Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.485339 | 3.9129 | 0.00011 |
2 | 0.305455 | 2.4627 | 0.008225 |
3 | -0.016701 | -0.1346 | 0.446653 |
4 | 0.107699 | 0.8683 | 0.194214 |
5 | 0.034607 | 0.279 | 0.390561 |
6 | 0.053333 | 0.43 | 0.334314 |
7 | 0.005846 | 0.0471 | 0.481275 |
8 | 0.001403 | 0.0113 | 0.495504 |
9 | 0.130845 | 1.0549 | 0.147686 |
10 | 0.059788 | 0.482 | 0.315704 |
11 | 0.061476 | 0.4956 | 0.310911 |
12 | -0.249441 | -2.0111 | 0.024235 |
13 | -0.120647 | -0.9727 | 0.167157 |
14 | -0.149319 | -1.2038 | 0.116507 |
15 | -0.027273 | -0.2199 | 0.413327 |
16 | -0.182646 | -1.4725 | 0.072851 |
17 | -0.15875 | -1.2799 | 0.102568 |
18 | -0.210973 | -1.7009 | 0.046869 |
19 | -0.144148 | -1.1622 | 0.12471 |
20 | -0.083594 | -0.674 | 0.251365 |
21 | -0.134531 | -1.0846 | 0.141048 |
22 | -0.049371 | -0.398 | 0.345953 |
23 | -0.122147 | -0.9848 | 0.164192 |
24 | 0.036491 | 0.2942 | 0.384771 |
25 | 0.019995 | 0.1612 | 0.436215 |
26 | 0.07254 | 0.5848 | 0.280342 |
27 | -0.09021 | -0.7273 | 0.234829 |
28 | -0.025089 | -0.2023 | 0.420167 |
29 | -0.084894 | -0.6844 | 0.248065 |
30 | 0.009782 | 0.0789 | 0.46869 |
31 | -0.006968 | -0.0562 | 0.477686 |
32 | 0.004965 | 0.04 | 0.484098 |
33 | 0.041677 | 0.336 | 0.368972 |
34 | 0.011297 | 0.0911 | 0.463855 |
35 | 0.113838 | 0.9178 | 0.18106 |
36 | 0.04617 | 0.3722 | 0.355463 |
37 | 0.094691 | 0.7634 | 0.223986 |
38 | -0.00692 | -0.0558 | 0.477839 |
39 | 0.068607 | 0.5531 | 0.291036 |
40 | -0.078998 | -0.6369 | 0.263213 |
41 | -0.02672 | -0.2154 | 0.415055 |
42 | -0.078477 | -0.6327 | 0.264574 |
43 | -0.024241 | -0.1954 | 0.422831 |
44 | -0.054443 | -0.4389 | 0.331081 |
45 | -0.033743 | -0.272 | 0.393226 |
46 | -0.018488 | -0.1491 | 0.440985 |
47 | -0.057414 | -0.4629 | 0.322496 |
48 | -0.014184 | -0.1144 | 0.454654 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.485339 | 3.9129 | 0.00011 |
2 | 0.091441 | 0.7372 | 0.231822 |
3 | -0.258259 | -2.0821 | 0.020635 |
4 | 0.251711 | 2.0294 | 0.02326 |
5 | -0.04138 | -0.3336 | 0.369872 |
6 | -0.07541 | -0.608 | 0.272661 |
7 | 0.08511 | 0.6862 | 0.247521 |
8 | -0.052767 | -0.4254 | 0.335966 |
9 | 0.204215 | 1.6464 | 0.052251 |
10 | -0.112721 | -0.9088 | 0.18341 |
11 | -0.027392 | -0.2208 | 0.412955 |
12 | -0.288796 | -2.3284 | 0.011508 |
13 | 0.13768 | 1.11 | 0.135543 |
14 | 0.008899 | 0.0717 | 0.471511 |
15 | -0.156433 | -1.2612 | 0.105872 |
16 | -0.060133 | -0.4848 | 0.31472 |
17 | -0.047493 | -0.3829 | 0.351523 |
18 | -0.090143 | -0.7268 | 0.234994 |
19 | -0.041263 | -0.3327 | 0.370226 |
20 | 0.033857 | 0.273 | 0.392873 |
21 | -0.078396 | -0.632 | 0.264786 |
22 | 0.101755 | 0.8204 | 0.207501 |
23 | -0.071434 | -0.5759 | 0.283329 |
24 | -0.015192 | -0.1225 | 0.451449 |
25 | 0.161517 | 1.3022 | 0.098724 |
26 | -0.075995 | -0.6127 | 0.271109 |
27 | -0.10605 | -0.855 | 0.197844 |
28 | 0.050855 | 0.41 | 0.341574 |
29 | -0.101083 | -0.815 | 0.209037 |
30 | 0.011723 | 0.0945 | 0.462495 |
31 | -0.01405 | -0.1133 | 0.455081 |
32 | -0.032292 | -0.2603 | 0.397711 |
33 | 0.012832 | 0.1035 | 0.45896 |
34 | -0.047697 | -0.3845 | 0.350914 |
35 | 0.066448 | 0.5357 | 0.296991 |
36 | -0.041828 | -0.3372 | 0.368517 |
37 | 0.073285 | 0.5908 | 0.278337 |
38 | 0.021747 | 0.1753 | 0.430683 |
39 | -0.107004 | -0.8627 | 0.195739 |
40 | -0.087857 | -0.7083 | 0.240637 |
41 | 0.028973 | 0.2336 | 0.40802 |
42 | -0.026922 | -0.217 | 0.414425 |
43 | -0.026613 | -0.2146 | 0.41539 |
44 | -0.06257 | -0.5045 | 0.307823 |
45 | -0.01702 | -0.1372 | 0.445641 |
46 | -0.015463 | -0.1247 | 0.450587 |
47 | -0.07389 | -0.5957 | 0.276716 |
48 | 0.021316 | 0.1719 | 0.432043 |