Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.365925 | 3.0833 | 0.001457 |
2 | 0.094139 | 0.7932 | 0.215143 |
3 | 0.262275 | 2.21 | 0.015166 |
4 | 0.106939 | 0.9011 | 0.185294 |
5 | -0.117404 | -0.9893 | 0.162947 |
6 | -0.230157 | -1.9393 | 0.028217 |
7 | -0.143967 | -1.2131 | 0.114558 |
8 | -0.13541 | -1.141 | 0.128854 |
9 | -0.106382 | -0.8964 | 0.186536 |
10 | -0.004034 | -0.034 | 0.48649 |
11 | -0.04456 | -0.3755 | 0.354215 |
12 | -0.053863 | -0.4539 | 0.325658 |
13 | -0.005943 | -0.0501 | 0.480102 |
14 | -0.043735 | -0.3685 | 0.356791 |
15 | -0.069682 | -0.5872 | 0.279481 |
16 | -0.043327 | -0.3651 | 0.358068 |
17 | -0.023411 | -0.1973 | 0.422092 |
18 | -0.007808 | -0.0658 | 0.473864 |
19 | 0.060037 | 0.5059 | 0.307255 |
20 | 0.077219 | 0.6507 | 0.258683 |
21 | 0.211399 | 1.7813 | 0.039572 |
22 | 0.142322 | 1.1992 | 0.117214 |
23 | -0.02164 | -0.1823 | 0.427917 |
24 | 0.094194 | 0.7937 | 0.21501 |
25 | 0.093031 | 0.7839 | 0.217855 |
26 | -0.131312 | -1.1065 | 0.136132 |
27 | -0.278022 | -2.3427 | 0.010977 |
28 | -0.122278 | -1.0303 | 0.153175 |
29 | -0.088391 | -0.7448 | 0.229428 |
30 | -0.224288 | -1.8899 | 0.031428 |
31 | -0.086342 | -0.7275 | 0.234646 |
32 | -0.073473 | -0.6191 | 0.268919 |
33 | -0.061636 | -0.5194 | 0.302565 |
34 | 0.005176 | 0.0436 | 0.482667 |
35 | 0.009967 | 0.084 | 0.466654 |
36 | -0.014887 | -0.1254 | 0.450265 |
37 | 0.002842 | 0.0239 | 0.49048 |
38 | 0.030838 | 0.2598 | 0.397869 |
39 | -0.013394 | -0.1129 | 0.45523 |
40 | 0.012414 | 0.1046 | 0.458492 |
41 | 0.038223 | 0.3221 | 0.374172 |
42 | -0.041606 | -0.3506 | 0.363472 |
43 | -0.02497 | -0.2104 | 0.416979 |
44 | -0.041744 | -0.3517 | 0.363036 |
45 | -0.028875 | -0.2433 | 0.404236 |
46 | -0.03757 | -0.3166 | 0.376249 |
47 | -0.025794 | -0.2173 | 0.414282 |
48 | 0.055536 | 0.468 | 0.320624 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.365925 | 3.0833 | 0.001457 |
2 | -0.045909 | -0.3868 | 0.350016 |
3 | 0.281214 | 2.3695 | 0.010266 |
4 | -0.10714 | -0.9028 | 0.184849 |
5 | -0.139313 | -1.1739 | 0.122184 |
6 | -0.248532 | -2.0942 | 0.019908 |
7 | 0.002278 | 0.0192 | 0.492371 |
8 | -0.038406 | -0.3236 | 0.373592 |
9 | 0.112674 | 0.9494 | 0.172818 |
10 | 0.061231 | 0.5159 | 0.303749 |
11 | -0.088737 | -0.7477 | 0.228552 |
12 | -0.097984 | -0.8256 | 0.205891 |
13 | -0.066299 | -0.5586 | 0.289082 |
14 | -0.062779 | -0.529 | 0.299232 |
15 | 0.009851 | 0.083 | 0.467039 |
16 | 0.02971 | 0.2503 | 0.401524 |
17 | 0.003991 | 0.0336 | 0.486633 |
18 | 0.002647 | 0.0223 | 0.491134 |
19 | 0.049552 | 0.4175 | 0.338775 |
20 | -0.009393 | -0.0791 | 0.46857 |
21 | 0.228595 | 1.9262 | 0.029043 |
22 | -0.06174 | -0.5202 | 0.302262 |
23 | -0.118353 | -0.9973 | 0.161012 |
24 | 0.032742 | 0.2759 | 0.391716 |
25 | 0.026548 | 0.2237 | 0.411817 |
26 | -0.10656 | -0.8979 | 0.18614 |
27 | -0.168622 | -1.4208 | 0.079871 |
28 | 0.024779 | 0.2088 | 0.417605 |
29 | -0.035348 | -0.2978 | 0.383346 |
30 | -0.032906 | -0.2773 | 0.391189 |
31 | 0.055499 | 0.4676 | 0.320735 |
32 | -0.169558 | -1.4287 | 0.078735 |
33 | 0.010267 | 0.0865 | 0.465651 |
34 | -0.070348 | -0.5928 | 0.277612 |
35 | 0.02338 | 0.197 | 0.422195 |
36 | -0.020775 | -0.1751 | 0.430768 |
37 | 0.056966 | 0.48 | 0.316351 |
38 | -0.089058 | -0.7504 | 0.227741 |
39 | -0.045607 | -0.3843 | 0.350954 |
40 | -0.003843 | -0.0324 | 0.487128 |
41 | -0.041833 | -0.3525 | 0.362758 |
42 | -0.095283 | -0.8029 | 0.212366 |
43 | -0.01822 | -0.1535 | 0.43921 |
44 | -0.118875 | -1.0017 | 0.159954 |
45 | 0.017146 | 0.1445 | 0.442769 |
46 | -0.058229 | -0.4906 | 0.312594 |
47 | 0.095766 | 0.8069 | 0.211199 |
48 | 0.13018 | 1.0969 | 0.138192 |