Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.230561 | 1.9427 | 0.028007 |
2 | -0.079963 | -0.6738 | 0.251319 |
3 | -0.100062 | -0.8431 | 0.200992 |
4 | 0.075114 | 0.6329 | 0.264409 |
5 | -0.05559 | -0.4684 | 0.320462 |
6 | -0.140074 | -1.1803 | 0.120914 |
7 | 0.073149 | 0.6164 | 0.269814 |
8 | 0.005792 | 0.0488 | 0.480605 |
9 | 0.022916 | 0.1931 | 0.423719 |
10 | -0.099001 | -0.8342 | 0.203483 |
11 | 0.016784 | 0.1414 | 0.443967 |
12 | -0.137125 | -1.1554 | 0.125892 |
13 | -0.112463 | -0.9476 | 0.173266 |
14 | -0.064172 | -0.5407 | 0.295196 |
15 | -0.043915 | -0.37 | 0.356229 |
16 | -0.001702 | -0.0143 | 0.494298 |
17 | -0.158321 | -1.334 | 0.093228 |
18 | -0.008446 | -0.0712 | 0.471731 |
19 | -0.008261 | -0.0696 | 0.472349 |
20 | 0.010111 | 0.0852 | 0.466173 |
21 | -0.066221 | -0.558 | 0.289303 |
22 | 0.086598 | 0.7297 | 0.233991 |
23 | 0.035779 | 0.3015 | 0.381964 |
24 | -0.259244 | -2.1844 | 0.016117 |
25 | -0.167912 | -1.4149 | 0.080742 |
26 | 0.095301 | 0.803 | 0.212321 |
27 | 0.164889 | 1.3894 | 0.08453 |
28 | -0.103372 | -0.871 | 0.193337 |
29 | 0.0645 | 0.5435 | 0.294247 |
30 | 0.197672 | 1.6656 | 0.050099 |
31 | 0.122164 | 1.0294 | 0.153399 |
32 | -0.006231 | -0.0525 | 0.479136 |
33 | -0.096816 | -0.8158 | 0.208675 |
34 | 0.06724 | 0.5666 | 0.286395 |
35 | -0.009728 | -0.082 | 0.467451 |
36 | 0.113196 | 0.9538 | 0.17171 |
37 | 0.06299 | 0.5308 | 0.29862 |
38 | 0.029675 | 0.25 | 0.401637 |
39 | -0.010731 | -0.0904 | 0.464105 |
40 | -0.008661 | -0.073 | 0.471015 |
41 | 0.011172 | 0.0941 | 0.462633 |
42 | -0.014557 | -0.1227 | 0.451362 |
43 | -0.020638 | -0.1739 | 0.431219 |
44 | -0.07982 | -0.6726 | 0.2517 |
45 | 0.011512 | 0.097 | 0.461499 |
46 | -0.03973 | -0.3348 | 0.369391 |
47 | -0.072173 | -0.6081 | 0.272516 |
48 | -0.025979 | -0.2189 | 0.413677 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.230561 | 1.9427 | 0.028007 |
2 | -0.140596 | -1.1847 | 0.120047 |
3 | -0.050227 | -0.4232 | 0.336705 |
4 | 0.110302 | 0.9294 | 0.177911 |
5 | -0.12933 | -1.0898 | 0.139753 |
6 | -0.092797 | -0.7819 | 0.21843 |
7 | 0.154781 | 1.3042 | 0.098187 |
8 | -0.115748 | -0.9753 | 0.166359 |
9 | 0.063644 | 0.5363 | 0.296722 |
10 | -0.086728 | -0.7308 | 0.233659 |
11 | 0.017114 | 0.1442 | 0.442874 |
12 | -0.169098 | -1.4248 | 0.079291 |
13 | -0.02989 | -0.2519 | 0.400939 |
14 | -0.056296 | -0.4744 | 0.31835 |
15 | -0.071147 | -0.5995 | 0.275375 |
16 | 0.001167 | 0.0098 | 0.49609 |
17 | -0.181836 | -1.5322 | 0.064961 |
18 | 0.01122 | 0.0945 | 0.462473 |
19 | -0.020321 | -0.1712 | 0.432266 |
20 | -0.072213 | -0.6085 | 0.272406 |
21 | -0.024799 | -0.209 | 0.417538 |
22 | 0.081032 | 0.6828 | 0.24848 |
23 | -0.103917 | -0.8756 | 0.192095 |
24 | -0.297364 | -2.5056 | 0.007259 |
25 | -0.060916 | -0.5133 | 0.304671 |
26 | 0.078763 | 0.6637 | 0.254525 |
27 | -0.067648 | -0.57 | 0.285236 |
28 | -0.109813 | -0.9253 | 0.178971 |
29 | 0.078453 | 0.6611 | 0.255358 |
30 | 0.036331 | 0.3061 | 0.380202 |
31 | 0.001986 | 0.0167 | 0.493348 |
32 | 0.046467 | 0.3915 | 0.348288 |
33 | -0.155 | -1.3061 | 0.097875 |
34 | 0.053478 | 0.4506 | 0.326821 |
35 | -0.024266 | -0.2045 | 0.419287 |
36 | 0.053781 | 0.4532 | 0.325904 |
37 | -0.006641 | -0.056 | 0.477766 |
38 | -0.063006 | -0.5309 | 0.298573 |
39 | 0.04027 | 0.3393 | 0.367684 |
40 | -0.007234 | -0.061 | 0.475783 |
41 | -0.045552 | -0.3838 | 0.351128 |
42 | 0.046896 | 0.3952 | 0.346956 |
43 | -0.028363 | -0.239 | 0.405901 |
44 | 0.001741 | 0.0147 | 0.494167 |
45 | -0.049791 | -0.4195 | 0.338041 |
46 | 0.019411 | 0.1636 | 0.435271 |
47 | -0.026676 | -0.2248 | 0.4114 |
48 | -0.036711 | -0.3093 | 0.378986 |