Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.353631 | 2.9797 | 0.001974 |
2 | 0.286504 | 2.4141 | 0.009177 |
3 | 0.070402 | 0.5932 | 0.277461 |
4 | 0.153625 | 1.2945 | 0.099848 |
5 | -0.226453 | -1.9081 | 0.030209 |
6 | -0.234822 | -1.9786 | 0.025868 |
7 | -0.040558 | -0.3418 | 0.366774 |
8 | -0.067654 | -0.5701 | 0.285216 |
9 | -0.129061 | -1.0875 | 0.14025 |
10 | -0.065146 | -0.5489 | 0.292389 |
11 | 0.153982 | 1.2975 | 0.099333 |
12 | -0.022568 | -0.1902 | 0.424863 |
13 | -0.108006 | -0.9101 | 0.182931 |
14 | -0.104062 | -0.8768 | 0.191765 |
15 | -0.046701 | -0.3935 | 0.347562 |
16 | -0.228113 | -1.9221 | 0.029302 |
17 | -0.202272 | -1.7044 | 0.046342 |
18 | -0.105738 | -0.891 | 0.187979 |
19 | 0.006935 | 0.0584 | 0.476784 |
20 | -0.088126 | -0.7426 | 0.230098 |
21 | -0.0219 | -0.1845 | 0.427062 |
22 | 0.183199 | 1.5437 | 0.063558 |
23 | 0.118306 | 0.9969 | 0.161107 |
24 | 0.071662 | 0.6038 | 0.273939 |
25 | -0.010745 | -0.0905 | 0.464056 |
26 | 0.059345 | 0.5001 | 0.309293 |
27 | -0.084928 | -0.7156 | 0.238288 |
28 | -0.141536 | -1.1926 | 0.118498 |
29 | -0.021513 | -0.1813 | 0.428334 |
30 | 0.009947 | 0.0838 | 0.466718 |
31 | 0.007817 | 0.0659 | 0.473833 |
32 | -0.021829 | -0.1839 | 0.427293 |
33 | 0.110808 | 0.9337 | 0.176815 |
34 | 0.023981 | 0.2021 | 0.420221 |
35 | -0.009808 | -0.0826 | 0.467184 |
36 | 0.012788 | 0.1078 | 0.457247 |
37 | 0.01845 | 0.1555 | 0.43845 |
38 | -0.029824 | -0.2513 | 0.401154 |
39 | -0.085472 | -0.7202 | 0.236883 |
40 | 0.070477 | 0.5939 | 0.277249 |
41 | 0.039656 | 0.3341 | 0.369627 |
42 | 0.001182 | 0.01 | 0.49604 |
43 | -0.04915 | -0.4141 | 0.340009 |
44 | 0.030526 | 0.2572 | 0.398879 |
45 | -0.019604 | -0.1652 | 0.434633 |
46 | 0.011036 | 0.093 | 0.463087 |
47 | -0.00592 | -0.0499 | 0.480179 |
48 | 0.055924 | 0.4712 | 0.319461 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.353631 | 2.9797 | 0.001974 |
2 | 0.184524 | 1.5548 | 0.062216 |
3 | -0.091667 | -0.7724 | 0.22122 |
4 | 0.124226 | 1.0468 | 0.149383 |
5 | -0.357417 | -3.0117 | 0.001799 |
6 | -0.154884 | -1.3051 | 0.09804 |
7 | 0.291994 | 2.4604 | 0.008157 |
8 | -0.119654 | -1.0082 | 0.158386 |
9 | -0.077016 | -0.6489 | 0.259232 |
10 | 0.070432 | 0.5935 | 0.277377 |
11 | 0.05449 | 0.4591 | 0.323767 |
12 | -0.113657 | -0.9577 | 0.170734 |
13 | -0.102228 | -0.8614 | 0.195963 |
14 | -0.084567 | -0.7126 | 0.239222 |
15 | -0.054563 | -0.4598 | 0.323547 |
16 | -0.08716 | -0.7344 | 0.232555 |
17 | -0.015806 | -0.1332 | 0.447212 |
18 | -0.068884 | -0.5804 | 0.281733 |
19 | 0.052831 | 0.4452 | 0.32878 |
20 | -0.04 | -0.337 | 0.36854 |
21 | -0.096841 | -0.816 | 0.208616 |
22 | 0.195852 | 1.6503 | 0.051652 |
23 | -0.053752 | -0.4529 | 0.325994 |
24 | -0.022572 | -0.1902 | 0.42485 |
25 | -0.049344 | -0.4158 | 0.339411 |
26 | -0.136083 | -1.1467 | 0.127686 |
27 | 0.038015 | 0.3203 | 0.374835 |
28 | -0.059304 | -0.4997 | 0.309415 |
29 | 0.065946 | 0.5557 | 0.290091 |
30 | -0.03865 | -0.3257 | 0.372815 |
31 | -0.024976 | -0.2104 | 0.41696 |
32 | 0.026526 | 0.2235 | 0.411888 |
33 | -0.083387 | -0.7026 | 0.242291 |
34 | -0.063339 | -0.5337 | 0.297608 |
35 | 0.027233 | 0.2295 | 0.409584 |
36 | 0.050224 | 0.4232 | 0.336716 |
37 | -0.054237 | -0.457 | 0.324529 |
38 | 0.004116 | 0.0347 | 0.486214 |
39 | -0.013733 | -0.1157 | 0.454104 |
40 | 0.109127 | 0.9195 | 0.180469 |
41 | -0.039557 | -0.3333 | 0.369941 |
42 | -0.080231 | -0.676 | 0.250605 |
43 | -0.062561 | -0.5272 | 0.299866 |
44 | -0.038839 | -0.3273 | 0.372215 |
45 | 0.050576 | 0.4262 | 0.335639 |
46 | 0.070354 | 0.5928 | 0.277594 |
47 | -0.048524 | -0.4089 | 0.341933 |
48 | -0.017752 | -0.1496 | 0.440759 |