Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.217586 | 1.8334 | 0.035466 |
2 | -0.00172 | -0.0145 | 0.494238 |
3 | -0.172153 | -1.4506 | 0.075649 |
4 | -0.106222 | -0.895 | 0.186894 |
5 | -0.013438 | -0.1132 | 0.455085 |
6 | 0.098537 | 0.8303 | 0.204581 |
7 | -0.064457 | -0.5431 | 0.294372 |
8 | -0.238191 | -2.007 | 0.024277 |
9 | -0.207952 | -1.7522 | 0.042026 |
10 | -0.13903 | -1.1715 | 0.122659 |
11 | 0.215586 | 1.8166 | 0.036753 |
12 | 0.396846 | 3.3439 | 0.000661 |
13 | 0.174235 | 1.4681 | 0.073243 |
14 | -0.142779 | -1.2031 | 0.116472 |
15 | -0.088768 | -0.748 | 0.228473 |
16 | -0.262584 | -2.2126 | 0.015072 |
17 | 0.00342 | 0.0288 | 0.488547 |
18 | -0.010745 | -0.0905 | 0.464057 |
19 | -0.044663 | -0.3763 | 0.353895 |
20 | -0.14 | -1.1797 | 0.121036 |
21 | -0.293913 | -2.4766 | 0.007825 |
22 | -0.185466 | -1.5628 | 0.061277 |
23 | 0.181152 | 1.5264 | 0.065674 |
24 | 0.374438 | 3.1551 | 0.001177 |
25 | 0.140001 | 1.1797 | 0.121035 |
26 | 0.018642 | 0.1571 | 0.437815 |
27 | -0.174128 | -1.4672 | 0.073365 |
28 | -0.099959 | -0.8423 | 0.201232 |
29 | -0.03418 | -0.288 | 0.387089 |
30 | 0.116965 | 0.9856 | 0.163846 |
31 | -0.022949 | -0.1934 | 0.42361 |
32 | -0.133147 | -1.1219 | 0.132838 |
33 | -0.141864 | -1.1954 | 0.11796 |
34 | -0.063243 | -0.5329 | 0.297884 |
35 | 0.25776 | 2.1719 | 0.016601 |
36 | 0.225042 | 1.8962 | 0.030999 |
37 | 0.124718 | 1.0509 | 0.148435 |
38 | -0.023328 | -0.1966 | 0.422363 |
39 | -0.094834 | -0.7991 | 0.213453 |
40 | -0.09734 | -0.8202 | 0.207423 |
41 | -0.030467 | -0.2567 | 0.399068 |
42 | 0.001626 | 0.0137 | 0.494553 |
43 | -0.017643 | -0.1487 | 0.441119 |
44 | -0.141281 | -1.1905 | 0.118917 |
45 | -0.075682 | -0.6377 | 0.262858 |
46 | -0.053733 | -0.4528 | 0.326049 |
47 | 0.094855 | 0.7993 | 0.213403 |
48 | 0.138998 | 1.1712 | 0.122713 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.217586 | 1.8334 | 0.035466 |
2 | -0.051502 | -0.434 | 0.332814 |
3 | -0.168981 | -1.4239 | 0.079434 |
4 | -0.034223 | -0.2884 | 0.386954 |
5 | 0.015412 | 0.1299 | 0.44852 |
6 | 0.074971 | 0.6317 | 0.264801 |
7 | -0.135402 | -1.1409 | 0.12887 |
8 | -0.224237 | -1.8895 | 0.031457 |
9 | -0.098584 | -0.8307 | 0.204469 |
10 | -0.104624 | -0.8816 | 0.190489 |
11 | 0.211492 | 1.7821 | 0.039507 |
12 | 0.290857 | 2.4508 | 0.008359 |
13 | 0.01801 | 0.1518 | 0.439906 |
14 | -0.180581 | -1.5216 | 0.066275 |
15 | 0.028014 | 0.2361 | 0.407036 |
16 | -0.299378 | -2.5226 | 0.006946 |
17 | -0.038308 | -0.3228 | 0.373902 |
18 | -0.109816 | -0.9253 | 0.178965 |
19 | 0.000141 | 0.0012 | 0.499528 |
20 | 0.088216 | 0.7433 | 0.229871 |
21 | -0.228307 | -1.9237 | 0.029198 |
22 | -0.138849 | -1.17 | 0.122964 |
23 | 0.084397 | 0.7111 | 0.239663 |
24 | 0.070172 | 0.5913 | 0.278106 |
25 | -0.024441 | -0.2059 | 0.418714 |
26 | 0.006946 | 0.0585 | 0.476746 |
27 | -0.120139 | -1.0123 | 0.157414 |
28 | 0.026083 | 0.2198 | 0.413338 |
29 | -0.137912 | -1.1621 | 0.12455 |
30 | -0.034954 | -0.2945 | 0.384607 |
31 | 0.022114 | 0.1863 | 0.426356 |
32 | -0.134602 | -1.1342 | 0.130268 |
33 | 0.23215 | 1.9561 | 0.027192 |
34 | 0.015752 | 0.1327 | 0.447393 |
35 | 0.028068 | 0.2365 | 0.406862 |
36 | -0.068024 | -0.5732 | 0.284167 |
37 | -0.166852 | -1.4059 | 0.082055 |
38 | -0.012809 | -0.1079 | 0.457177 |
39 | -0.037456 | -0.3156 | 0.376613 |
40 | -0.008755 | -0.0738 | 0.4707 |
41 | -0.00338 | -0.0285 | 0.48868 |
42 | -0.028659 | -0.2415 | 0.404939 |
43 | -0.10455 | -0.881 | 0.190657 |
44 | -0.020032 | -0.1688 | 0.433221 |
45 | 0.031769 | 0.2677 | 0.394856 |
46 | -0.045411 | -0.3826 | 0.351565 |
47 | -0.067816 | -0.5714 | 0.284756 |
48 | -0.140232 | -1.1816 | 0.120651 |