Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.530773 | 3.9363 | 0.000117 |
2 | 0.361681 | 2.6823 | 0.004818 |
3 | 0.492013 | 3.6489 | 0.000293 |
4 | 0.428335 | 3.1766 | 0.001222 |
5 | 0.293715 | 2.1782 | 0.016846 |
6 | 0.253013 | 1.8764 | 0.032955 |
7 | 0.093812 | 0.6957 | 0.244765 |
8 | 0.13625 | 1.0105 | 0.158351 |
9 | -0.028809 | -0.2137 | 0.415804 |
10 | -0.242793 | -1.8006 | 0.038625 |
11 | -0.12828 | -0.9514 | 0.172794 |
12 | 0.062062 | 0.4603 | 0.32357 |
13 | -0.212876 | -1.5787 | 0.060067 |
14 | -0.344768 | -2.5569 | 0.006676 |
15 | -0.260041 | -1.9285 | 0.029479 |
16 | -0.2122 | -1.5737 | 0.060644 |
17 | -0.232678 | -1.7256 | 0.045018 |
18 | -0.239137 | -1.7735 | 0.040842 |
19 | -0.238293 | -1.7672 | 0.041369 |
20 | -0.119912 | -0.8893 | 0.188861 |
21 | -0.199002 | -1.4758 | 0.072844 |
22 | -0.239976 | -1.7797 | 0.040324 |
23 | -0.092287 | -0.6844 | 0.248292 |
24 | 0.002521 | 0.0187 | 0.492577 |
25 | -0.068036 | -0.5046 | 0.307938 |
26 | -0.160176 | -1.1879 | 0.119989 |
27 | -0.101337 | -0.7515 | 0.227767 |
28 | 0.012468 | 0.0925 | 0.463331 |
29 | -0.052268 | -0.3876 | 0.349893 |
30 | -0.034815 | -0.2582 | 0.398611 |
31 | -0.029733 | -0.2205 | 0.413146 |
32 | -0.008904 | -0.066 | 0.473794 |
33 | -0.014074 | -0.1044 | 0.458624 |
34 | -0.052998 | -0.393 | 0.347904 |
35 | -0.025947 | -0.1924 | 0.424059 |
36 | 0.096629 | 0.7166 | 0.238321 |
37 | 0.030335 | 0.225 | 0.411419 |
38 | -0.039037 | -0.2895 | 0.386641 |
39 | 0.01307 | 0.0969 | 0.461568 |
40 | 0.032412 | 0.2404 | 0.405468 |
41 | -0.005206 | -0.0386 | 0.48467 |
42 | 0.027378 | 0.203 | 0.419926 |
43 | 0.003803 | 0.0282 | 0.488802 |
44 | 0.000296 | 0.0022 | 0.499128 |
45 | 0.027131 | 0.2012 | 0.42064 |
46 | -0.023207 | -0.1721 | 0.431992 |
47 | -0.031743 | -0.2354 | 0.407383 |
48 | 0.044007 | 0.3264 | 0.372693 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.530773 | 3.9363 | 0.000117 |
2 | 0.111322 | 0.8256 | 0.206303 |
3 | 0.369797 | 2.7425 | 0.004107 |
4 | 0.070316 | 0.5215 | 0.302065 |
5 | -0.017739 | -0.1316 | 0.447907 |
6 | -0.047223 | -0.3502 | 0.363757 |
7 | -0.260674 | -1.9332 | 0.029182 |
8 | 0.093562 | 0.6939 | 0.245341 |
9 | -0.308448 | -2.2875 | 0.013018 |
10 | -0.237351 | -1.7602 | 0.041964 |
11 | 0.079839 | 0.5921 | 0.278104 |
12 | 0.364054 | 2.6999 | 0.004599 |
13 | -0.120541 | -0.894 | 0.18762 |
14 | -0.227984 | -1.6908 | 0.04827 |
15 | -0.12773 | -0.9473 | 0.173822 |
16 | -0.00073 | -0.0054 | 0.497849 |
17 | 0.055475 | 0.4114 | 0.341185 |
18 | 0.007454 | 0.0553 | 0.478058 |
19 | 0.008695 | 0.0645 | 0.474409 |
20 | 0.000467 | 0.0035 | 0.498625 |
21 | -0.04035 | -0.2992 | 0.38294 |
22 | 0.094483 | 0.7007 | 0.243221 |
23 | -0.04044 | -0.2999 | 0.382688 |
24 | -0.189332 | -1.4041 | 0.082952 |
25 | -0.022516 | -0.167 | 0.433998 |
26 | -0.10879 | -0.8068 | 0.211625 |
27 | 0.06153 | 0.4563 | 0.32498 |
28 | 0.034361 | 0.2548 | 0.399902 |
29 | -0.091734 | -0.6803 | 0.249579 |
30 | 0.112822 | 0.8367 | 0.203188 |
31 | -0.129644 | -0.9615 | 0.170263 |
32 | 0.017512 | 0.1299 | 0.44857 |
33 | 0.017966 | 0.1332 | 0.447246 |
34 | -0.061355 | -0.455 | 0.325443 |
35 | -0.080362 | -0.596 | 0.276817 |
36 | 0.045825 | 0.3398 | 0.367634 |
37 | 0.061178 | 0.4537 | 0.325912 |
38 | 0.049747 | 0.3689 | 0.356798 |
39 | -0.029274 | -0.2171 | 0.414465 |
40 | -0.188048 | -1.3946 | 0.084371 |
41 | -0.066823 | -0.4956 | 0.311086 |
42 | -0.021616 | -0.1603 | 0.436612 |
43 | 0.072346 | 0.5365 | 0.296878 |
44 | 0.014265 | 0.1058 | 0.458066 |
45 | -0.034917 | -0.2589 | 0.398321 |
46 | 0.020424 | 0.1515 | 0.440081 |
47 | 0.010522 | 0.078 | 0.469041 |
48 | -0.057953 | -0.4298 | 0.334514 |