Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.276541 | 2.9135 | 0.002161 |
2 | 0.244876 | 2.5799 | 0.005594 |
3 | 0.11359 | 1.1967 | 0.116979 |
4 | 0.116135 | 1.2236 | 0.111855 |
5 | 0.032978 | 0.3474 | 0.364456 |
6 | 0.073924 | 0.7788 | 0.218865 |
7 | -0.002949 | -0.0311 | 0.487633 |
8 | -0.075433 | -0.7947 | 0.214233 |
9 | 0.047171 | 0.497 | 0.310096 |
10 | -0.004736 | -0.0499 | 0.480147 |
11 | -0.075488 | -0.7953 | 0.214064 |
12 | -0.165988 | -1.7488 | 0.041545 |
13 | -0.103074 | -1.086 | 0.139927 |
14 | -0.097961 | -1.0321 | 0.152137 |
15 | -0.012155 | -0.1281 | 0.449166 |
16 | 0.055112 | 0.5806 | 0.281329 |
17 | -0.026104 | -0.275 | 0.391907 |
18 | 0.007055 | 0.0743 | 0.47044 |
19 | 0.069934 | 0.7368 | 0.2314 |
20 | 0.049186 | 0.5182 | 0.302672 |
21 | -0.060222 | -0.6345 | 0.263538 |
22 | 0.01427 | 0.1503 | 0.440383 |
23 | -0.036754 | -0.3872 | 0.349664 |
24 | 0.031771 | 0.3347 | 0.369229 |
25 | -0.01668 | -0.1757 | 0.43041 |
26 | -0.043546 | -0.4588 | 0.323641 |
27 | -0.09882 | -1.0411 | 0.150039 |
28 | -0.07941 | -0.8366 | 0.202297 |
29 | -0.036708 | -0.3867 | 0.349843 |
30 | -0.078973 | -0.832 | 0.203589 |
31 | 0.011915 | 0.1255 | 0.450165 |
32 | -0.002279 | -0.024 | 0.490442 |
33 | 0.018108 | 0.1908 | 0.424524 |
34 | 0.071215 | 0.7503 | 0.227332 |
35 | 0.081216 | 0.8557 | 0.197014 |
36 | 0.047132 | 0.4966 | 0.310239 |
37 | 0.05142 | 0.5417 | 0.294539 |
38 | 0.039142 | 0.4124 | 0.340427 |
39 | 0.092104 | 0.9704 | 0.166984 |
40 | 0.048604 | 0.5121 | 0.304808 |
41 | 0.097042 | 1.0224 | 0.154406 |
42 | 0.115636 | 1.2183 | 0.112846 |
43 | 0.143088 | 1.5075 | 0.067259 |
44 | 0.058856 | 0.6201 | 0.268237 |
45 | 0.097008 | 1.022 | 0.15449 |
46 | 0.008424 | 0.0888 | 0.464718 |
47 | -0.006559 | -0.0691 | 0.472517 |
48 | 0.011458 | 0.1207 | 0.452065 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.276541 | 2.9135 | 0.002161 |
2 | 0.182346 | 1.9211 | 0.02864 |
3 | 0.008729 | 0.092 | 0.463447 |
4 | 0.049341 | 0.5198 | 0.302106 |
5 | -0.028738 | -0.3028 | 0.381314 |
6 | 0.045599 | 0.4804 | 0.315937 |
7 | -0.038373 | -0.4043 | 0.343391 |
8 | -0.103581 | -1.0913 | 0.138754 |
9 | 0.10333 | 1.0887 | 0.139333 |
10 | -0.008935 | -0.0941 | 0.462586 |
11 | -0.101178 | -1.066 | 0.144374 |
12 | -0.141658 | -1.4925 | 0.069207 |
13 | -0.015489 | -0.1632 | 0.435336 |
14 | 0.009987 | 0.1052 | 0.458194 |
15 | 0.046902 | 0.4941 | 0.311092 |
16 | 0.093852 | 0.9888 | 0.162458 |
17 | -0.040168 | -0.4232 | 0.336485 |
18 | 0.005146 | 0.0542 | 0.478431 |
19 | 0.063747 | 0.6716 | 0.251611 |
20 | -0.004239 | -0.0447 | 0.482231 |
21 | -0.097641 | -1.0287 | 0.152926 |
22 | 0.025729 | 0.2711 | 0.39342 |
23 | -0.024663 | -0.2598 | 0.397736 |
24 | 0.031765 | 0.3347 | 0.369254 |
25 | -0.070526 | -0.743 | 0.229516 |
26 | -0.067781 | -0.7141 | 0.238328 |
27 | -0.028625 | -0.3016 | 0.381769 |
28 | -0.024413 | -0.2572 | 0.398748 |
29 | 0.013506 | 0.1423 | 0.443552 |
30 | -0.025727 | -0.2711 | 0.393427 |
31 | 0.083623 | 0.881 | 0.190103 |
32 | 0.032166 | 0.3389 | 0.367665 |
33 | -0.011545 | -0.1216 | 0.451704 |
34 | 0.065664 | 0.6918 | 0.245251 |
35 | 0.016615 | 0.175 | 0.430681 |
36 | 0.020806 | 0.2192 | 0.413447 |
37 | 0.020408 | 0.215 | 0.415076 |
38 | -0.049453 | -0.521 | 0.301697 |
39 | 0.066477 | 0.7004 | 0.242577 |
40 | -0.030124 | -0.3174 | 0.375776 |
41 | 0.053085 | 0.5593 | 0.288546 |
42 | 0.091273 | 0.9616 | 0.169165 |
43 | 0.091554 | 0.9646 | 0.168425 |
44 | -0.03054 | -0.3218 | 0.374121 |
45 | 0.065469 | 0.6898 | 0.245894 |
46 | -0.017256 | -0.1818 | 0.428036 |
47 | -0.030373 | -0.32 | 0.374786 |
48 | 0.013288 | 0.14 | 0.444459 |