Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.347176 | 2.6667 | 0.004935 |
2 | 0.015699 | 0.1206 | 0.452213 |
3 | 0.024997 | 0.192 | 0.424199 |
4 | 0.122599 | 0.9417 | 0.175093 |
5 | 0.031243 | 0.24 | 0.405589 |
6 | 0.016877 | 0.1296 | 0.448649 |
7 | -0.034166 | -0.2624 | 0.396951 |
8 | 0.014373 | 0.1104 | 0.456233 |
9 | -0.162346 | -1.247 | 0.108662 |
10 | -0.190656 | -1.4645 | 0.074189 |
11 | -0.042545 | -0.3268 | 0.372491 |
12 | 0.216588 | 1.6636 | 0.050744 |
13 | 0.057175 | 0.4392 | 0.331071 |
14 | -0.117056 | -0.8991 | 0.18612 |
15 | -0.200538 | -1.5404 | 0.06441 |
16 | -0.035973 | -0.2763 | 0.391636 |
17 | 0.069101 | 0.5308 | 0.298783 |
18 | -0.080189 | -0.6159 | 0.270151 |
19 | -0.145231 | -1.1155 | 0.134571 |
20 | -0.04771 | -0.3665 | 0.357663 |
21 | -0.232313 | -1.7844 | 0.039748 |
22 | -0.252469 | -1.9393 | 0.028629 |
23 | -0.042847 | -0.3291 | 0.371618 |
24 | 0.109704 | 0.8427 | 0.201413 |
25 | -0.014717 | -0.113 | 0.455188 |
26 | -0.135103 | -1.0377 | 0.151812 |
27 | -0.179926 | -1.382 | 0.086085 |
28 | -0.045639 | -0.3506 | 0.363585 |
29 | 0.071501 | 0.5492 | 0.292467 |
30 | 0.048102 | 0.3695 | 0.356547 |
31 | 0.000499 | 0.0038 | 0.498476 |
32 | 0.113783 | 0.874 | 0.192835 |
33 | 0.019107 | 0.1468 | 0.44191 |
34 | -0.012707 | -0.0976 | 0.461287 |
35 | 0.096699 | 0.7428 | 0.230288 |
36 | 0.136891 | 1.0515 | 0.148663 |
37 | 0.138751 | 1.0658 | 0.145436 |
38 | 0.039134 | 0.3006 | 0.382392 |
39 | -0.053608 | -0.4118 | 0.340999 |
40 | -0.013785 | -0.1059 | 0.458017 |
41 | 0.035556 | 0.2731 | 0.392861 |
42 | 0.000396 | 0.003 | 0.498791 |
43 | -0.007648 | -0.0587 | 0.476678 |
44 | -0.026046 | -0.2001 | 0.421061 |
45 | -0.063976 | -0.4914 | 0.31248 |
46 | -0.041327 | -0.3174 | 0.376017 |
47 | -0.009426 | -0.0724 | 0.471265 |
48 | 0.010312 | 0.0792 | 0.468569 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.347176 | 2.6667 | 0.004935 |
2 | -0.119199 | -0.9156 | 0.181806 |
3 | 0.069529 | 0.5341 | 0.297654 |
4 | 0.105283 | 0.8087 | 0.21097 |
5 | -0.058871 | -0.4522 | 0.326392 |
6 | 0.045017 | 0.3458 | 0.365368 |
7 | -0.066932 | -0.5141 | 0.304545 |
8 | 0.044083 | 0.3386 | 0.368055 |
9 | -0.21693 | -1.6663 | 0.05048 |
10 | -0.066906 | -0.5139 | 0.304616 |
11 | 0.059157 | 0.4544 | 0.325607 |
12 | 0.227241 | 1.7455 | 0.043055 |
13 | -0.072017 | -0.5532 | 0.291118 |
14 | -0.095907 | -0.7367 | 0.23212 |
15 | -0.155418 | -1.1938 | 0.118669 |
16 | 0.024421 | 0.1876 | 0.425925 |
17 | 0.10344 | 0.7945 | 0.215035 |
18 | -0.180729 | -1.3882 | 0.085147 |
19 | -0.058255 | -0.4475 | 0.328088 |
20 | -0.035883 | -0.2756 | 0.391901 |
21 | -0.208037 | -1.598 | 0.057697 |
22 | -0.025033 | -0.1923 | 0.424091 |
23 | 0.079879 | 0.6136 | 0.270931 |
24 | -0.005598 | -0.043 | 0.482924 |
25 | -0.111885 | -0.8594 | 0.196798 |
26 | -0.053276 | -0.4092 | 0.34193 |
27 | -0.080822 | -0.6208 | 0.268558 |
28 | -0.042061 | -0.3231 | 0.373889 |
29 | 0.016428 | 0.1262 | 0.450008 |
30 | -0.016998 | -0.1306 | 0.448282 |
31 | -0.034985 | -0.2687 | 0.39454 |
32 | 0.128084 | 0.9838 | 0.164608 |
33 | -0.020213 | -0.1553 | 0.438574 |
34 | -0.00288 | -0.0221 | 0.491213 |
35 | 0.077314 | 0.5939 | 0.277439 |
36 | -0.130705 | -1.004 | 0.159747 |
37 | 0.062747 | 0.482 | 0.315806 |
38 | 0.07078 | 0.5437 | 0.294358 |
39 | -0.029637 | -0.2276 | 0.410355 |
40 | -0.12769 | -0.9808 | 0.165347 |
41 | -0.019981 | -0.1535 | 0.439273 |
42 | -0.038892 | -0.2987 | 0.383096 |
43 | -0.025362 | -0.1948 | 0.423106 |
44 | -0.020618 | -0.1584 | 0.437352 |
45 | -0.039116 | -0.3005 | 0.382444 |
46 | -0.040477 | -0.3109 | 0.378483 |
47 | -0.044329 | -0.3405 | 0.367344 |
48 | -0.013036 | -0.1001 | 0.460289 |