Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.342787 | 2.9086 | 0.002412 |
2 | 0.058229 | 0.4941 | 0.311372 |
3 | -0.133101 | -1.1294 | 0.131239 |
4 | -0.174184 | -1.478 | 0.071885 |
5 | 0.046839 | 0.3974 | 0.346107 |
6 | 0.092559 | 0.7854 | 0.217401 |
7 | 0.129887 | 1.1021 | 0.137039 |
8 | -0.083381 | -0.7075 | 0.240767 |
9 | -0.132764 | -1.1265 | 0.131838 |
10 | -0.024158 | -0.205 | 0.419082 |
11 | 0.122418 | 1.0387 | 0.151199 |
12 | 0.549685 | 4.6642 | 7e-06 |
13 | 0.18376 | 1.5593 | 0.06166 |
14 | -0.002905 | -0.0247 | 0.490201 |
15 | -0.13426 | -1.1392 | 0.12919 |
16 | -0.074506 | -0.6322 | 0.264627 |
17 | 0.102606 | 0.8706 | 0.193422 |
18 | 0.046207 | 0.3921 | 0.348079 |
19 | 0.079732 | 0.6766 | 0.25043 |
20 | -0.129369 | -1.0977 | 0.13799 |
21 | -0.165154 | -1.4014 | 0.082698 |
22 | -0.084352 | -0.7157 | 0.238231 |
23 | 0.060183 | 0.5107 | 0.305573 |
24 | 0.359852 | 3.0534 | 0.001585 |
25 | 0.075511 | 0.6407 | 0.261864 |
26 | 0.002887 | 0.0245 | 0.490263 |
27 | -0.113215 | -0.9607 | 0.169969 |
28 | -0.02081 | -0.1766 | 0.430169 |
29 | 0.084825 | 0.7198 | 0.236999 |
30 | -0.067971 | -0.5767 | 0.282954 |
31 | -0.089232 | -0.7572 | 0.225712 |
32 | -0.211316 | -1.7931 | 0.03858 |
33 | -0.19901 | -1.6887 | 0.047806 |
34 | -0.07124 | -0.6045 | 0.273708 |
35 | 0.057576 | 0.4885 | 0.313324 |
36 | 0.251654 | 2.1354 | 0.018067 |
37 | 0.007606 | 0.0645 | 0.474359 |
38 | -0.100401 | -0.8519 | 0.198538 |
39 | -0.134024 | -1.1372 | 0.129605 |
40 | -0.06733 | -0.5713 | 0.284784 |
41 | 0.02113 | 0.1793 | 0.429105 |
42 | -0.023504 | -0.1994 | 0.421241 |
43 | -0.08824 | -0.7487 | 0.228227 |
44 | -0.216579 | -1.8377 | 0.035114 |
45 | -0.181257 | -1.538 | 0.064214 |
46 | -0.094111 | -0.7986 | 0.213586 |
47 | 0.011926 | 0.1012 | 0.459838 |
48 | 0.17193 | 1.4589 | 0.074474 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.342787 | 2.9086 | 0.002412 |
2 | -0.067165 | -0.5699 | 0.285254 |
3 | -0.149546 | -1.2689 | 0.104274 |
4 | -0.087141 | -0.7394 | 0.231029 |
5 | 0.166022 | 1.4087 | 0.081607 |
6 | 0.015558 | 0.132 | 0.447672 |
7 | 0.051732 | 0.439 | 0.331002 |
8 | -0.175059 | -1.4854 | 0.070898 |
9 | -0.012361 | -0.1049 | 0.458379 |
10 | 0.088733 | 0.7529 | 0.226976 |
11 | 0.132033 | 1.1203 | 0.133147 |
12 | 0.486586 | 4.1288 | 4.8e-05 |
13 | -0.251235 | -2.1318 | 0.018218 |
14 | -0.029469 | -0.2501 | 0.40163 |
15 | 0.017986 | 0.1526 | 0.439565 |
16 | 0.201623 | 1.7108 | 0.045709 |
17 | 0.008193 | 0.0695 | 0.472385 |
18 | -0.174082 | -1.4771 | 0.072 |
19 | -0.037438 | -0.3177 | 0.375826 |
20 | -0.027967 | -0.2373 | 0.406547 |
21 | 0.053297 | 0.4522 | 0.326227 |
22 | -0.076301 | -0.6474 | 0.259704 |
23 | 0.026162 | 0.222 | 0.412476 |
24 | 0.009317 | 0.0791 | 0.468602 |
25 | -0.077848 | -0.6606 | 0.255501 |
26 | 0.105121 | 0.892 | 0.187686 |
27 | -0.004842 | -0.0411 | 0.483669 |
28 | 0.050477 | 0.4283 | 0.334851 |
29 | -0.12816 | -1.0875 | 0.140227 |
30 | -0.140329 | -1.1907 | 0.118835 |
31 | -0.116603 | -0.9894 | 0.162889 |
32 | 0.054205 | 0.4599 | 0.32347 |
33 | -0.051726 | -0.4389 | 0.331022 |
34 | -0.007417 | -0.0629 | 0.474997 |
35 | -0.049796 | -0.4225 | 0.336949 |
36 | -0.011039 | -0.0937 | 0.462816 |
37 | 0.037138 | 0.3151 | 0.376789 |
38 | -0.114249 | -0.9694 | 0.167786 |
39 | 0.065931 | 0.5594 | 0.288798 |
40 | -0.16726 | -1.4192 | 0.080071 |
41 | -0.040557 | -0.3441 | 0.365873 |
42 | 0.11685 | 0.9915 | 0.16238 |
43 | -0.034086 | -0.2892 | 0.386617 |
44 | -0.08828 | -0.7491 | 0.228124 |
45 | -0.081722 | -0.6934 | 0.245133 |
46 | 0.032068 | 0.2721 | 0.393159 |
47 | 0.007425 | 0.063 | 0.474969 |
48 | 0.059078 | 0.5013 | 0.308846 |