Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.3906 | 3.2913 | 0.000778 |
2 | 0.184679 | 1.5561 | 0.062061 |
3 | -0.010071 | -0.0849 | 0.466305 |
4 | 0.001315 | 0.0111 | 0.495595 |
5 | 0.037324 | 0.3145 | 0.377032 |
6 | -0.037995 | -0.3202 | 0.374897 |
7 | -0.016001 | -0.1348 | 0.446565 |
8 | -0.222519 | -1.875 | 0.032455 |
9 | -0.195785 | -1.6497 | 0.051709 |
10 | -0.198497 | -1.6726 | 0.049407 |
11 | -0.012252 | -0.1032 | 0.459034 |
12 | -0.042742 | -0.3602 | 0.359901 |
13 | -0.200738 | -1.6914 | 0.047568 |
14 | -0.128681 | -1.0843 | 0.140953 |
15 | -0.180228 | -1.5186 | 0.066648 |
16 | -0.088217 | -0.7433 | 0.229868 |
17 | -0.010675 | -0.0899 | 0.464291 |
18 | 0.042861 | 0.3612 | 0.359529 |
19 | 0.026051 | 0.2195 | 0.413441 |
20 | -0.022221 | -0.1872 | 0.426004 |
21 | -0.038052 | -0.3206 | 0.374716 |
22 | -0.036476 | -0.3074 | 0.379738 |
23 | 0.081793 | 0.6892 | 0.246472 |
24 | -0.037593 | -0.3168 | 0.376175 |
25 | -0.107818 | -0.9085 | 0.183347 |
26 | -0.037918 | -0.3195 | 0.375142 |
27 | -0.04429 | -0.3732 | 0.355057 |
28 | 0.048252 | 0.4066 | 0.342771 |
29 | 0.121843 | 1.0267 | 0.154032 |
30 | 0.103902 | 0.8755 | 0.192128 |
31 | 0.091296 | 0.7693 | 0.222141 |
32 | 0.000776 | 0.0065 | 0.497401 |
33 | 0.015614 | 0.1316 | 0.447851 |
34 | 0.055583 | 0.4684 | 0.320483 |
35 | 0.074818 | 0.6304 | 0.265219 |
36 | 0.032937 | 0.2775 | 0.39109 |
37 | 0.078758 | 0.6636 | 0.254539 |
38 | 0.041453 | 0.3493 | 0.363955 |
39 | -0.014247 | -0.12 | 0.452394 |
40 | -0.035011 | -0.295 | 0.384425 |
41 | -0.039677 | -0.3343 | 0.369561 |
42 | -0.032396 | -0.273 | 0.392833 |
43 | -0.004178 | -0.0352 | 0.486006 |
44 | -0.040892 | -0.3446 | 0.365721 |
45 | -0.02422 | -0.2041 | 0.419438 |
46 | -0.004528 | -0.0381 | 0.484838 |
47 | -0.000929 | -0.0078 | 0.496887 |
48 | -0.014595 | -0.123 | 0.451236 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.3906 | 3.2913 | 0.000778 |
2 | 0.037892 | 0.3193 | 0.375223 |
3 | -0.111407 | -0.9387 | 0.175525 |
4 | 0.040598 | 0.3421 | 0.36665 |
5 | 0.054121 | 0.456 | 0.324878 |
6 | -0.094349 | -0.795 | 0.214631 |
7 | 0.019649 | 0.1656 | 0.434483 |
8 | -0.237501 | -2.0012 | 0.024596 |
9 | -0.054111 | -0.4559 | 0.32491 |
10 | -0.063967 | -0.539 | 0.295787 |
11 | 0.104072 | 0.8769 | 0.191742 |
12 | -0.090328 | -0.7611 | 0.224553 |
13 | -0.219373 | -1.8485 | 0.034349 |
14 | 0.029616 | 0.2496 | 0.401827 |
15 | -0.109106 | -0.9193 | 0.180514 |
16 | -0.085183 | -0.7178 | 0.23763 |
17 | 0.051361 | 0.4328 | 0.333244 |
18 | -0.041765 | -0.3519 | 0.362972 |
19 | -0.027805 | -0.2343 | 0.407719 |
20 | -0.022823 | -0.1923 | 0.424025 |
21 | -0.117887 | -0.9933 | 0.16196 |
22 | -0.07815 | -0.6585 | 0.256171 |
23 | 0.039681 | 0.3344 | 0.369548 |
24 | -0.158287 | -1.3338 | 0.093274 |
25 | -0.18311 | -1.5429 | 0.063649 |
26 | 0.055237 | 0.4654 | 0.321521 |
27 | -0.068663 | -0.5786 | 0.282357 |
28 | -0.054639 | -0.4604 | 0.323321 |
29 | 0.089889 | 0.7574 | 0.225653 |
30 | -0.080434 | -0.6778 | 0.250066 |
31 | -8.4e-05 | -7e-04 | 0.49972 |
32 | -0.058774 | -0.4952 | 0.31098 |
33 | -0.059331 | -0.4999 | 0.309334 |
34 | -0.040264 | -0.3393 | 0.367704 |
35 | -0.012773 | -0.1076 | 0.457299 |
36 | 0.006871 | 0.0579 | 0.476996 |
37 | 0.025095 | 0.2115 | 0.416568 |
38 | -0.039037 | -0.3289 | 0.371588 |
39 | -0.00886 | -0.0747 | 0.47035 |
40 | -0.147712 | -1.2446 | 0.108679 |
41 | -0.017809 | -0.1501 | 0.44057 |
42 | 0.00043 | 0.0036 | 0.498558 |
43 | 0.010352 | 0.0872 | 0.465367 |
44 | -0.01114 | -0.0939 | 0.462741 |
45 | 0.021394 | 0.1803 | 0.428726 |
46 | -0.02739 | -0.2308 | 0.40907 |
47 | 0.009123 | 0.0769 | 0.469472 |
48 | -0.053904 | -0.4542 | 0.325533 |