Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.367002 | 2.819 | 0.003274 |
2 | -0.051198 | -0.3933 | 0.347774 |
3 | -0.095584 | -0.7342 | 0.23287 |
4 | -0.022916 | -0.176 | 0.430439 |
5 | 0.126133 | 0.9688 | 0.168289 |
6 | -0.001781 | -0.0137 | 0.494566 |
7 | -0.153118 | -1.1761 | 0.122135 |
8 | -0.217053 | -1.6672 | 0.050386 |
9 | -0.27926 | -2.145 | 0.018039 |
10 | -0.194342 | -1.4928 | 0.070413 |
11 | 0.109532 | 0.8413 | 0.201779 |
12 | -0.010203 | -0.0784 | 0.468898 |
13 | -0.031558 | -0.2424 | 0.404655 |
14 | 0.101872 | 0.7825 | 0.218527 |
15 | 0.061245 | 0.4704 | 0.319891 |
16 | 0.053794 | 0.4132 | 0.340479 |
17 | 0.161629 | 1.2415 | 0.109667 |
18 | 0.240021 | 1.8436 | 0.03513 |
19 | 0.230534 | 1.7708 | 0.040883 |
20 | -0.103097 | -0.7919 | 0.215796 |
21 | -0.252239 | -1.9375 | 0.028739 |
22 | 0.010346 | 0.0795 | 0.468463 |
23 | 0.036855 | 0.2831 | 0.38905 |
24 | -0.063832 | -0.4903 | 0.312868 |
25 | -0.134487 | -1.033 | 0.152907 |
26 | -0.198341 | -1.5235 | 0.066489 |
27 | -0.135395 | -1.04 | 0.151295 |
28 | 0.056904 | 0.4371 | 0.331823 |
29 | 0.112561 | 0.8646 | 0.195381 |
30 | 0.115769 | 0.8892 | 0.188742 |
31 | 0.024929 | 0.1915 | 0.424402 |
32 | -0.0446 | -0.3426 | 0.366567 |
33 | 0.082279 | 0.632 | 0.264915 |
34 | 0.075849 | 0.5826 | 0.281188 |
35 | -0.009629 | -0.074 | 0.470645 |
36 | 0.033534 | 0.2576 | 0.398813 |
37 | 0.03914 | 0.3006 | 0.382374 |
38 | -0.032513 | -0.2497 | 0.40183 |
39 | -0.086125 | -0.6615 | 0.255422 |
40 | -0.087052 | -0.6687 | 0.25316 |
41 | -0.019134 | -0.147 | 0.441828 |
42 | 0.008575 | 0.0659 | 0.473855 |
43 | -0.022338 | -0.1716 | 0.432176 |
44 | -0.010669 | -0.082 | 0.467481 |
45 | 0.002953 | 0.0227 | 0.490989 |
46 | -0.014993 | -0.1152 | 0.454355 |
47 | 0.033845 | 0.26 | 0.397895 |
48 | 0.044208 | 0.3396 | 0.367694 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.367002 | 2.819 | 0.003274 |
2 | -0.214822 | -1.6501 | 0.05212 |
3 | 0.00737 | 0.0566 | 0.477525 |
4 | 0.007244 | 0.0556 | 0.477907 |
5 | 0.137214 | 1.054 | 0.148099 |
6 | -0.139492 | -1.0715 | 0.144163 |
7 | -0.087826 | -0.6746 | 0.251282 |
8 | -0.138905 | -1.067 | 0.14517 |
9 | -0.212054 | -1.6288 | 0.05434 |
10 | -0.106863 | -0.8208 | 0.207524 |
11 | 0.210064 | 1.6135 | 0.055983 |
12 | -0.223427 | -1.7162 | 0.045688 |
13 | 0.117817 | 0.905 | 0.18458 |
14 | 0.151265 | 1.1619 | 0.12498 |
15 | -0.075093 | -0.5768 | 0.283133 |
16 | -0.089357 | -0.6864 | 0.247586 |
17 | 0.258868 | 1.9884 | 0.025706 |
18 | 0.071872 | 0.5521 | 0.291496 |
19 | 0.036482 | 0.2802 | 0.390145 |
20 | -0.198774 | -1.5268 | 0.066076 |
21 | 0.00538 | 0.0413 | 0.483587 |
22 | 0.046837 | 0.3598 | 0.360154 |
23 | -0.006949 | -0.0534 | 0.478806 |
24 | -0.095518 | -0.7337 | 0.233022 |
25 | 0.000477 | 0.0037 | 0.498543 |
26 | -0.020068 | -0.1541 | 0.43901 |
27 | 0.017895 | 0.1375 | 0.44557 |
28 | 0.074582 | 0.5729 | 0.284452 |
29 | -0.001044 | -0.008 | 0.496815 |
30 | -0.020759 | -0.1595 | 0.436927 |
31 | 0.0949 | 0.7289 | 0.234462 |
32 | -0.07393 | -0.5679 | 0.286139 |
33 | -0.101313 | -0.7782 | 0.219781 |
34 | 0.023959 | 0.184 | 0.42731 |
35 | -0.01893 | -0.1454 | 0.442445 |
36 | -0.056474 | -0.4338 | 0.333014 |
37 | 0.076815 | 0.59 | 0.278713 |
38 | 0.06406 | 0.4921 | 0.312252 |
39 | -0.042807 | -0.3288 | 0.371734 |
40 | 0.020375 | 0.1565 | 0.438086 |
41 | -0.04736 | -0.3638 | 0.358661 |
42 | -0.012028 | -0.0924 | 0.463351 |
43 | 0.086516 | 0.6645 | 0.254465 |
44 | 0.007774 | 0.0597 | 0.476293 |
45 | -0.05897 | -0.453 | 0.326121 |
46 | -0.006447 | -0.0495 | 0.480335 |
47 | -0.041095 | -0.3157 | 0.376688 |
48 | -0.033833 | -0.2599 | 0.397933 |