Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.376831 | 3.1752 | 0.001108 |
2 | 0.215013 | 1.8117 | 0.037128 |
3 | -0.024045 | -0.2026 | 0.420011 |
4 | -0.018832 | -0.1587 | 0.437185 |
5 | -0.067984 | -0.5728 | 0.284279 |
6 | 0.039972 | 0.3368 | 0.368628 |
7 | -0.011776 | -0.0992 | 0.460619 |
8 | -0.041718 | -0.3515 | 0.363118 |
9 | 0.042151 | 0.3552 | 0.361758 |
10 | 0.08447 | 0.7118 | 0.239475 |
11 | 0.067046 | 0.5649 | 0.286948 |
12 | 0.024458 | 0.2061 | 0.418656 |
13 | -0.031377 | -0.2644 | 0.396123 |
14 | -0.023637 | -0.1992 | 0.42135 |
15 | -0.04235 | -0.3568 | 0.361133 |
16 | 0.03124 | 0.2632 | 0.396567 |
17 | 0.03072 | 0.2588 | 0.398251 |
18 | -0.011868 | -0.1 | 0.460312 |
19 | -0.073726 | -0.6212 | 0.268221 |
20 | -0.013944 | -0.1175 | 0.453401 |
21 | 0.036517 | 0.3077 | 0.379606 |
22 | 0.007177 | 0.0605 | 0.475973 |
23 | -0.004097 | -0.0345 | 0.486278 |
24 | 0.001404 | 0.0118 | 0.495297 |
25 | 0.052069 | 0.4387 | 0.331092 |
26 | 0.040794 | 0.3437 | 0.366031 |
27 | 0.021352 | 0.1799 | 0.428867 |
28 | -0.071217 | -0.6001 | 0.275181 |
29 | -0.017456 | -0.1471 | 0.441739 |
30 | 0.025728 | 0.2168 | 0.414499 |
31 | -0.019269 | -0.1624 | 0.435741 |
32 | -0.0462 | -0.3893 | 0.349114 |
33 | -0.050893 | -0.4288 | 0.334671 |
34 | 0.002138 | 0.018 | 0.49284 |
35 | -0.057396 | -0.4836 | 0.31507 |
36 | -0.021099 | -0.1778 | 0.4297 |
37 | -0.01921 | -0.1619 | 0.435934 |
38 | -0.049882 | -0.4203 | 0.337763 |
39 | -0.080469 | -0.678 | 0.249975 |
40 | 0.025681 | 0.2164 | 0.414652 |
41 | -0.016907 | -0.1425 | 0.44356 |
42 | -0.039962 | -0.3367 | 0.368658 |
43 | -0.051839 | -0.4368 | 0.33179 |
44 | -0.035414 | -0.2984 | 0.383134 |
45 | -0.053652 | -0.4521 | 0.326296 |
46 | 0.181363 | 1.5282 | 0.065454 |
47 | 0.120023 | 1.0113 | 0.157646 |
48 | 0.096018 | 0.8091 | 0.210591 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.376831 | 3.1752 | 0.001108 |
2 | 0.085095 | 0.717 | 0.237857 |
3 | -0.152903 | -1.2884 | 0.100898 |
4 | 0.021347 | 0.1799 | 0.428881 |
5 | -0.037846 | -0.3189 | 0.375372 |
6 | 0.084298 | 0.7103 | 0.239919 |
7 | -0.044859 | -0.378 | 0.353283 |
8 | -0.070253 | -0.592 | 0.277878 |
9 | 0.119531 | 1.0072 | 0.158633 |
10 | 0.058444 | 0.4925 | 0.311958 |
11 | -0.013938 | -0.1174 | 0.453418 |
12 | -0.025311 | -0.2133 | 0.415862 |
13 | -0.040051 | -0.3375 | 0.368376 |
14 | 0.038891 | 0.3277 | 0.372049 |
15 | -0.038852 | -0.3274 | 0.372175 |
16 | 0.0441 | 0.3716 | 0.355651 |
17 | 0.026826 | 0.226 | 0.41091 |
18 | -0.060733 | -0.5117 | 0.305209 |
19 | -0.063351 | -0.5338 | 0.297573 |
20 | 0.044403 | 0.3741 | 0.354706 |
21 | 0.065845 | 0.5548 | 0.29038 |
22 | -0.055297 | -0.4659 | 0.321341 |
23 | -0.02879 | -0.2426 | 0.404513 |
24 | 0.046799 | 0.3943 | 0.347258 |
25 | 0.08473 | 0.714 | 0.238799 |
26 | -0.028228 | -0.2379 | 0.406341 |
27 | -0.055137 | -0.4646 | 0.321823 |
28 | -0.058934 | -0.4966 | 0.310509 |
29 | 0.092691 | 0.781 | 0.218691 |
30 | 0.049415 | 0.4164 | 0.339193 |
31 | -0.121061 | -1.0201 | 0.155577 |
32 | -0.042605 | -0.359 | 0.360331 |
33 | 0.021899 | 0.1845 | 0.427066 |
34 | 0.063846 | 0.538 | 0.296139 |
35 | -0.112702 | -0.9496 | 0.172757 |
36 | -0.035268 | -0.2972 | 0.383601 |
37 | 0.056201 | 0.4736 | 0.318633 |
38 | -0.044347 | -0.3737 | 0.354881 |
39 | -0.078936 | -0.6651 | 0.254063 |
40 | 0.101858 | 0.8583 | 0.196816 |
41 | -0.033396 | -0.2814 | 0.38961 |
42 | -0.07772 | -0.6549 | 0.257331 |
43 | -0.037572 | -0.3166 | 0.376243 |
44 | 0.058183 | 0.4903 | 0.312733 |
45 | 0.01385 | 0.1167 | 0.453714 |
46 | 0.185381 | 1.5621 | 0.061361 |
47 | -0.060417 | -0.5091 | 0.306136 |
48 | 0.021787 | 0.1836 | 0.427434 |