Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.302192 | 3.1259 | 0.001141 |
2 | -0.026827 | -0.2775 | 0.390965 |
3 | 0.001392 | 0.0144 | 0.494268 |
4 | 0.086264 | 0.8923 | 0.187112 |
5 | 0.057512 | 0.5949 | 0.276579 |
6 | -0.12544 | -1.2976 | 0.098614 |
7 | -0.253243 | -2.6196 | 0.005041 |
8 | -0.054297 | -0.5617 | 0.287763 |
9 | 0.002788 | 0.0288 | 0.488524 |
10 | -0.062058 | -0.6419 | 0.261144 |
11 | -0.062817 | -0.6498 | 0.258612 |
12 | -0.150573 | -1.5575 | 0.061148 |
13 | -0.083067 | -0.8593 | 0.196061 |
14 | 0.039304 | 0.4066 | 0.342571 |
15 | -0.013153 | -0.1361 | 0.446017 |
16 | -0.057937 | -0.5993 | 0.275116 |
17 | 0.023053 | 0.2385 | 0.405991 |
18 | 0.059249 | 0.6129 | 0.270629 |
19 | 0.082737 | 0.8558 | 0.197 |
20 | 0.003577 | 0.037 | 0.485275 |
21 | -0.074159 | -0.7671 | 0.222354 |
22 | -0.018819 | -0.1947 | 0.42301 |
23 | -0.07603 | -0.7865 | 0.216668 |
24 | -0.026594 | -0.2751 | 0.391887 |
25 | -0.074385 | -0.7694 | 0.221661 |
26 | -0.030752 | -0.3181 | 0.375513 |
27 | -0.024 | -0.2483 | 0.402206 |
28 | 0.003197 | 0.0331 | 0.486841 |
29 | -0.084579 | -0.8749 | 0.191795 |
30 | -0.068223 | -0.7057 | 0.240952 |
31 | 0.0132 | 0.1365 | 0.445827 |
32 | -0.080806 | -0.8359 | 0.202548 |
33 | -0.167154 | -1.7291 | 0.043341 |
34 | -0.027735 | -0.2869 | 0.387376 |
35 | 0.111986 | 1.1584 | 0.124642 |
36 | 0.062308 | 0.6445 | 0.260309 |
37 | -0.040493 | -0.4189 | 0.338079 |
38 | 0.073028 | 0.7554 | 0.225833 |
39 | 0.154988 | 1.6032 | 0.055918 |
40 | 0.214674 | 2.2206 | 0.014243 |
41 | 0.047952 | 0.496 | 0.310448 |
42 | 0.000192 | 0.002 | 0.499208 |
43 | -0.002929 | -0.0303 | 0.487942 |
44 | -0.067961 | -0.703 | 0.241792 |
45 | 0.028316 | 0.2929 | 0.38508 |
46 | -0.031206 | -0.3228 | 0.373738 |
47 | -0.120889 | -1.2505 | 0.106924 |
48 | -0.032627 | -0.3375 | 0.368202 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.302192 | 3.1259 | 0.001141 |
2 | -0.130021 | -1.3449 | 0.090743 |
3 | 0.055797 | 0.5772 | 0.282518 |
4 | 0.072897 | 0.7541 | 0.226236 |
5 | 0.007629 | 0.0789 | 0.468623 |
6 | -0.151005 | -1.562 | 0.06062 |
7 | -0.183165 | -1.8947 | 0.030418 |
8 | 0.068122 | 0.7047 | 0.241278 |
9 | -0.040648 | -0.4205 | 0.337494 |
10 | -0.040026 | -0.414 | 0.33984 |
11 | 0.012833 | 0.1327 | 0.447322 |
12 | -0.161253 | -1.668 | 0.049118 |
13 | -0.048491 | -0.5016 | 0.308493 |
14 | 0.029537 | 0.3055 | 0.380276 |
15 | -0.037337 | -0.3862 | 0.35005 |
16 | -0.038259 | -0.3958 | 0.346537 |
17 | 0.050762 | 0.5251 | 0.300303 |
18 | 0.001659 | 0.0172 | 0.49317 |
19 | -0.008784 | -0.0909 | 0.463886 |
20 | -0.036685 | -0.3795 | 0.352544 |
21 | -0.057633 | -0.5962 | 0.276162 |
22 | -0.031249 | -0.3232 | 0.37357 |
23 | -0.125265 | -1.2958 | 0.098924 |
24 | 0.049167 | 0.5086 | 0.306045 |
25 | -0.107407 | -1.111 | 0.134523 |
26 | 0.038497 | 0.3982 | 0.345631 |
27 | -0.05133 | -0.531 | 0.298271 |
28 | -0.025039 | -0.259 | 0.398063 |
29 | -0.12202 | -1.2622 | 0.104813 |
30 | -0.050093 | -0.5182 | 0.302707 |
31 | 0.033415 | 0.3456 | 0.365143 |
32 | -0.188575 | -1.9506 | 0.026858 |
33 | -0.155206 | -1.6055 | 0.055669 |
34 | 0.044555 | 0.4609 | 0.322908 |
35 | 0.026576 | 0.2749 | 0.391962 |
36 | -0.087854 | -0.9088 | 0.182757 |
37 | -0.076141 | -0.7876 | 0.216333 |
38 | 0.117604 | 1.2165 | 0.113235 |
39 | -0.050312 | -0.5204 | 0.301918 |
40 | 0.134525 | 1.3915 | 0.083475 |
41 | -0.05185 | -0.5363 | 0.296419 |
42 | 0.008491 | 0.0878 | 0.465087 |
43 | -0.096049 | -0.9935 | 0.161344 |
44 | -0.145353 | -1.5035 | 0.067823 |
45 | 0.092771 | 0.9596 | 0.169701 |
46 | -0.130223 | -1.347 | 0.090407 |
47 | 0.014866 | 0.1538 | 0.439039 |
48 | -0.018371 | -0.19 | 0.424821 |