Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.277631 | 2.4203 | 0.008947 |
2 | 0.229729 | 2.0027 | 0.024386 |
3 | -0.131974 | -1.1505 | 0.126768 |
4 | -0.248477 | -2.1662 | 0.016717 |
5 | -0.412365 | -3.5949 | 0.000287 |
6 | -0.331555 | -2.8904 | 0.002506 |
7 | -0.336216 | -2.9311 | 0.00223 |
8 | -0.248679 | -2.1679 | 0.016647 |
9 | 0.04581 | 0.3994 | 0.345374 |
10 | 0.111425 | 0.9714 | 0.167221 |
11 | 0.339383 | 2.9587 | 0.002059 |
12 | 0.43424 | 3.7856 | 0.000152 |
13 | 0.323029 | 2.8161 | 0.003095 |
14 | 0.119397 | 1.0409 | 0.150615 |
15 | 0.073812 | 0.6435 | 0.260925 |
16 | -0.268925 | -2.3444 | 0.010835 |
17 | -0.265657 | -2.3159 | 0.01163 |
18 | -0.316891 | -2.7626 | 0.003594 |
19 | -0.269873 | -2.3527 | 0.010613 |
20 | -0.096581 | -0.842 | 0.201222 |
21 | -0.008652 | -0.0754 | 0.470037 |
22 | 0.10088 | 0.8795 | 0.190965 |
23 | 0.125211 | 1.0916 | 0.139237 |
24 | 0.334356 | 2.9148 | 0.002337 |
25 | 0.260121 | 2.2677 | 0.013095 |
26 | 0.187187 | 1.6319 | 0.053424 |
27 | 0.080975 | 0.7059 | 0.241197 |
28 | -0.143177 | -1.2482 | 0.107897 |
29 | -0.233386 | -2.0346 | 0.022689 |
30 | -0.219101 | -1.9101 | 0.029948 |
31 | -0.203046 | -1.7701 | 0.04036 |
32 | -0.178178 | -1.5533 | 0.062251 |
33 | 0.019055 | 0.1661 | 0.434253 |
34 | 0.002718 | 0.0237 | 0.490578 |
35 | 0.200697 | 1.7496 | 0.042109 |
36 | 0.192959 | 1.6822 | 0.04832 |
37 | 0.248179 | 2.1636 | 0.01682 |
38 | 0.047382 | 0.4131 | 0.340362 |
39 | 0.101016 | 0.8806 | 0.190645 |
40 | -0.162632 | -1.4178 | 0.080169 |
41 | -0.154769 | -1.3492 | 0.090632 |
42 | -0.146908 | -1.2807 | 0.102094 |
43 | -0.141575 | -1.2342 | 0.110461 |
44 | -0.101156 | -0.8819 | 0.190316 |
45 | -0.011124 | -0.097 | 0.461499 |
46 | 0.051141 | 0.4458 | 0.328492 |
47 | 0.058017 | 0.5058 | 0.307238 |
48 | 0.189038 | 1.648 | 0.051741 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.277631 | 2.4203 | 0.008947 |
2 | 0.165399 | 1.4419 | 0.076718 |
3 | -0.257471 | -2.2446 | 0.013852 |
4 | -0.229665 | -2.0022 | 0.024417 |
5 | -0.26946 | -2.3491 | 0.010709 |
6 | -0.155065 | -1.3518 | 0.09022 |
7 | -0.237549 | -2.0709 | 0.020882 |
8 | -0.325671 | -2.8391 | 0.0029 |
9 | -0.045968 | -0.4007 | 0.344869 |
10 | -0.161201 | -1.4053 | 0.082001 |
11 | -0.025738 | -0.2244 | 0.411533 |
12 | 0.156594 | 1.3652 | 0.088116 |
13 | 0.004113 | 0.0359 | 0.485745 |
14 | -0.073326 | -0.6392 | 0.262295 |
15 | 0.144037 | 1.2557 | 0.106538 |
16 | -0.12773 | -1.1135 | 0.134496 |
17 | -2.2e-05 | -2e-04 | 0.499922 |
18 | 0.004709 | 0.0411 | 0.483679 |
19 | -0.052494 | -0.4576 | 0.324262 |
20 | 0.136508 | 1.19 | 0.118866 |
21 | -0.094775 | -0.8262 | 0.20563 |
22 | -0.073544 | -0.6411 | 0.261681 |
23 | -0.117664 | -1.0258 | 0.154126 |
24 | 0.004502 | 0.0392 | 0.484398 |
25 | 0.136719 | 1.1919 | 0.118506 |
26 | -0.066164 | -0.5768 | 0.282888 |
27 | 0.044998 | 0.3923 | 0.347973 |
28 | 0.011965 | 0.1043 | 0.4586 |
29 | -0.07057 | -0.6152 | 0.270124 |
30 | 0.090203 | 0.7864 | 0.217049 |
31 | 0.036291 | 0.3164 | 0.376293 |
32 | -0.119686 | -1.0434 | 0.150035 |
33 | 0.135676 | 1.1828 | 0.120289 |
34 | -0.075181 | -0.6554 | 0.257091 |
35 | 0.104792 | 0.9136 | 0.18192 |
36 | 0.015617 | 0.1361 | 0.446032 |
37 | -0.049379 | -0.4305 | 0.334035 |
38 | -0.023247 | -0.2027 | 0.41997 |
39 | -0.029315 | -0.2556 | 0.399491 |
40 | -0.136978 | -1.1941 | 0.118068 |
41 | 0.023987 | 0.2091 | 0.417459 |
42 | -0.033168 | -0.2892 | 0.386625 |
43 | 0.088008 | 0.7672 | 0.222658 |
44 | -0.046518 | -0.4055 | 0.343114 |
45 | -0.122827 | -1.0708 | 0.143829 |
46 | 0.040035 | 0.349 | 0.364021 |
47 | -0.123582 | -1.0774 | 0.142364 |
48 | 0.006242 | 0.0544 | 0.478373 |