Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.283263 | 2.3868 | 0.009831 |
2 | -0.191855 | -1.6166 | 0.0552 |
3 | -0.230754 | -1.9444 | 0.027907 |
4 | -0.082654 | -0.6965 | 0.24421 |
5 | -0.054247 | -0.4571 | 0.324499 |
6 | -0.054179 | -0.4565 | 0.324705 |
7 | -0.113019 | -0.9523 | 0.172084 |
8 | -0.058181 | -0.4902 | 0.312737 |
9 | -0.018003 | -0.1517 | 0.439927 |
10 | -0.021202 | -0.1786 | 0.429362 |
11 | -0.050893 | -0.4288 | 0.334672 |
12 | 0.1608 | 1.3549 | 0.089869 |
13 | 0.113976 | 0.9604 | 0.170062 |
14 | 0.035434 | 0.2986 | 0.38307 |
15 | -0.005713 | -0.0481 | 0.48087 |
16 | -0.177548 | -1.496 | 0.069537 |
17 | -0.074603 | -0.6286 | 0.265808 |
18 | 0.036844 | 0.3105 | 0.378562 |
19 | -0.015003 | -0.1264 | 0.44988 |
20 | -0.171012 | -1.441 | 0.076994 |
21 | -0.036536 | -0.3079 | 0.379546 |
22 | 0.150792 | 1.2706 | 0.10401 |
23 | 0.156072 | 1.3151 | 0.096357 |
24 | 0.079922 | 0.6734 | 0.251429 |
25 | -0.141063 | -1.1886 | 0.119275 |
26 | -0.145805 | -1.2286 | 0.111645 |
27 | -0.04051 | -0.3413 | 0.366928 |
28 | -0.004748 | -0.04 | 0.4841 |
29 | 0.050451 | 0.4251 | 0.336022 |
30 | 0.053463 | 0.4505 | 0.326865 |
31 | 0.035595 | 0.2999 | 0.382552 |
32 | 0.009322 | 0.0786 | 0.468806 |
33 | -0.038434 | -0.3238 | 0.373502 |
34 | -0.018705 | -0.1576 | 0.437605 |
35 | -0.0084 | -0.0708 | 0.471886 |
36 | 0.017408 | 0.1467 | 0.4419 |
37 | 0.034671 | 0.2921 | 0.385514 |
38 | 0.045686 | 0.385 | 0.350709 |
39 | 0.038556 | 0.3249 | 0.373114 |
40 | -0.03362 | -0.2833 | 0.38889 |
41 | -0.004592 | -0.0387 | 0.484623 |
42 | 0.06465 | 0.5448 | 0.293815 |
43 | 0.058903 | 0.4963 | 0.3106 |
44 | -0.00168 | -0.0142 | 0.494374 |
45 | -0.003631 | -0.0306 | 0.487839 |
46 | -0.043048 | -0.3627 | 0.358942 |
47 | -0.069257 | -0.5836 | 0.280681 |
48 | -0.034432 | -0.2901 | 0.386283 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.283263 | 2.3868 | 0.009831 |
2 | -0.29583 | -2.4927 | 0.007506 |
3 | -0.091191 | -0.7684 | 0.222402 |
4 | -0.034462 | -0.2904 | 0.386187 |
5 | -0.113688 | -0.958 | 0.170668 |
6 | -0.063139 | -0.532 | 0.298187 |
7 | -0.150927 | -1.2717 | 0.103809 |
8 | -0.048232 | -0.4064 | 0.342833 |
9 | -0.090931 | -0.7662 | 0.223049 |
10 | -0.097769 | -0.8238 | 0.206401 |
11 | -0.108894 | -0.9176 | 0.180979 |
12 | 0.156941 | 1.3224 | 0.095139 |
13 | -0.083023 | -0.6996 | 0.243242 |
14 | 0.033776 | 0.2846 | 0.388388 |
15 | 0.019782 | 0.1667 | 0.434047 |
16 | -0.236275 | -1.9909 | 0.025171 |
17 | 0.085436 | 0.7199 | 0.236976 |
18 | -0.067181 | -0.5661 | 0.286564 |
19 | -0.087602 | -0.7381 | 0.23143 |
20 | -0.192295 | -1.6203 | 0.0548 |
21 | 0.026263 | 0.2213 | 0.412747 |
22 | 0.043051 | 0.3628 | 0.358932 |
23 | 0.006619 | 0.0558 | 0.477841 |
24 | 0.016942 | 0.1428 | 0.443443 |
25 | -0.22641 | -1.9078 | 0.030233 |
26 | -0.025259 | -0.2128 | 0.416032 |
27 | -0.195617 | -1.6483 | 0.051855 |
28 | -0.005241 | -0.0442 | 0.48245 |
29 | -0.017128 | -0.1443 | 0.442827 |
30 | -0.076656 | -0.6459 | 0.260207 |
31 | 0.015861 | 0.1336 | 0.44703 |
32 | -0.057898 | -0.4879 | 0.313578 |
33 | -0.063023 | -0.531 | 0.298523 |
34 | -0.101518 | -0.8554 | 0.197603 |
35 | -0.065266 | -0.5499 | 0.292043 |
36 | -0.234453 | -1.9755 | 0.026047 |
37 | 0.049297 | 0.4154 | 0.339556 |
38 | -0.005335 | -0.045 | 0.482134 |
39 | -0.004948 | -0.0417 | 0.48343 |
40 | -0.028034 | -0.2362 | 0.406972 |
41 | -0.109883 | -0.9259 | 0.17882 |
42 | 0.106988 | 0.9015 | 0.185185 |
43 | -0.079473 | -0.6697 | 0.252625 |
44 | -0.002891 | -0.0244 | 0.490318 |
45 | -0.040513 | -0.3414 | 0.366916 |
46 | -0.089787 | -0.7566 | 0.225908 |
47 | -0.050007 | -0.4214 | 0.337379 |
48 | 0.049335 | 0.4157 | 0.339439 |