Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.320658 | 2.8501 | 0.002786 |
2 | 0.264274 | 2.3489 | 0.010664 |
3 | 0.154982 | 1.3775 | 0.086122 |
4 | 0.160277 | 1.4246 | 0.07911 |
5 | 0.031978 | 0.2842 | 0.38849 |
6 | -0.210939 | -1.8749 | 0.032253 |
7 | -0.01898 | -0.1687 | 0.433232 |
8 | 0.084729 | 0.7531 | 0.226817 |
9 | 0.072512 | 0.6445 | 0.26056 |
10 | 0.153287 | 1.3624 | 0.088465 |
11 | 0.193033 | 1.7157 | 0.045067 |
12 | 0.545521 | 4.8487 | 3e-06 |
13 | 0.170272 | 1.5134 | 0.067083 |
14 | 0.05481 | 0.4872 | 0.313747 |
15 | 0.003631 | 0.0323 | 0.487166 |
16 | -0.03085 | -0.2742 | 0.392322 |
17 | -0.085197 | -0.7572 | 0.225578 |
18 | -0.351997 | -3.1286 | 0.00123 |
19 | -0.114843 | -1.0207 | 0.155245 |
20 | -0.088172 | -0.7837 | 0.217782 |
21 | -0.049259 | -0.4378 | 0.331356 |
22 | -0.074905 | -0.6658 | 0.25375 |
23 | 0.056199 | 0.4995 | 0.309404 |
24 | 0.271163 | 2.4101 | 0.009135 |
25 | -0.001767 | -0.0157 | 0.493754 |
26 | -0.081647 | -0.7257 | 0.235085 |
27 | -0.080119 | -0.7121 | 0.239246 |
28 | -0.093518 | -0.8312 | 0.204182 |
29 | -0.158263 | -1.4067 | 0.081723 |
30 | -0.267811 | -2.3804 | 0.009853 |
31 | -0.124191 | -1.1038 | 0.136507 |
32 | -0.08863 | -0.7878 | 0.216597 |
33 | -0.014446 | -0.1284 | 0.449079 |
34 | -0.048372 | -0.4299 | 0.334205 |
35 | 0.047025 | 0.418 | 0.338551 |
36 | 0.269764 | 2.3977 | 0.009429 |
37 | -0.011309 | -0.1005 | 0.460095 |
38 | 0.020619 | 0.1833 | 0.427528 |
39 | -0.086417 | -0.7681 | 0.222361 |
40 | -0.006551 | -0.0582 | 0.476857 |
41 | -0.096875 | -0.861 | 0.195909 |
42 | -0.197221 | -1.7529 | 0.041746 |
43 | -0.054769 | -0.4868 | 0.313876 |
44 | -0.023773 | -0.2113 | 0.416599 |
45 | -0.016541 | -0.147 | 0.441745 |
46 | -0.011712 | -0.1041 | 0.458677 |
47 | 0.054808 | 0.4871 | 0.313752 |
48 | 0.208563 | 1.8537 | 0.033754 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.320658 | 2.8501 | 0.002786 |
2 | 0.179956 | 1.5995 | 0.056853 |
3 | 0.032007 | 0.2845 | 0.388392 |
4 | 0.074743 | 0.6643 | 0.254207 |
5 | -0.070507 | -0.6267 | 0.266337 |
6 | -0.291861 | -2.5941 | 0.00565 |
7 | 0.116149 | 1.0324 | 0.152528 |
8 | 0.202351 | 1.7985 | 0.037956 |
9 | 0.045725 | 0.4064 | 0.34277 |
10 | 0.167184 | 1.486 | 0.070634 |
11 | 0.090511 | 0.8045 | 0.211768 |
12 | 0.401438 | 3.5681 | 0.000307 |
13 | -0.179324 | -1.5939 | 0.05748 |
14 | -0.229984 | -2.0441 | 0.022136 |
15 | -0.099891 | -0.8879 | 0.188657 |
16 | -0.10571 | -0.9396 | 0.175151 |
17 | 0.005354 | 0.0476 | 0.481084 |
18 | -0.130069 | -1.1561 | 0.125566 |
19 | 0.0681 | 0.6053 | 0.273361 |
20 | -0.083201 | -0.7395 | 0.230896 |
21 | -0.030518 | -0.2712 | 0.393453 |
22 | -0.150924 | -1.3414 | 0.09181 |
23 | 0.051435 | 0.4572 | 0.324403 |
24 | 0.059996 | 0.5333 | 0.297678 |
25 | -0.093393 | -0.8301 | 0.204494 |
26 | 0.001218 | 0.0108 | 0.495694 |
27 | 0.009949 | 0.0884 | 0.46488 |
28 | 0.010998 | 0.0977 | 0.46119 |
29 | -0.062108 | -0.552 | 0.291244 |
30 | 0.175084 | 1.5562 | 0.061831 |
31 | -0.040448 | -0.3595 | 0.360088 |
32 | -0.028591 | -0.2541 | 0.400029 |
33 | 0.091454 | 0.8129 | 0.209371 |
34 | -0.010995 | -0.0977 | 0.461198 |
35 | -0.022055 | -0.196 | 0.422546 |
36 | 0.138303 | 1.2293 | 0.111311 |
37 | -0.07161 | -0.6365 | 0.26315 |
38 | 0.05314 | 0.4723 | 0.319002 |
39 | -0.084159 | -0.748 | 0.228335 |
40 | -0.037784 | -0.3358 | 0.368945 |
41 | 0.020987 | 0.1865 | 0.426252 |
42 | -0.070687 | -0.6283 | 0.265816 |
43 | -0.002124 | -0.0189 | 0.492493 |
44 | 0.018733 | 0.1665 | 0.434094 |
45 | -0.098023 | -0.8712 | 0.19313 |
46 | -0.030568 | -0.2717 | 0.393284 |
47 | -0.001243 | -0.011 | 0.495606 |
48 | -0.046537 | -0.4136 | 0.340133 |