Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.249619 | 1.868 | 0.033501 |
2 | -0.046606 | -0.3488 | 0.364287 |
3 | 0.070947 | 0.5309 | 0.298788 |
4 | -0.057127 | -0.4275 | 0.335328 |
5 | 0.232731 | 1.7416 | 0.043535 |
6 | 0.19759 | 1.4786 | 0.072422 |
7 | -0.265478 | -1.9867 | 0.025931 |
8 | -0.188 | -1.4069 | 0.082497 |
9 | -0.017749 | -0.1328 | 0.447404 |
10 | -0.084779 | -0.6344 | 0.264193 |
11 | 0.040912 | 0.3062 | 0.380311 |
12 | -0.164468 | -1.2308 | 0.111777 |
13 | -0.31584 | -2.3635 | 0.010799 |
14 | -0.029003 | -0.217 | 0.414484 |
15 | 0.125287 | 0.9376 | 0.176248 |
16 | 0.116057 | 0.8685 | 0.194415 |
17 | 0.048147 | 0.3603 | 0.359989 |
18 | -0.103744 | -0.7763 | 0.220405 |
19 | -0.019614 | -0.1468 | 0.441918 |
20 | 0.166995 | 1.2497 | 0.108308 |
21 | -0.025661 | -0.192 | 0.424207 |
22 | -0.126029 | -0.9431 | 0.174837 |
23 | -0.13441 | -1.0058 | 0.159411 |
24 | -0.191542 | -1.4334 | 0.078656 |
25 | 0.032543 | 0.2435 | 0.404242 |
26 | 0.010886 | 0.0815 | 0.467681 |
27 | -0.188532 | -1.4108 | 0.081911 |
28 | -0.181261 | -1.3564 | 0.090202 |
29 | -0.053334 | -0.3991 | 0.345663 |
30 | 0.044276 | 0.3313 | 0.370816 |
31 | 0.092721 | 0.6939 | 0.24532 |
32 | 0.013493 | 0.101 | 0.459966 |
33 | -0.06558 | -0.4908 | 0.312759 |
34 | 0.040554 | 0.3035 | 0.381326 |
35 | 0.111307 | 0.8329 | 0.204208 |
36 | 0.074159 | 0.555 | 0.290569 |
37 | 0.084205 | 0.6301 | 0.265586 |
38 | 0.02626 | 0.1965 | 0.42246 |
39 | 0.004284 | 0.0321 | 0.487271 |
40 | -0.010391 | -0.0778 | 0.469147 |
41 | -0.002689 | -0.0201 | 0.492008 |
42 | 0.001026 | 0.0077 | 0.49695 |
43 | -0.024511 | -0.1834 | 0.427565 |
44 | -0.037961 | -0.2841 | 0.388701 |
45 | 0.004912 | 0.0368 | 0.485406 |
46 | 0.025093 | 0.1878 | 0.425863 |
47 | -0.004827 | -0.0361 | 0.485657 |
48 | -0.018067 | -0.1352 | 0.446469 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.249619 | 1.868 | 0.033501 |
2 | -0.116153 | -0.8692 | 0.194222 |
3 | 0.122076 | 0.9135 | 0.182438 |
4 | -0.126607 | -0.9474 | 0.173743 |
5 | 0.3361 | 2.5151 | 0.007398 |
6 | -0.008454 | -0.0633 | 0.474892 |
7 | -0.297066 | -2.223 | 0.015133 |
8 | -0.076102 | -0.5695 | 0.285649 |
9 | 0.05257 | 0.3934 | 0.34776 |
10 | -0.108839 | -0.8145 | 0.209412 |
11 | -0.012882 | -0.0964 | 0.461773 |
12 | -0.144181 | -1.079 | 0.142617 |
13 | -0.073557 | -0.5505 | 0.292099 |
14 | -0.001843 | -0.0138 | 0.494523 |
15 | 0.144192 | 1.079 | 0.142599 |
16 | 0.086273 | 0.6456 | 0.260584 |
17 | -0.026135 | -0.1956 | 0.422825 |
18 | -0.013749 | -0.1029 | 0.459211 |
19 | 0.037785 | 0.2828 | 0.389202 |
20 | -0.013096 | -0.098 | 0.46114 |
21 | -0.245224 | -1.8351 | 0.035903 |
22 | -0.102076 | -0.7639 | 0.224076 |
23 | -0.060583 | -0.4534 | 0.32602 |
24 | -0.136018 | -1.0179 | 0.15656 |
25 | 0.001884 | 0.0141 | 0.4944 |
26 | -0.040254 | -0.3012 | 0.382175 |
27 | -0.027804 | -0.2081 | 0.417966 |
28 | -0.097821 | -0.732 | 0.233604 |
29 | 0.123403 | 0.9235 | 0.179864 |
30 | 0.051496 | 0.3854 | 0.350714 |
31 | -0.10058 | -0.7527 | 0.227399 |
32 | 0.004359 | 0.0326 | 0.487047 |
33 | 0.018192 | 0.1361 | 0.446101 |
34 | -0.096055 | -0.7188 | 0.237623 |
35 | -0.132798 | -0.9938 | 0.162305 |
36 | -0.064367 | -0.4817 | 0.315957 |
37 | 0.109725 | 0.8211 | 0.207533 |
38 | -0.005629 | -0.0421 | 0.483276 |
39 | 0.029926 | 0.2239 | 0.411807 |
40 | -0.114779 | -0.8589 | 0.197021 |
41 | 0.010093 | 0.0755 | 0.470031 |
42 | 0.027388 | 0.205 | 0.419175 |
43 | 0.022748 | 0.1702 | 0.432721 |
44 | -0.043862 | -0.3282 | 0.371981 |
45 | -0.054304 | -0.4064 | 0.343009 |
46 | 0.014619 | 0.1094 | 0.456637 |
47 | -0.027417 | -0.2052 | 0.419092 |
48 | -0.11789 | -0.8822 | 0.190717 |