Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.213985 | 1.8031 | 0.03781 |
2 | 0.094451 | 0.7959 | 0.214383 |
3 | 0.015811 | 0.1332 | 0.447197 |
4 | -0.082545 | -0.6955 | 0.244496 |
5 | -0.260511 | -2.1951 | 0.015714 |
6 | -0.237686 | -2.0028 | 0.02451 |
7 | -0.121875 | -1.0269 | 0.153968 |
8 | -0.066757 | -0.5625 | 0.287773 |
9 | -0.056036 | -0.4722 | 0.319127 |
10 | 0.061221 | 0.5159 | 0.303778 |
11 | 0.298857 | 2.5182 | 0.007026 |
12 | 0.117178 | 0.9874 | 0.163411 |
13 | 0.026666 | 0.2247 | 0.411432 |
14 | -0.056889 | -0.4794 | 0.316579 |
15 | -0.091902 | -0.7744 | 0.220638 |
16 | -0.205931 | -1.7352 | 0.043522 |
17 | -0.192971 | -1.626 | 0.05419 |
18 | -0.087995 | -0.7415 | 0.23043 |
19 | -0.10024 | -0.8446 | 0.200575 |
20 | -0.146937 | -1.2381 | 0.109876 |
21 | -0.029488 | -0.2485 | 0.402244 |
22 | 0.318215 | 2.6813 | 0.004556 |
23 | 0.182987 | 1.5419 | 0.063774 |
24 | 0.134372 | 1.1322 | 0.130672 |
25 | 0.048762 | 0.4109 | 0.341199 |
26 | 0.031018 | 0.2614 | 0.397284 |
27 | -0.185878 | -1.5662 | 0.06087 |
28 | -0.140243 | -1.1817 | 0.120632 |
29 | -0.116048 | -0.9778 | 0.165736 |
30 | -0.104717 | -0.8824 | 0.190279 |
31 | 0.024621 | 0.2075 | 0.418121 |
32 | 0.045931 | 0.387 | 0.349948 |
33 | 0.178248 | 1.5019 | 0.068773 |
34 | 0.204631 | 1.7243 | 0.044507 |
35 | 0.248597 | 2.0947 | 0.019883 |
36 | -0.009828 | -0.0828 | 0.467118 |
37 | 0.048588 | 0.4094 | 0.341736 |
38 | -0.146285 | -1.2326 | 0.110891 |
39 | -0.083926 | -0.7072 | 0.240886 |
40 | -0.12454 | -1.0494 | 0.148778 |
41 | -0.076999 | -0.6488 | 0.259279 |
42 | -0.026946 | -0.227 | 0.410519 |
43 | -0.061111 | -0.5149 | 0.304101 |
44 | 0.056468 | 0.4758 | 0.317835 |
45 | 0.085765 | 0.7227 | 0.23613 |
46 | 0.049582 | 0.4178 | 0.338682 |
47 | 0.055168 | 0.4649 | 0.32173 |
48 | 0.028794 | 0.2426 | 0.404497 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.213985 | 1.8031 | 0.03781 |
2 | 0.050997 | 0.4297 | 0.334356 |
3 | -0.015007 | -0.1264 | 0.449867 |
4 | -0.092128 | -0.7763 | 0.220081 |
5 | -0.238886 | -2.0129 | 0.023959 |
6 | -0.146989 | -1.2386 | 0.109795 |
7 | -0.022565 | -0.1901 | 0.424873 |
8 | -0.015915 | -0.1341 | 0.446851 |
9 | -0.064373 | -0.5424 | 0.294615 |
10 | 0.010269 | 0.0865 | 0.465646 |
11 | 0.234656 | 1.9772 | 0.025949 |
12 | -0.028282 | -0.2383 | 0.406163 |
13 | -0.076239 | -0.6424 | 0.26134 |
14 | -0.124284 | -1.0472 | 0.149271 |
15 | -0.066839 | -0.5632 | 0.287539 |
16 | -0.077604 | -0.6539 | 0.257642 |
17 | -0.062535 | -0.5269 | 0.299942 |
18 | -0.017505 | -0.1475 | 0.441577 |
19 | -0.109626 | -0.9237 | 0.179379 |
20 | -0.180554 | -1.5214 | 0.066304 |
21 | -0.102631 | -0.8648 | 0.195034 |
22 | 0.239947 | 2.0218 | 0.023482 |
23 | 0.04997 | 0.4211 | 0.337494 |
24 | -0.007492 | -0.0631 | 0.474922 |
25 | -0.103728 | -0.874 | 0.192526 |
26 | -0.023732 | -0.2 | 0.421037 |
27 | -0.104002 | -0.8763 | 0.191901 |
28 | 0.008639 | 0.0728 | 0.471087 |
29 | -0.060042 | -0.5059 | 0.307239 |
30 | -0.076407 | -0.6438 | 0.260884 |
31 | 0.157139 | 1.3241 | 0.094862 |
32 | 0.029336 | 0.2472 | 0.402737 |
33 | -0.049039 | -0.4132 | 0.34035 |
34 | 0.008588 | 0.0724 | 0.471258 |
35 | 0.145578 | 1.2267 | 0.112001 |
36 | -0.12214 | -1.0292 | 0.153446 |
37 | 0.076283 | 0.6428 | 0.261221 |
38 | -0.027421 | -0.2311 | 0.408969 |
39 | 0.075048 | 0.6324 | 0.264591 |
40 | -0.035768 | -0.3014 | 0.382 |
41 | 0.002221 | 0.0187 | 0.492562 |
42 | 0.056366 | 0.4749 | 0.318141 |
43 | -0.038115 | -0.3212 | 0.374516 |
44 | -0.017673 | -0.1489 | 0.441021 |
45 | -0.03634 | -0.3062 | 0.380172 |
46 | -0.098297 | -0.8283 | 0.205147 |
47 | 0.079627 | 0.671 | 0.252214 |
48 | 0.000365 | 0.0031 | 0.498776 |