Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.214266 | 1.8054 | 0.037623 |
2 | 0.14511 | 1.2227 | 0.112739 |
3 | -0.047968 | -0.4042 | 0.343644 |
4 | -0.108444 | -0.9138 | 0.181966 |
5 | -0.211419 | -1.7814 | 0.039558 |
6 | -0.399949 | -3.37 | 0.000609 |
7 | -0.216906 | -1.8277 | 0.035899 |
8 | -0.067507 | -0.5688 | 0.285635 |
9 | -0.054539 | -0.4595 | 0.323622 |
10 | -0.003024 | -0.0255 | 0.489871 |
11 | 0.112842 | 0.9508 | 0.172459 |
12 | 0.317737 | 2.6773 | 0.004606 |
13 | 0.244753 | 2.0623 | 0.021418 |
14 | 0.030839 | 0.2599 | 0.397865 |
15 | 0.120795 | 1.0178 | 0.156105 |
16 | -0.03618 | -0.3049 | 0.380682 |
17 | -0.276421 | -2.3292 | 0.01135 |
18 | -0.25261 | -2.1285 | 0.018382 |
19 | -0.106357 | -0.8962 | 0.186593 |
20 | -0.071129 | -0.5993 | 0.275424 |
21 | -0.065819 | -0.5546 | 0.290455 |
22 | -0.026102 | -0.2199 | 0.413274 |
23 | 0.110053 | 0.9273 | 0.17845 |
24 | 0.304602 | 2.5666 | 0.00619 |
25 | 0.119168 | 1.0041 | 0.159363 |
26 | 0.066261 | 0.5583 | 0.289188 |
27 | -0.013812 | -0.1164 | 0.453839 |
28 | 0.05835 | 0.4917 | 0.312236 |
29 | -0.110721 | -0.933 | 0.177002 |
30 | -0.191539 | -1.6139 | 0.055489 |
31 | -0.112766 | -0.9502 | 0.172621 |
32 | -0.051479 | -0.4338 | 0.332885 |
33 | -0.072413 | -0.6102 | 0.271852 |
34 | 0.055229 | 0.4654 | 0.321545 |
35 | 0.010928 | 0.0921 | 0.463446 |
36 | 0.135072 | 1.1381 | 0.129444 |
37 | 0.150825 | 1.2709 | 0.103962 |
38 | 0.039529 | 0.3331 | 0.370028 |
39 | 0.036745 | 0.3096 | 0.37888 |
40 | -0.079199 | -0.6673 | 0.253359 |
41 | -0.050966 | -0.4294 | 0.334449 |
42 | -0.155833 | -1.3131 | 0.096693 |
43 | -0.087339 | -0.7359 | 0.232098 |
44 | 0.006533 | 0.055 | 0.478128 |
45 | -0.084483 | -0.7119 | 0.239441 |
46 | 0.017371 | 0.1464 | 0.44202 |
47 | 0.025217 | 0.2125 | 0.416171 |
48 | 0.056014 | 0.472 | 0.319194 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.214266 | 1.8054 | 0.037623 |
2 | 0.103974 | 0.8761 | 0.191966 |
3 | -0.103951 | -0.8759 | 0.192018 |
4 | -0.101145 | -0.8523 | 0.198466 |
5 | -0.162594 | -1.37 | 0.087496 |
6 | -0.341714 | -2.8793 | 0.002632 |
7 | -0.08813 | -0.7426 | 0.230088 |
8 | 0.03649 | 0.3075 | 0.379691 |
9 | -0.109435 | -0.9221 | 0.179796 |
10 | -0.101455 | -0.8549 | 0.197748 |
11 | 0.008581 | 0.0723 | 0.471282 |
12 | 0.169452 | 1.4278 | 0.078862 |
13 | 0.089113 | 0.7509 | 0.227603 |
14 | -0.115758 | -0.9754 | 0.166338 |
15 | 0.105628 | 0.89 | 0.188227 |
16 | -0.031775 | -0.2677 | 0.394836 |
17 | -0.286404 | -2.4133 | 0.009196 |
18 | -0.002984 | -0.0251 | 0.490006 |
19 | 0.180795 | 1.5234 | 0.066049 |
20 | -0.121075 | -1.0202 | 0.15555 |
21 | -0.092533 | -0.7797 | 0.21908 |
22 | 0.024572 | 0.2071 | 0.418282 |
23 | -0.066702 | -0.562 | 0.28793 |
24 | 0.162438 | 1.3687 | 0.087699 |
25 | 0.015627 | 0.1317 | 0.447806 |
26 | -0.080678 | -0.6798 | 0.24942 |
27 | -0.157262 | -1.3251 | 0.094691 |
28 | 0.064803 | 0.546 | 0.293374 |
29 | 0.125082 | 1.054 | 0.147737 |
30 | -0.009632 | -0.0812 | 0.46777 |
31 | -0.129232 | -1.0889 | 0.139934 |
32 | 0.044883 | 0.3782 | 0.353209 |
33 | -0.039977 | -0.3369 | 0.36861 |
34 | 0.034788 | 0.2931 | 0.385138 |
35 | -0.002146 | -0.0181 | 0.492811 |
36 | -0.010951 | -0.0923 | 0.46337 |
37 | 0.008741 | 0.0737 | 0.470747 |
38 | -0.037854 | -0.319 | 0.375347 |
39 | -0.056211 | -0.4736 | 0.318604 |
40 | -0.076432 | -0.644 | 0.260817 |
41 | 0.094142 | 0.7933 | 0.215136 |
42 | -0.028339 | -0.2388 | 0.40598 |
43 | -0.114147 | -0.9618 | 0.169703 |
44 | 0.028871 | 0.2433 | 0.40425 |
45 | -0.045301 | -0.3817 | 0.351907 |
46 | 0.003184 | 0.0268 | 0.489335 |
47 | -0.021115 | -0.1779 | 0.429646 |
48 | -0.105578 | -0.8896 | 0.188339 |