Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.383988 | 3.2355 | 0.000923 |
2 | -0.232715 | -1.9609 | 0.026907 |
3 | -0.492477 | -4.1497 | 4.6e-05 |
4 | -0.379644 | -3.1989 | 0.001031 |
5 | 0.022883 | 0.1928 | 0.423827 |
6 | 0.286738 | 2.4161 | 0.009131 |
7 | 0.175085 | 1.4753 | 0.072277 |
8 | -0.078094 | -0.658 | 0.256323 |
9 | -0.204268 | -1.7212 | 0.044786 |
10 | -0.171121 | -1.4419 | 0.076865 |
11 | 0.133734 | 1.1269 | 0.131798 |
12 | 0.49032 | 4.1315 | 4.9e-05 |
13 | 0.081788 | 0.6892 | 0.246486 |
14 | -0.222398 | -1.874 | 0.032526 |
15 | -0.264076 | -2.2251 | 0.014625 |
16 | -0.139476 | -1.1752 | 0.121912 |
17 | 0.152212 | 1.2826 | 0.101909 |
18 | 0.254106 | 2.1411 | 0.017848 |
19 | 0.073135 | 0.6162 | 0.269851 |
20 | -0.186161 | -1.5686 | 0.060592 |
21 | -0.291299 | -2.4545 | 0.00828 |
22 | -0.193737 | -1.6325 | 0.053505 |
23 | 0.134724 | 1.1352 | 0.130054 |
24 | 0.446249 | 3.7602 | 0.000173 |
25 | 0.104636 | 0.8817 | 0.190462 |
26 | -0.172008 | -1.4494 | 0.075819 |
27 | -0.235707 | -1.9861 | 0.025442 |
28 | -0.119069 | -1.0033 | 0.159563 |
29 | 0.123858 | 1.0436 | 0.150095 |
30 | 0.192786 | 1.6244 | 0.054357 |
31 | 0.029138 | 0.2455 | 0.403382 |
32 | -0.187971 | -1.5839 | 0.058833 |
33 | -0.25507 | -2.1493 | 0.017512 |
34 | -0.13548 | -1.1416 | 0.128732 |
35 | 0.158667 | 1.337 | 0.092753 |
36 | 0.4047 | 3.4101 | 0.000537 |
37 | 0.128505 | 1.0828 | 0.141279 |
38 | -0.113943 | -0.9601 | 0.17013 |
39 | -0.20461 | -1.7241 | 0.044523 |
40 | -0.120894 | -1.0187 | 0.155908 |
41 | 0.046321 | 0.3903 | 0.34874 |
42 | 0.097059 | 0.8178 | 0.208094 |
43 | 0.050442 | 0.425 | 0.336048 |
44 | -0.047038 | -0.3964 | 0.346517 |
45 | -0.105403 | -0.8881 | 0.188732 |
46 | -0.089268 | -0.7522 | 0.227213 |
47 | 0.014191 | 0.1196 | 0.452578 |
48 | 0.160656 | 1.3537 | 0.090061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.383988 | 3.2355 | 0.000923 |
2 | -0.445909 | -3.7573 | 0.000175 |
3 | -0.281167 | -2.3692 | 0.010276 |
4 | -0.202589 | -1.707 | 0.046092 |
5 | 0.042161 | 0.3553 | 0.361725 |
6 | -0.010853 | -0.0915 | 0.463695 |
7 | -0.149158 | -1.2568 | 0.106468 |
8 | -0.122982 | -1.0363 | 0.151797 |
9 | -0.062473 | -0.5264 | 0.300124 |
10 | -0.119139 | -1.0039 | 0.159422 |
11 | 0.150157 | 1.2652 | 0.10496 |
12 | 0.392102 | 3.3039 | 0.000748 |
13 | -0.44278 | -3.7309 | 0.000191 |
14 | 0.193302 | 1.6288 | 0.053894 |
15 | 0.146304 | 1.2328 | 0.110862 |
16 | -0.02845 | -0.2397 | 0.405617 |
17 | 0.056571 | 0.4767 | 0.317528 |
18 | 0.027959 | 0.2356 | 0.407214 |
19 | 0.003995 | 0.0337 | 0.486622 |
20 | -0.187247 | -1.5778 | 0.059531 |
21 | -0.116987 | -0.9857 | 0.163802 |
22 | 0.032973 | 0.2778 | 0.390973 |
23 | -0.063814 | -0.5377 | 0.296231 |
24 | -0.03308 | -0.2787 | 0.390627 |
25 | -0.095892 | -0.808 | 0.210894 |
26 | -0.020833 | -0.1755 | 0.430577 |
27 | -0.037919 | -0.3195 | 0.375138 |
28 | 0.060795 | 0.5123 | 0.305026 |
29 | -0.052309 | -0.4408 | 0.330361 |
30 | -0.009249 | -0.0779 | 0.469051 |
31 | -0.056821 | -0.4788 | 0.316781 |
32 | -0.091012 | -0.7669 | 0.222848 |
33 | -0.057303 | -0.4828 | 0.315345 |
34 | -0.056997 | -0.4803 | 0.316258 |
35 | -0.012007 | -0.1012 | 0.459849 |
36 | 0.005552 | 0.0468 | 0.481408 |
37 | 0.038368 | 0.3233 | 0.373711 |
38 | 0.045388 | 0.3824 | 0.351636 |
39 | 0.001815 | 0.0153 | 0.49392 |
40 | 0.059516 | 0.5015 | 0.30879 |
41 | -0.079448 | -0.6694 | 0.252694 |
42 | -0.047567 | -0.4008 | 0.344883 |
43 | 0.102241 | 0.8615 | 0.195933 |
44 | 0.037987 | 0.3201 | 0.374922 |
45 | -0.072931 | -0.6145 | 0.270416 |
46 | -0.06141 | -0.5174 | 0.303225 |
47 | -0.139295 | -1.1737 | 0.122215 |
48 | -0.083956 | -0.7074 | 0.240808 |