Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.3458 | 3.1693 | 0.001066 |
2 | 0.301304 | 2.7615 | 0.003533 |
3 | 0.044943 | 0.4119 | 0.340726 |
4 | 0.060063 | 0.5505 | 0.291722 |
5 | 0.033692 | 0.3088 | 0.379123 |
6 | 0.008692 | 0.0797 | 0.468347 |
7 | 0.108508 | 0.9945 | 0.16142 |
8 | -0.016293 | -0.1493 | 0.440825 |
9 | 0.029241 | 0.268 | 0.39468 |
10 | -0.135056 | -1.2378 | 0.109618 |
11 | -0.131629 | -1.2064 | 0.115525 |
12 | -0.354437 | -3.2485 | 0.000834 |
13 | -0.018262 | -0.1674 | 0.433738 |
14 | -0.068029 | -0.6235 | 0.267323 |
15 | 0.145474 | 1.3333 | 0.093021 |
16 | 0.031083 | 0.2849 | 0.388218 |
17 | 0.042981 | 0.3939 | 0.347316 |
18 | -0.182742 | -1.6749 | 0.04884 |
19 | -0.327501 | -3.0016 | 0.001768 |
20 | -0.213724 | -1.9588 | 0.026726 |
21 | -0.353516 | -3.24 | 0.000857 |
22 | -0.126103 | -1.1558 | 0.125529 |
23 | -0.133782 | -1.2261 | 0.111788 |
24 | -0.039248 | -0.3597 | 0.359983 |
25 | -0.14975 | -1.3725 | 0.086784 |
26 | -0.077574 | -0.711 | 0.239534 |
27 | -0.199391 | -1.8275 | 0.035591 |
28 | -0.005792 | -0.0531 | 0.478895 |
29 | -0.030852 | -0.2828 | 0.389026 |
30 | 0.176136 | 1.6143 | 0.055105 |
31 | 0.173026 | 1.5858 | 0.05827 |
32 | 0.13691 | 1.2548 | 0.106516 |
33 | 0.202723 | 1.858 | 0.033337 |
34 | -0.059599 | -0.5462 | 0.293176 |
35 | 0.054476 | 0.4993 | 0.309443 |
36 | -0.080823 | -0.7408 | 0.230453 |
37 | 0.090258 | 0.8272 | 0.205226 |
38 | 0.03736 | 0.3424 | 0.366448 |
39 | 0.191763 | 1.7575 | 0.041234 |
40 | 0.146759 | 1.3451 | 0.091111 |
41 | 0.074055 | 0.6787 | 0.24959 |
42 | 0.062382 | 0.5717 | 0.284512 |
43 | 0.046554 | 0.4267 | 0.335353 |
44 | 0.036388 | 0.3335 | 0.369794 |
45 | 0.064785 | 0.5938 | 0.277134 |
46 | 0.169812 | 1.5564 | 0.061692 |
47 | 0.041484 | 0.3802 | 0.352375 |
48 | 0.05479 | 0.5022 | 0.308434 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.3458 | 3.1693 | 0.001066 |
2 | 0.206408 | 1.8918 | 0.030984 |
3 | -0.129453 | -1.1865 | 0.119393 |
4 | 0.022199 | 0.2035 | 0.419634 |
5 | 0.046044 | 0.422 | 0.337051 |
6 | -0.033736 | -0.3092 | 0.37897 |
7 | 0.122051 | 1.1186 | 0.133247 |
8 | -0.087027 | -0.7976 | 0.213671 |
9 | -0.004691 | -0.043 | 0.482905 |
10 | -0.12537 | -1.149 | 0.126901 |
11 | -0.090433 | -0.8288 | 0.204774 |
12 | -0.282244 | -2.5868 | 0.005705 |
13 | 0.271699 | 2.4902 | 0.00737 |
14 | -0.010304 | -0.0944 | 0.462494 |
15 | 0.14493 | 1.3283 | 0.093838 |
16 | -0.0544 | -0.4986 | 0.309687 |
17 | 0.01745 | 0.1599 | 0.436661 |
18 | -0.324462 | -2.9737 | 0.001919 |
19 | -0.184088 | -1.6872 | 0.047638 |
20 | -0.087606 | -0.8029 | 0.212142 |
21 | -0.215427 | -1.9744 | 0.02581 |
22 | -0.04073 | -0.3733 | 0.354936 |
23 | 0.076881 | 0.7046 | 0.241496 |
24 | -0.139906 | -1.2823 | 0.101639 |
25 | 0.078858 | 0.7227 | 0.235921 |
26 | 0.046229 | 0.4237 | 0.336436 |
27 | -0.131847 | -1.2084 | 0.115143 |
28 | 0.136389 | 1.25 | 0.10738 |
29 | -0.062564 | -0.5734 | 0.28395 |
30 | -0.083301 | -0.7635 | 0.223663 |
31 | -0.041354 | -0.379 | 0.352816 |
32 | -0.009959 | -0.0913 | 0.463747 |
33 | -0.028424 | -0.2605 | 0.397553 |
34 | -0.055441 | -0.5081 | 0.306349 |
35 | 0.099302 | 0.9101 | 0.182682 |
36 | -0.04687 | -0.4296 | 0.334304 |
37 | -0.014038 | -0.1287 | 0.448967 |
38 | 0.04958 | 0.4544 | 0.325354 |
39 | -0.010686 | -0.0979 | 0.461106 |
40 | 0.025513 | 0.2338 | 0.407843 |
41 | -0.056081 | -0.514 | 0.304304 |
42 | 0.015632 | 0.1433 | 0.443209 |
43 | -0.048417 | -0.4437 | 0.329183 |
44 | -0.033584 | -0.3078 | 0.379498 |
45 | -0.008583 | -0.0787 | 0.468743 |
46 | 0.000235 | 0.0022 | 0.499142 |
47 | -0.035638 | -0.3266 | 0.37238 |
48 | -0.112201 | -1.0283 | 0.153371 |