Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.222562 | 1.8753 | 0.032429 |
2 | 0.025149 | 0.2119 | 0.416392 |
3 | -0.0465 | -0.3918 | 0.348183 |
4 | -0.038399 | -0.3236 | 0.373612 |
5 | -0.080765 | -0.6805 | 0.249188 |
6 | -0.071875 | -0.6056 | 0.273345 |
7 | -0.071902 | -0.6059 | 0.27327 |
8 | -0.048482 | -0.4085 | 0.342063 |
9 | -0.042101 | -0.3548 | 0.361913 |
10 | -0.021724 | -0.1831 | 0.42764 |
11 | 0.011278 | 0.095 | 0.462279 |
12 | 0.06177 | 0.5205 | 0.302173 |
13 | 0.161274 | 1.3589 | 0.089236 |
14 | 0.169371 | 1.4271 | 0.078961 |
15 | 0.012177 | 0.1026 | 0.459282 |
16 | -0.035573 | -0.2997 | 0.382623 |
17 | -0.040132 | -0.3382 | 0.368122 |
18 | -0.069149 | -0.5827 | 0.280984 |
19 | -0.072332 | -0.6095 | 0.272076 |
20 | -0.037222 | -0.3136 | 0.377357 |
21 | -0.034017 | -0.2866 | 0.387613 |
22 | -0.041427 | -0.3491 | 0.364033 |
23 | -0.008872 | -0.0748 | 0.470309 |
24 | 0.115752 | 0.9753 | 0.16635 |
25 | 0.120267 | 1.0134 | 0.157158 |
26 | 0.008954 | 0.0755 | 0.470034 |
27 | -0.018229 | -0.1536 | 0.43918 |
28 | -0.002238 | -0.0189 | 0.492503 |
29 | -0.069599 | -0.5865 | 0.279716 |
30 | -0.058634 | -0.4941 | 0.311394 |
31 | -0.073456 | -0.619 | 0.268965 |
32 | -0.059919 | -0.5049 | 0.307601 |
33 | -0.112944 | -0.9517 | 0.172244 |
34 | 0.077954 | 0.6569 | 0.256699 |
35 | -0.040085 | -0.3378 | 0.368271 |
36 | 0.009963 | 0.0839 | 0.466668 |
37 | 0.086679 | 0.7304 | 0.233784 |
38 | 0.12921 | 1.0887 | 0.139975 |
39 | -0.038373 | -0.3233 | 0.373696 |
40 | -0.04215 | -0.3552 | 0.361762 |
41 | -0.050308 | -0.4239 | 0.33646 |
42 | -0.057489 | -0.4844 | 0.314793 |
43 | -0.06147 | -0.518 | 0.303049 |
44 | -0.062163 | -0.5238 | 0.301026 |
45 | -0.051586 | -0.4347 | 0.332558 |
46 | -0.050294 | -0.4238 | 0.336502 |
47 | -0.031762 | -0.2676 | 0.39488 |
48 | 0.020689 | 0.1743 | 0.431053 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.222562 | 1.8753 | 0.032429 |
2 | -0.025655 | -0.2162 | 0.414736 |
3 | -0.048988 | -0.4128 | 0.340505 |
4 | -0.017494 | -0.1474 | 0.441616 |
5 | -0.071511 | -0.6026 | 0.274361 |
6 | -0.043073 | -0.3629 | 0.358864 |
7 | -0.051254 | -0.4319 | 0.333571 |
8 | -0.0309 | -0.2604 | 0.397668 |
9 | -0.035292 | -0.2974 | 0.383525 |
10 | -0.019338 | -0.1629 | 0.435513 |
11 | 0.007062 | 0.0595 | 0.47636 |
12 | 0.044912 | 0.3784 | 0.353117 |
13 | 0.133342 | 1.1236 | 0.132492 |
14 | 0.105644 | 0.8902 | 0.188189 |
15 | -0.051547 | -0.4343 | 0.332678 |
16 | -0.019168 | -0.1615 | 0.436076 |
17 | -0.009164 | -0.0772 | 0.469334 |
18 | -0.041079 | -0.3461 | 0.365132 |
19 | -0.02446 | -0.2061 | 0.418651 |
20 | 0.003751 | 0.0316 | 0.487436 |
21 | -0.016957 | -0.1429 | 0.443393 |
22 | -0.030574 | -0.2576 | 0.398722 |
23 | 0.004377 | 0.0369 | 0.485341 |
24 | 0.114354 | 0.9636 | 0.169268 |
25 | 0.055686 | 0.4692 | 0.320176 |
26 | -0.071971 | -0.6064 | 0.273079 |
27 | -0.048222 | -0.4063 | 0.342862 |
28 | 0.000367 | 0.0031 | 0.498769 |
29 | -0.056226 | -0.4738 | 0.318558 |
30 | -0.012291 | -0.1036 | 0.458905 |
31 | -0.037129 | -0.3129 | 0.377653 |
32 | -0.020649 | -0.174 | 0.431183 |
33 | -0.098439 | -0.8295 | 0.204813 |
34 | 0.13222 | 1.1141 | 0.134496 |
35 | -0.08706 | -0.7336 | 0.23281 |
36 | 0.013174 | 0.111 | 0.455963 |
37 | 0.04931 | 0.4155 | 0.339516 |
38 | 0.029583 | 0.2493 | 0.401937 |
39 | -0.107743 | -0.9079 | 0.183512 |
40 | 0.003727 | 0.0314 | 0.487518 |
41 | -0.023413 | -0.1973 | 0.422084 |
42 | -0.035902 | -0.3025 | 0.381572 |
43 | -0.006069 | -0.0511 | 0.47968 |
44 | -0.027813 | -0.2344 | 0.407691 |
45 | -0.026252 | -0.2212 | 0.412784 |
46 | -0.017203 | -0.145 | 0.442579 |
47 | -0.022826 | -0.1923 | 0.424015 |
48 | -0.018689 | -0.1575 | 0.437658 |