Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.24603 | 2.2414 | 0.013833 |
2 | 0.057684 | 0.5255 | 0.30031 |
3 | 0.008966 | 0.0817 | 0.467547 |
4 | -0.085786 | -0.7816 | 0.218351 |
5 | -0.006488 | -0.0591 | 0.476503 |
6 | -0.01951 | -0.1777 | 0.429677 |
7 | 0.029243 | 0.2664 | 0.39529 |
8 | -0.045358 | -0.4132 | 0.340252 |
9 | -0.090775 | -0.827 | 0.205304 |
10 | 0.135026 | 1.2301 | 0.111059 |
11 | 0.097728 | 0.8903 | 0.187927 |
12 | 0.078738 | 0.7173 | 0.23759 |
13 | 0.054664 | 0.498 | 0.309897 |
14 | -0.066717 | -0.6078 | 0.272483 |
15 | -0.1753 | -1.5971 | 0.057027 |
16 | -0.19208 | -1.7499 | 0.041913 |
17 | -0.061535 | -0.5606 | 0.288286 |
18 | -0.001503 | -0.0137 | 0.494555 |
19 | 0.068035 | 0.6198 | 0.268535 |
20 | -0.00766 | -0.0698 | 0.472266 |
21 | -0.088495 | -0.8062 | 0.211208 |
22 | -0.04053 | -0.3692 | 0.356443 |
23 | 0.066585 | 0.6066 | 0.272881 |
24 | 0.070218 | 0.6397 | 0.26206 |
25 | 0.022611 | 0.206 | 0.418651 |
26 | -0.071251 | -0.6491 | 0.259023 |
27 | -0.017041 | -0.1552 | 0.438501 |
28 | -0.041971 | -0.3824 | 0.351579 |
29 | -0.046021 | -0.4193 | 0.338052 |
30 | -0.018189 | -0.1657 | 0.434393 |
31 | -0.032405 | -0.2952 | 0.384279 |
32 | -0.012713 | -0.1158 | 0.454037 |
33 | -0.082386 | -0.7506 | 0.227517 |
34 | -0.102356 | -0.9325 | 0.176889 |
35 | 0.012069 | 0.11 | 0.456354 |
36 | -0.084515 | -0.77 | 0.221753 |
37 | 0.142685 | 1.2999 | 0.098613 |
38 | 0.177261 | 1.6149 | 0.055062 |
39 | -0.028934 | -0.2636 | 0.396371 |
40 | 0.022853 | 0.2082 | 0.41779 |
41 | -0.102727 | -0.9359 | 0.176024 |
42 | -0.069296 | -0.6313 | 0.264783 |
43 | -0.016781 | -0.1529 | 0.43943 |
44 | -0.087158 | -0.794 | 0.214717 |
45 | -0.032747 | -0.2983 | 0.383096 |
46 | -0.104015 | -0.9476 | 0.173036 |
47 | -0.012786 | -0.1165 | 0.453776 |
48 | 0.11324 | 1.0317 | 0.152613 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.24603 | 2.2414 | 0.013833 |
2 | -0.003031 | -0.0276 | 0.48902 |
3 | -0.004815 | -0.0439 | 0.482559 |
4 | -0.092298 | -0.8409 | 0.201418 |
5 | 0.039007 | 0.3554 | 0.361607 |
6 | -0.023657 | -0.2155 | 0.414942 |
7 | 0.042853 | 0.3904 | 0.348618 |
8 | -0.075977 | -0.6922 | 0.245377 |
9 | -0.064693 | -0.5894 | 0.278605 |
10 | 0.186031 | 1.6948 | 0.046929 |
11 | 0.037149 | 0.3384 | 0.36794 |
12 | 0.028157 | 0.2565 | 0.399092 |
13 | 0.006025 | 0.0549 | 0.478177 |
14 | -0.066119 | -0.6024 | 0.274285 |
15 | -0.15368 | -1.4001 | 0.082607 |
16 | -0.107021 | -0.975 | 0.166195 |
17 | 0.004139 | 0.0377 | 0.485007 |
18 | 0.019304 | 0.1759 | 0.430413 |
19 | 0.096462 | 0.8788 | 0.191021 |
20 | -0.080734 | -0.7355 | 0.232047 |
21 | -0.09542 | -0.8693 | 0.19359 |
22 | -0.010238 | -0.0933 | 0.462955 |
23 | 0.081754 | 0.7448 | 0.229243 |
24 | 0.008201 | 0.0747 | 0.47031 |
25 | 0.008732 | 0.0796 | 0.468392 |
26 | -0.038994 | -0.3552 | 0.361652 |
27 | 0.075439 | 0.6873 | 0.246912 |
28 | -0.006467 | -0.0589 | 0.476582 |
29 | -0.091007 | -0.8291 | 0.204709 |
30 | -0.075685 | -0.6895 | 0.246209 |
31 | -0.024431 | -0.2226 | 0.412204 |
32 | 0.018026 | 0.1642 | 0.434978 |
33 | -0.091908 | -0.8373 | 0.202408 |
34 | -0.082648 | -0.753 | 0.226802 |
35 | 0.050084 | 0.4563 | 0.324689 |
36 | -0.115547 | -1.0527 | 0.14777 |
37 | 0.167392 | 1.525 | 0.065528 |
38 | 0.124096 | 1.1306 | 0.130746 |
39 | -0.065679 | -0.5984 | 0.275613 |
40 | 0.063744 | 0.5807 | 0.281497 |
41 | -0.11447 | -1.0429 | 0.150017 |
42 | -0.085847 | -0.7821 | 0.218189 |
43 | 0.034819 | 0.3172 | 0.375938 |
44 | -0.063188 | -0.5757 | 0.283198 |
45 | -0.049627 | -0.4521 | 0.326181 |
46 | -0.050826 | -0.463 | 0.322271 |
47 | -0.015349 | -0.1398 | 0.444566 |
48 | 0.049945 | 0.455 | 0.325142 |