Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.308448 | 2.599 | 0.005681 |
2 | -0.018559 | -0.1564 | 0.43809 |
3 | 0.068777 | 0.5795 | 0.282036 |
4 | 0.109199 | 0.9201 | 0.18031 |
5 | 0.095672 | 0.8061 | 0.211425 |
6 | -0.139045 | -1.1716 | 0.122634 |
7 | -0.412794 | -3.4783 | 0.000433 |
8 | -0.167549 | -1.4118 | 0.081189 |
9 | -0.068098 | -0.5738 | 0.283958 |
10 | -0.146405 | -1.2336 | 0.110705 |
11 | -0.153287 | -1.2916 | 0.100339 |
12 | -0.211192 | -1.7795 | 0.039716 |
13 | -0.10883 | -0.917 | 0.18112 |
14 | 0.148757 | 1.2534 | 0.107078 |
15 | 0.144295 | 1.2159 | 0.114034 |
16 | 0.064059 | 0.5398 | 0.295521 |
17 | 0.041845 | 0.3526 | 0.362721 |
18 | 0.033354 | 0.281 | 0.389745 |
19 | 0.083678 | 0.7051 | 0.241533 |
20 | 0.081269 | 0.6848 | 0.247854 |
21 | -0.078698 | -0.6631 | 0.254701 |
22 | -0.052419 | -0.4417 | 0.330027 |
23 | -0.010628 | -0.0896 | 0.464447 |
24 | 0.04177 | 0.352 | 0.362955 |
25 | 0.003281 | 0.0276 | 0.489011 |
26 | -0.044252 | -0.3729 | 0.355175 |
27 | -0.08381 | -0.7062 | 0.24119 |
28 | -0.069128 | -0.5825 | 0.281044 |
29 | -0.124013 | -1.0449 | 0.149796 |
30 | -0.059489 | -0.5013 | 0.308867 |
31 | 0.046504 | 0.3919 | 0.34817 |
32 | -0.041666 | -0.3511 | 0.363282 |
33 | -0.124517 | -1.0492 | 0.148822 |
34 | 0.004631 | 0.039 | 0.484493 |
35 | 0.126659 | 1.0672 | 0.144738 |
36 | 0.094329 | 0.7948 | 0.21468 |
37 | -0.023975 | -0.202 | 0.420242 |
38 | 0.002435 | 0.0205 | 0.491845 |
39 | 0.138963 | 1.1709 | 0.122773 |
40 | 0.272727 | 2.298 | 0.012254 |
41 | 0.110113 | 0.9278 | 0.178319 |
42 | -0.040368 | -0.3401 | 0.367374 |
43 | -0.026243 | -0.2211 | 0.412813 |
44 | -0.041558 | -0.3502 | 0.363624 |
45 | 0.01314 | 0.1107 | 0.456076 |
46 | -0.123232 | -1.0384 | 0.15131 |
47 | -0.262232 | -2.2096 | 0.015179 |
48 | -0.116723 | -0.9835 | 0.164345 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.308448 | 2.599 | 0.005681 |
2 | -0.125653 | -1.0588 | 0.146646 |
3 | 0.127982 | 1.0784 | 0.142253 |
4 | 0.047468 | 0.4 | 0.345189 |
5 | 0.063181 | 0.5324 | 0.298064 |
6 | -0.208867 | -1.7599 | 0.041362 |
7 | -0.353516 | -2.9788 | 0.001979 |
8 | 0.029617 | 0.2496 | 0.401826 |
9 | -0.09203 | -0.7755 | 0.220322 |
10 | -0.047242 | -0.3981 | 0.345888 |
11 | -0.019925 | -0.1679 | 0.433573 |
12 | -0.148219 | -1.2489 | 0.107899 |
13 | -0.101247 | -0.8531 | 0.19823 |
14 | 0.076501 | 0.6446 | 0.260629 |
15 | 0.089184 | 0.7515 | 0.227424 |
16 | 0.017588 | 0.1482 | 0.441303 |
17 | -0.049414 | -0.4164 | 0.339199 |
18 | -0.098536 | -0.8303 | 0.204582 |
19 | -0.118038 | -0.9946 | 0.161652 |
20 | -0.024112 | -0.2032 | 0.41979 |
21 | -0.042727 | -0.36 | 0.359948 |
22 | 0.05215 | 0.4394 | 0.330844 |
23 | -0.024926 | -0.21 | 0.417124 |
24 | 0.052545 | 0.4428 | 0.329644 |
25 | -0.059806 | -0.5039 | 0.307935 |
26 | 0.012154 | 0.1024 | 0.45936 |
27 | -0.044122 | -0.3718 | 0.355581 |
28 | -0.116197 | -0.9791 | 0.16543 |
29 | -0.191292 | -1.6119 | 0.055715 |
30 | -0.055074 | -0.4641 | 0.32201 |
31 | 0.08781 | 0.7399 | 0.2309 |
32 | -0.075609 | -0.6371 | 0.263056 |
33 | -0.117325 | -0.9886 | 0.163108 |
34 | 0.003934 | 0.0332 | 0.486824 |
35 | 0.049808 | 0.4197 | 0.33799 |
36 | -0.032643 | -0.2751 | 0.392036 |
37 | -0.056191 | -0.4735 | 0.318665 |
38 | 0.019446 | 0.1639 | 0.435156 |
39 | -0.0373 | -0.3143 | 0.37711 |
40 | 0.123296 | 1.0389 | 0.151186 |
41 | -0.001575 | -0.0133 | 0.494723 |
42 | -0.021871 | -0.1843 | 0.427158 |
43 | -0.009964 | -0.084 | 0.466663 |
44 | -0.136329 | -1.1487 | 0.127261 |
45 | 0.042937 | 0.3618 | 0.359289 |
46 | -0.145612 | -1.2269 | 0.111948 |
47 | -0.037174 | -0.3132 | 0.377509 |
48 | 0.005874 | 0.0495 | 0.480332 |