Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.361005 | 3.0419 | 0.001647 |
2 | 0.087287 | 0.7355 | 0.23223 |
3 | 0.257773 | 2.172 | 0.016597 |
4 | 0.108391 | 0.9133 | 0.182083 |
5 | -0.13616 | -1.1473 | 0.127554 |
6 | -0.226363 | -1.9074 | 0.030259 |
7 | -0.151952 | -1.2804 | 0.102291 |
8 | -0.142698 | -1.2024 | 0.116602 |
9 | -0.086283 | -0.727 | 0.234798 |
10 | -0.013563 | -0.1143 | 0.454667 |
11 | -0.038609 | -0.3253 | 0.372946 |
12 | -0.031046 | -0.2616 | 0.397193 |
13 | -0.044075 | -0.3714 | 0.355728 |
14 | -0.061392 | -0.5173 | 0.303279 |
15 | -0.078708 | -0.6632 | 0.254673 |
16 | -0.096025 | -0.8091 | 0.210575 |
17 | -0.100479 | -0.8466 | 0.200018 |
18 | 0.057084 | 0.481 | 0.315999 |
19 | 0.113499 | 0.9564 | 0.171067 |
20 | 0.114178 | 0.9621 | 0.169637 |
21 | 0.33261 | 2.8026 | 0.003265 |
22 | 0.249231 | 2.1001 | 0.019639 |
23 | 0.054439 | 0.4587 | 0.323922 |
24 | 0.109224 | 0.9203 | 0.180257 |
25 | 0.105615 | 0.8899 | 0.188255 |
26 | -0.150953 | -1.2719 | 0.103771 |
27 | -0.302025 | -2.5449 | 0.006553 |
28 | -0.127252 | -1.0722 | 0.14362 |
29 | -0.1026 | -0.8645 | 0.195106 |
30 | -0.245158 | -2.0657 | 0.021252 |
31 | -0.093513 | -0.788 | 0.216673 |
32 | -0.058535 | -0.4932 | 0.311688 |
33 | -0.054414 | -0.4585 | 0.323996 |
34 | 0.001156 | 0.0097 | 0.496128 |
35 | -0.022139 | -0.1865 | 0.426275 |
36 | -0.045434 | -0.3828 | 0.351495 |
37 | -0.030141 | -0.254 | 0.400124 |
38 | -0.000296 | -0.0025 | 0.499009 |
39 | -0.034762 | -0.2929 | 0.385222 |
40 | 0.034516 | 0.2908 | 0.386013 |
41 | 0.023238 | 0.1958 | 0.422661 |
42 | 0.000728 | 0.0061 | 0.497561 |
43 | 0.085404 | 0.7196 | 0.237058 |
44 | 0.032943 | 0.2776 | 0.39107 |
45 | -0.010944 | -0.0922 | 0.463395 |
46 | -0.014552 | -0.1226 | 0.451377 |
47 | -0.001011 | -0.0085 | 0.496613 |
48 | -0.044837 | -0.3778 | 0.353351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.361005 | 3.0419 | 0.001647 |
2 | -0.049486 | -0.417 | 0.338976 |
3 | 0.279602 | 2.356 | 0.01062 |
4 | -0.100296 | -0.8451 | 0.200444 |
5 | -0.16335 | -1.3764 | 0.08651 |
6 | -0.222849 | -1.8778 | 0.032261 |
7 | -0.030828 | -0.2598 | 0.397901 |
8 | -0.019212 | -0.1619 | 0.435928 |
9 | 0.123272 | 1.0387 | 0.151232 |
10 | 0.041835 | 0.3525 | 0.362752 |
11 | -0.070483 | -0.5939 | 0.277234 |
12 | -0.094627 | -0.7973 | 0.213955 |
13 | -0.132398 | -1.1156 | 0.134176 |
14 | -0.047995 | -0.4044 | 0.343561 |
15 | -0.014081 | -0.1187 | 0.452943 |
16 | -0.000219 | -0.0018 | 0.499267 |
17 | -0.042791 | -0.3606 | 0.359747 |
18 | 0.150994 | 1.2723 | 0.103709 |
19 | 0.041692 | 0.3513 | 0.3632 |
20 | 0.08928 | 0.7523 | 0.227183 |
21 | 0.260994 | 2.1992 | 0.015562 |
22 | -0.058405 | -0.4921 | 0.312073 |
23 | -0.123005 | -1.0365 | 0.151754 |
24 | -0.026504 | -0.2233 | 0.411962 |
25 | 0.034038 | 0.2868 | 0.387546 |
26 | -0.092149 | -0.7765 | 0.220027 |
27 | -0.105642 | -0.8902 | 0.188195 |
28 | 0.030248 | 0.2549 | 0.399777 |
29 | -0.000398 | -0.0034 | 0.498666 |
30 | -0.114341 | -0.9635 | 0.169294 |
31 | 0.04863 | 0.4098 | 0.341607 |
32 | -0.145183 | -1.2233 | 0.112624 |
33 | 0.001217 | 0.0103 | 0.495924 |
34 | -0.00905 | -0.0763 | 0.469715 |
35 | -0.00123 | -0.0104 | 0.495881 |
36 | -0.007814 | -0.0658 | 0.473845 |
37 | -0.000645 | -0.0054 | 0.497841 |
38 | 0.01349 | 0.1137 | 0.45491 |
39 | -0.111069 | -0.9359 | 0.176253 |
40 | 0.016258 | 0.137 | 0.445712 |
41 | -0.104163 | -0.8777 | 0.191536 |
42 | -0.089811 | -0.7568 | 0.225849 |
43 | -0.026033 | -0.2194 | 0.4135 |
44 | -0.041918 | -0.3532 | 0.36249 |
45 | 0.014334 | 0.1208 | 0.452102 |
46 | -0.04095 | -0.3451 | 0.365538 |
47 | 0.062511 | 0.5267 | 0.300014 |
48 | 0.091342 | 0.7697 | 0.222027 |