Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.321496 | 2.728 | 0.004 |
2 | -0.015289 | -0.1297 | 0.44857 |
3 | -0.081069 | -0.6879 | 0.246864 |
4 | -0.031741 | -0.2693 | 0.394223 |
5 | -0.105167 | -0.8924 | 0.187583 |
6 | -0.133179 | -1.1301 | 0.131101 |
7 | -0.041913 | -0.3556 | 0.361574 |
8 | 0.071984 | 0.6108 | 0.271625 |
9 | 0.097726 | 0.8292 | 0.204857 |
10 | 0.077361 | 0.6564 | 0.256821 |
11 | 0.024601 | 0.2087 | 0.417618 |
12 | -0.023134 | -0.1963 | 0.422465 |
13 | 0.034529 | 0.293 | 0.385188 |
14 | -0.088107 | -0.7476 | 0.228565 |
15 | 0.03504 | 0.2973 | 0.383539 |
16 | -0.042403 | -0.3598 | 0.360026 |
17 | -0.037343 | -0.3169 | 0.376131 |
18 | -0.038123 | -0.3235 | 0.373634 |
19 | -0.08829 | -0.7492 | 0.228099 |
20 | 0.006109 | 0.0518 | 0.479401 |
21 | -0.026352 | -0.2236 | 0.41185 |
22 | -0.135761 | -1.152 | 0.126571 |
23 | -0.146995 | -1.2473 | 0.108166 |
24 | -0.090738 | -0.7699 | 0.221928 |
25 | 0.022777 | 0.1933 | 0.423645 |
26 | 0.023799 | 0.2019 | 0.420267 |
27 | 0.052611 | 0.4464 | 0.328316 |
28 | -0.030095 | -0.2554 | 0.399584 |
29 | -0.119987 | -1.0181 | 0.156014 |
30 | -0.106572 | -0.9043 | 0.184428 |
31 | -0.047269 | -0.4011 | 0.34477 |
32 | 0.031586 | 0.268 | 0.394727 |
33 | 0.132268 | 1.1223 | 0.132726 |
34 | 0.127602 | 1.0827 | 0.141269 |
35 | 0.029155 | 0.2474 | 0.402657 |
36 | -0.071751 | -0.6088 | 0.272276 |
37 | -0.073688 | -0.6253 | 0.266887 |
38 | -0.067472 | -0.5725 | 0.284377 |
39 | -0.12754 | -1.0822 | 0.141384 |
40 | -0.055894 | -0.4743 | 0.318368 |
41 | -0.007876 | -0.0668 | 0.473453 |
42 | 0.078335 | 0.6647 | 0.254186 |
43 | 0.09955 | 0.8447 | 0.200535 |
44 | 0.070493 | 0.5981 | 0.275809 |
45 | 0.046347 | 0.3933 | 0.347644 |
46 | -0.014849 | -0.126 | 0.450044 |
47 | -0.015211 | -0.1291 | 0.448831 |
48 | -0.034357 | -0.2915 | 0.385744 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.321496 | 2.728 | 0.004 |
2 | -0.132326 | -1.1228 | 0.132622 |
3 | -0.037416 | -0.3175 | 0.375896 |
4 | 0.008621 | 0.0732 | 0.470943 |
5 | -0.121289 | -1.0292 | 0.153423 |
6 | -0.073626 | -0.6247 | 0.26706 |
7 | 0.018875 | 0.1602 | 0.436603 |
8 | 0.059811 | 0.5075 | 0.306673 |
9 | 0.042919 | 0.3642 | 0.358394 |
10 | 0.035612 | 0.3022 | 0.381695 |
11 | -0.013648 | -0.1158 | 0.454063 |
12 | -0.029914 | -0.2538 | 0.400174 |
13 | 0.077723 | 0.6595 | 0.255838 |
14 | -0.122912 | -1.0429 | 0.150232 |
15 | 0.149877 | 1.2717 | 0.103778 |
16 | -0.115313 | -0.9785 | 0.165562 |
17 | -0.005337 | -0.0453 | 0.482002 |
18 | -0.022456 | -0.1905 | 0.42471 |
19 | -0.118382 | -1.0045 | 0.15925 |
20 | 0.087761 | 0.7447 | 0.229447 |
21 | -0.092335 | -0.7835 | 0.217955 |
22 | -0.136824 | -1.161 | 0.124741 |
23 | -0.076983 | -0.6532 | 0.257847 |
24 | -0.074549 | -0.6326 | 0.264509 |
25 | 0.048118 | 0.4083 | 0.342134 |
26 | -0.036921 | -0.3133 | 0.377485 |
27 | 0.089114 | 0.7562 | 0.22601 |
28 | -0.179694 | -1.5248 | 0.06585 |
29 | -0.060674 | -0.5148 | 0.304121 |
30 | -0.079477 | -0.6744 | 0.251112 |
31 | 0.007603 | 0.0645 | 0.474371 |
32 | 0.128365 | 1.0892 | 0.139847 |
33 | 0.061394 | 0.5209 | 0.302001 |
34 | 0.097515 | 0.8274 | 0.20536 |
35 | -0.125179 | -1.0622 | 0.145851 |
36 | -0.092324 | -0.7834 | 0.217983 |
37 | 0.018837 | 0.1598 | 0.436729 |
38 | -0.064431 | -0.5467 | 0.293133 |
39 | 0.000712 | 0.006 | 0.497597 |
40 | -0.07373 | -0.6256 | 0.26677 |
41 | -0.043212 | -0.3667 | 0.357473 |
42 | -0.033421 | -0.2836 | 0.38877 |
43 | 0.037339 | 0.3168 | 0.376144 |
44 | 0.027482 | 0.2332 | 0.408137 |
45 | -0.03363 | -0.2854 | 0.388095 |
46 | -0.042981 | -0.3647 | 0.358199 |
47 | -0.066614 | -0.5652 | 0.286834 |
48 | -0.015666 | -0.1329 | 0.447311 |