Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.402598 | 3.6678 | 0.000215 |
2 | -0.091651 | -0.835 | 0.203064 |
3 | -0.08068 | -0.735 | 0.232197 |
4 | 0.066715 | 0.6078 | 0.272488 |
5 | 0.012546 | 0.1143 | 0.45464 |
6 | -0.09787 | -0.8916 | 0.187583 |
7 | -0.163568 | -1.4902 | 0.069984 |
8 | -0.137054 | -1.2486 | 0.107657 |
9 | -0.046761 | -0.426 | 0.335599 |
10 | -0.00879 | -0.0801 | 0.468181 |
11 | -0.019616 | -0.1787 | 0.429301 |
12 | 0.036166 | 0.3295 | 0.371308 |
13 | 0.027085 | 0.2468 | 0.402853 |
14 | -0.071586 | -0.6522 | 0.258043 |
15 | -0.107562 | -0.9799 | 0.164982 |
16 | -0.080142 | -0.7301 | 0.233685 |
17 | -0.09582 | -0.873 | 0.192602 |
18 | 0.027811 | 0.2534 | 0.400305 |
19 | 0.098275 | 0.8953 | 0.186601 |
20 | -0.016141 | -0.1471 | 0.441725 |
21 | -0.054543 | -0.4969 | 0.310284 |
22 | 0.153968 | 1.4027 | 0.082216 |
23 | 0.30499 | 2.7786 | 0.003375 |
24 | 0.178991 | 1.6307 | 0.053373 |
25 | -0.012076 | -0.11 | 0.456331 |
26 | -0.199752 | -1.8198 | 0.036195 |
27 | -0.202451 | -1.8444 | 0.034345 |
28 | -0.020553 | -0.1872 | 0.425961 |
29 | -0.049939 | -0.455 | 0.325161 |
30 | -0.148983 | -1.3573 | 0.089182 |
31 | -0.117503 | -1.0705 | 0.143749 |
32 | -0.076748 | -0.6992 | 0.243188 |
33 | -0.043386 | -0.3953 | 0.34683 |
34 | 0.074857 | 0.682 | 0.248574 |
35 | 0.116103 | 1.0578 | 0.146619 |
36 | 0.031601 | 0.2879 | 0.387072 |
37 | -0.051156 | -0.4661 | 0.321198 |
38 | -0.036183 | -0.3296 | 0.37125 |
39 | -0.033578 | -0.3059 | 0.38022 |
40 | -0.065733 | -0.5989 | 0.27545 |
41 | -0.061131 | -0.5569 | 0.289536 |
42 | -0.016854 | -0.1535 | 0.43917 |
43 | 0.016459 | 0.1499 | 0.440585 |
44 | 0.039274 | 0.3578 | 0.360698 |
45 | -0.011369 | -0.1036 | 0.458878 |
46 | 0.002459 | 0.0224 | 0.491089 |
47 | 0.102667 | 0.9353 | 0.176164 |
48 | 0.027745 | 0.2528 | 0.400537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.402598 | 3.6678 | 0.000215 |
2 | -0.302818 | -2.7588 | 0.003568 |
3 | 0.117341 | 1.069 | 0.144077 |
4 | 0.041652 | 0.3795 | 0.352655 |
5 | -0.081166 | -0.7395 | 0.230859 |
6 | -0.048588 | -0.4427 | 0.329583 |
7 | -0.120368 | -1.0966 | 0.137994 |
8 | -0.061023 | -0.5559 | 0.289872 |
9 | -0.000395 | -0.0036 | 0.498568 |
10 | -0.029812 | -0.2716 | 0.393301 |
11 | -0.004959 | -0.0452 | 0.482038 |
12 | 0.06794 | 0.619 | 0.268817 |
13 | -0.062548 | -0.5698 | 0.285164 |
14 | -0.094753 | -0.8632 | 0.195247 |
15 | -0.055768 | -0.5081 | 0.306376 |
16 | -0.08178 | -0.7451 | 0.229173 |
17 | -0.099734 | -0.9086 | 0.18309 |
18 | 0.139887 | 1.2744 | 0.103033 |
19 | 0.002697 | 0.0246 | 0.490229 |
20 | -0.08182 | -0.7454 | 0.229064 |
21 | 0.024609 | 0.2242 | 0.411577 |
22 | 0.152743 | 1.3916 | 0.083888 |
23 | 0.133299 | 1.2144 | 0.114017 |
24 | 0.017002 | 0.1549 | 0.438639 |
25 | -0.011096 | -0.1011 | 0.459863 |
26 | -0.213105 | -1.9415 | 0.027797 |
27 | -0.083089 | -0.757 | 0.225604 |
28 | 0.059431 | 0.5414 | 0.294827 |
29 | -0.122036 | -1.1118 | 0.134717 |
30 | 0.012041 | 0.1097 | 0.456458 |
31 | -0.025777 | -0.2348 | 0.407458 |
32 | -0.128492 | -1.1706 | 0.122551 |
33 | 0.005626 | 0.0513 | 0.479623 |
34 | 0.0637 | 0.5803 | 0.281632 |
35 | -0.016006 | -0.1458 | 0.442206 |
36 | 0.002197 | 0.02 | 0.49204 |
37 | -0.058063 | -0.529 | 0.299115 |
38 | -0.013615 | -0.124 | 0.450792 |
39 | 0.000462 | 0.0042 | 0.498327 |
40 | -0.089543 | -0.8158 | 0.208482 |
41 | -0.11096 | -1.0109 | 0.157502 |
42 | -0.001124 | -0.0102 | 0.495927 |
43 | -0.026489 | -0.2413 | 0.404948 |
44 | -0.00251 | -0.0229 | 0.490906 |
45 | -0.063111 | -0.575 | 0.283434 |
46 | -0.088854 | -0.8095 | 0.210272 |
47 | 0.001196 | 0.0109 | 0.495666 |
48 | -0.065842 | -0.5999 | 0.27512 |