Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.263175 | 2.2175 | 0.014894 |
2 | 0.052633 | 0.4435 | 0.329378 |
3 | -0.349241 | -2.9428 | 0.002196 |
4 | -0.152989 | -1.2891 | 0.100772 |
5 | -0.143353 | -1.2079 | 0.115544 |
6 | -0.071646 | -0.6037 | 0.273983 |
7 | 0.095761 | 0.8069 | 0.21121 |
8 | 0.215453 | 1.8154 | 0.03684 |
9 | 0.41622 | 3.5071 | 0.000395 |
10 | 0.143136 | 1.2061 | 0.115893 |
11 | -0.019824 | -0.167 | 0.433905 |
12 | -0.234949 | -1.9797 | 0.025807 |
13 | -0.067339 | -0.5674 | 0.286112 |
14 | -0.090996 | -0.7667 | 0.222888 |
15 | 0.085914 | 0.7239 | 0.235746 |
16 | 0.042915 | 0.3616 | 0.359359 |
17 | 0.081059 | 0.683 | 0.248409 |
18 | 0.057133 | 0.4814 | 0.315851 |
19 | 0.008878 | 0.0748 | 0.470289 |
20 | 0.004025 | 0.0339 | 0.486521 |
21 | -0.062832 | -0.5294 | 0.29908 |
22 | 0.047425 | 0.3996 | 0.345322 |
23 | -0.019297 | -0.1626 | 0.435649 |
24 | 0.071483 | 0.6023 | 0.274438 |
25 | -0.076719 | -0.6464 | 0.260038 |
26 | -0.014717 | -0.124 | 0.450831 |
27 | -0.043428 | -0.3659 | 0.357753 |
28 | -0.019504 | -0.1643 | 0.434965 |
29 | -0.019572 | -0.1649 | 0.434739 |
30 | -0.000365 | -0.0031 | 0.498776 |
31 | 0.004486 | 0.0378 | 0.484977 |
32 | -0.03366 | -0.2836 | 0.388761 |
33 | 0.062039 | 0.5228 | 0.301388 |
34 | -0.02881 | -0.2428 | 0.404447 |
35 | -0.024026 | -0.2024 | 0.420074 |
36 | -0.043032 | -0.3626 | 0.358993 |
37 | -0.004753 | -0.04 | 0.484084 |
38 | 0.024024 | 0.2024 | 0.420081 |
39 | 0.028808 | 0.2427 | 0.404454 |
40 | -0.009338 | -0.0787 | 0.468752 |
41 | -0.114542 | -0.9651 | 0.168873 |
42 | -0.052271 | -0.4404 | 0.330478 |
43 | -0.028414 | -0.2394 | 0.405735 |
44 | 0.00508 | 0.0428 | 0.482988 |
45 | -0.037986 | -0.3201 | 0.374926 |
46 | 0.047941 | 0.404 | 0.343728 |
47 | 0.028935 | 0.2438 | 0.40404 |
48 | 0.038369 | 0.3233 | 0.373707 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.263175 | 2.2175 | 0.014894 |
2 | -0.017865 | -0.1505 | 0.440385 |
3 | -0.38545 | -3.2479 | 0.000889 |
4 | 0.044314 | 0.3734 | 0.354984 |
5 | -0.079779 | -0.6722 | 0.251808 |
6 | -0.181415 | -1.5286 | 0.0654 |
7 | 0.169589 | 1.429 | 0.078697 |
8 | 0.136713 | 1.152 | 0.1266 |
9 | 0.292622 | 2.4657 | 0.008047 |
10 | 0.026855 | 0.2263 | 0.410815 |
11 | -0.005804 | -0.0489 | 0.480567 |
12 | 0.028362 | 0.239 | 0.405903 |
13 | 0.104633 | 0.8817 | 0.190469 |
14 | -0.063446 | -0.5346 | 0.297297 |
15 | 0.102163 | 0.8608 | 0.196112 |
16 | -0.033654 | -0.2836 | 0.388782 |
17 | -0.125275 | -1.0556 | 0.147368 |
18 | -0.037192 | -0.3134 | 0.377454 |
19 | -0.045684 | -0.3849 | 0.350715 |
20 | 0.022486 | 0.1895 | 0.425131 |
21 | 0.01606 | 0.1353 | 0.44637 |
22 | 0.04593 | 0.387 | 0.349953 |
23 | -0.010827 | -0.0912 | 0.463784 |
24 | 0.027614 | 0.2327 | 0.408338 |
25 | -0.085952 | -0.7242 | 0.235648 |
26 | 0.01404 | 0.1183 | 0.45308 |
27 | 0.049039 | 0.4132 | 0.34035 |
28 | -0.111147 | -0.9365 | 0.176085 |
29 | -0.028689 | -0.2417 | 0.404839 |
30 | -0.00559 | -0.0471 | 0.48128 |
31 | -0.131714 | -1.1098 | 0.135406 |
32 | -0.038001 | -0.3202 | 0.374877 |
33 | 0.11729 | 0.9883 | 0.16318 |
34 | -0.037459 | -0.3156 | 0.376603 |
35 | -0.038519 | -0.3246 | 0.373232 |
36 | 0.097193 | 0.819 | 0.207774 |
37 | -0.034917 | -0.2942 | 0.384725 |
38 | 0.090771 | 0.7649 | 0.223447 |
39 | 0.057537 | 0.4848 | 0.314648 |
40 | -0.037807 | -0.3186 | 0.375494 |
41 | -0.084646 | -0.7132 | 0.239019 |
42 | -0.061836 | -0.521 | 0.301981 |
43 | -0.045703 | -0.3851 | 0.350656 |
44 | -0.0413 | -0.348 | 0.364436 |
45 | -0.08135 | -0.6855 | 0.24764 |
46 | 0.037996 | 0.3202 | 0.374893 |
47 | 0.0145 | 0.1222 | 0.451552 |
48 | -0.046892 | -0.3951 | 0.346971 |