Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.488252 | 3.782 | 0.00018 |
2 | 0.138852 | 1.0755 | 0.143219 |
3 | 0.169514 | 1.3131 | 0.097083 |
4 | 0.230652 | 1.7866 | 0.039525 |
5 | 0.201972 | 1.5645 | 0.061483 |
6 | 0.152614 | 1.1821 | 0.120906 |
7 | 0.176426 | 1.3666 | 0.088427 |
8 | -0.003531 | -0.0274 | 0.489134 |
9 | -0.171197 | -1.3261 | 0.094918 |
10 | -0.255034 | -1.9755 | 0.026409 |
11 | -0.002531 | -0.0196 | 0.492213 |
12 | 0.225303 | 1.7452 | 0.043036 |
13 | -0.035399 | -0.2742 | 0.392437 |
14 | -0.228928 | -1.7733 | 0.04063 |
15 | -0.266305 | -2.0628 | 0.021734 |
16 | -0.198362 | -1.5365 | 0.064836 |
17 | -0.140479 | -1.0881 | 0.140442 |
18 | -0.14089 | -1.0913 | 0.139746 |
19 | -0.080185 | -0.6211 | 0.268439 |
20 | -0.149082 | -1.1548 | 0.126379 |
21 | -0.255243 | -1.9771 | 0.026315 |
22 | -0.299376 | -2.319 | 0.01191 |
23 | -0.009419 | -0.073 | 0.471039 |
24 | 0.161041 | 1.2474 | 0.108546 |
25 | 0.049661 | 0.3847 | 0.350919 |
26 | -0.073297 | -0.5678 | 0.28616 |
27 | -0.171252 | -1.3265 | 0.094849 |
28 | -0.093072 | -0.7209 | 0.236876 |
29 | -0.010636 | -0.0824 | 0.467306 |
30 | -0.015368 | -0.119 | 0.452821 |
31 | 0.045315 | 0.351 | 0.363407 |
32 | 0.096269 | 0.7457 | 0.229381 |
33 | -0.00595 | -0.0461 | 0.481698 |
34 | -0.087465 | -0.6775 | 0.250347 |
35 | 0.113914 | 0.8824 | 0.190548 |
36 | 0.295751 | 2.2909 | 0.012749 |
37 | 0.214568 | 1.662 | 0.050861 |
38 | 0.078074 | 0.6048 | 0.27381 |
39 | 0.057196 | 0.443 | 0.329665 |
40 | 0.10424 | 0.8074 | 0.211302 |
41 | 0.095463 | 0.7395 | 0.231258 |
42 | 0.064296 | 0.498 | 0.310141 |
43 | 0.09772 | 0.7569 | 0.226025 |
44 | 0.070762 | 0.5481 | 0.29282 |
45 | -0.047317 | -0.3665 | 0.357634 |
46 | -0.106346 | -0.8238 | 0.206671 |
47 | -0.00688 | -0.0533 | 0.478839 |
48 | 0.063243 | 0.4899 | 0.313004 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.488252 | 3.782 | 0.00018 |
2 | -0.130694 | -1.0124 | 0.157717 |
3 | 0.209285 | 1.6211 | 0.055119 |
4 | 0.090023 | 0.6973 | 0.24415 |
5 | 0.063218 | 0.4897 | 0.313071 |
6 | 0.038228 | 0.2961 | 0.384083 |
7 | 0.094215 | 0.7298 | 0.234179 |
8 | -0.231244 | -1.7912 | 0.039152 |
9 | -0.141954 | -1.0996 | 0.137956 |
10 | -0.241952 | -1.8742 | 0.03289 |
11 | 0.261057 | 2.0221 | 0.023814 |
12 | 0.220209 | 1.7057 | 0.046615 |
13 | -0.210776 | -1.6327 | 0.053889 |
14 | -0.09622 | -0.7453 | 0.229494 |
15 | -0.202804 | -1.5709 | 0.060731 |
16 | -0.046962 | -0.3638 | 0.358657 |
17 | 0.044704 | 0.3463 | 0.365173 |
18 | -0.152225 | -1.1791 | 0.121501 |
19 | 0.028446 | 0.2203 | 0.413175 |
20 | -0.01179 | -0.0913 | 0.463769 |
21 | 0.004884 | 0.0378 | 0.484973 |
22 | -0.012924 | -0.1001 | 0.460297 |
23 | 0.120206 | 0.9311 | 0.177763 |
24 | -0.041716 | -0.3231 | 0.373861 |
25 | 0.060303 | 0.4671 | 0.321059 |
26 | -0.117884 | -0.9131 | 0.182416 |
27 | -0.154494 | -1.1967 | 0.118064 |
28 | -0.027546 | -0.2134 | 0.415882 |
29 | -0.003677 | -0.0285 | 0.488685 |
30 | -0.109167 | -0.8456 | 0.200567 |
31 | 0.098726 | 0.7647 | 0.223714 |
32 | 0.133609 | 1.0349 | 0.152428 |
33 | 0.096277 | 0.7458 | 0.229363 |
34 | 0.028781 | 0.2229 | 0.41217 |
35 | -0.033726 | -0.2612 | 0.3974 |
36 | 0.047607 | 0.3688 | 0.356801 |
37 | -0.07541 | -0.5841 | 0.280663 |
38 | -0.059508 | -0.461 | 0.323251 |
39 | 0.106363 | 0.8239 | 0.206635 |
40 | -0.041374 | -0.3205 | 0.37486 |
41 | 0.07901 | 0.612 | 0.271423 |
42 | 0.006987 | 0.0541 | 0.47851 |
43 | -0.049581 | -0.3841 | 0.351149 |
44 | -0.063401 | -0.4911 | 0.312574 |
45 | 0.008313 | 0.0644 | 0.474436 |
46 | -0.045526 | -0.3526 | 0.362796 |
47 | 0.008991 | 0.0696 | 0.472355 |
48 | -0.12374 | -0.9585 | 0.170832 |