Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.258687 | 2.1797 | 0.016298 |
2 | 0.113396 | 0.9555 | 0.171285 |
3 | 0.299924 | 2.5272 | 0.006863 |
4 | 0.042702 | 0.3598 | 0.360028 |
5 | 0.058775 | 0.4952 | 0.310978 |
6 | 0.023427 | 0.1974 | 0.422038 |
7 | 0.059671 | 0.5028 | 0.308331 |
8 | 0.064665 | 0.5449 | 0.293774 |
9 | 0.009147 | 0.0771 | 0.469391 |
10 | 0.085731 | 0.7224 | 0.236215 |
11 | 0.019134 | 0.1612 | 0.436186 |
12 | 0.03123 | 0.2631 | 0.396599 |
13 | 0.027133 | 0.2286 | 0.409909 |
14 | -0.180658 | -1.5222 | 0.066194 |
15 | -0.106062 | -0.8937 | 0.187253 |
16 | -0.080898 | -0.6817 | 0.248836 |
17 | -0.035563 | -0.2997 | 0.382655 |
18 | -0.01949 | -0.1642 | 0.435009 |
19 | -0.075008 | -0.632 | 0.264699 |
20 | -0.011492 | -0.0968 | 0.461567 |
21 | -0.059907 | -0.5048 | 0.307636 |
22 | -0.135595 | -1.1425 | 0.128532 |
23 | -0.02975 | -0.2507 | 0.401395 |
24 | -0.056006 | -0.4719 | 0.319218 |
25 | -0.181126 | -1.5262 | 0.065702 |
26 | -0.02386 | -0.201 | 0.420619 |
27 | -0.079377 | -0.6688 | 0.252881 |
28 | -0.103645 | -0.8733 | 0.192714 |
29 | -0.067402 | -0.5679 | 0.285935 |
30 | -0.031158 | -0.2625 | 0.396832 |
31 | -0.086676 | -0.7303 | 0.233792 |
32 | -0.131114 | -1.1048 | 0.136491 |
33 | 0.046323 | 0.3903 | 0.348733 |
34 | 0.031146 | 0.2624 | 0.396871 |
35 | -0.042554 | -0.3586 | 0.360493 |
36 | 0.155054 | 1.3065 | 0.097799 |
37 | 0.121695 | 1.0254 | 0.154323 |
38 | -0.054846 | -0.4621 | 0.322698 |
39 | 0.102421 | 0.863 | 0.195518 |
40 | 0.078153 | 0.6585 | 0.256164 |
41 | 0.022635 | 0.1907 | 0.424642 |
42 | -0.062144 | -0.5236 | 0.301082 |
43 | -0.106582 | -0.8981 | 0.18609 |
44 | -0.009827 | -0.0828 | 0.46712 |
45 | -0.025004 | -0.2107 | 0.416867 |
46 | 0.01124 | 0.0947 | 0.462407 |
47 | -0.053369 | -0.4497 | 0.32715 |
48 | -0.059455 | -0.501 | 0.308968 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.258687 | 2.1797 | 0.016298 |
2 | 0.049811 | 0.4197 | 0.337981 |
3 | 0.278443 | 2.3462 | 0.010881 |
4 | -0.112715 | -0.9498 | 0.17273 |
5 | 0.057058 | 0.4808 | 0.316077 |
6 | -0.097974 | -0.8255 | 0.205914 |
7 | 0.116117 | 0.9784 | 0.165595 |
8 | -0.007857 | -0.0662 | 0.4737 |
9 | 0.024056 | 0.2027 | 0.419976 |
10 | 0.036283 | 0.3057 | 0.380353 |
11 | -0.028656 | -0.2415 | 0.404947 |
12 | 0.035632 | 0.3002 | 0.382435 |
13 | -0.034641 | -0.2919 | 0.38561 |
14 | -0.199306 | -1.6794 | 0.048737 |
15 | -0.04728 | -0.3984 | 0.34577 |
16 | -0.044844 | -0.3779 | 0.353331 |
17 | 0.129292 | 1.0894 | 0.139823 |
18 | -0.020839 | -0.1756 | 0.430557 |
19 | -0.028053 | -0.2364 | 0.406909 |
20 | -0.046545 | -0.3922 | 0.348044 |
21 | -0.030723 | -0.2589 | 0.398239 |
22 | -0.09198 | -0.775 | 0.220447 |
23 | 0.04782 | 0.4029 | 0.344101 |
24 | -0.01244 | -0.1048 | 0.458407 |
25 | -0.126729 | -1.0678 | 0.144606 |
26 | 0.089648 | 0.7554 | 0.226258 |
27 | -0.08068 | -0.6798 | 0.249413 |
28 | -0.012643 | -0.1065 | 0.457729 |
29 | -0.111847 | -0.9424 | 0.174582 |
30 | 0.048593 | 0.4095 | 0.34172 |
31 | -0.086884 | -0.7321 | 0.23326 |
32 | -0.009213 | -0.0776 | 0.469171 |
33 | 0.102676 | 0.8652 | 0.194931 |
34 | 0.051197 | 0.4314 | 0.333746 |
35 | -0.023136 | -0.1949 | 0.422996 |
36 | 0.123059 | 1.0369 | 0.151647 |
37 | 0.051676 | 0.4354 | 0.332285 |
38 | -0.118599 | -0.9993 | 0.160513 |
39 | 0.058428 | 0.4923 | 0.312004 |
40 | 0.017576 | 0.1481 | 0.441341 |
41 | 0.015001 | 0.1264 | 0.449887 |
42 | -0.154113 | -1.2986 | 0.099146 |
43 | -0.144412 | -1.2168 | 0.113848 |
44 | -0.003497 | -0.0295 | 0.488287 |
45 | 0.020699 | 0.1744 | 0.43102 |
46 | 0.020915 | 0.1762 | 0.430306 |
47 | -0.139096 | -1.172 | 0.122549 |
48 | -0.007632 | -0.0643 | 0.474454 |