Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.074927 | 0.6402 | 0.262031 |
2 | 0.232728 | 1.9884 | 0.025257 |
3 | 0.279353 | 2.3868 | 0.009794 |
4 | -0.016263 | -0.1389 | 0.444937 |
5 | 0.127541 | 1.0897 | 0.139712 |
6 | 0.071983 | 0.615 | 0.270225 |
7 | -0.088876 | -0.7594 | 0.225042 |
8 | 0.013625 | 0.1164 | 0.453823 |
9 | -0.060496 | -0.5169 | 0.303402 |
10 | -0.044773 | -0.3825 | 0.351585 |
11 | 0.034702 | 0.2965 | 0.383848 |
12 | -0.02091 | -0.1787 | 0.429352 |
13 | -0.00529 | -0.0452 | 0.482035 |
14 | -0.039453 | -0.3371 | 0.368509 |
15 | -0.109803 | -0.9382 | 0.175628 |
16 | -0.150382 | -1.2849 | 0.101452 |
17 | -0.107746 | -0.9206 | 0.18015 |
18 | -0.160744 | -1.3734 | 0.086916 |
19 | -0.142319 | -1.216 | 0.113956 |
20 | -0.139825 | -1.1947 | 0.118042 |
21 | -0.148701 | -1.2705 | 0.10397 |
22 | -0.174943 | -1.4947 | 0.06965 |
23 | -0.020546 | -0.1755 | 0.430568 |
24 | -0.201639 | -1.7228 | 0.044579 |
25 | -0.041935 | -0.3583 | 0.360579 |
26 | -0.070907 | -0.6058 | 0.273255 |
27 | -0.225752 | -1.9288 | 0.02882 |
28 | -0.125928 | -1.0759 | 0.142752 |
29 | -0.018731 | -0.16 | 0.436647 |
30 | 0.002495 | 0.0213 | 0.491524 |
31 | -0.016589 | -0.1417 | 0.443839 |
32 | 0.103443 | 0.8838 | 0.189849 |
33 | 0.010196 | 0.0871 | 0.465409 |
34 | 0.130139 | 1.1119 | 0.134914 |
35 | 0.10375 | 0.8864 | 0.189147 |
36 | 0.106896 | 0.9133 | 0.182041 |
37 | 0.099619 | 0.8511 | 0.198736 |
38 | 0.025797 | 0.2204 | 0.413082 |
39 | 0.032348 | 0.2764 | 0.391519 |
40 | 0.070431 | 0.6018 | 0.274599 |
41 | -0.072062 | -0.6157 | 0.270003 |
42 | 0.048948 | 0.4182 | 0.33851 |
43 | 0.057259 | 0.4892 | 0.313077 |
44 | -0.029465 | -0.2518 | 0.40097 |
45 | 0.100561 | 0.8592 | 0.196524 |
46 | 0.04058 | 0.3467 | 0.364903 |
47 | 0.00249 | 0.0213 | 0.491543 |
48 | 0.105929 | 0.9051 | 0.184206 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.074927 | 0.6402 | 0.262031 |
2 | 0.228396 | 1.9514 | 0.027422 |
3 | 0.263959 | 2.2553 | 0.013557 |
4 | -0.096884 | -0.8278 | 0.205248 |
5 | 0.009778 | 0.0835 | 0.466826 |
6 | 0.024768 | 0.2116 | 0.416498 |
7 | -0.105419 | -0.9007 | 0.185355 |
8 | -0.047973 | -0.4099 | 0.341548 |
9 | -0.034504 | -0.2948 | 0.384491 |
10 | 0.019335 | 0.1652 | 0.434624 |
11 | 0.057995 | 0.4955 | 0.310865 |
12 | 0.025229 | 0.2156 | 0.414967 |
13 | -0.008224 | -0.0703 | 0.472086 |
14 | -0.074177 | -0.6338 | 0.264107 |
15 | -0.119107 | -1.0177 | 0.156103 |
16 | -0.166187 | -1.4199 | 0.079946 |
17 | -0.056841 | -0.4856 | 0.314335 |
18 | -0.049287 | -0.4211 | 0.337456 |
19 | -0.033662 | -0.2876 | 0.387229 |
20 | -0.041464 | -0.3543 | 0.36208 |
21 | -0.037734 | -0.3224 | 0.374034 |
22 | -0.120168 | -1.0267 | 0.153972 |
23 | 0.036031 | 0.3079 | 0.379535 |
24 | -0.161942 | -1.3836 | 0.085344 |
25 | -0.027561 | -0.2355 | 0.407248 |
26 | -0.047554 | -0.4063 | 0.342854 |
27 | -0.168025 | -1.4356 | 0.077693 |
28 | -0.177429 | -1.516 | 0.066925 |
29 | 0.062381 | 0.533 | 0.297833 |
30 | 0.165649 | 1.4153 | 0.080615 |
31 | -0.050107 | -0.4281 | 0.334913 |
32 | 0.048502 | 0.4144 | 0.339897 |
33 | -0.034409 | -0.294 | 0.3848 |
34 | 0.031216 | 0.2667 | 0.395221 |
35 | -0.052602 | -0.4494 | 0.327226 |
36 | -0.009609 | -0.0821 | 0.467397 |
37 | -0.032104 | -0.2743 | 0.392315 |
38 | -0.072072 | -0.6158 | 0.269976 |
39 | -0.0293 | -0.2503 | 0.401513 |
40 | 0.01543 | 0.1318 | 0.44774 |
41 | -0.117652 | -1.0052 | 0.159056 |
42 | -0.082811 | -0.7075 | 0.240743 |
43 | -0.024926 | -0.213 | 0.415971 |
44 | -0.093902 | -0.8023 | 0.212492 |
45 | -0.001038 | -0.0089 | 0.496476 |
46 | -0.034771 | -0.2971 | 0.383624 |
47 | -0.047186 | -0.4032 | 0.344007 |
48 | -0.030701 | -0.2623 | 0.396912 |