1539 | 0.126183 |
16 | -0.091478 | -0.7762 | 0.220081 |
17 | -0.062207 | -0.5278 | 0.299615 |
18 | -0.192223 | -1.6311 | 0.053622 |
19 | -0.032177 | -0.273 | 0.392805 |
20 | -0.201292 | -1.708 | 0.04597 |
21 | -0.04271 | -0.3624 | 0.359055 |
22 | -0.032186 | -0.2731 | 0.392777 |
23 | -0.215806 | -1.8312 | 0.035606 |
24 | 0.005741 | 0.0487 | 0.480642 |
25 | 0.01769 | 0.1501 | 0.44055 |
26 | 0.000809 | 0.0069 | 0.497273 |
27 | -0.032481 | -0.2756 | 0.39182 |
28 | -0.012604 | -0.1069 | 0.457564 |
29 | 0.02332 | 0.1979 | 0.421848 |
30 | -0.008244 | -0.07 | 0.472212 |
31 | 0.094727 | 0.8038 | 0.212083 |
32 | 0.113067 | 0.9594 | 0.170283 |
33 | 0.020792 | 0.1764 | 0.430229 |
34 | -0.03737 | -0.3171 | 0.376044 |
35 | 0.036995 | 0.3139 | 0.377248 |
36 | -0.087278 | -0.7406 | 0.230679 |
37 | -0.018416 | -0.1563 | 0.43813 |
38 | 0.063123 | 0.5356 | 0.296938 |
39 | 0.033027 | 0.2802 | 0.390047 |
40 | -0.140438 | -1.1917 | 0.118655 |
41 | -0.115286 | -0.9782 | 0.165618 |
42 | -0.014419 | -0.1224 | 0.45148 |
43 | -0.127318 | -1.0803 | 0.1418 |
44 | 0.031007 | 0.2631 | 0.396612 |
45 | 0.075507 | 0.6407 | 0.261877 |
46 | -0.024562 | -0.2084 | 0.417745 |
47 | -0.047945 | -0.4068 | 0.342672 |
48 | 0.022165 | 0.1881 | 0.425673 |