Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.279359 | 3.1233 | 0.001111 |
2 | 0.135145 | 1.511 | 0.066661 |
3 | 0.246136 | 2.7519 | 0.003404 |
4 | 0.158907 | 1.7766 | 0.03903 |
5 | 0.030839 | 0.3448 | 0.365415 |
6 | 0.02635 | 0.2946 | 0.384392 |
7 | 0.068742 | 0.7686 | 0.221804 |
8 | -0.002114 | -0.0236 | 0.49059 |
9 | -0.031845 | -0.356 | 0.361206 |
10 | 0.011633 | 0.1301 | 0.448365 |
11 | 0.112188 | 1.2543 | 0.106037 |
12 | 0.205322 | 2.2956 | 0.011683 |
13 | 0.138039 | 1.5433 | 0.06264 |
14 | 0.024006 | 0.2684 | 0.394417 |
15 | 0.080191 | 0.8966 | 0.185838 |
16 | -0.001014 | -0.0113 | 0.495488 |
17 | -0.072938 | -0.8155 | 0.208175 |
18 | 0.033188 | 0.371 | 0.355615 |
19 | -0.036853 | -0.412 | 0.340513 |
20 | -0.098119 | -1.097 | 0.137373 |
21 | -0.112112 | -1.2535 | 0.106191 |
22 | -0.119848 | -1.3399 | 0.091347 |
23 | 0.050374 | 0.5632 | 0.287153 |
24 | 0.032683 | 0.3654 | 0.357714 |
25 | 0.059255 | 0.6625 | 0.254439 |
26 | 0.015901 | 0.1778 | 0.429591 |
27 | 0.013367 | 0.1494 | 0.440722 |
28 | -0.021762 | -0.2433 | 0.404084 |
29 | -0.063352 | -0.7083 | 0.240038 |
30 | -0.037511 | -0.4194 | 0.337827 |
31 | -0.01662 | -0.1858 | 0.426445 |
32 | -0.10165 | -1.1365 | 0.128964 |
33 | -0.043719 | -0.4888 | 0.312923 |
34 | -0.083217 | -0.9304 | 0.176981 |
35 | -0.077973 | -0.8718 | 0.192503 |
36 | 0.097183 | 1.0865 | 0.139666 |
37 | 0.031482 | 0.352 | 0.362723 |
38 | 0.037361 | 0.4177 | 0.338438 |
39 | 0.058041 | 0.6489 | 0.258792 |
40 | -0.079813 | -0.8923 | 0.186963 |
41 | -0.042144 | -0.4712 | 0.319163 |
42 | -0.013319 | -0.1489 | 0.440932 |
43 | -0.028142 | -0.3146 | 0.376783 |
44 | -0.140694 | -1.573 | 0.059123 |
45 | -0.172658 | -1.9304 | 0.027913 |
46 | -0.169796 | -1.8984 | 0.029976 |
47 | -0.107439 | -1.2012 | 0.11597 |
48 | 0.036062 | 0.4032 | 0.343752 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.279359 | 3.1233 | 0.001111 |
2 | 0.061937 | 0.6925 | 0.244961 |
3 | 0.210598 | 2.3546 | 0.010051 |
4 | 0.04315 | 0.4824 | 0.315173 |
5 | -0.054722 | -0.6118 | 0.270887 |
6 | -0.029175 | -0.3262 | 0.372414 |
7 | 0.034013 | 0.3803 | 0.352191 |
8 | -0.029875 | -0.334 | 0.369467 |
9 | -0.024197 | -0.2705 | 0.393601 |
10 | 0.011774 | 0.1316 | 0.447743 |
11 | 0.125396 | 1.402 | 0.081701 |
12 | 0.197861 | 2.2122 | 0.014386 |
13 | 0.052444 | 0.5863 | 0.279352 |
14 | -0.106323 | -1.1887 | 0.118401 |
15 | -0.022348 | -0.2499 | 0.401552 |
16 | -0.09967 | -1.1143 | 0.133636 |
17 | -0.065491 | -0.7322 | 0.232705 |
18 | 0.07441 | 0.8319 | 0.203516 |
19 | -0.047956 | -0.5362 | 0.296401 |
20 | -0.02893 | -0.3235 | 0.373447 |
21 | -0.056582 | -0.6326 | 0.264071 |
22 | -0.088887 | -0.9938 | 0.161123 |
23 | 0.133556 | 1.4932 | 0.068952 |
24 | 0.01146 | 0.1281 | 0.449126 |
25 | 0.060212 | 0.6732 | 0.251033 |
26 | -0.043869 | -0.4905 | 0.31233 |
27 | -0.021572 | -0.2412 | 0.404907 |
28 | -0.036135 | -0.404 | 0.343449 |
29 | -0.038596 | -0.4315 | 0.33342 |
30 | -0.045952 | -0.5138 | 0.304164 |
31 | 0.025622 | 0.2865 | 0.387501 |
32 | -0.018576 | -0.2077 | 0.417905 |
33 | 0.086659 | 0.9689 | 0.167239 |
34 | -0.042403 | -0.4741 | 0.318136 |
35 | -0.052812 | -0.5905 | 0.277975 |
36 | 0.099901 | 1.1169 | 0.133085 |
37 | -0.021077 | -0.2356 | 0.407047 |
38 | 0.030235 | 0.338 | 0.367949 |
39 | 0.025364 | 0.2836 | 0.388602 |
40 | -0.148289 | -1.6579 | 0.049921 |
41 | -0.0073 | -0.0816 | 0.467543 |
42 | -0.00125 | -0.014 | 0.494437 |
43 | -0.007046 | -0.0788 | 0.468669 |
44 | -0.081454 | -0.9107 | 0.182108 |
45 | -0.101831 | -1.1385 | 0.128543 |
46 | -0.113484 | -1.2688 | 0.103438 |
47 | 0.080037 | 0.8948 | 0.186295 |
48 | 0.129457 | 1.4474 | 0.075148 |