Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.315297 | 2.6567 | 0.004869 |
2 | -0.149959 | -1.2636 | 0.105257 |
3 | -0.247215 | -2.0831 | 0.020424 |
4 | -0.168204 | -1.4173 | 0.080383 |
5 | 0.036338 | 0.3062 | 0.380178 |
6 | 0.074691 | 0.6294 | 0.265568 |
7 | 0.080996 | 0.6825 | 0.248576 |
8 | -0.114095 | -0.9614 | 0.169812 |
9 | -0.292774 | -2.467 | 0.008021 |
10 | -0.120577 | -1.016 | 0.15654 |
11 | 0.30245 | 2.5485 | 0.006492 |
12 | 0.422406 | 3.5593 | 0.000334 |
13 | 0.292286 | 2.4628 | 0.008106 |
14 | -0.135126 | -1.1386 | 0.12935 |
15 | -0.162184 | -1.3666 | 0.088034 |
16 | -0.064512 | -0.5436 | 0.294214 |
17 | -0.082246 | -0.693 | 0.245279 |
18 | 0.071415 | 0.6017 | 0.274629 |
19 | -0.009114 | -0.0768 | 0.469502 |
20 | -0.019634 | -0.1654 | 0.434536 |
21 | -0.205169 | -1.7288 | 0.044097 |
22 | -0.165288 | -1.3927 | 0.084022 |
23 | 0.17253 | 1.4538 | 0.07521 |
24 | 0.321011 | 2.7049 | 0.004274 |
25 | 0.141004 | 1.1881 | 0.119372 |
26 | 0.044719 | 0.3768 | 0.35372 |
27 | -0.126366 | -1.0648 | 0.145291 |
28 | -0.174392 | -1.4695 | 0.073064 |
29 | -0.070999 | -0.5983 | 0.275788 |
30 | -0.028921 | -0.2437 | 0.404087 |
31 | 0.174872 | 1.4735 | 0.072518 |
32 | 0.001028 | 0.0087 | 0.496558 |
33 | -0.138678 | -1.1685 | 0.123253 |
34 | -0.157559 | -1.3276 | 0.094279 |
35 | 0.038348 | 0.3231 | 0.373775 |
36 | 0.189414 | 1.596 | 0.057462 |
37 | 0.104379 | 0.8795 | 0.191044 |
38 | 0.122631 | 1.0333 | 0.152484 |
39 | 0.008443 | 0.0711 | 0.471743 |
40 | -0.17175 | -1.4472 | 0.076123 |
41 | -0.123217 | -1.0382 | 0.15134 |
42 | 0.009441 | 0.0796 | 0.468409 |
43 | 0.033299 | 0.2806 | 0.389924 |
44 | 0.054461 | 0.4589 | 0.323854 |
45 | -0.097835 | -0.8244 | 0.206244 |
46 | -0.148228 | -1.249 | 0.107886 |
47 | -0.052626 | -0.4434 | 0.3294 |
48 | 0.037078 | 0.3124 | 0.377817 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.315297 | 2.6567 | 0.004869 |
2 | -0.276899 | -2.3332 | 0.011238 |
3 | -0.1197 | -1.0086 | 0.158293 |
4 | -0.089583 | -0.7548 | 0.226421 |
5 | 0.061906 | 0.5216 | 0.301776 |
6 | -0.041286 | -0.3479 | 0.364478 |
7 | 0.055148 | 0.4647 | 0.321788 |
8 | -0.181967 | -1.5333 | 0.064825 |
9 | -0.20138 | -1.6969 | 0.047052 |
10 | 0.014199 | 0.1196 | 0.452554 |
11 | 0.304422 | 2.5651 | 0.006214 |
12 | 0.165528 | 1.3948 | 0.083718 |
13 | 0.208181 | 1.7542 | 0.041859 |
14 | -0.179207 | -1.51 | 0.067737 |
15 | 0.174539 | 1.4707 | 0.072896 |
16 | 0.00258 | 0.0217 | 0.491359 |
17 | -0.10856 | -0.9147 | 0.181711 |
18 | -0.007394 | -0.0623 | 0.475248 |
19 | -0.087582 | -0.738 | 0.231479 |
20 | 0.158302 | 1.3339 | 0.093254 |
21 | -0.139147 | -1.1725 | 0.122463 |
22 | -0.064802 | -0.546 | 0.293379 |
23 | 0.035261 | 0.2971 | 0.383623 |
24 | 0.080141 | 0.6753 | 0.250844 |
25 | -0.038759 | -0.3266 | 0.372471 |
26 | 0.125865 | 1.0606 | 0.146242 |
27 | -0.151322 | -1.2751 | 0.103222 |
28 | -0.031194 | -0.2628 | 0.396715 |
29 | 0.002859 | 0.0241 | 0.490423 |
30 | -0.015488 | -0.1305 | 0.448268 |
31 | 0.091974 | 0.775 | 0.220461 |
32 | 0.005532 | 0.0466 | 0.481478 |
33 | -0.004005 | -0.0337 | 0.486586 |
34 | -0.038127 | -0.3213 | 0.374477 |
35 | 0.059089 | 0.4979 | 0.310049 |
36 | -0.126305 | -1.0643 | 0.145408 |
37 | -0.012859 | -0.1084 | 0.45701 |
38 | 0.155931 | 1.3139 | 0.096555 |
39 | 0.008752 | 0.0737 | 0.470712 |
40 | -0.04557 | -0.384 | 0.35107 |
41 | 0.080354 | 0.6771 | 0.250279 |
42 | -0.124994 | -1.0532 | 0.147905 |
43 | -0.007115 | -0.0599 | 0.476182 |
44 | -0.024843 | -0.2093 | 0.417394 |
45 | 0.037265 | 0.314 | 0.37722 |
46 | -0.16422 | -1.3837 | 0.085386 |
47 | 0.004563 | 0.0384 | 0.484719 |
48 | -0.000298 | -0.0025 | 0.499001 |