Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.246673 | 1.8947 | 0.031516 |
2 | 0.038875 | 0.2986 | 0.383145 |
3 | -0.069921 | -0.5371 | 0.296617 |
4 | -0.167639 | -1.2877 | 0.101447 |
5 | -0.169929 | -1.3053 | 0.098437 |
6 | -0.128629 | -0.988 | 0.163589 |
7 | -0.18979 | -1.4578 | 0.075098 |
8 | -0.167796 | -1.2889 | 0.101238 |
9 | -0.086415 | -0.6638 | 0.254713 |
10 | -0.02808 | -0.2157 | 0.414988 |
11 | 0.066257 | 0.5089 | 0.306351 |
12 | 0.409389 | 3.1446 | 0.001302 |
13 | 0.247704 | 1.9027 | 0.030985 |
14 | -0.012487 | -0.0959 | 0.461958 |
15 | -0.016001 | -0.1229 | 0.451301 |
16 | -0.149305 | -1.1468 | 0.128041 |
17 | -0.133352 | -1.0243 | 0.154939 |
18 | -0.075123 | -0.577 | 0.283057 |
19 | -0.091133 | -0.7 | 0.243336 |
20 | -0.108595 | -0.8341 | 0.203784 |
21 | -0.068304 | -0.5247 | 0.300896 |
22 | -0.014434 | -0.1109 | 0.456049 |
23 | 0.060911 | 0.4679 | 0.320801 |
24 | 0.221634 | 1.7024 | 0.046972 |
25 | 0.173893 | 1.3357 | 0.093389 |
26 | -0.037836 | -0.2906 | 0.38618 |
27 | 0.018245 | 0.1401 | 0.444512 |
28 | -0.080892 | -0.6213 | 0.268383 |
29 | -0.117842 | -0.9052 | 0.184531 |
30 | -0.091251 | -0.7009 | 0.243057 |
31 | -0.088886 | -0.6827 | 0.248719 |
32 | -0.102738 | -0.7891 | 0.216594 |
33 | -0.071179 | -0.5467 | 0.293312 |
34 | -0.055151 | -0.4236 | 0.336692 |
35 | -0.004417 | -0.0339 | 0.486524 |
36 | 0.312741 | 2.4022 | 0.009731 |
37 | 0.218145 | 1.6756 | 0.049554 |
38 | 0.015418 | 0.1184 | 0.453066 |
39 | 0.011289 | 0.0867 | 0.465595 |
40 | -0.037892 | -0.2911 | 0.386015 |
41 | -0.053337 | -0.4097 | 0.34176 |
42 | -0.043537 | -0.3344 | 0.369626 |
43 | -0.054139 | -0.4159 | 0.339514 |
44 | -0.061143 | -0.4697 | 0.320168 |
45 | -0.05099 | -0.3917 | 0.348359 |
46 | -0.067869 | -0.5213 | 0.30205 |
47 | -0.012565 | -0.0965 | 0.461718 |
48 | 0.047227 | 0.3628 | 0.35904 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.246673 | 1.8947 | 0.031516 |
2 | -0.023396 | -0.1797 | 0.428998 |
3 | -0.078799 | -0.6053 | 0.273661 |
4 | -0.139945 | -1.0749 | 0.143389 |
5 | -0.102594 | -0.788 | 0.216915 |
6 | -0.071912 | -0.5524 | 0.291392 |
7 | -0.177247 | -1.3615 | 0.089272 |
8 | -0.145205 | -1.1153 | 0.134613 |
9 | -0.088647 | -0.6809 | 0.249296 |
10 | -0.079983 | -0.6144 | 0.270669 |
11 | -0.0218 | -0.1674 | 0.433794 |
12 | 0.337885 | 2.5953 | 0.005953 |
13 | 0.041648 | 0.3199 | 0.375086 |
14 | -0.164476 | -1.2634 | 0.105713 |
15 | 0.007553 | 0.058 | 0.476967 |
16 | -0.093938 | -0.7215 | 0.236711 |
17 | -0.037644 | -0.2892 | 0.386739 |
18 | -0.0138 | -0.106 | 0.45797 |
19 | 0.000282 | 0.0022 | 0.499141 |
20 | -0.032942 | -0.253 | 0.400561 |
21 | -0.055347 | -0.4251 | 0.336146 |
22 | -0.007636 | -0.0587 | 0.476713 |
23 | 0.021936 | 0.1685 | 0.433385 |
24 | 0.013144 | 0.101 | 0.459962 |
25 | -0.040981 | -0.3148 | 0.37702 |
26 | -0.093433 | -0.7177 | 0.237895 |
27 | 0.051817 | 0.398 | 0.346028 |
28 | -0.035801 | -0.275 | 0.39214 |
29 | -0.045214 | -0.3473 | 0.364802 |
30 | -0.071787 | -0.5514 | 0.291718 |
31 | -0.05273 | -0.405 | 0.34346 |
32 | -0.068191 | -0.5238 | 0.301196 |
33 | -0.068479 | -0.526 | 0.30043 |
34 | -0.085475 | -0.6565 | 0.257013 |
35 | -0.091776 | -0.7049 | 0.241809 |
36 | 0.227199 | 1.7452 | 0.043082 |
37 | -0.014161 | -0.1088 | 0.456876 |
38 | -0.081065 | -0.6227 | 0.26795 |
39 | -0.016039 | -0.1232 | 0.451183 |
40 | -0.026638 | -0.2046 | 0.41929 |
41 | 0.034767 | 0.2671 | 0.39518 |
42 | -0.028148 | -0.2162 | 0.414785 |
43 | 0.034639 | 0.2661 | 0.395558 |
44 | 0.03411 | 0.262 | 0.397115 |
45 | -0.005884 | -0.0452 | 0.482051 |
46 | -0.043871 | -0.337 | 0.368664 |
47 | 0.043655 | 0.3353 | 0.369286 |
48 | -0.203738 | -1.5649 | 0.061473 |