Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.067385 | 0.6139 | 0.270479 |
2 | -0.042635 | -0.3884 | 0.349347 |
3 | -0.047054 | -0.4287 | 0.334634 |
4 | -0.051472 | -0.4689 | 0.320175 |
5 | -0.041258 | -0.3759 | 0.353983 |
6 | -0.054186 | -0.4937 | 0.311426 |
7 | -0.047033 | -0.4285 | 0.3347 |
8 | -0.058431 | -0.5323 | 0.29796 |
9 | -0.039127 | -0.3565 | 0.3612 |
10 | -0.066502 | -0.6059 | 0.273131 |
11 | -0.035913 | -0.3272 | 0.372177 |
12 | -0.022638 | -0.2062 | 0.418552 |
13 | -0.024088 | -0.2195 | 0.413419 |
14 | -0.048402 | -0.441 | 0.330193 |
15 | -0.040576 | -0.3697 | 0.356286 |
16 | -0.029598 | -0.2696 | 0.39405 |
17 | -0.035638 | -0.3247 | 0.37312 |
18 | -0.028486 | -0.2595 | 0.397939 |
19 | -0.045913 | -0.4183 | 0.338409 |
20 | -0.02967 | -0.2703 | 0.393799 |
21 | -0.053219 | -0.4848 | 0.314532 |
22 | -0.039271 | -0.3578 | 0.360709 |
23 | 0.13461 | 1.2264 | 0.111767 |
24 | 0.329917 | 3.0057 | 0.001752 |
25 | 0.080652 | 0.7348 | 0.232273 |
26 | -0.023467 | -0.2138 | 0.415616 |
27 | -0.024059 | -0.2192 | 0.413521 |
28 | -0.024651 | -0.2246 | 0.411429 |
29 | -0.025243 | -0.23 | 0.409339 |
30 | -0.025835 | -0.2354 | 0.407252 |
31 | -0.03561 | -0.3244 | 0.373219 |
32 | -0.017836 | -0.1625 | 0.435656 |
33 | -0.036793 | -0.3352 | 0.369159 |
34 | -0.028203 | -0.2569 | 0.398931 |
35 | -0.020718 | -0.1888 | 0.425374 |
36 | -0.012127 | -0.1105 | 0.456146 |
37 | -0.031085 | -0.2832 | 0.388866 |
38 | -0.022494 | -0.2049 | 0.419064 |
39 | -0.023086 | -0.2103 | 0.416966 |
40 | -0.023678 | -0.2157 | 0.414869 |
41 | -0.015087 | -0.1374 | 0.445504 |
42 | -0.034044 | -0.3102 | 0.378608 |
43 | -0.016271 | -0.1482 | 0.441258 |
44 | -0.035228 | -0.3209 | 0.374529 |
45 | -0.026638 | -0.2427 | 0.404426 |
46 | -0.02723 | -0.2481 | 0.402345 |
47 | 0.364742 | 3.323 | 0.000663 |
48 | 0.210339 | 1.9163 | 0.029386 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.067385 | 0.6139 | 0.270479 |
2 | -0.047391 | -0.4318 | 0.333519 |
3 | -0.04113 | -0.3747 | 0.354416 |
4 | -0.047772 | -0.4352 | 0.332266 |
5 | -0.038831 | -0.3538 | 0.362205 |
6 | -0.055845 | -0.5088 | 0.306131 |
7 | -0.048617 | -0.4429 | 0.329489 |
8 | -0.064728 | -0.5897 | 0.278497 |
9 | -0.046435 | -0.423 | 0.336678 |
10 | -0.08154 | -0.7429 | 0.229829 |
11 | -0.049667 | -0.4525 | 0.326049 |
12 | -0.046509 | -0.4237 | 0.336433 |
13 | -0.051331 | -0.4677 | 0.32063 |
14 | -0.07931 | -0.7225 | 0.235994 |
15 | -0.071126 | -0.648 | 0.259392 |
16 | -0.068741 | -0.6263 | 0.266433 |
17 | -0.081144 | -0.7393 | 0.230918 |
18 | -0.080129 | -0.73 | 0.233721 |
19 | -0.105435 | -0.9606 | 0.169783 |
20 | -0.09751 | -0.8884 | 0.188457 |
21 | -0.136941 | -1.2476 | 0.107845 |
22 | -0.136785 | -1.2462 | 0.108104 |
23 | 0.034378 | 0.3132 | 0.377459 |
24 | 0.247094 | 2.2511 | 0.01351 |
25 | 0.012169 | 0.1109 | 0.455996 |
26 | -0.045522 | -0.4147 | 0.339706 |
27 | -0.036779 | -0.3351 | 0.369207 |
28 | -0.036044 | -0.3284 | 0.371727 |
29 | -0.0417 | -0.3799 | 0.352492 |
30 | -0.033408 | -0.3044 | 0.380807 |
31 | -0.045144 | -0.4113 | 0.340963 |
32 | -0.022799 | -0.2077 | 0.417984 |
33 | -0.050518 | -0.4602 | 0.323273 |
34 | -0.028794 | -0.2623 | 0.396859 |
35 | -0.040555 | -0.3695 | 0.356358 |
36 | -0.045533 | -0.4148 | 0.33967 |
37 | -0.067528 | -0.6152 | 0.27005 |
38 | -0.04536 | -0.4133 | 0.340243 |
39 | -0.055235 | -0.5032 | 0.308074 |
40 | -0.065771 | -0.5992 | 0.275335 |
41 | -0.060847 | -0.5543 | 0.290417 |
42 | -0.083986 | -0.7652 | 0.223176 |
43 | -0.063956 | -0.5827 | 0.280848 |
44 | -0.094546 | -0.8614 | 0.195761 |
45 | -0.077633 | -0.7073 | 0.240691 |
46 | -0.116703 | -1.0632 | 0.145384 |
47 | 0.263623 | 2.4017 | 0.009276 |
48 | 0.063642 | 0.5798 | 0.281807 |