Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.362828 | 3.0572 | 0.001574 |
2 | 0.039871 | 0.336 | 0.368945 |
3 | -0.143771 | -1.2114 | 0.114872 |
4 | -0.120455 | -1.015 | 0.156783 |
5 | -0.015447 | -0.1302 | 0.448404 |
6 | 0.019897 | 0.1677 | 0.433667 |
7 | -0.038986 | -0.3285 | 0.371749 |
8 | -0.043281 | -0.3647 | 0.358213 |
9 | -0.108671 | -0.9157 | 0.181467 |
10 | -0.148991 | -1.2554 | 0.106721 |
11 | -0.038972 | -0.3284 | 0.371793 |
12 | 0.039977 | 0.3369 | 0.368612 |
13 | 0.127946 | 1.0781 | 0.142321 |
14 | -0.042328 | -0.3567 | 0.3612 |
15 | -0.109808 | -0.9253 | 0.178983 |
16 | -0.075015 | -0.6321 | 0.26468 |
17 | -0.078251 | -0.6594 | 0.2559 |
18 | -0.055429 | -0.467 | 0.320947 |
19 | 0.010985 | 0.0926 | 0.463256 |
20 | 0.017715 | 0.1493 | 0.440882 |
21 | -0.083249 | -0.7015 | 0.242653 |
22 | -0.070449 | -0.5936 | 0.27733 |
23 | -0.02257 | -0.1902 | 0.424857 |
24 | 0.08344 | 0.7031 | 0.242152 |
25 | 0.123217 | 1.0382 | 0.15134 |
26 | -0.009325 | -0.0786 | 0.468796 |
27 | -0.032663 | -0.2752 | 0.391972 |
28 | -0.046938 | -0.3955 | 0.346827 |
29 | -0.04968 | -0.4186 | 0.338381 |
30 | -0.039887 | -0.3361 | 0.368895 |
31 | 0.069624 | 0.5867 | 0.279647 |
32 | 0.150563 | 1.2687 | 0.104352 |
33 | 0.215452 | 1.8154 | 0.03684 |
34 | -0.074952 | -0.6316 | 0.264852 |
35 | -0.062152 | -0.5237 | 0.301057 |
36 | 0.009781 | 0.0824 | 0.467274 |
37 | 0.076703 | 0.6463 | 0.260082 |
38 | 0.154127 | 1.2987 | 0.099125 |
39 | 0.003531 | 0.0297 | 0.488175 |
40 | -0.073887 | -0.6226 | 0.267777 |
41 | -0.068611 | -0.5781 | 0.282504 |
42 | -0.077861 | -0.6561 | 0.256951 |
43 | -0.063564 | -0.5356 | 0.296953 |
44 | -0.021713 | -0.183 | 0.427676 |
45 | -0.067101 | -0.5654 | 0.286792 |
46 | -0.06534 | -0.5506 | 0.291831 |
47 | -0.043604 | -0.3674 | 0.357201 |
48 | -0.024791 | -0.2089 | 0.417566 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.362828 | 3.0572 | 0.001574 |
2 | -0.105686 | -0.8905 | 0.188096 |
3 | -0.141408 | -1.1915 | 0.118708 |
4 | -0.013865 | -0.1168 | 0.453663 |
5 | 0.040602 | 0.3421 | 0.366638 |
6 | -0.014643 | -0.1234 | 0.451075 |
7 | -0.076909 | -0.648 | 0.259524 |
8 | -0.001252 | -0.0106 | 0.495805 |
9 | -0.096707 | -0.8149 | 0.208937 |
10 | -0.110119 | -0.9279 | 0.178307 |
11 | 0.046819 | 0.3945 | 0.347197 |
12 | 0.02028 | 0.1709 | 0.4324 |
13 | 0.07017 | 0.5913 | 0.278111 |
14 | -0.162917 | -1.3728 | 0.087074 |
15 | -0.036277 | -0.3057 | 0.380375 |
16 | 0.015696 | 0.1323 | 0.447577 |
17 | -0.105404 | -0.8881 | 0.18873 |
18 | -0.060994 | -0.5139 | 0.304442 |
19 | 0.026326 | 0.2218 | 0.412544 |
20 | -0.010435 | -0.0879 | 0.465091 |
21 | -0.161274 | -1.3589 | 0.089236 |
22 | 0.008581 | 0.0723 | 0.471282 |
23 | 0.039329 | 0.3314 | 0.370663 |
24 | 0.006556 | 0.0552 | 0.478051 |
25 | 0.012155 | 0.1024 | 0.459356 |
26 | -0.112173 | -0.9452 | 0.173884 |
27 | 0.041777 | 0.352 | 0.362935 |
28 | -0.050086 | -0.422 | 0.337139 |
29 | -0.074681 | -0.6293 | 0.265595 |
30 | -0.022936 | -0.1933 | 0.423652 |
31 | 0.090159 | 0.7597 | 0.224976 |
32 | 0.071092 | 0.599 | 0.275528 |
33 | 0.116261 | 0.9796 | 0.165296 |
34 | -0.186723 | -1.5734 | 0.060041 |
35 | 0.071747 | 0.6046 | 0.273702 |
36 | 0.050338 | 0.4242 | 0.336368 |
37 | 0.012116 | 0.1021 | 0.459485 |
38 | 0.093478 | 0.7877 | 0.216759 |
39 | -0.069347 | -0.5843 | 0.280425 |
40 | -0.011193 | -0.0943 | 0.462563 |
41 | 0.019471 | 0.1641 | 0.435072 |
42 | -0.0048 | -0.0404 | 0.483927 |
43 | -0.03291 | -0.2773 | 0.391177 |
44 | -0.080697 | -0.68 | 0.249369 |
45 | -0.056697 | -0.4777 | 0.317152 |
46 | -0.02756 | -0.2322 | 0.408515 |
47 | 0.078504 | 0.6615 | 0.255221 |
48 | -0.05978 | -0.5037 | 0.308011 |