Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.430143 | 3.6244 | 0.00027 |
2 | 0.253123 | 2.1329 | 0.018198 |
3 | -0.070277 | -0.5922 | 0.277811 |
4 | -0.017809 | -0.1501 | 0.440572 |
5 | -0.106664 | -0.8988 | 0.185908 |
6 | -0.017695 | -0.1491 | 0.44095 |
7 | -0.057526 | -0.4847 | 0.314682 |
8 | -0.054683 | -0.4608 | 0.323187 |
9 | 0.036383 | 0.3066 | 0.380035 |
10 | 0.096345 | 0.8118 | 0.209804 |
11 | 0.011626 | 0.098 | 0.461119 |
12 | -0.05098 | -0.4296 | 0.334407 |
13 | -0.065338 | -0.5506 | 0.291835 |
14 | -0.086764 | -0.7311 | 0.233565 |
15 | -0.061147 | -0.5152 | 0.303994 |
16 | -0.021056 | -0.1774 | 0.429841 |
17 | -0.062295 | -0.5249 | 0.300641 |
18 | -0.041046 | -0.3459 | 0.365234 |
19 | -0.047251 | -0.3981 | 0.34586 |
20 | -0.072638 | -0.6121 | 0.271228 |
21 | -0.096762 | -0.8153 | 0.208804 |
22 | -0.038091 | -0.321 | 0.374593 |
23 | -0.031229 | -0.2631 | 0.396604 |
24 | -0.010436 | -0.0879 | 0.465088 |
25 | 0.060613 | 0.5107 | 0.305562 |
26 | 0.019374 | 0.1632 | 0.435395 |
27 | -0.044591 | -0.3757 | 0.354118 |
28 | -0.099479 | -0.8382 | 0.202358 |
29 | -0.013306 | -0.1121 | 0.455523 |
30 | -0.025597 | -0.2157 | 0.414926 |
31 | -0.016667 | -0.1404 | 0.444355 |
32 | -0.040015 | -0.3372 | 0.36849 |
33 | -0.051763 | -0.4362 | 0.332022 |
34 | -0.029077 | -0.245 | 0.403578 |
35 | -0.009061 | -0.0764 | 0.469676 |
36 | -0.062707 | -0.5284 | 0.299442 |
37 | -0.077842 | -0.6559 | 0.257001 |
38 | -0.071699 | -0.6041 | 0.273837 |
39 | -0.059323 | -0.4999 | 0.309359 |
40 | 0.031743 | 0.2675 | 0.39494 |
41 | -0.001371 | -0.0115 | 0.495409 |
42 | -0.022622 | -0.1906 | 0.424686 |
43 | -0.057066 | -0.4808 | 0.316053 |
44 | 0.000392 | 0.0033 | 0.498686 |
45 | 0.007419 | 0.0625 | 0.475163 |
46 | 0.022009 | 0.1854 | 0.426703 |
47 | 0.002767 | 0.0233 | 0.490732 |
48 | 0.025627 | 0.2159 | 0.414827 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.430143 | 3.6244 | 0.00027 |
2 | 0.083561 | 0.7041 | 0.241837 |
3 | -0.254547 | -2.1449 | 0.017694 |
4 | 0.098211 | 0.8275 | 0.205353 |
5 | -0.072909 | -0.6143 | 0.270476 |
6 | 0.014871 | 0.1253 | 0.450317 |
7 | -0.022295 | -0.1879 | 0.42576 |
8 | -0.074797 | -0.6302 | 0.265277 |
9 | 0.145923 | 1.2296 | 0.111458 |
10 | 0.047471 | 0.4 | 0.345179 |
11 | -0.140125 | -1.1807 | 0.120829 |
12 | -0.023164 | -0.1952 | 0.422904 |
13 | 0.016786 | 0.1414 | 0.443961 |
14 | -0.064227 | -0.5412 | 0.295035 |
15 | -0.003612 | -0.0304 | 0.487903 |
16 | 0.011679 | 0.0984 | 0.460941 |
17 | -0.081993 | -0.6909 | 0.245945 |
18 | 0.025138 | 0.2118 | 0.416428 |
19 | -0.051167 | -0.4311 | 0.333836 |
20 | -0.104194 | -0.878 | 0.191464 |
21 | 0.002644 | 0.0223 | 0.491145 |
22 | 0.027147 | 0.2287 | 0.409863 |
23 | -0.038255 | -0.3223 | 0.374071 |
24 | 0.000472 | 0.004 | 0.49842 |
25 | 0.077116 | 0.6498 | 0.258961 |
26 | -0.076712 | -0.6464 | 0.260056 |
27 | -0.075023 | -0.6322 | 0.264658 |
28 | -0.055837 | -0.4705 | 0.319722 |
29 | 0.082041 | 0.6913 | 0.245819 |
30 | -0.000325 | -0.0027 | 0.498913 |
31 | -0.097256 | -0.8195 | 0.207623 |
32 | -0.02094 | -0.1764 | 0.430223 |
33 | -0.012935 | -0.109 | 0.456759 |
34 | -0.011787 | -0.0993 | 0.460583 |
35 | -0.057662 | -0.4859 | 0.314278 |
36 | -0.098964 | -0.8339 | 0.203572 |
37 | 0.023555 | 0.1985 | 0.421619 |
38 | -0.021122 | -0.178 | 0.429625 |
39 | -0.095414 | -0.804 | 0.212048 |
40 | 0.08982 | 0.7568 | 0.225827 |
41 | -0.084319 | -0.7105 | 0.239864 |
42 | -0.073178 | -0.6166 | 0.269732 |
43 | 0.012298 | 0.1036 | 0.458878 |
44 | -0.018745 | -0.158 | 0.437472 |
45 | 0.008119 | 0.0684 | 0.472823 |
46 | 0.014067 | 0.1185 | 0.452991 |
47 | -0.080426 | -0.6777 | 0.250087 |
48 | 0.033128 | 0.2791 | 0.390474 |