Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.2811 | 2.1036 | 0.019961 |
2 | -0.049751 | -0.3723 | 0.355536 |
3 | -0.067626 | -0.5061 | 0.307398 |
4 | -0.133594 | -0.9997 | 0.160872 |
5 | -0.155363 | -1.1626 | 0.124954 |
6 | 0.060732 | 0.4545 | 0.32562 |
7 | 0.013958 | 0.1045 | 0.458591 |
8 | -0.190948 | -1.4289 | 0.07929 |
9 | -0.178262 | -1.334 | 0.093803 |
10 | -0.06787 | -0.5079 | 0.306761 |
11 | -0.038541 | -0.2884 | 0.387048 |
12 | 0.050364 | 0.3769 | 0.35384 |
13 | -0.167429 | -1.2529 | 0.10772 |
14 | -0.058247 | -0.4359 | 0.332299 |
15 | 0.016889 | 0.1264 | 0.44994 |
16 | 0.125712 | 0.9407 | 0.175438 |
17 | 0.092188 | 0.6899 | 0.246562 |
18 | 0.139136 | 1.0412 | 0.151129 |
19 | 0.077235 | 0.578 | 0.2828 |
20 | -0.173235 | -1.2964 | 0.100082 |
21 | -0.051322 | -0.3841 | 0.351196 |
22 | 0.159459 | 1.1933 | 0.118896 |
23 | 0.062306 | 0.4663 | 0.321421 |
24 | -0.002687 | -0.0201 | 0.492013 |
25 | 0.013622 | 0.1019 | 0.459585 |
26 | -0.053687 | -0.4018 | 0.344695 |
27 | -0.124367 | -0.9307 | 0.178007 |
28 | -0.047456 | -0.3551 | 0.361913 |
29 | 0.033487 | 0.2506 | 0.401522 |
30 | 0.055891 | 0.4183 | 0.338681 |
31 | 0.021723 | 0.1626 | 0.435724 |
32 | -0.039983 | -0.2992 | 0.382944 |
33 | 0.026837 | 0.2008 | 0.420779 |
34 | -0.043417 | -0.3249 | 0.373232 |
35 | -0.042293 | -0.3165 | 0.376404 |
36 | -0.005911 | -0.0442 | 0.482436 |
37 | 0.02193 | 0.1641 | 0.435119 |
38 | -0.046465 | -0.3477 | 0.364679 |
39 | -0.019145 | -0.1433 | 0.443297 |
40 | 0.000126 | 9e-04 | 0.499626 |
41 | -0.011459 | -0.0857 | 0.465986 |
42 | -0.017047 | -0.1276 | 0.449473 |
43 | -0.021898 | -0.1639 | 0.435211 |
44 | -0.031034 | -0.2322 | 0.408599 |
45 | -0.019405 | -0.1452 | 0.442533 |
46 | -0.007427 | -0.0556 | 0.477938 |
47 | 0.036746 | 0.275 | 0.39217 |
48 | 0.03829 | 0.2865 | 0.387763 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.2811 | 2.1036 | 0.019961 |
2 | -0.139816 | -1.0463 | 0.149961 |
3 | -0.013714 | -0.1026 | 0.459314 |
4 | -0.127312 | -0.9527 | 0.172414 |
5 | -0.09711 | -0.7267 | 0.235217 |
6 | 0.126484 | 0.9465 | 0.173975 |
7 | -0.084132 | -0.6296 | 0.265763 |
8 | -0.203315 | -1.5215 | 0.066884 |
9 | -0.103294 | -0.773 | 0.221391 |
10 | -0.027221 | -0.2037 | 0.419661 |
11 | -0.033814 | -0.253 | 0.400581 |
12 | -0.002799 | -0.0209 | 0.491681 |
13 | -0.342742 | -2.5648 | 0.006515 |
14 | 0.072059 | 0.5392 | 0.295928 |
15 | -0.026847 | -0.2009 | 0.420751 |
16 | 0.085433 | 0.6393 | 0.26261 |
17 | -0.086567 | -0.6478 | 0.259879 |
18 | 0.016091 | 0.1204 | 0.452294 |
19 | 0.070511 | 0.5277 | 0.29991 |
20 | -0.209457 | -1.5674 | 0.061324 |
21 | 0.036645 | 0.2742 | 0.392459 |
22 | 0.097228 | 0.7276 | 0.234949 |
23 | -0.009782 | -0.0732 | 0.470952 |
24 | -0.021286 | -0.1593 | 0.437006 |
25 | 0.020006 | 0.1497 | 0.440766 |
26 | -0.046109 | -0.345 | 0.365676 |
27 | 0.042786 | 0.3202 | 0.37501 |
28 | -0.145288 | -1.0872 | 0.140796 |
29 | 0.099089 | 0.7415 | 0.230739 |
30 | 0.080335 | 0.6012 | 0.275077 |
31 | 0.002133 | 0.016 | 0.49366 |
32 | -0.008131 | -0.0608 | 0.47585 |
33 | -0.036674 | -0.2744 | 0.392378 |
34 | -0.051771 | -0.3874 | 0.349958 |
35 | 0.056346 | 0.4217 | 0.337445 |
36 | -0.05177 | -0.3874 | 0.349961 |
37 | 0.000402 | 0.003 | 0.498804 |
38 | -0.037223 | -0.2785 | 0.390809 |
39 | 0.002479 | 0.0186 | 0.492632 |
40 | -0.059295 | -0.4437 | 0.329476 |
41 | -0.110244 | -0.825 | 0.206438 |
42 | 0.070993 | 0.5313 | 0.298669 |
43 | -0.058516 | -0.4379 | 0.331573 |
44 | -0.057805 | -0.4326 | 0.333494 |
45 | -0.059692 | -0.4467 | 0.328411 |
46 | -0.00947 | -0.0709 | 0.471877 |
47 | -0.047563 | -0.3559 | 0.361617 |
48 | -0.038656 | -0.2893 | 0.38672 |