Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.207956 | 1.7523 | 0.042023 |
2 | 0.18525 | 1.5609 | 0.061492 |
3 | 0.160822 | 1.3551 | 0.089839 |
4 | 0.246022 | 2.073 | 0.020901 |
5 | -0.138647 | -1.1683 | 0.123305 |
6 | -0.089272 | -0.7522 | 0.227202 |
7 | 0.139284 | 1.1736 | 0.122233 |
8 | -0.075848 | -0.6391 | 0.262406 |
9 | -0.15168 | -1.2781 | 0.102692 |
10 | -0.138076 | -1.1634 | 0.124272 |
11 | 0.03226 | 0.2718 | 0.393273 |
12 | -0.091109 | -0.7677 | 0.222606 |
13 | -0.124596 | -1.0499 | 0.14867 |
14 | -0.228824 | -1.9281 | 0.028921 |
15 | -0.104889 | -0.8838 | 0.18989 |
16 | -0.343835 | -2.8972 | 0.002501 |
17 | -0.285837 | -2.4085 | 0.009308 |
18 | -0.242335 | -2.042 | 0.022436 |
19 | 0.02724 | 0.2295 | 0.40956 |
20 | -0.070771 | -0.5963 | 0.276428 |
21 | -0.057387 | -0.4835 | 0.315097 |
22 | 0.159231 | 1.3417 | 0.091984 |
23 | 0.048674 | 0.4101 | 0.34147 |
24 | 0.02321 | 0.1956 | 0.422752 |
25 | -0.035059 | -0.2954 | 0.38427 |
26 | 0.155625 | 1.3113 | 0.096988 |
27 | -0.043511 | -0.3666 | 0.357493 |
28 | -0.054723 | -0.4611 | 0.323067 |
29 | 0.051416 | 0.4332 | 0.333076 |
30 | 0.017694 | 0.1491 | 0.440951 |
31 | 0.0079 | 0.0666 | 0.473555 |
32 | 0.119056 | 1.0032 | 0.159589 |
33 | 0.154009 | 1.2977 | 0.099296 |
34 | 0.065306 | 0.5503 | 0.291927 |
35 | 0.079812 | 0.6725 | 0.25172 |
36 | 0.056349 | 0.4748 | 0.31819 |
37 | -0.035498 | -0.2991 | 0.382863 |
38 | -0.014019 | -0.1181 | 0.453149 |
39 | 0.007677 | 0.0647 | 0.474301 |
40 | -0.011861 | -0.0999 | 0.460336 |
41 | -0.026999 | -0.2275 | 0.410345 |
42 | 0.041736 | 0.3517 | 0.363064 |
43 | 0.040043 | 0.3374 | 0.368403 |
44 | 0.035529 | 0.2994 | 0.382767 |
45 | 0.048276 | 0.4068 | 0.342695 |
46 | 0.037687 | 0.3176 | 0.375876 |
47 | -0.000372 | -0.0031 | 0.498753 |
48 | -0.022149 | -0.1866 | 0.426241 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.207956 | 1.7523 | 0.042023 |
2 | 0.148423 | 1.2506 | 0.107587 |
3 | 0.10383 | 0.8749 | 0.192294 |
4 | 0.188355 | 1.5871 | 0.058467 |
5 | -0.272582 | -2.2968 | 0.012291 |
6 | -0.115132 | -0.9701 | 0.167641 |
7 | 0.218558 | 1.8416 | 0.034855 |
8 | -0.129172 | -1.0884 | 0.140045 |
9 | -0.072891 | -0.6142 | 0.270527 |
10 | -0.110799 | -0.9336 | 0.176835 |
11 | 0.009396 | 0.0792 | 0.468561 |
12 | 0.090885 | 0.7658 | 0.223164 |
13 | -0.077282 | -0.6512 | 0.258513 |
14 | -0.323385 | -2.7249 | 0.004047 |
15 | -0.04892 | -0.4122 | 0.340715 |
16 | -0.25515 | -2.1499 | 0.017484 |
17 | -0.095412 | -0.804 | 0.212052 |
18 | -0.074877 | -0.6309 | 0.265057 |
19 | 0.094231 | 0.794 | 0.214919 |
20 | 0.08141 | 0.686 | 0.247483 |
21 | -0.038461 | -0.3241 | 0.373416 |
22 | 0.084563 | 0.7125 | 0.239234 |
23 | -0.116215 | -0.9792 | 0.165391 |
24 | -0.077448 | -0.6526 | 0.258065 |
25 | -0.07735 | -0.6518 | 0.258328 |
26 | -0.0811 | -0.6834 | 0.248302 |
27 | -0.065895 | -0.5552 | 0.290237 |
28 | -0.075863 | -0.6392 | 0.262365 |
29 | 0.044704 | 0.3767 | 0.353767 |
30 | -0.150446 | -1.2677 | 0.104527 |
31 | -0.075657 | -0.6375 | 0.262926 |
32 | 0.059477 | 0.5012 | 0.308905 |
33 | -0.075388 | -0.6352 | 0.26366 |
34 | -0.087509 | -0.7374 | 0.231665 |
35 | 0.033632 | 0.2834 | 0.388851 |
36 | -0.040075 | -0.3377 | 0.368302 |
37 | -0.048021 | -0.4046 | 0.343483 |
38 | 0.066437 | 0.5598 | 0.288687 |
39 | -0.095619 | -0.8057 | 0.211554 |
40 | 0.037247 | 0.3138 | 0.377278 |
41 | -0.101838 | -0.8581 | 0.196862 |
42 | -0.01695 | -0.1428 | 0.443419 |
43 | 0.029667 | 0.25 | 0.401663 |
44 | -0.066178 | -0.5576 | 0.289428 |
45 | 0.008893 | 0.0749 | 0.470238 |
46 | -0.057108 | -0.4812 | 0.315928 |
47 | -0.015732 | -0.1326 | 0.447458 |
48 | -0.012867 | -0.1084 | 0.456986 |