Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.328376 | 2.7669 | 0.003605 |
2 | 0.264919 | 2.2322 | 0.014377 |
3 | 0.197962 | 1.6681 | 0.049855 |
4 | 0.062034 | 0.5227 | 0.301402 |
5 | 0.132776 | 1.1188 | 0.133501 |
6 | -0.05394 | -0.4545 | 0.325427 |
7 | -0.049559 | -0.4176 | 0.338753 |
8 | -0.097309 | -0.8199 | 0.207498 |
9 | -0.175299 | -1.4771 | 0.072036 |
10 | -0.098146 | -0.827 | 0.205507 |
11 | 0.027028 | 0.2277 | 0.410251 |
12 | 0.033656 | 0.2836 | 0.388776 |
13 | -0.001862 | -0.0157 | 0.493762 |
14 | -0.056963 | -0.48 | 0.316358 |
15 | -0.097255 | -0.8195 | 0.207626 |
16 | -0.109154 | -0.9197 | 0.18041 |
17 | -0.056777 | -0.4784 | 0.316914 |
18 | 0.023165 | 0.1952 | 0.422901 |
19 | 0.062259 | 0.5246 | 0.300746 |
20 | 0.004896 | 0.0413 | 0.483604 |
21 | 0.109768 | 0.9249 | 0.17907 |
22 | 0.050983 | 0.4296 | 0.334397 |
23 | 0.090983 | 0.7666 | 0.222921 |
24 | 0.223881 | 1.8865 | 0.031662 |
25 | 0.162447 | 1.3688 | 0.087688 |
26 | 0.057294 | 0.4828 | 0.315372 |
27 | -0.061597 | -0.519 | 0.302679 |
28 | -0.065282 | -0.5501 | 0.291998 |
29 | -0.011124 | -0.0937 | 0.462792 |
30 | -0.009101 | -0.0767 | 0.469543 |
31 | -0.049667 | -0.4185 | 0.33842 |
32 | 0.000238 | 0.002 | 0.499203 |
33 | -0.040563 | -0.3418 | 0.36676 |
34 | -0.072251 | -0.6088 | 0.272301 |
35 | -0.06125 | -0.5161 | 0.303693 |
36 | 0.002298 | 0.0194 | 0.492303 |
37 | 0.009313 | 0.0785 | 0.468837 |
38 | -0.081005 | -0.6826 | 0.248553 |
39 | -0.087798 | -0.7398 | 0.23093 |
40 | -0.080013 | -0.6742 | 0.251185 |
41 | -0.094657 | -0.7976 | 0.213883 |
42 | -0.054754 | -0.4614 | 0.322974 |
43 | -0.052696 | -0.444 | 0.329188 |
44 | -0.047985 | -0.4043 | 0.343593 |
45 | -0.044755 | -0.3771 | 0.353609 |
46 | -0.017298 | -0.1458 | 0.442265 |
47 | -0.019593 | -0.1651 | 0.434669 |
48 | -0.004294 | -0.0362 | 0.485621 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.328376 | 2.7669 | 0.003605 |
2 | 0.176074 | 1.4836 | 0.071167 |
3 | 0.079198 | 0.6673 | 0.25336 |
4 | -0.064884 | -0.5467 | 0.293141 |
5 | 0.093343 | 0.7865 | 0.21709 |
6 | -0.143959 | -1.213 | 0.114571 |
7 | -0.040335 | -0.3399 | 0.367479 |
8 | -0.075365 | -0.635 | 0.263723 |
9 | -0.100103 | -0.8435 | 0.200897 |
10 | -0.001971 | -0.0166 | 0.493397 |
11 | 0.173774 | 1.4642 | 0.07377 |
12 | 0.046954 | 0.3956 | 0.346778 |
13 | -0.045643 | -0.3846 | 0.350842 |
14 | -0.091992 | -0.7751 | 0.220416 |
15 | -0.111256 | -0.9375 | 0.175851 |
16 | -0.109715 | -0.9245 | 0.179186 |
17 | 0.03145 | 0.265 | 0.395888 |
18 | 0.117325 | 0.9886 | 0.163109 |
19 | 0.125762 | 1.0597 | 0.146438 |
20 | 0.010004 | 0.0843 | 0.46653 |
21 | 0.128352 | 1.0815 | 0.141564 |
22 | -0.088981 | -0.7498 | 0.227936 |
23 | -0.052712 | -0.4442 | 0.329138 |
24 | 0.127055 | 1.0706 | 0.143991 |
25 | 0.080162 | 0.6755 | 0.25079 |
26 | -0.09298 | -0.7835 | 0.217981 |
27 | -0.066933 | -0.564 | 0.287271 |
28 | -0.005449 | -0.0459 | 0.481755 |
29 | 0.007149 | 0.0602 | 0.476067 |
30 | 0.030649 | 0.2583 | 0.398478 |
31 | -0.014509 | -0.1223 | 0.451521 |
32 | 0.038092 | 0.321 | 0.374589 |
33 | 0.00914 | 0.077 | 0.469414 |
34 | -0.030209 | -0.2545 | 0.399906 |
35 | -0.10068 | -0.8483 | 0.199549 |
36 | -0.014728 | -0.1241 | 0.450794 |
37 | 0.022332 | 0.1882 | 0.42564 |
38 | -0.030595 | -0.2578 | 0.398655 |
39 | 0.002836 | 0.0239 | 0.490501 |
40 | 0.022964 | 0.1935 | 0.423562 |
41 | -0.049451 | -0.4167 | 0.339084 |
42 | -0.078578 | -0.6621 | 0.255022 |
43 | -0.082244 | -0.693 | 0.245286 |
44 | -0.052191 | -0.4398 | 0.33072 |
45 | -0.01767 | -0.1489 | 0.44103 |
46 | 0.098832 | 0.8328 | 0.203883 |
47 | 0.011622 | 0.0979 | 0.461131 |
48 | -0.041598 | -0.3505 | 0.363496 |