Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.455103 | 3.4957 | 0.000452 |
2 | 0.340132 | 2.6126 | 0.00569 |
3 | 0.128446 | 0.9866 | 0.163931 |
4 | 0.106491 | 0.818 | 0.208331 |
5 | -0.169297 | -1.3004 | 0.099261 |
6 | -0.239675 | -1.841 | 0.035327 |
7 | -0.148276 | -1.1389 | 0.129668 |
8 | -0.193123 | -1.4834 | 0.071645 |
9 | -0.214242 | -1.6456 | 0.05258 |
10 | -0.137769 | -1.0582 | 0.147134 |
11 | 0.000975 | 0.0075 | 0.497025 |
12 | -0.087723 | -0.6738 | 0.25153 |
13 | -0.109773 | -0.8432 | 0.201267 |
14 | -0.151934 | -1.167 | 0.123947 |
15 | -0.077936 | -0.5986 | 0.275853 |
16 | -0.244779 | -1.8802 | 0.032511 |
17 | -0.197986 | -1.5208 | 0.066831 |
18 | -0.179201 | -1.3765 | 0.086939 |
19 | 0.002969 | 0.0228 | 0.490942 |
20 | -0.095635 | -0.7346 | 0.232751 |
21 | 0.015638 | 0.1201 | 0.452399 |
22 | 0.133082 | 1.0222 | 0.155425 |
23 | 0.233673 | 1.7949 | 0.038898 |
24 | 0.130126 | 0.9995 | 0.160813 |
25 | 0.163138 | 1.2531 | 0.107559 |
26 | 0.168401 | 1.2935 | 0.100438 |
27 | 0.04403 | 0.3382 | 0.368205 |
28 | 0.01405 | 0.1079 | 0.457213 |
29 | -0.02685 | -0.2062 | 0.418657 |
30 | 0.013143 | 0.101 | 0.459966 |
31 | -0.086513 | -0.6645 | 0.254473 |
32 | -0.078527 | -0.6032 | 0.27435 |
33 | -0.038725 | -0.2975 | 0.383582 |
34 | -0.001106 | -0.0085 | 0.496626 |
35 | 0.006049 | 0.0465 | 0.48155 |
36 | 0.058048 | 0.4459 | 0.328659 |
37 | 0.013019 | 0.1 | 0.460341 |
38 | -0.000252 | -0.0019 | 0.49923 |
39 | -0.022003 | -0.169 | 0.433183 |
40 | -0.012772 | -0.0981 | 0.461091 |
41 | -0.014999 | -0.1152 | 0.454334 |
42 | -0.04048 | -0.3109 | 0.378474 |
43 | -0.003543 | -0.0272 | 0.48919 |
44 | -0.019291 | -0.1482 | 0.441353 |
45 | 0.034742 | 0.2669 | 0.395255 |
46 | 0.008998 | 0.0691 | 0.472566 |
47 | 0.005172 | 0.0397 | 0.484223 |
48 | 0.028162 | 0.2163 | 0.414745 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.455103 | 3.4957 | 0.000452 |
2 | 0.16776 | 1.2886 | 0.101285 |
3 | -0.099575 | -0.7648 | 0.223706 |
4 | 0.040796 | 0.3134 | 0.377556 |
5 | -0.284076 | -2.182 | 0.016551 |
6 | -0.147229 | -1.1309 | 0.13134 |
7 | 0.144951 | 1.1134 | 0.135028 |
8 | -0.125498 | -0.964 | 0.169498 |
9 | -0.090025 | -0.6915 | 0.245982 |
10 | 0.053269 | 0.4092 | 0.34195 |
11 | 0.026931 | 0.2069 | 0.418416 |
12 | -0.148244 | -1.1387 | 0.129718 |
13 | -0.084187 | -0.6467 | 0.260181 |
14 | -0.168568 | -1.2948 | 0.100218 |
15 | -0.009253 | -0.0711 | 0.47179 |
16 | -0.184772 | -1.4193 | 0.080543 |
17 | -0.088329 | -0.6785 | 0.250064 |
18 | -0.081686 | -0.6274 | 0.266395 |
19 | 0.096695 | 0.7427 | 0.230296 |
20 | -0.168385 | -1.2934 | 0.100458 |
21 | -0.054262 | -0.4168 | 0.33917 |
22 | 0.054432 | 0.4181 | 0.338697 |
23 | 0.054405 | 0.4179 | 0.33877 |
24 | -0.112731 | -0.8659 | 0.195026 |
25 | 0.019786 | 0.152 | 0.43986 |
26 | -0.07341 | -0.5639 | 0.287488 |
27 | -0.106334 | -0.8168 | 0.208675 |
28 | 0.066544 | 0.5111 | 0.305583 |
29 | -0.094362 | -0.7248 | 0.235716 |
30 | -0.099572 | -0.7648 | 0.223711 |
31 | 0.028179 | 0.2164 | 0.414693 |
32 | -0.148696 | -1.1422 | 0.129001 |
33 | -0.039807 | -0.3058 | 0.380429 |
34 | -0.028092 | -0.2158 | 0.414952 |
35 | 0.020112 | 0.1545 | 0.438877 |
36 | 0.016003 | 0.1229 | 0.451293 |
37 | -0.111465 | -0.8562 | 0.197682 |
38 | -0.104 | -0.7988 | 0.213794 |
39 | 0.086385 | 0.6635 | 0.254785 |
40 | -0.037222 | -0.2859 | 0.387976 |
41 | -0.032921 | -0.2529 | 0.400623 |
42 | -0.055885 | -0.4293 | 0.334648 |
43 | 0.036602 | 0.2811 | 0.389791 |
44 | -0.059682 | -0.4584 | 0.324164 |
45 | -0.005406 | -0.0415 | 0.483511 |
46 | -0.051847 | -0.3982 | 0.345943 |
47 | -0.122811 | -0.9433 | 0.17468 |
48 | 0.040617 | 0.312 | 0.378076 |