Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.153381 | 2.3762 | 0.00914 |
2 | 0.137062 | 2.1234 | 0.017374 |
3 | 0.186177 | 2.8842 | 0.00214 |
4 | 0.157322 | 2.4372 | 0.007764 |
5 | 0.107001 | 1.6577 | 0.049347 |
6 | 0.143799 | 2.2277 | 0.013413 |
7 | 0.060229 | 0.9331 | 0.175861 |
8 | 0.084569 | 1.3101 | 0.095701 |
9 | 0.093527 | 1.4489 | 0.074333 |
10 | -0.070533 | -1.0927 | 0.137812 |
11 | 0.023957 | 0.3711 | 0.355431 |
12 | -0.256922 | -3.9802 | 4.6e-05 |
13 | -0.031506 | -0.4881 | 0.312967 |
14 | 0.107049 | 1.6584 | 0.049272 |
15 | -0.041933 | -0.6496 | 0.258279 |
16 | -0.080778 | -1.2514 | 0.106001 |
17 | -0.021388 | -0.3313 | 0.370336 |
18 | -0.03237 | -0.5015 | 0.308247 |
19 | -0.05332 | -0.826 | 0.204805 |
20 | 0.006521 | 0.101 | 0.459809 |
21 | -0.066603 | -1.0318 | 0.1516 |
22 | -0.031211 | -0.4835 | 0.314584 |
23 | 0.073952 | 1.1457 | 0.12654 |
24 | -0.129162 | -2.001 | 0.023261 |
25 | -0.079724 | -1.2351 | 0.109005 |
26 | -0.116173 | -1.7998 | 0.036578 |
27 | -0.050881 | -0.7882 | 0.215666 |
28 | -0.05568 | -0.8626 | 0.19461 |
29 | 0.028132 | 0.4358 | 0.331678 |
30 | -0.146191 | -2.2648 | 0.012209 |
31 | -0.039675 | -0.6146 | 0.269689 |
32 | -0.026779 | -0.4149 | 0.339307 |
33 | -0.081904 | -1.2688 | 0.102862 |
34 | -0.078642 | -1.2183 | 0.112151 |
35 | -0.06447 | -0.9988 | 0.159455 |
36 | -0.044803 | -0.6941 | 0.244151 |
37 | 0.017248 | 0.2672 | 0.39477 |
38 | 0.01259 | 0.195 | 0.422762 |
39 | -0.156466 | -2.424 | 0.008046 |
40 | -0.059314 | -0.9189 | 0.179538 |
41 | -0.0242 | -0.3749 | 0.354029 |
42 | 0.028282 | 0.4381 | 0.330837 |
43 | 0.057114 | 0.8848 | 0.188572 |
44 | -0.059142 | -0.9162 | 0.180237 |
45 | -0.043292 | -0.6707 | 0.251535 |
46 | 0.02273 | 0.3521 | 0.362522 |
47 | -0.051469 | -0.7974 | 0.213016 |
48 | -0.026061 | -0.4037 | 0.343382 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.153381 | 2.3762 | 0.00914 |
2 | 0.116272 | 1.8013 | 0.036457 |
3 | 0.155475 | 2.4086 | 0.008384 |
4 | 0.10485 | 1.6243 | 0.05281 |
5 | 0.042507 | 0.6585 | 0.25542 |
6 | 0.080521 | 1.2474 | 0.106728 |
7 | -0.016935 | -0.2624 | 0.396636 |
8 | 0.026222 | 0.4062 | 0.342469 |
9 | 0.03399 | 0.5266 | 0.299491 |
10 | -0.13651 | -2.1148 | 0.017739 |
11 | 0.002605 | 0.0404 | 0.48392 |
12 | -0.31454 | -4.8728 | 1e-06 |
13 | 0.032651 | 0.5058 | 0.30672 |
14 | 0.175785 | 2.7233 | 0.00347 |
15 | 0.004621 | 0.0716 | 0.471495 |
16 | -0.007685 | -0.1191 | 0.452667 |
17 | -0.027507 | -0.4261 | 0.335192 |
18 | 0.028479 | 0.4412 | 0.329735 |
19 | -0.017979 | -0.2785 | 0.390423 |
20 | 0.027232 | 0.4219 | 0.336749 |
21 | -0.010039 | -0.1555 | 0.438267 |
22 | -0.103823 | -1.6084 | 0.054528 |
23 | 0.110289 | 1.7086 | 0.044409 |
24 | -0.229495 | -3.5553 | 0.000227 |
25 | -0.039263 | -0.6083 | 0.271795 |
26 | -0.017703 | -0.2743 | 0.392064 |
27 | -0.003642 | -0.0564 | 0.477524 |
28 | -0.011771 | -0.1824 | 0.427731 |
29 | 0.074311 | 1.1512 | 0.125394 |
30 | -0.073321 | -1.1359 | 0.128568 |
31 | -0.007073 | -0.1096 | 0.456419 |
32 | 0.037897 | 0.5871 | 0.278845 |
33 | -0.011885 | -0.1841 | 0.427037 |
34 | -0.118802 | -1.8405 | 0.033467 |
35 | 0.067452 | 1.045 | 0.148545 |
36 | -0.129176 | -2.0012 | 0.023249 |
37 | 0.013951 | 0.2161 | 0.414533 |
38 | 0.056584 | 0.8766 | 0.190792 |
39 | -0.145616 | -2.2559 | 0.01249 |
40 | -0.055428 | -0.8587 | 0.195686 |
41 | 0.084938 | 1.3159 | 0.094738 |
42 | 0.039622 | 0.6138 | 0.269956 |
43 | 0.074198 | 1.1495 | 0.125753 |
44 | -0.024819 | -0.3845 | 0.350475 |
45 | -0.052247 | -0.8094 | 0.20954 |
46 | -0.106244 | -1.6459 | 0.050544 |
47 | 0.038388 | 0.5947 | 0.276303 |
48 | -0.039376 | -0.61 | 0.271214 |