Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.235541 | 1.9847 | 0.025521 |
2 | 0.033899 | 0.2856 | 0.387994 |
3 | 0.211243 | 1.78 | 0.03968 |
4 | 0.182194 | 1.5352 | 0.06459 |
5 | 0.246364 | 2.0759 | 0.020763 |
6 | -0.037397 | -0.3151 | 0.3768 |
7 | -0.07035 | -0.5928 | 0.277607 |
8 | 0.102575 | 0.8643 | 0.195163 |
9 | -0.05556 | -0.4682 | 0.320554 |
10 | -0.185423 | -1.5624 | 0.06132 |
11 | 0.07638 | 0.6436 | 0.260957 |
12 | -0.101512 | -0.8554 | 0.197617 |
13 | -0.108234 | -0.912 | 0.182428 |
14 | 0.033192 | 0.2797 | 0.390269 |
15 | -0.085554 | -0.7209 | 0.236673 |
16 | 0.014548 | 0.1226 | 0.451391 |
17 | -0.21923 | -1.8473 | 0.034438 |
18 | -0.207663 | -1.7498 | 0.042236 |
19 | 0.087152 | 0.7344 | 0.232576 |
20 | -0.150278 | -1.2663 | 0.104778 |
21 | -0.233818 | -1.9702 | 0.026359 |
22 | -0.216611 | -1.8252 | 0.036089 |
23 | -0.205696 | -1.7332 | 0.043698 |
24 | -0.136259 | -1.1481 | 0.127383 |
25 | -0.112299 | -0.9462 | 0.173616 |
26 | -0.188939 | -1.592 | 0.05791 |
27 | -0.115215 | -0.9708 | 0.167466 |
28 | -0.025758 | -0.217 | 0.414399 |
29 | 0.033288 | 0.2805 | 0.389958 |
30 | 0.072798 | 0.6134 | 0.270785 |
31 | -0.105158 | -0.8861 | 0.189284 |
32 | 0.030817 | 0.2597 | 0.397937 |
33 | 0.112649 | 0.9492 | 0.172869 |
34 | 0.109184 | 0.92 | 0.180344 |
35 | 0.088547 | 0.7461 | 0.229032 |
36 | 0.027896 | 0.2351 | 0.40742 |
37 | 0.093958 | 0.7917 | 0.215586 |
38 | 0.071266 | 0.6005 | 0.275043 |
39 | -0.021981 | -0.1852 | 0.426793 |
40 | 0.010811 | 0.0911 | 0.463836 |
41 | 0.051026 | 0.43 | 0.334265 |
42 | 0.056111 | 0.4728 | 0.318903 |
43 | 0.067997 | 0.5729 | 0.284244 |
44 | 0.023962 | 0.2019 | 0.420282 |
45 | 0.030065 | 0.2533 | 0.400372 |
46 | 0.021468 | 0.1809 | 0.428484 |
47 | 0.01821 | 0.1534 | 0.439243 |
48 | 0.116641 | 0.9828 | 0.164512 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.235541 | 1.9847 | 0.025521 |
2 | -0.022848 | -0.1925 | 0.423942 |
3 | 0.220818 | 1.8606 | 0.033468 |
4 | 0.08998 | 0.7582 | 0.225425 |
5 | 0.215398 | 1.815 | 0.036876 |
6 | -0.194459 | -1.6385 | 0.052867 |
7 | -0.059833 | -0.5042 | 0.307854 |
8 | 0.017138 | 0.1444 | 0.442795 |
9 | -0.115312 | -0.9716 | 0.167265 |
10 | -0.1704 | -1.4358 | 0.077723 |
11 | 0.231374 | 1.9496 | 0.027588 |
12 | -0.179681 | -1.514 | 0.06723 |
13 | 0.014272 | 0.1203 | 0.452308 |
14 | 0.113237 | 0.9542 | 0.171622 |
15 | -0.039047 | -0.329 | 0.371555 |
16 | -0.050544 | -0.4259 | 0.335738 |
17 | -0.205838 | -1.7344 | 0.043592 |
18 | -0.077666 | -0.6544 | 0.257475 |
19 | 0.047226 | 0.3979 | 0.345937 |
20 | -0.144213 | -1.2152 | 0.114165 |
21 | -0.031195 | -0.2629 | 0.396711 |
22 | -0.191186 | -1.611 | 0.055813 |
23 | -0.085341 | -0.7191 | 0.237222 |
24 | -0.115598 | -0.974 | 0.166669 |
25 | 0.065032 | 0.548 | 0.292715 |
26 | -0.060917 | -0.5133 | 0.304668 |
27 | -0.111625 | -0.9406 | 0.175057 |
28 | 0.091285 | 0.7692 | 0.222167 |
29 | 0.14855 | 1.2517 | 0.107393 |
30 | -0.125518 | -1.0576 | 0.146904 |
31 | -0.066098 | -0.557 | 0.289655 |
32 | 0.028535 | 0.2404 | 0.40534 |
33 | -0.090524 | -0.7628 | 0.224064 |
34 | 0.040057 | 0.3375 | 0.368358 |
35 | 0.039937 | 0.3365 | 0.368736 |
36 | 0.050229 | 0.4232 | 0.336702 |
37 | -0.036084 | -0.3041 | 0.380989 |
38 | -0.047281 | -0.3984 | 0.345766 |
39 | -0.134111 | -1.13 | 0.131131 |
40 | -0.103943 | -0.8758 | 0.192036 |
41 | -0.048237 | -0.4064 | 0.342818 |
42 | 0.085981 | 0.7245 | 0.235572 |
43 | -0.000592 | -0.005 | 0.498016 |
44 | -0.078717 | -0.6633 | 0.25465 |
45 | -0.037139 | -0.3129 | 0.377621 |
46 | -0.031967 | -0.2694 | 0.394218 |
47 | -0.062843 | -0.5295 | 0.299046 |
48 | -0.048903 | -0.4121 | 0.340767 |