Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.224515 | 1.9051 | 0.030382 |
2 | 0.087114 | 0.7392 | 0.231098 |
3 | 0.352801 | 2.9936 | 0.001888 |
4 | 0.115002 | 0.9758 | 0.166209 |
5 | 0.225484 | 1.9133 | 0.029843 |
6 | 0.385733 | 3.2731 | 0.000818 |
7 | 0.23056 | 1.9564 | 0.027151 |
8 | 0.057583 | 0.4886 | 0.313301 |
9 | 0.121116 | 1.0277 | 0.153764 |
10 | 0.076984 | 0.6532 | 0.257845 |
11 | 0.031468 | 0.267 | 0.395109 |
12 | 0.210473 | 1.7859 | 0.039162 |
13 | -0.013314 | -0.113 | 0.455183 |
14 | -0.072788 | -0.6176 | 0.269385 |
15 | 0.023442 | 0.1989 | 0.421446 |
16 | -0.022606 | -0.1918 | 0.424212 |
17 | -0.03346 | -0.2839 | 0.388645 |
18 | -0.00971 | -0.0824 | 0.467281 |
19 | 0.004808 | 0.0408 | 0.483784 |
20 | -0.111863 | -0.9492 | 0.172851 |
21 | -0.113541 | -0.9634 | 0.169279 |
22 | -0.099346 | -0.843 | 0.201017 |
23 | -0.088624 | -0.752 | 0.227253 |
24 | 0.027468 | 0.2331 | 0.408182 |
25 | -0.058025 | -0.4924 | 0.311983 |
26 | -0.156963 | -1.3319 | 0.093551 |
27 | -0.08076 | -0.6853 | 0.247688 |
28 | -0.079359 | -0.6734 | 0.25143 |
29 | -0.141612 | -1.2016 | 0.116724 |
30 | -0.065545 | -0.5562 | 0.28991 |
31 | 0.009191 | 0.078 | 0.469026 |
32 | -0.147824 | -1.2543 | 0.106889 |
33 | -0.116712 | -0.9903 | 0.162664 |
34 | -0.065963 | -0.5597 | 0.288706 |
35 | -0.192322 | -1.6319 | 0.053533 |
36 | -0.078062 | -0.6624 | 0.254923 |
37 | -0.096365 | -0.8177 | 0.208117 |
38 | -0.104759 | -0.8889 | 0.188505 |
39 | -0.038019 | -0.3226 | 0.373965 |
40 | -0.110482 | -0.9375 | 0.175825 |
41 | -0.13447 | -1.141 | 0.128822 |
42 | -0.075756 | -0.6428 | 0.261193 |
43 | -0.022118 | -0.1877 | 0.42583 |
44 | -0.110798 | -0.9402 | 0.175141 |
45 | -0.033141 | -0.2812 | 0.389677 |
46 | 0.011362 | 0.0964 | 0.461731 |
47 | -0.129385 | -1.0979 | 0.137961 |
48 | -0.000885 | -0.0075 | 0.497015 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.224515 | 1.9051 | 0.030382 |
2 | 0.038655 | 0.328 | 0.371931 |
3 | 0.343101 | 2.9113 | 0.002394 |
4 | -0.036356 | -0.3085 | 0.379299 |
5 | 0.229011 | 1.9432 | 0.027949 |
6 | 0.225163 | 1.9106 | 0.030021 |
7 | 0.145207 | 1.2321 | 0.110955 |
8 | -0.133327 | -1.1313 | 0.130837 |
9 | -0.050412 | -0.4278 | 0.335051 |
10 | -0.10956 | -0.9296 | 0.177831 |
11 | -0.076803 | -0.6517 | 0.258337 |
12 | 0.067372 | 0.5717 | 0.284662 |
13 | -0.181917 | -1.5436 | 0.063532 |
14 | -0.040288 | -0.3419 | 0.366727 |
15 | -0.058446 | -0.4959 | 0.310727 |
16 | 0.069359 | 0.5885 | 0.27901 |
17 | -0.031723 | -0.2692 | 0.39428 |
18 | -0.008602 | -0.073 | 0.47101 |
19 | 0.064921 | 0.5509 | 0.291714 |
20 | -0.014343 | -0.1217 | 0.451735 |
21 | -0.051852 | -0.44 | 0.330634 |
22 | -0.120714 | -1.0243 | 0.154563 |
23 | 0.009607 | 0.0815 | 0.467629 |
24 | 0.080274 | 0.6811 | 0.248983 |
25 | 0.022609 | 0.1918 | 0.424204 |
26 | -0.098801 | -0.8384 | 0.202304 |
27 | 0.007226 | 0.0613 | 0.475639 |
28 | 0.020327 | 0.1725 | 0.431772 |
29 | -0.070127 | -0.595 | 0.276838 |
30 | -0.058602 | -0.4973 | 0.310262 |
31 | 0.032793 | 0.2783 | 0.390804 |
32 | -0.026053 | -0.2211 | 0.412832 |
33 | -0.001984 | -0.0168 | 0.493307 |
34 | -0.052713 | -0.4473 | 0.328007 |
35 | -0.137364 | -1.1656 | 0.123818 |
36 | -0.009955 | -0.0845 | 0.46646 |
37 | -0.080814 | -0.6857 | 0.247544 |
38 | 0.084703 | 0.7187 | 0.237317 |
39 | 0.02665 | 0.2261 | 0.410868 |
40 | 0.00023 | 0.002 | 0.499223 |
41 | -0.004726 | -0.0401 | 0.484062 |
42 | 0.018971 | 0.161 | 0.436284 |
43 | 0.016804 | 0.1426 | 0.443508 |
44 | -0.078523 | -0.6663 | 0.253679 |
45 | 0.0609 | 0.5168 | 0.303457 |
46 | 0.03132 | 0.2658 | 0.395594 |
47 | -0.045277 | -0.3842 | 0.350986 |
48 | -0.022269 | -0.189 | 0.425329 |