Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.442702 | 3.7303 | 0.000191 |
2 | 0.117461 | 0.9897 | 0.16283 |
3 | -0.044028 | -0.371 | 0.355875 |
4 | 0.003036 | 0.0256 | 0.48983 |
5 | 0.142337 | 1.1993 | 0.11719 |
6 | 0.044032 | 0.371 | 0.355865 |
7 | -0.036315 | -0.306 | 0.380253 |
8 | -0.221532 | -1.8667 | 0.033039 |
9 | -0.341133 | -2.8744 | 0.002668 |
10 | -0.366844 | -3.0911 | 0.001424 |
11 | -0.160016 | -1.3483 | 0.090921 |
12 | -0.110343 | -0.9298 | 0.177821 |
13 | -0.023398 | -0.1972 | 0.422136 |
14 | 0.090537 | 0.7629 | 0.224031 |
15 | 0.010454 | 0.0881 | 0.465029 |
16 | -0.016294 | -0.1373 | 0.445592 |
17 | 0.096548 | 0.8135 | 0.209317 |
18 | 0.221979 | 1.8704 | 0.032773 |
19 | 0.243572 | 2.0524 | 0.02191 |
20 | 0.014787 | 0.1246 | 0.450598 |
21 | -0.12553 | -1.0577 | 0.146881 |
22 | -0.027992 | -0.2359 | 0.407108 |
23 | -0.028728 | -0.2421 | 0.404713 |
24 | -0.111316 | -0.938 | 0.175722 |
25 | -0.131444 | -1.1076 | 0.135893 |
26 | -0.236486 | -1.9927 | 0.025071 |
27 | -0.213523 | -1.7992 | 0.03812 |
28 | -0.132898 | -1.1198 | 0.133283 |
29 | -0.004027 | -0.0339 | 0.486512 |
30 | 0.098641 | 0.8312 | 0.204334 |
31 | 0.099895 | 0.8417 | 0.201382 |
32 | 0.021075 | 0.1776 | 0.429777 |
33 | 0.005439 | 0.0458 | 0.481786 |
34 | 0.015944 | 0.1343 | 0.446755 |
35 | 0.071585 | 0.6032 | 0.274153 |
36 | 0.270302 | 2.2776 | 0.012882 |
37 | 0.20087 | 1.6926 | 0.047462 |
38 | 0.081582 | 0.6874 | 0.247028 |
39 | -0.107399 | -0.905 | 0.184275 |
40 | -0.10552 | -0.8891 | 0.188468 |
41 | -0.014914 | -0.1257 | 0.450174 |
42 | 0.026925 | 0.2269 | 0.410585 |
43 | 0.008656 | 0.0729 | 0.471031 |
44 | -0.070143 | -0.591 | 0.278188 |
45 | -0.065737 | -0.5539 | 0.290692 |
46 | -0.109838 | -0.9255 | 0.178917 |
47 | -0.025678 | -0.2164 | 0.414662 |
48 | -0.002573 | -0.0217 | 0.491383 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.442702 | 3.7303 | 0.000191 |
2 | -0.097665 | -0.8229 | 0.20665 |
3 | -0.072671 | -0.6123 | 0.271137 |
4 | 0.080307 | 0.6767 | 0.250405 |
5 | 0.147187 | 1.2402 | 0.109489 |
6 | -0.121929 | -1.0274 | 0.153861 |
7 | -0.028746 | -0.2422 | 0.404654 |
8 | -0.200024 | -1.6854 | 0.048148 |
9 | -0.217746 | -1.8348 | 0.035365 |
10 | -0.212202 | -1.788 | 0.039017 |
11 | 0.084242 | 0.7098 | 0.240066 |
12 | -0.139692 | -1.1771 | 0.12155 |
13 | 0.100017 | 0.8428 | 0.201097 |
14 | 0.218327 | 1.8397 | 0.035 |
15 | -0.04714 | -0.3972 | 0.346201 |
16 | -0.078251 | -0.6594 | 0.255902 |
17 | 0.194684 | 1.6404 | 0.052669 |
18 | -0.008441 | -0.0711 | 0.471749 |
19 | -0.090742 | -0.7646 | 0.22352 |
20 | -0.216375 | -1.8232 | 0.036241 |
21 | -0.107285 | -0.904 | 0.184525 |
22 | 0.029718 | 0.2504 | 0.401498 |
23 | -0.040289 | -0.3395 | 0.367624 |
24 | -0.149682 | -1.2612 | 0.105674 |
25 | 0.041008 | 0.3455 | 0.365356 |
26 | -0.097117 | -0.8183 | 0.207956 |
27 | 0.009848 | 0.083 | 0.467051 |
28 | 0.010132 | 0.0854 | 0.466102 |
29 | 0.103894 | 0.8754 | 0.192147 |
30 | 0.019457 | 0.1639 | 0.435119 |
31 | 0.084377 | 0.711 | 0.239715 |
32 | -0.155251 | -1.3082 | 0.097517 |
33 | -0.141061 | -1.1886 | 0.119278 |
34 | -0.094337 | -0.7949 | 0.214661 |
35 | -0.017778 | -0.1498 | 0.440672 |
36 | 0.025027 | 0.2109 | 0.416793 |
37 | 0.015812 | 0.1332 | 0.447192 |
38 | 0.130154 | 1.0967 | 0.13824 |
39 | 0.017772 | 0.1497 | 0.440694 |
40 | 0.092503 | 0.7794 | 0.219155 |
41 | -0.001307 | -0.011 | 0.49562 |
42 | -0.020928 | -0.1763 | 0.430265 |
43 | -0.039444 | -0.3324 | 0.370297 |
44 | -0.120271 | -1.0134 | 0.15715 |
45 | -0.02013 | -0.1696 | 0.432897 |
46 | -0.033954 | -0.2861 | 0.387818 |
47 | -0.038179 | -0.3217 | 0.374311 |
48 | -0.033731 | -0.2842 | 0.388534 |