Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.340825 | 3.3219 | 0.000635 |
2 | -0.075102 | -0.732 | 0.232984 |
3 | -0.044037 | -0.4292 | 0.334367 |
4 | 0.011215 | 0.1093 | 0.456594 |
5 | -0.102155 | -0.9957 | 0.160966 |
6 | -0.120263 | -1.1722 | 0.122028 |
7 | -0.036121 | -0.3521 | 0.362784 |
8 | 0.237095 | 2.3109 | 0.0115 |
9 | 0.078385 | 0.764 | 0.223379 |
10 | -0.064222 | -0.626 | 0.266421 |
11 | 0.065236 | 0.6358 | 0.263203 |
12 | 0.251584 | 2.4521 | 0.008014 |
13 | -0.029881 | -0.2912 | 0.385749 |
14 | -0.126586 | -1.2338 | 0.110159 |
15 | -0.124117 | -1.2097 | 0.11469 |
16 | -0.137302 | -1.3383 | 0.092003 |
17 | -0.062472 | -0.6089 | 0.272023 |
18 | -0.04076 | -0.3973 | 0.346025 |
19 | 0.071044 | 0.6925 | 0.245171 |
20 | 0.18479 | 1.8011 | 0.037429 |
21 | -0.013639 | -0.1329 | 0.447263 |
22 | -0.079525 | -0.7751 | 0.220098 |
23 | -0.042401 | -0.4133 | 0.340168 |
24 | -0.099223 | -0.9671 | 0.167974 |
25 | -0.086838 | -0.8464 | 0.199731 |
26 | 0.008311 | 0.081 | 0.467803 |
27 | 0.064623 | 0.6299 | 0.265146 |
28 | 0.037311 | 0.3637 | 0.358458 |
29 | 0.015148 | 0.1476 | 0.441467 |
30 | 0.007035 | 0.0686 | 0.47274 |
31 | 0.065787 | 0.6412 | 0.261465 |
32 | 0.042918 | 0.4183 | 0.338333 |
33 | -0.028632 | -0.2791 | 0.390397 |
34 | 0.040027 | 0.3901 | 0.348655 |
35 | 0.03285 | 0.3202 | 0.374768 |
36 | -0.046434 | -0.4526 | 0.325941 |
37 | -0.011137 | -0.1085 | 0.456895 |
38 | 0.04189 | 0.4083 | 0.341988 |
39 | 0.061341 | 0.5979 | 0.275671 |
40 | -0.027503 | -0.2681 | 0.394614 |
41 | -0.121257 | -1.1819 | 0.120103 |
42 | -0.127674 | -1.2444 | 0.108205 |
43 | -0.114822 | -1.1191 | 0.132949 |
44 | -0.084325 | -0.8219 | 0.206596 |
45 | -0.000891 | -0.0087 | 0.496545 |
46 | 0.082016 | 0.7994 | 0.213028 |
47 | 0.096633 | 0.9419 | 0.174327 |
48 | -0.015295 | -0.1491 | 0.440905 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.340825 | 3.3219 | 0.000635 |
2 | -0.216401 | -2.1092 | 0.018778 |
3 | 0.072234 | 0.7041 | 0.241562 |
4 | -0.015465 | -0.1507 | 0.440254 |
5 | -0.127485 | -1.2426 | 0.108543 |
6 | -0.0306 | -0.2983 | 0.383082 |
7 | -0.008068 | -0.0786 | 0.468745 |
8 | 0.271811 | 2.6493 | 0.004724 |
9 | -0.154824 | -1.509 | 0.067304 |
10 | 0.026707 | 0.2603 | 0.397593 |
11 | 0.108176 | 1.0544 | 0.147195 |
12 | 0.182701 | 1.7808 | 0.039075 |
13 | -0.190355 | -1.8554 | 0.033323 |
14 | 0.049885 | 0.4862 | 0.313965 |
15 | -0.120963 | -1.179 | 0.120671 |
16 | -0.17777 | -1.7327 | 0.043198 |
17 | 0.125286 | 1.2211 | 0.112529 |
18 | -0.080918 | -0.7887 | 0.216129 |
19 | 0.139892 | 1.3635 | 0.087974 |
20 | -0.077627 | -0.7566 | 0.225577 |
21 | -0.028949 | -0.2822 | 0.389216 |
22 | 0.00769 | 0.075 | 0.470206 |
23 | -0.078113 | -0.7614 | 0.224165 |
24 | -0.050358 | -0.4908 | 0.312338 |
25 | 0.030287 | 0.2952 | 0.384244 |
26 | 0.062241 | 0.6066 | 0.272766 |
27 | 0.024273 | 0.2366 | 0.406743 |
28 | 0.020558 | 0.2004 | 0.420808 |
29 | -0.015995 | -0.1559 | 0.438223 |
30 | 0.024732 | 0.2411 | 0.405016 |
31 | -0.013671 | -0.1332 | 0.447141 |
32 | 0.01068 | 0.1041 | 0.458656 |
33 | 0.063799 | 0.6218 | 0.267771 |
34 | 0.031368 | 0.3057 | 0.380238 |
35 | 0.004674 | 0.0456 | 0.481879 |
36 | 0.022851 | 0.2227 | 0.412114 |
37 | -0.026571 | -0.259 | 0.398103 |
38 | 0.013668 | 0.1332 | 0.447151 |
39 | -0.036598 | -0.3567 | 0.361048 |
40 | -0.091479 | -0.8916 | 0.187423 |
41 | -0.059959 | -0.5844 | 0.280166 |
42 | -0.130752 | -1.2744 | 0.102813 |
43 | -0.059549 | -0.5804 | 0.281507 |
44 | 0.004186 | 0.0408 | 0.483771 |
45 | 0.013516 | 0.1317 | 0.447736 |
46 | 0.001038 | 0.0101 | 0.495974 |
47 | 0.06674 | 0.6505 | 0.258471 |
48 | -0.076204 | -0.7427 | 0.229734 |