Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.379098 | 3.1943 | 0.001046 |
2 | 0.065299 | 0.5502 | 0.291948 |
3 | -0.135238 | -1.1395 | 0.129156 |
4 | 0.012941 | 0.109 | 0.456738 |
5 | 0.11429 | 0.963 | 0.169401 |
6 | 0.272364 | 2.295 | 0.012346 |
7 | 0.178391 | 1.5031 | 0.068618 |
8 | 0.111162 | 0.9367 | 0.176053 |
9 | -0.207491 | -1.7483 | 0.042363 |
10 | -0.050023 | -0.4215 | 0.337332 |
11 | 0.136704 | 1.1519 | 0.126615 |
12 | 0.329544 | 2.7768 | 0.003508 |
13 | 0.166348 | 1.4017 | 0.082685 |
14 | 0.030342 | 0.2557 | 0.399475 |
15 | -0.077773 | -0.6553 | 0.257188 |
16 | -0.00621 | -0.0523 | 0.479206 |
17 | 0.06753 | 0.569 | 0.285571 |
18 | 0.166487 | 1.4028 | 0.082511 |
19 | 0.073426 | 0.6187 | 0.269049 |
20 | -0.073556 | -0.6198 | 0.268689 |
21 | -0.097059 | -0.8178 | 0.208094 |
22 | -0.069087 | -0.5821 | 0.28116 |
23 | 0.0955 | 0.8047 | 0.21184 |
24 | 0.189088 | 1.5933 | 0.057769 |
25 | -0.043455 | -0.3662 | 0.357667 |
26 | -0.122159 | -1.0293 | 0.153409 |
27 | -0.116885 | -0.9849 | 0.16401 |
28 | -0.071722 | -0.6043 | 0.273773 |
29 | -0.019859 | -0.1673 | 0.43379 |
30 | 0.005225 | 0.044 | 0.482505 |
31 | 0.017969 | 0.1514 | 0.440041 |
32 | -0.039167 | -0.33 | 0.371175 |
33 | -0.134753 | -1.1354 | 0.130003 |
34 | -0.028035 | -0.2362 | 0.406967 |
35 | 0.037829 | 0.3188 | 0.375423 |
36 | -0.021901 | -0.1845 | 0.427059 |
37 | -0.21413 | -1.8043 | 0.037714 |
38 | -0.148702 | -1.253 | 0.10716 |
39 | -0.076158 | -0.6417 | 0.261562 |
40 | -0.018024 | -0.1519 | 0.439859 |
41 | -0.041329 | -0.3482 | 0.364343 |
42 | -0.023746 | -0.2001 | 0.420992 |
43 | -0.140752 | -1.186 | 0.119788 |
44 | -0.173723 | -1.4638 | 0.073829 |
45 | -0.180907 | -1.5243 | 0.065932 |
46 | 0.016526 | 0.1393 | 0.444823 |
47 | 0.065586 | 0.5526 | 0.291125 |
48 | 0.077559 | 0.6535 | 0.257765 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.379098 | 3.1943 | 0.001046 |
2 | -0.091577 | -0.7716 | 0.221444 |
3 | -0.150209 | -1.2657 | 0.104883 |
4 | 0.151707 | 1.2783 | 0.102653 |
5 | 0.076098 | 0.6412 | 0.261726 |
6 | 0.199161 | 1.6782 | 0.048856 |
7 | 0.02284 | 0.1925 | 0.423967 |
8 | 0.059767 | 0.5036 | 0.308048 |
9 | -0.26839 | -2.2615 | 0.013397 |
10 | 0.155297 | 1.3086 | 0.097453 |
11 | 0.147846 | 1.2458 | 0.108472 |
12 | 0.128622 | 1.0838 | 0.141064 |
13 | -0.044615 | -0.3759 | 0.354045 |
14 | -0.022169 | -0.1868 | 0.426174 |
15 | 0.044582 | 0.3757 | 0.354147 |
16 | 0.00996 | 0.0839 | 0.466677 |
17 | 0.067112 | 0.5655 | 0.28676 |
18 | -0.061877 | -0.5214 | 0.301859 |
19 | -0.060644 | -0.511 | 0.305469 |
20 | -0.103786 | -0.8745 | 0.192394 |
21 | 0.126989 | 1.07 | 0.144116 |
22 | -0.093084 | -0.7843 | 0.217726 |
23 | 0.077067 | 0.6494 | 0.259095 |
24 | 0.05154 | 0.4343 | 0.3327 |
25 | -0.264036 | -2.2248 | 0.014637 |
26 | 0.061313 | 0.5166 | 0.303509 |
27 | 0.021018 | 0.1771 | 0.429966 |
28 | -0.068521 | -0.5774 | 0.282758 |
29 | -0.151193 | -1.274 | 0.103414 |
30 | 0.036365 | 0.3064 | 0.380091 |
31 | 0.023273 | 0.1961 | 0.422546 |
32 | 0.029988 | 0.2527 | 0.40062 |
33 | 0.012501 | 0.1053 | 0.458205 |
34 | 0.001293 | 0.0109 | 0.49567 |
35 | -0.049193 | -0.4145 | 0.339877 |
36 | -0.117397 | -0.9892 | 0.162961 |
37 | -0.118062 | -0.9948 | 0.161603 |
38 | 0.05009 | 0.4221 | 0.337126 |
39 | 0.001793 | 0.0151 | 0.493992 |
40 | -0.016757 | -0.1412 | 0.444058 |
41 | -0.008801 | -0.0742 | 0.470547 |
42 | -0.02427 | -0.2045 | 0.419274 |
43 | -0.032519 | -0.274 | 0.392436 |
44 | -0.027109 | -0.2284 | 0.409986 |
45 | -0.125419 | -1.0568 | 0.147092 |
46 | 0.068456 | 0.5768 | 0.282942 |
47 | 0.018719 | 0.1577 | 0.437558 |
48 | 0.119145 | 1.0039 | 0.15941 |