Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.35291 | 2.7108 | 0.004389 |
2 | 0.06111 | 0.4694 | 0.320259 |
3 | -0.047416 | -0.3642 | 0.358502 |
4 | 0.011094 | 0.0852 | 0.466191 |
5 | 0.05758 | 0.4423 | 0.329951 |
6 | 0.11607 | 0.8916 | 0.188127 |
7 | 0.095308 | 0.7321 | 0.23351 |
8 | -0.052518 | -0.4034 | 0.344058 |
9 | 0.056524 | 0.4342 | 0.332873 |
10 | 0.203612 | 1.564 | 0.061586 |
11 | 0.278731 | 2.141 | 0.018209 |
12 | 0.220772 | 1.6958 | 0.047599 |
13 | 0.066567 | 0.5113 | 0.305521 |
14 | -0.065341 | -0.5019 | 0.308805 |
15 | -0.103248 | -0.7931 | 0.215459 |
16 | 0.084794 | 0.6513 | 0.258687 |
17 | 0.010572 | 0.0812 | 0.467777 |
18 | 0.004 | 0.0307 | 0.487796 |
19 | 0.07004 | 0.538 | 0.296306 |
20 | 0.079059 | 0.6073 | 0.273004 |
21 | -0.016259 | -0.1249 | 0.450519 |
22 | 0.05918 | 0.4546 | 0.325544 |
23 | 0.084995 | 0.6529 | 0.258191 |
24 | 0.013131 | 0.1009 | 0.46 |
25 | -0.098737 | -0.7584 | 0.225612 |
26 | -0.102015 | -0.7836 | 0.218208 |
27 | -0.117684 | -0.9039 | 0.18485 |
28 | -0.127351 | -0.9782 | 0.165985 |
29 | 0.017779 | 0.1366 | 0.44592 |
30 | 0.113533 | 0.8721 | 0.193355 |
31 | 0.025974 | 0.1995 | 0.421275 |
32 | -0.071754 | -0.5512 | 0.291805 |
33 | -0.155559 | -1.1949 | 0.11846 |
34 | -0.167074 | -1.2833 | 0.1022 |
35 | -0.103319 | -0.7936 | 0.215303 |
36 | -0.055981 | -0.43 | 0.334381 |
37 | -0.147129 | -1.1301 | 0.1315 |
38 | -0.019982 | -0.1535 | 0.43927 |
39 | -0.052902 | -0.4063 | 0.342979 |
40 | 0.017515 | 0.1345 | 0.446718 |
41 | -0.044812 | -0.3442 | 0.365957 |
42 | 0.011538 | 0.0886 | 0.464841 |
43 | -0.019808 | -0.1521 | 0.439795 |
44 | -0.173252 | -1.3308 | 0.094192 |
45 | -0.184995 | -1.421 | 0.080294 |
46 | -0.135899 | -1.0439 | 0.150404 |
47 | -0.12898 | -0.9907 | 0.162936 |
48 | -0.149109 | -1.1453 | 0.128349 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.35291 | 2.7108 | 0.004389 |
2 | -0.07246 | -0.5566 | 0.289961 |
3 | -0.051642 | -0.3967 | 0.34652 |
4 | 0.057938 | 0.445 | 0.328964 |
5 | 0.040505 | 0.3111 | 0.378401 |
6 | 0.08643 | 0.6639 | 0.254676 |
7 | 0.031474 | 0.2418 | 0.404902 |
8 | -0.109376 | -0.8401 | 0.202113 |
9 | 0.144238 | 1.1079 | 0.136197 |
10 | 0.171338 | 1.3161 | 0.09662 |
11 | 0.14986 | 1.1511 | 0.127169 |
12 | 0.092735 | 0.7123 | 0.239539 |
13 | -0.029881 | -0.2295 | 0.409629 |
14 | -0.063949 | -0.4912 | 0.312554 |
15 | -0.065402 | -0.5024 | 0.30864 |
16 | 0.104352 | 0.8015 | 0.213018 |
17 | -0.133565 | -1.0259 | 0.154555 |
18 | -0.001206 | -0.0093 | 0.496319 |
19 | 0.108238 | 0.8314 | 0.204552 |
20 | 0.003486 | 0.0268 | 0.489366 |
21 | -0.130072 | -0.9991 | 0.160913 |
22 | 0.028637 | 0.22 | 0.413328 |
23 | -0.010629 | -0.0816 | 0.467605 |
24 | 0.010796 | 0.0829 | 0.467097 |
25 | -0.105387 | -0.8095 | 0.210741 |
26 | -0.048896 | -0.3756 | 0.35429 |
27 | -0.065471 | -0.5029 | 0.308455 |
28 | -0.097231 | -0.7468 | 0.229061 |
29 | 0.057553 | 0.4421 | 0.330026 |
30 | 0.087722 | 0.6738 | 0.251532 |
31 | -0.051072 | -0.3923 | 0.348128 |
32 | -0.089288 | -0.6858 | 0.247753 |
33 | -0.101143 | -0.7769 | 0.220163 |
34 | -0.087048 | -0.6686 | 0.253169 |
35 | -0.052907 | -0.4064 | 0.342966 |
36 | -0.030499 | -0.2343 | 0.407796 |
37 | -0.036165 | -0.2778 | 0.391073 |
38 | 0.186327 | 1.4312 | 0.078823 |
39 | -0.060593 | -0.4654 | 0.321672 |
40 | 0.04719 | 0.3625 | 0.359148 |
41 | -0.096322 | -0.7399 | 0.231159 |
42 | 0.014928 | 0.1147 | 0.454549 |
43 | 0.054581 | 0.4192 | 0.338279 |
44 | -0.066897 | -0.5138 | 0.30464 |
45 | -0.050355 | -0.3868 | 0.350155 |
46 | -0.009473 | -0.0728 | 0.47112 |
47 | -0.065651 | -0.5043 | 0.307974 |
48 | -0.081479 | -0.6258 | 0.266914 |