Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.217505 | 2.8108 | 0.002767 |
2 | 0.149776 | 1.9355 | 0.027307 |
3 | 0.082918 | 1.0715 | 0.142736 |
4 | -0.049054 | -0.6339 | 0.263502 |
5 | -0.117156 | -1.514 | 0.065959 |
6 | -0.042206 | -0.5454 | 0.293095 |
7 | 0.121638 | 1.5719 | 0.058931 |
8 | 0.106449 | 1.3756 | 0.08539 |
9 | 0.127241 | 1.6443 | 0.050996 |
10 | 0.016559 | 0.214 | 0.415409 |
11 | -0.028884 | -0.3733 | 0.354711 |
12 | -0.431648 | -5.5781 | 0 |
13 | -0.185383 | -2.3957 | 0.008848 |
14 | -0.144796 | -1.8712 | 0.031535 |
15 | -0.198456 | -2.5646 | 0.005605 |
16 | -0.134338 | -1.736 | 0.042202 |
17 | 0.018675 | 0.2413 | 0.404795 |
18 | 0.117281 | 1.5156 | 0.065755 |
19 | -0.067231 | -0.8688 | 0.193097 |
20 | 0.068974 | 0.8913 | 0.187014 |
21 | -0.092505 | -1.1954 | 0.116807 |
22 | -0.175672 | -2.2702 | 0.012237 |
23 | -0.09761 | -1.2614 | 0.104463 |
24 | -0.091384 | -1.1809 | 0.119651 |
25 | 0.035608 | 0.4602 | 0.323003 |
26 | 0.069846 | 0.9026 | 0.184018 |
27 | 0.198207 | 2.5614 | 0.005655 |
28 | 0.124128 | 1.6041 | 0.055291 |
29 | 0.09126 | 1.1793 | 0.11997 |
30 | -0.056897 | -0.7353 | 0.231601 |
31 | -0.12886 | -1.6652 | 0.048871 |
32 | -0.112301 | -1.4512 | 0.074294 |
33 | -0.047933 | -0.6194 | 0.268237 |
34 | 0.07495 | 0.9686 | 0.16708 |
35 | 0.072958 | 0.9428 | 0.173566 |
36 | 0.103586 | 1.3386 | 0.091257 |
37 | 0.048929 | 0.6323 | 0.264026 |
38 | 0.071838 | 0.9283 | 0.177284 |
39 | -0.11504 | -1.4866 | 0.069497 |
40 | -0.084412 | -1.0908 | 0.138456 |
41 | -0.042953 | -0.5551 | 0.289792 |
42 | -0.138695 | -1.7923 | 0.037445 |
43 | 0.11504 | 1.4866 | 0.069497 |
44 | -0.063372 | -0.8189 | 0.206994 |
45 | 0.0376 | 0.4859 | 0.31384 |
46 | 0.034861 | 0.4505 | 0.326468 |
47 | 0.034612 | 0.4473 | 0.327626 |
48 | -0.064119 | -0.8286 | 0.204258 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.217505 | 2.8108 | 0.002767 |
2 | 0.107556 | 1.3899 | 0.083201 |
3 | 0.032337 | 0.4179 | 0.338281 |
4 | -0.092553 | -1.1961 | 0.116686 |
5 | -0.111715 | -1.4437 | 0.075352 |
6 | 0.015983 | 0.2066 | 0.418306 |
7 | 0.180221 | 2.329 | 0.010529 |
8 | 0.077889 | 1.0066 | 0.157803 |
9 | 0.045736 | 0.591 | 0.277648 |
10 | -0.094329 | -1.219 | 0.112282 |
11 | -0.056286 | -0.7274 | 0.234007 |
12 | -0.431331 | -5.574 | 0 |
13 | 0.008993 | 0.1162 | 0.453813 |
14 | 0.019744 | 0.2551 | 0.399463 |
15 | -0.102795 | -1.3284 | 0.092929 |
16 | -0.1769 | -2.286 | 0.011754 |
17 | -0.012799 | -0.1654 | 0.434413 |
18 | 0.155628 | 2.0112 | 0.022959 |
19 | 0.002885 | 0.0373 | 0.485153 |
20 | 0.144789 | 1.8711 | 0.031541 |
21 | -0.073103 | -0.9447 | 0.17309 |
22 | -0.194712 | -2.5162 | 0.006403 |
23 | 0.000232 | 0.003 | 0.498807 |
24 | -0.212093 | -2.7409 | 0.003398 |
25 | 0.100267 | 1.2957 | 0.098427 |
26 | 0.038723 | 0.5004 | 0.308724 |
27 | 0.027207 | 0.3516 | 0.362795 |
28 | -0.132282 | -1.7095 | 0.044612 |
29 | 0.030133 | 0.3894 | 0.348738 |
30 | 0.070685 | 0.9135 | 0.18116 |
31 | -0.196669 | -2.5415 | 0.005974 |
32 | 0.069064 | 0.8925 | 0.186705 |
33 | -0.013037 | -0.1685 | 0.433206 |
34 | -0.057886 | -0.7481 | 0.22774 |
35 | 0.002242 | 0.029 | 0.488463 |
36 | -0.146401 | -1.8919 | 0.030117 |
37 | 0.04142 | 0.5353 | 0.296589 |
38 | 0.050623 | 0.6542 | 0.256946 |
39 | 0.010611 | 0.1371 | 0.445551 |
40 | -0.089041 | -1.1507 | 0.125759 |
41 | 0.060987 | 0.7881 | 0.215871 |
42 | -0.090309 | -1.1671 | 0.122426 |
43 | -0.006169 | -0.0797 | 0.468279 |
44 | -0.148713 | -1.9218 | 0.028167 |
45 | 0.0126 | 0.1628 | 0.435425 |
46 | -0.022387 | -0.2893 | 0.386356 |
47 | -0.018972 | -0.2452 | 0.403313 |
48 | -0.114009 | -1.4733 | 0.071274 |