Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.207297 | 1.8886 | 0.031222 |
2 | 0.118714 | 1.0815 | 0.141296 |
3 | 0.225166 | 2.0514 | 0.021693 |
4 | 0.270975 | 2.4687 | 0.007806 |
5 | 0.032308 | 0.2943 | 0.384615 |
6 | -0.099904 | -0.9102 | 0.182684 |
7 | 0.002549 | 0.0232 | 0.490763 |
8 | 0.147209 | 1.3411 | 0.091767 |
9 | -0.026964 | -0.2457 | 0.403279 |
10 | -0.036653 | -0.3339 | 0.369639 |
11 | 0.010127 | 0.0923 | 0.463357 |
12 | 0.25038 | 2.2811 | 0.012553 |
13 | -0.017531 | -0.1597 | 0.436747 |
14 | -0.000343 | -0.0031 | 0.498757 |
15 | 0.030685 | 0.2796 | 0.390257 |
16 | -0.038071 | -0.3468 | 0.364792 |
17 | -0.040385 | -0.3679 | 0.356934 |
18 | -0.035704 | -0.3253 | 0.372894 |
19 | -0.06841 | -0.6232 | 0.267416 |
20 | 0.062468 | 0.5691 | 0.28541 |
21 | -0.041918 | -0.3819 | 0.351759 |
22 | -0.059601 | -0.543 | 0.294295 |
23 | -0.071359 | -0.6501 | 0.258707 |
24 | -0.024139 | -0.2199 | 0.413239 |
25 | -0.080716 | -0.7354 | 0.232098 |
26 | -0.065382 | -0.5957 | 0.276511 |
27 | -0.043151 | -0.3931 | 0.347617 |
28 | 0.005177 | 0.0472 | 0.481246 |
29 | -0.013636 | -0.1242 | 0.450718 |
30 | -0.000947 | -0.0086 | 0.49657 |
31 | -0.028268 | -0.2575 | 0.398701 |
32 | 0.014117 | 0.1286 | 0.448987 |
33 | -0.046189 | -0.4208 | 0.337493 |
34 | -0.055271 | -0.5035 | 0.30796 |
35 | -0.031705 | -0.2888 | 0.38671 |
36 | -0.097787 | -0.8909 | 0.187784 |
37 | -0.096414 | -0.8784 | 0.191138 |
38 | -0.050217 | -0.4575 | 0.324256 |
39 | -0.065183 | -0.5938 | 0.277114 |
40 | -0.025584 | -0.2331 | 0.408136 |
41 | -0.052499 | -0.4783 | 0.316851 |
42 | 0.017764 | 0.1618 | 0.435913 |
43 | -0.030817 | -0.2808 | 0.389797 |
44 | -0.092126 | -0.8393 | 0.201854 |
45 | -0.076083 | -0.6931 | 0.245076 |
46 | -0.0564 | -0.5138 | 0.304369 |
47 | -0.01826 | -0.1664 | 0.434141 |
48 | -0.069746 | -0.6354 | 0.263452 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.207297 | 1.8886 | 0.031222 |
2 | 0.079143 | 0.721 | 0.236461 |
3 | 0.195681 | 1.7827 | 0.039143 |
4 | 0.203315 | 1.8523 | 0.03377 |
5 | -0.083348 | -0.7593 | 0.224901 |
6 | -0.186426 | -1.6984 | 0.046587 |
7 | -0.052371 | -0.4771 | 0.317265 |
8 | 0.153742 | 1.4007 | 0.082522 |
9 | 0.011976 | 0.1091 | 0.456689 |
10 | 0.025843 | 0.2354 | 0.407222 |
11 | -0.042627 | -0.3884 | 0.349374 |
12 | 0.209425 | 1.908 | 0.029927 |
13 | -0.085884 | -0.7824 | 0.218092 |
14 | 0.018693 | 0.1703 | 0.432594 |
15 | -0.064952 | -0.5917 | 0.277816 |
16 | -0.172275 | -1.5695 | 0.060169 |
17 | 0.026257 | 0.2392 | 0.405766 |
18 | 0.072308 | 0.6588 | 0.255939 |
19 | -0.008265 | -0.0753 | 0.47008 |
20 | 0.084569 | 0.7705 | 0.221608 |
21 | -0.042359 | -0.3859 | 0.350275 |
22 | -0.102236 | -0.9314 | 0.17717 |
23 | -0.074872 | -0.6821 | 0.248531 |
24 | -0.064385 | -0.5866 | 0.279542 |
25 | -0.012608 | -0.1149 | 0.454414 |
26 | 0.021148 | 0.1927 | 0.423845 |
27 | 0.043718 | 0.3983 | 0.345718 |
28 | 0.096301 | 0.8773 | 0.191417 |
29 | 0.003598 | 0.0328 | 0.486966 |
30 | -0.011656 | -0.1062 | 0.457845 |
31 | -0.049843 | -0.4541 | 0.325473 |
32 | -0.108148 | -0.9853 | 0.163677 |
33 | -0.04892 | -0.4457 | 0.328492 |
34 | 0.003682 | 0.0335 | 0.48666 |
35 | 0.054698 | 0.4983 | 0.309787 |
36 | -0.025936 | -0.2363 | 0.406895 |
37 | -0.01371 | -0.1249 | 0.45045 |
38 | -0.0256 | -0.2332 | 0.40808 |
39 | -0.049368 | -0.4498 | 0.327027 |
40 | -0.01878 | -0.1711 | 0.432284 |
41 | -0.04256 | -0.3877 | 0.349601 |
42 | 0.031092 | 0.2833 | 0.38884 |
43 | -0.015817 | -0.1441 | 0.442887 |
44 | -0.056004 | -0.5102 | 0.305626 |
45 | -0.03052 | -0.2781 | 0.390832 |
46 | -0.034978 | -0.3187 | 0.375392 |
47 | 0.03542 | 0.3227 | 0.373871 |
48 | 0.00456 | 0.0415 | 0.483481 |