Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.196334 | 1.7887 | 0.038657 |
2 | 0.094215 | 0.8583 | 0.19659 |
3 | -0.114288 | -1.0412 | 0.150399 |
4 | -0.149634 | -1.3632 | 0.088248 |
5 | -0.210115 | -1.9142 | 0.029518 |
6 | -0.169698 | -1.546 | 0.062951 |
7 | -0.203458 | -1.8536 | 0.033675 |
8 | -0.189242 | -1.7241 | 0.044209 |
9 | -0.187738 | -1.7104 | 0.045466 |
10 | -0.004585 | -0.0418 | 0.48339 |
11 | 0.30615 | 2.7892 | 0.003276 |
12 | 0.425538 | 3.8768 | 0.000105 |
13 | 0.260541 | 2.3736 | 0.009961 |
14 | 0.01176 | 0.1071 | 0.45747 |
15 | -0.044051 | -0.4013 | 0.344606 |
16 | -0.175982 | -1.6033 | 0.056337 |
17 | -0.161449 | -1.4709 | 0.072554 |
18 | -0.158192 | -1.4412 | 0.076646 |
19 | -0.216005 | -1.9679 | 0.026209 |
20 | -0.174693 | -1.5915 | 0.057647 |
21 | -0.07326 | -0.6674 | 0.253176 |
22 | -0.156049 | -1.4217 | 0.079434 |
23 | 0.308485 | 2.8104 | 0.003085 |
24 | 0.338329 | 3.0823 | 0.001394 |
25 | 0.297602 | 2.7113 | 0.004072 |
26 | 0.012479 | 0.1137 | 0.454879 |
27 | -0.006256 | -0.057 | 0.477342 |
28 | -0.09539 | -0.869 | 0.193665 |
29 | -0.124485 | -1.1341 | 0.130006 |
30 | -0.117789 | -1.0731 | 0.143167 |
31 | -0.110203 | -1.004 | 0.159148 |
32 | -0.161794 | -1.474 | 0.072131 |
33 | -0.123436 | -1.1246 | 0.13201 |
34 | -0.055641 | -0.5069 | 0.306778 |
35 | 0.170365 | 1.5521 | 0.062222 |
36 | 0.243799 | 2.2211 | 0.014533 |
37 | 0.249664 | 2.2745 | 0.012756 |
38 | 0.025007 | 0.2278 | 0.410172 |
39 | -0.053647 | -0.4887 | 0.313156 |
40 | -0.025691 | -0.2341 | 0.407758 |
41 | -0.110623 | -1.0078 | 0.158234 |
42 | -0.103127 | -0.9395 | 0.175091 |
43 | -0.093298 | -0.85 | 0.19889 |
44 | -0.096265 | -0.877 | 0.191504 |
45 | -0.113211 | -1.0314 | 0.152674 |
46 | 0.024331 | 0.2217 | 0.41256 |
47 | 0.082101 | 0.748 | 0.228294 |
48 | 0.365144 | 3.3266 | 0.000656 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.196334 | 1.7887 | 0.038657 |
2 | 0.057899 | 0.5275 | 0.299631 |
3 | -0.14932 | -1.3604 | 0.088698 |
4 | -0.113407 | -1.0332 | 0.152259 |
5 | -0.149793 | -1.3647 | 0.088021 |
6 | -0.110697 | -1.0085 | 0.158073 |
7 | -0.177815 | -1.62 | 0.054516 |
8 | -0.198962 | -1.8126 | 0.036753 |
9 | -0.236413 | -2.1538 | 0.017077 |
10 | -0.089548 | -0.8158 | 0.208468 |
11 | 0.212665 | 1.9375 | 0.028045 |
12 | 0.275363 | 2.5087 | 0.007032 |
13 | 0.074118 | 0.6752 | 0.250698 |
14 | -0.147402 | -1.3429 | 0.091483 |
15 | -0.051194 | -0.4664 | 0.321077 |
16 | -0.104947 | -0.9561 | 0.170895 |
17 | -0.071972 | -0.6557 | 0.256915 |
18 | -0.051401 | -0.4683 | 0.320405 |
19 | -0.131309 | -1.1963 | 0.117496 |
20 | -0.021092 | -0.1922 | 0.424045 |
21 | 0.078571 | 0.7158 | 0.238057 |
22 | -0.316461 | -2.8831 | 0.002507 |
23 | 0.042413 | 0.3864 | 0.350093 |
24 | 0.078299 | 0.7133 | 0.238819 |
25 | 0.080351 | 0.732 | 0.233105 |
26 | -0.144429 | -1.3158 | 0.095931 |
27 | -0.056953 | -0.5189 | 0.302618 |
28 | 0.007255 | 0.0661 | 0.473729 |
29 | -0.024049 | -0.2191 | 0.413556 |
30 | 0.017028 | 0.1551 | 0.438545 |
31 | -0.018107 | -0.165 | 0.434688 |
32 | -0.072189 | -0.6577 | 0.256285 |
33 | 0.049271 | 0.4489 | 0.327344 |
34 | -0.017637 | -0.1607 | 0.436369 |
35 | -0.094975 | -0.8653 | 0.194695 |
36 | -0.163573 | -1.4902 | 0.069979 |
37 | 0.141801 | 1.2919 | 0.099993 |
38 | -0.108116 | -0.985 | 0.163747 |
39 | -0.149677 | -1.3636 | 0.088187 |
40 | 0.06949 | 0.6331 | 0.264209 |
41 | -0.103251 | -0.9407 | 0.174804 |
42 | -0.073353 | -0.6683 | 0.252906 |
43 | 0.041011 | 0.3736 | 0.354817 |
44 | -0.102402 | -0.9329 | 0.176782 |
45 | -0.036625 | -0.3337 | 0.369735 |
46 | 0.127859 | 1.1649 | 0.123708 |
47 | -0.018307 | -0.1668 | 0.433974 |
48 | 0.054062 | 0.4925 | 0.311825 |