Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.314581 | 2.866 | 0.002633 |
2 | 0.128106 | 1.1671 | 0.123256 |
3 | 0.074856 | 0.682 | 0.248577 |
4 | 0.071531 | 0.6517 | 0.258204 |
5 | -0.049854 | -0.4542 | 0.325439 |
6 | -0.044161 | -0.4023 | 0.344239 |
7 | -0.10033 | -0.9141 | 0.181669 |
8 | -0.23586 | -2.1488 | 0.017282 |
9 | -0.059983 | -0.5465 | 0.293105 |
10 | -0.160203 | -1.4595 | 0.074098 |
11 | 0.060109 | 0.5476 | 0.29271 |
12 | -0.136778 | -1.2461 | 0.108116 |
13 | -0.194654 | -1.7734 | 0.039916 |
14 | -0.114886 | -1.0467 | 0.149147 |
15 | 0.062142 | 0.5661 | 0.286412 |
16 | 0.065783 | 0.5993 | 0.275298 |
17 | 0.012627 | 0.115 | 0.454348 |
18 | 0.081482 | 0.7423 | 0.229989 |
19 | 0.01564 | 0.1425 | 0.443522 |
20 | 0.050009 | 0.4556 | 0.324932 |
21 | -0.068859 | -0.6273 | 0.266082 |
22 | -0.08649 | -0.788 | 0.216482 |
23 | -0.059021 | -0.5377 | 0.296108 |
24 | -0.160944 | -1.4663 | 0.073177 |
25 | -0.15804 | -1.4398 | 0.076841 |
26 | -0.138626 | -1.2629 | 0.105073 |
27 | -0.017573 | -0.1601 | 0.436596 |
28 | -0.091634 | -0.8348 | 0.203106 |
29 | -0.071102 | -0.6478 | 0.259461 |
30 | -0.080818 | -0.7363 | 0.231816 |
31 | 0.117002 | 1.0659 | 0.14477 |
32 | 0.154572 | 1.4082 | 0.081401 |
33 | 0.085121 | 0.7755 | 0.220129 |
34 | 0.095405 | 0.8692 | 0.193628 |
35 | 0.103177 | 0.94 | 0.174977 |
36 | 0.067895 | 0.6186 | 0.268953 |
37 | 0.063952 | 0.5826 | 0.280861 |
38 | 0.174856 | 1.593 | 0.05748 |
39 | 0.017461 | 0.1591 | 0.436997 |
40 | -0.026005 | -0.2369 | 0.406654 |
41 | -0.037793 | -0.3443 | 0.365741 |
42 | 0.015295 | 0.1393 | 0.444758 |
43 | -0.007753 | -0.0706 | 0.47193 |
44 | -0.073129 | -0.6662 | 0.253553 |
45 | -0.220266 | -2.0067 | 0.024018 |
46 | -0.097029 | -0.884 | 0.189631 |
47 | -0.043283 | -0.3943 | 0.347177 |
48 | -0.045975 | -0.4189 | 0.338203 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.314581 | 2.866 | 0.002633 |
2 | 0.032345 | 0.2947 | 0.384487 |
3 | 0.028536 | 0.26 | 0.397764 |
4 | 0.040925 | 0.3728 | 0.355109 |
5 | -0.09814 | -0.8941 | 0.186927 |
6 | -0.011436 | -0.1042 | 0.458636 |
7 | -0.086057 | -0.784 | 0.217631 |
8 | -0.19994 | -1.8215 | 0.036064 |
9 | 0.100735 | 0.9177 | 0.180707 |
10 | -0.16481 | -1.5015 | 0.068511 |
11 | 0.20695 | 1.8854 | 0.031437 |
12 | -0.231857 | -2.1123 | 0.018832 |
13 | -0.1511 | -1.3766 | 0.086171 |
14 | 0.029167 | 0.2657 | 0.395556 |
15 | 0.050832 | 0.4631 | 0.322253 |
16 | 0.065928 | 0.6006 | 0.274862 |
17 | -0.038279 | -0.3487 | 0.364084 |
18 | 0.001106 | 0.0101 | 0.495994 |
19 | 0.038038 | 0.3465 | 0.364905 |
20 | -0.110193 | -1.0039 | 0.15917 |
21 | -0.088376 | -0.8051 | 0.211518 |
22 | -0.149228 | -1.3595 | 0.08883 |
23 | 0.078261 | 0.713 | 0.238926 |
24 | -0.153612 | -1.3995 | 0.0827 |
25 | -0.083338 | -0.7592 | 0.224928 |
26 | -0.136169 | -1.2406 | 0.109131 |
27 | 0.039427 | 0.3592 | 0.36018 |
28 | -0.038856 | -0.354 | 0.362121 |
29 | -0.126526 | -1.1527 | 0.126169 |
30 | -0.11104 | -1.0116 | 0.157329 |
31 | 0.200954 | 1.8308 | 0.035361 |
32 | 0.028844 | 0.2628 | 0.396686 |
33 | -0.022227 | -0.2025 | 0.420012 |
34 | -0.182117 | -1.6592 | 0.050429 |
35 | 0.100979 | 0.92 | 0.180129 |
36 | -0.053129 | -0.484 | 0.314821 |
37 | 0.042006 | 0.3827 | 0.351463 |
38 | -0.030261 | -0.2757 | 0.391736 |
39 | -0.006894 | -0.0628 | 0.475036 |
40 | 0.036332 | 0.331 | 0.370739 |
41 | -0.001763 | -0.0161 | 0.493612 |
42 | -0.132101 | -1.2035 | 0.116103 |
43 | 0.032932 | 0.3 | 0.382455 |
44 | -0.037636 | -0.3429 | 0.366279 |
45 | -0.107578 | -0.9801 | 0.164947 |
46 | -0.072469 | -0.6602 | 0.255468 |
47 | -0.069844 | -0.6363 | 0.263163 |
48 | 0.02721 | 0.2479 | 0.402412 |