Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.2567 | 2.163 | 0.016955 |
2 | 0.168782 | 1.4222 | 0.079675 |
3 | 0.137451 | 1.1582 | 0.125334 |
4 | 0.363955 | 3.0667 | 0.001531 |
5 | 0.168619 | 1.4208 | 0.079874 |
6 | 0.068744 | 0.5792 | 0.282128 |
7 | 0.119228 | 1.0046 | 0.159242 |
8 | 0.099518 | 0.8386 | 0.202267 |
9 | 0.008283 | 0.0698 | 0.472276 |
10 | 0.024861 | 0.2095 | 0.417337 |
11 | 0.253651 | 2.1373 | 0.018009 |
12 | 0.128153 | 1.0798 | 0.141934 |
13 | -0.001337 | -0.0113 | 0.495522 |
14 | -0.005733 | -0.0483 | 0.480802 |
15 | 0.160848 | 1.3553 | 0.089805 |
16 | 0.148129 | 1.2482 | 0.108037 |
17 | 0.032265 | 0.2719 | 0.393254 |
18 | -0.127158 | -1.0715 | 0.143797 |
19 | -0.005468 | -0.0461 | 0.481692 |
20 | -0.147591 | -1.2436 | 0.108865 |
21 | -0.077107 | -0.6497 | 0.258985 |
22 | -0.13273 | -1.1184 | 0.133583 |
23 | -0.110885 | -0.9343 | 0.176648 |
24 | -0.243712 | -2.0536 | 0.021852 |
25 | -0.143333 | -1.2077 | 0.115577 |
26 | -0.104825 | -0.8833 | 0.190034 |
27 | -0.130571 | -1.1002 | 0.137479 |
28 | -0.150637 | -1.2693 | 0.104242 |
29 | -0.187347 | -1.5786 | 0.059435 |
30 | -0.029744 | -0.2506 | 0.401413 |
31 | -0.172542 | -1.4539 | 0.075195 |
32 | -0.000657 | -0.0055 | 0.497801 |
33 | -0.044039 | -0.3711 | 0.35584 |
34 | -0.052147 | -0.4394 | 0.330853 |
35 | -0.234888 | -1.9792 | 0.025836 |
36 | -0.05065 | -0.4268 | 0.335414 |
37 | -0.040427 | -0.3406 | 0.36719 |
38 | -0.053858 | -0.4538 | 0.325674 |
39 | -0.190395 | -1.6043 | 0.056544 |
40 | -0.057103 | -0.4812 | 0.315943 |
41 | -0.020245 | -0.1706 | 0.432517 |
42 | -0.112829 | -0.9507 | 0.172487 |
43 | -0.09897 | -0.8339 | 0.203558 |
44 | 0.034005 | 0.2865 | 0.387654 |
45 | 0.048183 | 0.406 | 0.342984 |
46 | 0.009505 | 0.0801 | 0.468197 |
47 | 0.05266 | 0.4437 | 0.329297 |
48 | 0.064889 | 0.5468 | 0.293127 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.2567 | 2.163 | 0.016955 |
2 | 0.110146 | 0.9281 | 0.178249 |
3 | 0.076533 | 0.6449 | 0.260541 |
4 | 0.325312 | 2.7411 | 0.00387 |
5 | 0.005697 | 0.048 | 0.480923 |
6 | -0.052911 | -0.4458 | 0.328538 |
7 | 0.069203 | 0.5831 | 0.280832 |
8 | -0.065685 | -0.5535 | 0.29084 |
9 | -0.086631 | -0.73 | 0.233905 |
10 | 0.034977 | 0.2947 | 0.384533 |
11 | 0.248827 | 2.0967 | 0.019794 |
12 | 0.018318 | 0.1544 | 0.438884 |
13 | -0.05879 | -0.4954 | 0.310933 |
14 | -0.022356 | -0.1884 | 0.425559 |
15 | 0.018324 | 0.1544 | 0.438867 |
16 | 0.050664 | 0.4269 | 0.33537 |
17 | 0.003081 | 0.026 | 0.489681 |
18 | -0.207689 | -1.75 | 0.042218 |
19 | -0.02902 | -0.2445 | 0.403763 |
20 | -0.195437 | -1.6468 | 0.052011 |
21 | -0.014748 | -0.1243 | 0.450727 |
22 | -0.053684 | -0.4523 | 0.326199 |
23 | -0.081906 | -0.6902 | 0.246174 |
24 | -0.101651 | -0.8565 | 0.197295 |
25 | 0.044572 | 0.3756 | 0.354177 |
26 | -0.030322 | -0.2555 | 0.399539 |
27 | -0.126739 | -1.0679 | 0.144587 |
28 | -0.015188 | -0.128 | 0.449263 |
29 | -0.035581 | -0.2998 | 0.382599 |
30 | 0.09684 | 0.816 | 0.208619 |
31 | -0.062736 | -0.5286 | 0.299359 |
32 | 0.14376 | 1.2113 | 0.11489 |
33 | 0.080233 | 0.6761 | 0.250601 |
34 | -4.7e-05 | -4e-04 | 0.499841 |
35 | -0.099851 | -0.8414 | 0.201486 |
36 | 0.058641 | 0.4941 | 0.311373 |
37 | -0.010471 | -0.0882 | 0.46497 |
38 | -0.002662 | -0.0224 | 0.491083 |
39 | -0.018744 | -0.1579 | 0.437477 |
40 | 0.057734 | 0.4865 | 0.314066 |
41 | -0.030865 | -0.2601 | 0.397781 |
42 | -0.122028 | -1.0282 | 0.153667 |
43 | -0.023084 | -0.1945 | 0.423165 |
44 | 0.017967 | 0.1514 | 0.440047 |
45 | 0.015095 | 0.1272 | 0.449572 |
46 | 0.110068 | 0.9275 | 0.178417 |
47 | 0.042461 | 0.3578 | 0.360784 |
48 | -0.099384 | -0.8374 | 0.202583 |