Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.276646 | 2.3311 | 0.011297 |
2 | 0.041098 | 0.3463 | 0.365071 |
3 | -0.358873 | -3.0239 | 0.001736 |
4 | -0.110208 | -0.9286 | 0.178114 |
5 | -0.137852 | -1.1616 | 0.124653 |
6 | -0.07448 | -0.6276 | 0.266146 |
7 | 0.029597 | 0.2494 | 0.401891 |
8 | 0.20919 | 1.7627 | 0.04113 |
9 | 0.40734 | 3.4323 | 0.000501 |
10 | 0.171563 | 1.4456 | 0.076342 |
11 | -0.01212 | -0.1021 | 0.459471 |
12 | -0.241979 | -2.039 | 0.02259 |
13 | -0.044269 | -0.373 | 0.355123 |
14 | -0.092226 | -0.7771 | 0.219837 |
15 | 0.082238 | 0.6929 | 0.245301 |
16 | -0.01259 | -0.1061 | 0.457906 |
17 | 0.092746 | 0.7815 | 0.218556 |
18 | 0.013565 | 0.1143 | 0.454661 |
19 | 0.045811 | 0.386 | 0.350321 |
20 | 0.007022 | 0.0592 | 0.476491 |
21 | -0.044323 | -0.3735 | 0.354954 |
22 | 0.063606 | 0.536 | 0.296833 |
23 | 0.005589 | 0.0471 | 0.481286 |
24 | 0.031975 | 0.2694 | 0.39419 |
25 | -0.09193 | -0.7746 | 0.220569 |
26 | -0.017171 | -0.1447 | 0.442683 |
27 | -0.048936 | -0.4123 | 0.340667 |
28 | -0.002677 | -0.0226 | 0.491033 |
29 | -0.016296 | -0.1373 | 0.445585 |
30 | 0.020554 | 0.1732 | 0.431498 |
31 | -0.004148 | -0.0349 | 0.48611 |
32 | 0.009525 | 0.0803 | 0.468129 |
33 | 0.015805 | 0.1332 | 0.447216 |
34 | -0.040129 | -0.3381 | 0.368131 |
35 | -0.054328 | -0.4578 | 0.324257 |
36 | -0.013599 | -0.1146 | 0.454547 |
37 | 0.007396 | 0.0623 | 0.475242 |
38 | 0.029358 | 0.2474 | 0.402667 |
39 | 0.010122 | 0.0853 | 0.466135 |
40 | -0.028223 | -0.2378 | 0.406357 |
41 | -0.069701 | -0.5873 | 0.27943 |
42 | -0.063324 | -0.5336 | 0.297649 |
43 | -0.036524 | -0.3078 | 0.379583 |
44 | -0.016937 | -0.1427 | 0.44346 |
45 | -0.018933 | -0.1595 | 0.436851 |
46 | 0.066931 | 0.564 | 0.287276 |
47 | 0.038081 | 0.3209 | 0.374624 |
48 | 0.036114 | 0.3043 | 0.380893 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.276646 | 2.3311 | 0.011297 |
2 | -0.038372 | -0.3233 | 0.3737 |
3 | -0.39048 | -3.2902 | 0.00078 |
4 | 0.118357 | 0.9973 | 0.161004 |
5 | -0.122991 | -1.0363 | 0.15178 |
6 | -0.195548 | -1.6477 | 0.051915 |
7 | 0.161594 | 1.3616 | 0.088812 |
8 | 0.14027 | 1.1819 | 0.120588 |
9 | 0.280088 | 2.3601 | 0.010512 |
10 | 0.012803 | 0.1079 | 0.457197 |
11 | -0.000965 | -0.0081 | 0.496766 |
12 | -0.000131 | -0.0011 | 0.49956 |
13 | 0.121405 | 1.023 | 0.154897 |
14 | -0.071391 | -0.6016 | 0.274693 |
15 | 0.100002 | 0.8426 | 0.201133 |
16 | -0.032183 | -0.2712 | 0.393519 |
17 | -0.102646 | -0.8649 | 0.195 |
18 | -0.092551 | -0.7798 | 0.219037 |
19 | -0.013362 | -0.1126 | 0.455335 |
20 | 0.057994 | 0.4887 | 0.313291 |
21 | -0.035241 | -0.2969 | 0.383687 |
22 | 0.119873 | 1.0101 | 0.157946 |
23 | -0.000125 | -0.0011 | 0.499582 |
24 | -0.075334 | -0.6348 | 0.263808 |
25 | 0.005118 | 0.0431 | 0.48286 |
26 | 0.004021 | 0.0339 | 0.486535 |
27 | 0.022126 | 0.1864 | 0.426317 |
28 | -0.068128 | -0.5741 | 0.283872 |
29 | -0.023195 | -0.1954 | 0.422803 |
30 | -0.03627 | -0.3056 | 0.380395 |
31 | -0.113007 | -0.9522 | 0.17211 |
32 | -0.007213 | -0.0608 | 0.475855 |
33 | 0.073465 | 0.619 | 0.268939 |
34 | -0.026285 | -0.2215 | 0.412676 |
35 | -0.061968 | -0.5221 | 0.301596 |
36 | 0.109751 | 0.9248 | 0.179107 |
37 | -0.04267 | -0.3595 | 0.360128 |
38 | 0.054284 | 0.4574 | 0.324389 |
39 | 0.036583 | 0.3083 | 0.379397 |
40 | -0.024725 | -0.2083 | 0.417782 |
41 | -0.053009 | -0.4467 | 0.32824 |
42 | -0.101633 | -0.8564 | 0.197336 |
43 | -0.019618 | -0.1653 | 0.434588 |
44 | -0.02055 | -0.1732 | 0.431511 |
45 | -0.089131 | -0.751 | 0.227558 |
46 | 0.09302 | 0.7838 | 0.217882 |
47 | -0.008052 | -0.0678 | 0.473049 |
48 | -0.007338 | -0.0618 | 0.475435 |