Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.32993 | 2.78 | 0.003476 |
2 | 0.215451 | 1.8154 | 0.036841 |
3 | -0.106387 | -0.8964 | 0.186527 |
4 | 0.013498 | 0.1137 | 0.454884 |
5 | 0.011653 | 0.0982 | 0.46103 |
6 | -0.002837 | -0.0239 | 0.490499 |
7 | -0.070942 | -0.5978 | 0.275948 |
8 | 0.007879 | 0.0664 | 0.473627 |
9 | 0.103408 | 0.8713 | 0.193256 |
10 | 0.046437 | 0.3913 | 0.348381 |
11 | -0.034009 | -0.2866 | 0.387642 |
12 | -0.045347 | -0.3821 | 0.351764 |
13 | -0.019355 | -0.1631 | 0.435456 |
14 | 0.03511 | 0.2958 | 0.384108 |
15 | -0.026526 | -0.2235 | 0.41189 |
16 | 0.012277 | 0.1034 | 0.458949 |
17 | 0.017073 | 0.1439 | 0.443008 |
18 | 0.119463 | 1.0066 | 0.15877 |
19 | 0.099109 | 0.8351 | 0.20323 |
20 | 0.060558 | 0.5103 | 0.305722 |
21 | -0.020372 | -0.1717 | 0.432098 |
22 | -0.010328 | -0.087 | 0.465447 |
23 | 0.025383 | 0.2139 | 0.415626 |
24 | -0.036912 | -0.311 | 0.378347 |
25 | 0.004438 | 0.0374 | 0.485138 |
26 | -0.035932 | -0.3028 | 0.381474 |
27 | -0.059713 | -0.5032 | 0.308208 |
28 | -0.007336 | -0.0618 | 0.475443 |
29 | -0.02548 | -0.2147 | 0.415307 |
30 | -0.055136 | -0.4646 | 0.321824 |
31 | -0.064886 | -0.5467 | 0.293136 |
32 | -0.034744 | -0.2928 | 0.38528 |
33 | 0.009802 | 0.0826 | 0.467203 |
34 | 0.030991 | 0.2611 | 0.397373 |
35 | -0.020088 | -0.1693 | 0.433036 |
36 | -0.041722 | -0.3516 | 0.363108 |
37 | 0.00333 | 0.0281 | 0.488846 |
38 | -0.009704 | -0.0818 | 0.467531 |
39 | -0.019029 | -0.1603 | 0.436534 |
40 | -0.07819 | -0.6588 | 0.256065 |
41 | -0.029188 | -0.2459 | 0.403219 |
42 | 0.003527 | 0.0297 | 0.488188 |
43 | 0.010012 | 0.0844 | 0.466504 |
44 | -0.045486 | -0.3833 | 0.351331 |
45 | -0.040384 | -0.3403 | 0.367326 |
46 | -0.07171 | -0.6042 | 0.273804 |
47 | 0.001335 | 0.0113 | 0.495527 |
48 | -0.160443 | -1.3519 | 0.090346 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.32993 | 2.78 | 0.003476 |
2 | 0.119618 | 1.0079 | 0.158458 |
3 | -0.237288 | -1.9994 | 0.024695 |
4 | 0.102645 | 0.8649 | 0.195003 |
5 | 0.060143 | 0.5068 | 0.306943 |
6 | -0.093714 | -0.7896 | 0.216182 |
7 | -0.057224 | -0.4822 | 0.315581 |
8 | 0.099765 | 0.8406 | 0.201687 |
9 | 0.110641 | 0.9323 | 0.177176 |
10 | -0.092851 | -0.7824 | 0.218299 |
11 | -0.069978 | -0.5896 | 0.278651 |
12 | 0.065809 | 0.5545 | 0.290483 |
13 | -0.004755 | -0.0401 | 0.484077 |
14 | -0.010782 | -0.0909 | 0.463933 |
15 | -0.038774 | -0.3267 | 0.372422 |
16 | 0.071558 | 0.603 | 0.274228 |
17 | 0.02472 | 0.2083 | 0.417799 |
18 | 0.052497 | 0.4423 | 0.329792 |
19 | 0.051869 | 0.4371 | 0.331699 |
20 | 0.005394 | 0.0454 | 0.48194 |
21 | -0.040174 | -0.3385 | 0.367987 |
22 | 0.003933 | 0.0331 | 0.486829 |
23 | 0.052692 | 0.444 | 0.329198 |
24 | -0.083836 | -0.7064 | 0.241121 |
25 | 0.034475 | 0.2905 | 0.386144 |
26 | 0.005127 | 0.0432 | 0.482832 |
27 | -0.123044 | -1.0368 | 0.151676 |
28 | 0.042823 | 0.3608 | 0.359648 |
29 | 0.019526 | 0.1645 | 0.434892 |
30 | -0.091291 | -0.7692 | 0.222155 |
31 | -0.03039 | -0.2561 | 0.399317 |
32 | 0.032474 | 0.2736 | 0.392582 |
33 | 0.036819 | 0.3102 | 0.378643 |
34 | -0.027895 | -0.235 | 0.407424 |
35 | -0.047678 | -0.4017 | 0.344539 |
36 | 0.005626 | 0.0474 | 0.48116 |
37 | 0.028119 | 0.2369 | 0.406696 |
38 | -0.062361 | -0.5255 | 0.300449 |
39 | -0.027861 | -0.2348 | 0.407537 |
40 | -0.008818 | -0.0743 | 0.470488 |
41 | 0.011322 | 0.0954 | 0.462132 |
42 | -0.006266 | -0.0528 | 0.47902 |
43 | -0.023574 | -0.1986 | 0.421557 |
44 | -0.025437 | -0.2143 | 0.41545 |
45 | 0.0169 | 0.1424 | 0.443583 |
46 | -0.065158 | -0.549 | 0.292352 |
47 | 0.031304 | 0.2638 | 0.39636 |
48 | -0.19149 | -1.6135 | 0.055533 |