Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.368956 | 3.1089 | 0.001351 |
2 | 0.113744 | 0.9584 | 0.170551 |
3 | 0.027201 | 0.2292 | 0.409687 |
4 | -0.111182 | -0.9368 | 0.17601 |
5 | -0.296798 | -2.5009 | 0.007349 |
6 | -0.351478 | -2.9616 | 0.00208 |
7 | -0.228115 | -1.9221 | 0.029301 |
8 | -0.005022 | -0.0423 | 0.483182 |
9 | -0.056796 | -0.4786 | 0.316856 |
10 | 0.013646 | 0.115 | 0.454391 |
11 | 0.239607 | 2.019 | 0.023634 |
12 | 0.04224 | 0.3559 | 0.361478 |
13 | 0.006262 | 0.0528 | 0.479035 |
14 | -0.005462 | -0.046 | 0.481709 |
15 | -0.058936 | -0.4966 | 0.310501 |
16 | -0.096382 | -0.8121 | 0.209716 |
17 | -0.161606 | -1.3617 | 0.088796 |
18 | -0.117832 | -0.9929 | 0.162073 |
19 | -0.0482 | -0.4061 | 0.34293 |
20 | -0.140585 | -1.1846 | 0.120065 |
21 | 0.034579 | 0.2914 | 0.385809 |
22 | 0.173082 | 1.4584 | 0.074568 |
23 | 0.14589 | 1.2293 | 0.11151 |
24 | 0.105538 | 0.8893 | 0.188428 |
25 | 0.167986 | 1.4155 | 0.08065 |
26 | 0.167916 | 1.4149 | 0.080737 |
27 | -0.009146 | -0.0771 | 0.469395 |
28 | -0.203674 | -1.7162 | 0.045244 |
29 | -0.206554 | -1.7405 | 0.043056 |
30 | -0.113943 | -0.9601 | 0.170132 |
31 | -0.151321 | -1.2751 | 0.103224 |
32 | -0.048234 | -0.4064 | 0.342827 |
33 | -0.007066 | -0.0595 | 0.476345 |
34 | 0.110359 | 0.9299 | 0.177786 |
35 | 0.08617 | 0.7261 | 0.235088 |
36 | 0.134386 | 1.1324 | 0.130647 |
37 | 0.108826 | 0.917 | 0.181128 |
38 | -0.002029 | -0.0171 | 0.493203 |
39 | -0.051351 | -0.4327 | 0.333275 |
40 | -0.009276 | -0.0782 | 0.46896 |
41 | -0.050767 | -0.4278 | 0.335056 |
42 | -0.061671 | -0.5196 | 0.302463 |
43 | -0.030274 | -0.2551 | 0.399693 |
44 | 0.013761 | 0.116 | 0.454009 |
45 | 0.068407 | 0.5764 | 0.28308 |
46 | 0.063539 | 0.5354 | 0.297028 |
47 | 0.04578 | 0.3857 | 0.350418 |
48 | 0.042446 | 0.3577 | 0.36083 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.368956 | 3.1089 | 0.001351 |
2 | -0.025912 | -0.2183 | 0.413897 |
3 | -0.007289 | -0.0614 | 0.475598 |
4 | -0.13455 | -1.1337 | 0.130359 |
5 | -0.247101 | -2.0821 | 0.020469 |
6 | -0.196284 | -1.6539 | 0.05128 |
7 | -0.042127 | -0.355 | 0.361834 |
8 | 0.129394 | 1.0903 | 0.139636 |
9 | -0.132262 | -1.1145 | 0.13442 |
10 | -0.033493 | -0.2822 | 0.389298 |
11 | 0.151581 | 1.2772 | 0.102838 |
12 | -0.23205 | -1.9553 | 0.027243 |
13 | 0.011665 | 0.0983 | 0.46099 |
14 | -0.019594 | -0.1651 | 0.434667 |
15 | -0.081457 | -0.6864 | 0.247357 |
16 | -0.039023 | -0.3288 | 0.371633 |
17 | -0.092802 | -0.782 | 0.218418 |
18 | -0.065346 | -0.5506 | 0.291812 |
19 | -0.118379 | -0.9975 | 0.16096 |
20 | -0.141906 | -1.1957 | 0.117891 |
21 | 0.088699 | 0.7474 | 0.228648 |
22 | 0.001296 | 0.0109 | 0.495658 |
23 | 0.042852 | 0.3611 | 0.359558 |
24 | -0.070608 | -0.595 | 0.276882 |
25 | 0.074332 | 0.6263 | 0.266554 |
26 | 0.081517 | 0.6869 | 0.247199 |
27 | -0.124343 | -1.0477 | 0.149158 |
28 | -0.097777 | -0.8239 | 0.206381 |
29 | -0.132417 | -1.1158 | 0.134142 |
30 | 0.020484 | 0.1726 | 0.431729 |
31 | 0.01282 | 0.108 | 0.457141 |
32 | -0.017302 | -0.1458 | 0.442249 |
33 | -0.150368 | -1.267 | 0.104644 |
34 | -0.03055 | -0.2574 | 0.3988 |
35 | -0.036775 | -0.3099 | 0.378784 |
36 | 0.066 | 0.5561 | 0.289938 |
37 | -0.036782 | -0.3099 | 0.378762 |
38 | -0.09759 | -0.8223 | 0.206828 |
39 | -0.000491 | -0.0041 | 0.498357 |
40 | 0.04638 | 0.3908 | 0.348557 |
41 | -0.020913 | -0.1762 | 0.430312 |
42 | -0.006273 | -0.0529 | 0.478998 |
43 | -0.046311 | -0.3902 | 0.34877 |
44 | -0.004761 | -0.0401 | 0.484055 |
45 | 0.039832 | 0.3356 | 0.369069 |
46 | 0.076376 | 0.6436 | 0.260969 |
47 | -0.132963 | -1.1204 | 0.133166 |
48 | -0.112706 | -0.9497 | 0.172748 |