Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.243466 | 1.8859 | 0.032077 |
2 | 0.306638 | 2.3752 | 0.010376 |
3 | 0.193494 | 1.4988 | 0.069584 |
4 | 0.166248 | 1.2878 | 0.101388 |
5 | 0.222414 | 1.7228 | 0.045037 |
6 | -0.123462 | -0.9563 | 0.171371 |
7 | 0.108486 | 0.8403 | 0.202029 |
8 | 0.101833 | 0.7888 | 0.216668 |
9 | 0.058957 | 0.4567 | 0.324776 |
10 | 0.131469 | 1.0184 | 0.1563 |
11 | 0.0365 | 0.2827 | 0.38918 |
12 | 0.39512 | 3.0606 | 0.001651 |
13 | 0.035832 | 0.2775 | 0.391156 |
14 | 0.079394 | 0.615 | 0.270445 |
15 | 0.013115 | 0.1016 | 0.45971 |
16 | 0.006441 | 0.0499 | 0.480188 |
17 | 0.110473 | 0.8557 | 0.197778 |
18 | -0.100197 | -0.7761 | 0.220362 |
19 | -0.041739 | -0.3233 | 0.373794 |
20 | -0.055609 | -0.4307 | 0.334099 |
21 | -0.092406 | -0.7158 | 0.238454 |
22 | -0.050047 | -0.3877 | 0.34982 |
23 | -0.076738 | -0.5944 | 0.277235 |
24 | 0.052455 | 0.4063 | 0.342978 |
25 | -0.131659 | -1.0198 | 0.155953 |
26 | -0.146078 | -1.1315 | 0.13117 |
27 | -0.155274 | -1.2027 | 0.1169 |
28 | -0.118505 | -0.9179 | 0.181165 |
29 | -0.097354 | -0.7541 | 0.226869 |
30 | -0.107857 | -0.8355 | 0.203387 |
31 | -0.052198 | -0.4043 | 0.343707 |
32 | -0.051752 | -0.4009 | 0.344971 |
33 | -0.051849 | -0.4016 | 0.344695 |
34 | -0.086968 | -0.6737 | 0.25156 |
35 | -0.066003 | -0.5113 | 0.305523 |
36 | -0.105427 | -0.8166 | 0.208684 |
37 | -0.20428 | -1.5823 | 0.059414 |
38 | -0.230842 | -1.7881 | 0.039405 |
39 | -0.174982 | -1.3554 | 0.090185 |
40 | -0.132008 | -1.0225 | 0.155318 |
41 | -0.109786 | -0.8504 | 0.199243 |
42 | 0.010883 | 0.0843 | 0.466549 |
43 | -0.070655 | -0.5473 | 0.293103 |
44 | -0.047059 | -0.3645 | 0.358378 |
45 | 0.00976 | 0.0756 | 0.469996 |
46 | -0.032269 | -0.25 | 0.401738 |
47 | 0.047472 | 0.3677 | 0.35719 |
48 | -0.093804 | -0.7266 | 0.235148 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.243466 | 1.8859 | 0.032077 |
2 | 0.262949 | 2.0368 | 0.023045 |
3 | 0.085019 | 0.6586 | 0.256349 |
4 | 0.045092 | 0.3493 | 0.36405 |
5 | 0.134042 | 1.0383 | 0.151652 |
6 | -0.285092 | -2.2083 | 0.015527 |
7 | 0.086721 | 0.6717 | 0.252165 |
8 | 0.156502 | 1.2123 | 0.115083 |
9 | -0.021718 | -0.1682 | 0.433486 |
10 | 0.087709 | 0.6794 | 0.249751 |
11 | 0.039317 | 0.3045 | 0.380883 |
12 | 0.300426 | 2.3271 | 0.011677 |
13 | -0.178474 | -1.3825 | 0.085979 |
14 | -0.069155 | -0.5357 | 0.297083 |
15 | -0.078902 | -0.6112 | 0.271696 |
16 | -0.024644 | -0.1909 | 0.424626 |
17 | 0.053369 | 0.4134 | 0.340395 |
18 | 0.05491 | 0.4253 | 0.336058 |
19 | -0.134115 | -1.0388 | 0.151522 |
20 | -0.095546 | -0.7401 | 0.231064 |
21 | -0.05538 | -0.429 | 0.33474 |
22 | -0.064465 | -0.4993 | 0.309682 |
23 | 0.083241 | 0.6448 | 0.260764 |
24 | -0.007403 | -0.0573 | 0.477231 |
25 | -0.130415 | -1.0102 | 0.158231 |
26 | -0.147044 | -1.139 | 0.129615 |
27 | -0.045682 | -0.3539 | 0.362345 |
28 | 0.004505 | 0.0349 | 0.486139 |
29 | -0.037268 | -0.2887 | 0.386911 |
30 | 0.123001 | 0.9528 | 0.172267 |
31 | 0.084436 | 0.654 | 0.257794 |
32 | -0.028185 | -0.2183 | 0.413961 |
33 | 0.002974 | 0.023 | 0.490847 |
34 | -0.084341 | -0.6533 | 0.258029 |
35 | -0.089943 | -0.6967 | 0.244342 |
36 | -0.085899 | -0.6654 | 0.254181 |
37 | -0.029306 | -0.227 | 0.410598 |
38 | -0.063184 | -0.4894 | 0.313165 |
39 | 0.070359 | 0.545 | 0.293886 |
40 | -0.016459 | -0.1275 | 0.44949 |
41 | -0.010632 | -0.0824 | 0.467319 |
42 | 0.1505 | 1.1658 | 0.124161 |
43 | -0.099619 | -0.7716 | 0.221676 |
44 | -0.116196 | -0.9 | 0.185846 |
45 | 0.081447 | 0.6309 | 0.265256 |
46 | 0.022017 | 0.1705 | 0.432579 |
47 | -0.010214 | -0.0791 | 0.468601 |
48 | -0.01213 | -0.094 | 0.462728 |