Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.259712 | 2.1884 | 0.015967 |
2 | 0.21399 | 1.8031 | 0.037807 |
3 | -0.009121 | -0.0769 | 0.469479 |
4 | 0.052122 | 0.4392 | 0.33093 |
5 | 0.135538 | 1.1421 | 0.128632 |
6 | 0.06046 | 0.5094 | 0.306011 |
7 | 0.276918 | 2.3333 | 0.011233 |
8 | 0.020546 | 0.1731 | 0.431523 |
9 | 0.115049 | 0.9694 | 0.167813 |
10 | -0.041541 | -0.35 | 0.363676 |
11 | -0.039012 | -0.3287 | 0.371668 |
12 | -0.11409 | -0.9613 | 0.169822 |
13 | -0.155908 | -1.3137 | 0.096587 |
14 | -0.067964 | -0.5727 | 0.284338 |
15 | -0.047165 | -0.3974 | 0.346126 |
16 | -0.055722 | -0.4695 | 0.320067 |
17 | -0.034923 | -0.2943 | 0.384706 |
18 | -0.021307 | -0.1795 | 0.429014 |
19 | -0.107472 | -0.9056 | 0.184111 |
20 | -0.026711 | -0.2251 | 0.411286 |
21 | -0.034019 | -0.2867 | 0.387607 |
22 | -0.024307 | -0.2048 | 0.419152 |
23 | -0.043951 | -0.3703 | 0.356115 |
24 | -0.023152 | -0.1951 | 0.422942 |
25 | -0.020623 | -0.1738 | 0.431269 |
26 | -0.007007 | -0.059 | 0.476542 |
27 | -0.052729 | -0.4443 | 0.329088 |
28 | -0.005852 | -0.0493 | 0.480404 |
29 | -0.040487 | -0.3412 | 0.366998 |
30 | -0.026871 | -0.2264 | 0.410762 |
31 | -0.072593 | -0.6117 | 0.271351 |
32 | -0.025717 | -0.2167 | 0.414534 |
33 | -0.030995 | -0.2612 | 0.397359 |
34 | 0.026968 | 0.2272 | 0.410446 |
35 | -0.052014 | -0.4383 | 0.331257 |
36 | -0.045581 | -0.3841 | 0.351036 |
37 | -0.058043 | -0.4891 | 0.313148 |
38 | -0.044426 | -0.3743 | 0.354632 |
39 | -0.038618 | -0.3254 | 0.372917 |
40 | -0.047176 | -0.3975 | 0.346092 |
41 | -0.004203 | -0.0354 | 0.485924 |
42 | -0.134716 | -1.1351 | 0.130069 |
43 | 0.008039 | 0.0677 | 0.473094 |
44 | -0.089214 | -0.7517 | 0.22735 |
45 | -0.001894 | -0.016 | 0.493657 |
46 | -0.010451 | -0.0881 | 0.465037 |
47 | -0.11879 | -1.0009 | 0.160127 |
48 | -0.064731 | -0.5454 | 0.293584 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.259712 | 2.1884 | 0.015967 |
2 | 0.157139 | 1.3241 | 0.094862 |
3 | -0.106401 | -0.8966 | 0.186494 |
4 | 0.048146 | 0.4057 | 0.343096 |
5 | 0.152985 | 1.2891 | 0.100779 |
6 | -0.027997 | -0.2359 | 0.407091 |
7 | 0.248774 | 2.0962 | 0.019815 |
8 | -0.101537 | -0.8556 | 0.197559 |
9 | 0.04055 | 0.3417 | 0.366802 |
10 | -0.042209 | -0.3557 | 0.361575 |
11 | -0.081465 | -0.6864 | 0.247338 |
12 | -0.137294 | -1.1569 | 0.125604 |
13 | -0.098382 | -0.829 | 0.204946 |
14 | -0.073358 | -0.6181 | 0.269234 |
15 | 0.052486 | 0.4423 | 0.329826 |
16 | -0.100755 | -0.849 | 0.199373 |
17 | 0.070551 | 0.5945 | 0.277044 |
18 | 0.053066 | 0.4471 | 0.328067 |
19 | -0.065378 | -0.5509 | 0.291721 |
20 | 0.105708 | 0.8907 | 0.188047 |
21 | 0.036305 | 0.3059 | 0.380285 |
22 | -0.063663 | -0.5364 | 0.296668 |
23 | 0.020151 | 0.1698 | 0.432828 |
24 | -0.045417 | -0.3827 | 0.351546 |
25 | -0.058891 | -0.4962 | 0.310634 |
26 | 0.027408 | 0.2309 | 0.409011 |
27 | -0.134459 | -1.133 | 0.130518 |
28 | 0.045429 | 0.3828 | 0.351509 |
29 | -0.043207 | -0.3641 | 0.358443 |
30 | -0.028035 | -0.2362 | 0.406968 |
31 | -0.029924 | -0.2521 | 0.40083 |
32 | 0.01602 | 0.135 | 0.446502 |
33 | -0.021147 | -0.1782 | 0.429542 |
34 | 0.14184 | 1.1952 | 0.118 |
35 | -0.168602 | -1.4207 | 0.079895 |
36 | 0.057126 | 0.4814 | 0.315873 |
37 | -0.035876 | -0.3023 | 0.381656 |
38 | -0.040764 | -0.3435 | 0.366126 |
39 | -0.029688 | -0.2502 | 0.401593 |
40 | -0.016372 | -0.138 | 0.445332 |
41 | -0.074281 | -0.6259 | 0.266694 |
42 | -0.0684 | -0.5763 | 0.283102 |
43 | 0.011981 | 0.101 | 0.459935 |
44 | -0.050501 | -0.4255 | 0.335868 |
45 | 0.030096 | 0.2536 | 0.400271 |
46 | 0.023086 | 0.1945 | 0.42316 |
47 | -0.12166 | -1.0251 | 0.154392 |
48 | -0.031144 | -0.2624 | 0.396876 |