Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.28471 | 2.399 | 0.009534 |
2 | -0.02289 | -0.1929 | 0.423804 |
3 | 0.150264 | 1.2661 | 0.1048 |
4 | 0.050223 | 0.4232 | 0.33672 |
5 | -0.047559 | -0.4007 | 0.344909 |
6 | -0.075579 | -0.6368 | 0.26314 |
7 | -0.293593 | -2.4739 | 0.00788 |
8 | -0.217423 | -1.832 | 0.03557 |
9 | -0.127788 | -1.0768 | 0.142617 |
10 | -0.138293 | -1.1653 | 0.123903 |
11 | -0.105723 | -0.8908 | 0.188012 |
12 | -0.129236 | -1.089 | 0.139926 |
13 | -0.097984 | -0.8256 | 0.20589 |
14 | 0.055909 | 0.4711 | 0.319509 |
15 | 0.181213 | 1.5269 | 0.065611 |
16 | 0.219774 | 1.8518 | 0.034103 |
17 | 0.029936 | 0.2522 | 0.400791 |
18 | 0.067907 | 0.5722 | 0.284499 |
19 | 0.211698 | 1.7838 | 0.039365 |
20 | 0.09033 | 0.7611 | 0.224549 |
21 | -0.018563 | -0.1564 | 0.438076 |
22 | 0.011742 | 0.0989 | 0.460733 |
23 | -0.206673 | -1.7415 | 0.042967 |
24 | -0.099665 | -0.8398 | 0.201921 |
25 | -0.015669 | -0.132 | 0.447667 |
26 | -0.104376 | -0.8795 | 0.191053 |
27 | -0.059476 | -0.5012 | 0.308905 |
28 | -0.039573 | -0.3334 | 0.36989 |
29 | -0.172638 | -1.4547 | 0.075083 |
30 | -0.038659 | -0.3257 | 0.372788 |
31 | 0.036162 | 0.3047 | 0.380741 |
32 | -0.042315 | -0.3566 | 0.361243 |
33 | -0.100813 | -0.8495 | 0.19924 |
34 | -0.034913 | -0.2942 | 0.384739 |
35 | 0.093599 | 0.7887 | 0.216464 |
36 | 0.104305 | 0.8789 | 0.191212 |
37 | -0.037203 | -0.3135 | 0.377418 |
38 | -0.046667 | -0.3932 | 0.347666 |
39 | 0.084583 | 0.7127 | 0.239181 |
40 | 0.182085 | 1.5343 | 0.064704 |
41 | 0.045485 | 0.3833 | 0.351336 |
42 | -0.031392 | -0.2645 | 0.396076 |
43 | -0.002181 | -0.0184 | 0.492693 |
44 | -0.011759 | -0.0991 | 0.460675 |
45 | -0.045904 | -0.3868 | 0.350032 |
46 | -0.00339 | -0.0286 | 0.488644 |
47 | -0.04148 | -0.3495 | 0.363867 |
48 | -0.118861 | -1.0015 | 0.159984 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.28471 | 2.399 | 0.009534 |
2 | -0.113119 | -0.9532 | 0.171871 |
3 | 0.209136 | 1.7622 | 0.041169 |
4 | -0.074469 | -0.6275 | 0.266176 |
5 | -0.011489 | -0.0968 | 0.461577 |
6 | -0.095504 | -0.8047 | 0.211831 |
7 | -0.290104 | -2.4445 | 0.008496 |
8 | -0.046453 | -0.3914 | 0.34833 |
9 | -0.116095 | -0.9782 | 0.165639 |
10 | -0.009051 | -0.0763 | 0.469712 |
11 | -0.042014 | -0.354 | 0.362188 |
12 | -0.123813 | -1.0433 | 0.150181 |
13 | -0.056818 | -0.4788 | 0.316792 |
14 | -0.012219 | -0.103 | 0.459142 |
15 | 0.133853 | 1.1279 | 0.131586 |
16 | 0.137811 | 1.1612 | 0.124722 |
17 | -0.137583 | -1.1593 | 0.125111 |
18 | 0.049188 | 0.4145 | 0.339892 |
19 | 0.032408 | 0.2731 | 0.392795 |
20 | -0.026925 | -0.2269 | 0.410588 |
21 | -0.000657 | -0.0055 | 0.4978 |
22 | 0.028256 | 0.2381 | 0.40625 |
23 | -0.190378 | -1.6041 | 0.05656 |
24 | 0.050582 | 0.4262 | 0.335621 |
25 | -0.042784 | -0.3605 | 0.359771 |
26 | 0.067674 | 0.5702 | 0.285162 |
27 | 0.065002 | 0.5477 | 0.292802 |
28 | -0.022201 | -0.1871 | 0.426069 |
29 | -0.160556 | -1.3529 | 0.090194 |
30 | -0.097763 | -0.8238 | 0.206417 |
31 | -0.027392 | -0.2308 | 0.409063 |
32 | -0.021087 | -0.1777 | 0.429738 |
33 | -0.137334 | -1.1572 | 0.125536 |
34 | -0.079067 | -0.6662 | 0.253712 |
35 | 0.002519 | 0.0212 | 0.491562 |
36 | -0.014092 | -0.1187 | 0.452908 |
37 | -0.092582 | -0.7801 | 0.21896 |
38 | -0.068918 | -0.5807 | 0.281636 |
39 | 0.122584 | 1.0329 | 0.152576 |
40 | 0.091198 | 0.7684 | 0.222385 |
41 | -0.100776 | -0.8492 | 0.199325 |
42 | -0.023809 | -0.2006 | 0.420785 |
43 | -0.053476 | -0.4506 | 0.326828 |
44 | -0.043656 | -0.3679 | 0.357038 |
45 | 0.00141 | 0.0119 | 0.495278 |
46 | -0.064689 | -0.5451 | 0.293704 |
47 | 0.042079 | 0.3546 | 0.361982 |
48 | -0.034901 | -0.2941 | 0.384776 |