Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.317116 | 2.6721 | 0.004672 |
2 | 0.22047 | 1.8577 | 0.033679 |
3 | -0.000561 | -0.0047 | 0.498119 |
4 | 0.065369 | 0.5508 | 0.291746 |
5 | 0.104763 | 0.8827 | 0.190176 |
6 | 0.064634 | 0.5446 | 0.293861 |
7 | 0.075208 | 0.6337 | 0.264153 |
8 | 0.009066 | 0.0764 | 0.46966 |
9 | -0.087362 | -0.7361 | 0.23204 |
10 | -0.058886 | -0.4962 | 0.310649 |
11 | 0.195809 | 1.6499 | 0.051689 |
12 | 0.253067 | 2.1324 | 0.018218 |
13 | 0.149986 | 1.2638 | 0.105217 |
14 | 0.025117 | 0.2116 | 0.416497 |
15 | -0.153811 | -1.296 | 0.09958 |
16 | 0.021376 | 0.1801 | 0.428787 |
17 | -0.032557 | -0.2743 | 0.392315 |
18 | 0.078081 | 0.6579 | 0.256357 |
19 | 0.095802 | 0.8072 | 0.211112 |
20 | -0.03437 | -0.2896 | 0.386482 |
21 | -0.093946 | -0.7916 | 0.215614 |
22 | -0.135719 | -1.1436 | 0.128317 |
23 | 0.11208 | 0.9444 | 0.174083 |
24 | 0.143973 | 1.2131 | 0.11455 |
25 | 0.068564 | 0.5777 | 0.282638 |
26 | -0.039465 | -0.3325 | 0.37023 |
27 | -0.069122 | -0.5824 | 0.28106 |
28 | -0.078597 | -0.6623 | 0.254972 |
29 | -0.168265 | -1.4178 | 0.080308 |
30 | -0.032397 | -0.273 | 0.392829 |
31 | -0.13383 | -1.1277 | 0.131627 |
32 | -0.077666 | -0.6544 | 0.257476 |
33 | -0.222938 | -1.8785 | 0.032209 |
34 | -0.113243 | -0.9542 | 0.171609 |
35 | -0.037361 | -0.3148 | 0.376915 |
36 | -0.009424 | -0.0794 | 0.468464 |
37 | 0.058368 | 0.4918 | 0.312184 |
38 | 0.034143 | 0.2877 | 0.38721 |
39 | -0.011335 | -0.0955 | 0.46209 |
40 | -0.027044 | -0.2279 | 0.410198 |
41 | -0.122674 | -1.0337 | 0.1524 |
42 | -0.056094 | -0.4727 | 0.318954 |
43 | -0.031591 | -0.2662 | 0.395432 |
44 | -0.091181 | -0.7683 | 0.222427 |
45 | -0.176259 | -1.4852 | 0.07096 |
46 | -0.120499 | -1.0153 | 0.156696 |
47 | -0.100078 | -0.8433 | 0.200954 |
48 | -0.050615 | -0.4265 | 0.335519 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.317116 | 2.6721 | 0.004672 |
2 | 0.133313 | 1.1233 | 0.132544 |
3 | -0.117076 | -0.9865 | 0.163619 |
4 | 0.075944 | 0.6399 | 0.262142 |
5 | 0.10605 | 0.8936 | 0.18728 |
6 | -0.023704 | -0.1997 | 0.421128 |
7 | 0.036887 | 0.3108 | 0.378425 |
8 | -0.01689 | -0.1423 | 0.443618 |
9 | -0.126997 | -1.0701 | 0.144101 |
10 | 0.000687 | 0.0058 | 0.497699 |
11 | 0.292812 | 2.4673 | 0.008014 |
12 | 0.137193 | 1.156 | 0.125776 |
13 | -0.072441 | -0.6104 | 0.271773 |
14 | -0.032313 | -0.2723 | 0.393102 |
15 | -0.186312 | -1.5699 | 0.060443 |
16 | 0.093494 | 0.7878 | 0.216718 |
17 | -0.0099 | -0.0834 | 0.466875 |
18 | 0.013877 | 0.1169 | 0.453622 |
19 | 0.090245 | 0.7604 | 0.224761 |
20 | -0.069349 | -0.5843 | 0.280419 |
21 | -0.051838 | -0.4368 | 0.331794 |
22 | -0.070669 | -0.5955 | 0.276713 |
23 | 0.140998 | 1.1881 | 0.119383 |
24 | 0.01903 | 0.1603 | 0.436531 |
25 | -0.083668 | -0.705 | 0.241559 |
26 | 0.032794 | 0.2763 | 0.391549 |
27 | -0.009991 | -0.0842 | 0.466574 |
28 | -0.04902 | -0.4131 | 0.340407 |
29 | -0.188356 | -1.5871 | 0.058465 |
30 | -0.023424 | -0.1974 | 0.422051 |
31 | -0.120785 | -1.0177 | 0.156126 |
32 | 0.007853 | 0.0662 | 0.473713 |
33 | 0.01182 | 0.0996 | 0.460473 |
34 | 0.015958 | 0.1345 | 0.446709 |
35 | -0.05964 | -0.5025 | 0.308423 |
36 | -0.052933 | -0.446 | 0.328469 |
37 | 0.076931 | 0.6482 | 0.259462 |
38 | 0.105416 | 0.8883 | 0.188702 |
39 | -0.052993 | -0.4465 | 0.328286 |
40 | 0.047355 | 0.399 | 0.345539 |
41 | -0.107715 | -0.9076 | 0.183574 |
42 | -0.036171 | -0.3048 | 0.380711 |
43 | 0.049348 | 0.4158 | 0.339402 |
44 | -0.090372 | -0.7615 | 0.224443 |
45 | -0.072879 | -0.6141 | 0.27056 |
46 | -0.039144 | -0.3298 | 0.37125 |
47 | 0.01708 | 0.1439 | 0.442987 |
48 | -0.042775 | -0.3604 | 0.359797 |