Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.246774 | 1.8631 | 0.033802 |
2 | -0.051665 | -0.3901 | 0.348972 |
3 | 0.067663 | 0.5108 | 0.305717 |
4 | -0.055001 | -0.4152 | 0.33976 |
5 | 0.232968 | 1.7589 | 0.041983 |
6 | 0.197446 | 1.4907 | 0.070779 |
7 | -0.264446 | -1.9965 | 0.025331 |
8 | -0.186958 | -1.4115 | 0.081766 |
9 | -0.017229 | -0.1301 | 0.448482 |
10 | -0.084249 | -0.6361 | 0.26364 |
11 | 0.039767 | 0.3002 | 0.382547 |
12 | -0.164394 | -1.2412 | 0.109817 |
13 | -0.314141 | -2.3717 | 0.010553 |
14 | -0.027717 | -0.2093 | 0.417496 |
15 | 0.127645 | 0.9637 | 0.169635 |
16 | 0.116747 | 0.8814 | 0.190897 |
17 | 0.046475 | 0.3509 | 0.363486 |
18 | -0.104144 | -0.7863 | 0.217482 |
19 | -0.020068 | -0.1515 | 0.440055 |
20 | 0.168174 | 1.2697 | 0.104677 |
21 | -0.027453 | -0.2073 | 0.41827 |
22 | -0.124957 | -0.9434 | 0.174728 |
23 | -0.132208 | -0.9981 | 0.161213 |
24 | -0.186257 | -1.4062 | 0.082546 |
25 | 0.035107 | 0.2651 | 0.395962 |
26 | 0.01162 | 0.0877 | 0.465199 |
27 | -0.185603 | -1.4013 | 0.083277 |
28 | -0.183291 | -1.3838 | 0.085905 |
29 | -0.049741 | -0.3755 | 0.354328 |
30 | 0.051611 | 0.3897 | 0.349122 |
31 | 0.091225 | 0.6887 | 0.246893 |
32 | 0.009256 | 0.0699 | 0.472268 |
33 | -0.066016 | -0.4984 | 0.310057 |
34 | 0.03585 | 0.2707 | 0.393814 |
35 | 0.113401 | 0.8562 | 0.197747 |
36 | 0.073147 | 0.5522 | 0.291468 |
37 | 0.077849 | 0.5877 | 0.279513 |
38 | 0.024609 | 0.1858 | 0.426633 |
39 | 0.003192 | 0.0241 | 0.490428 |
40 | -0.012938 | -0.0977 | 0.461264 |
41 | -0.002479 | -0.0187 | 0.492567 |
42 | 0.001471 | 0.0111 | 0.495588 |
43 | -0.023949 | -0.1808 | 0.428579 |
44 | -0.037926 | -0.2863 | 0.38783 |
45 | 0.005636 | 0.0425 | 0.483105 |
46 | 0.025621 | 0.1934 | 0.423653 |
47 | -0.003728 | -0.0281 | 0.488823 |
48 | -0.019382 | -0.1463 | 0.442088 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.246774 | 1.8631 | 0.033802 |
2 | -0.119862 | -0.9049 | 0.184654 |
3 | 0.120482 | 0.9096 | 0.183427 |
4 | -0.123136 | -0.9297 | 0.178235 |
5 | 0.333813 | 2.5202 | 0.007276 |
6 | -0.005176 | -0.0391 | 0.484483 |
7 | -0.294409 | -2.2227 | 0.015108 |
8 | -0.074415 | -0.5618 | 0.28822 |
9 | 0.046266 | 0.3493 | 0.364077 |
10 | -0.109227 | -0.8246 | 0.206506 |
11 | -0.012277 | -0.0927 | 0.463237 |
12 | -0.14358 | -1.084 | 0.141464 |
13 | -0.075973 | -0.5736 | 0.284253 |
14 | -0.000727 | -0.0055 | 0.49782 |
15 | 0.145112 | 1.0956 | 0.138936 |
16 | 0.088094 | 0.6651 | 0.254335 |
17 | -0.025435 | -0.192 | 0.424199 |
18 | -0.013053 | -0.0986 | 0.46092 |
19 | 0.03475 | 0.2624 | 0.396995 |
20 | -0.010557 | -0.0797 | 0.468377 |
21 | -0.247956 | -1.872 | 0.033168 |
22 | -0.098326 | -0.7423 | 0.230464 |
23 | -0.065135 | -0.4918 | 0.31239 |
24 | -0.130168 | -0.9827 | 0.164943 |
25 | 0.000929 | 0.007 | 0.497214 |
26 | -0.036597 | -0.2763 | 0.391658 |
27 | -0.02373 | -0.1792 | 0.429224 |
28 | -0.100878 | -0.7616 | 0.224716 |
29 | 0.126345 | 0.9539 | 0.172084 |
30 | 0.058088 | 0.4386 | 0.331321 |
31 | -0.103247 | -0.7795 | 0.219454 |
32 | -0.001363 | -0.0103 | 0.495911 |
33 | 0.016546 | 0.1249 | 0.450514 |
34 | -0.098184 | -0.7413 | 0.230786 |
35 | -0.131087 | -0.9897 | 0.163256 |
36 | -0.068295 | -0.5156 | 0.304059 |
37 | 0.115028 | 0.8684 | 0.194398 |
38 | -0.006468 | -0.0488 | 0.48061 |
39 | 0.033911 | 0.256 | 0.399426 |
40 | -0.113491 | -0.8568 | 0.197562 |
41 | 0.010262 | 0.0775 | 0.469257 |
42 | 0.026998 | 0.2038 | 0.419606 |
43 | 0.025475 | 0.1923 | 0.424084 |
44 | -0.045794 | -0.3457 | 0.365405 |
45 | -0.058385 | -0.4408 | 0.330513 |
46 | 0.011228 | 0.0848 | 0.46637 |
47 | -0.025606 | -0.1933 | 0.423697 |
48 | -0.116082 | -0.8764 | 0.192245 |