Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.438708 | 3.2535 | 0.000976 |
2 | 0.287623 | 2.1331 | 0.018698 |
3 | 0.326532 | 2.4216 | 0.009388 |
4 | 0.091879 | 0.6814 | 0.24924 |
5 | -0.018399 | -0.1365 | 0.445981 |
6 | -0.046366 | -0.3439 | 0.366131 |
7 | 0.013222 | 0.0981 | 0.461121 |
8 | 0.040196 | 0.2981 | 0.383374 |
9 | -0.041561 | -0.3082 | 0.379539 |
10 | 0.030814 | 0.2285 | 0.410043 |
11 | -0.115609 | -0.8574 | 0.197478 |
12 | -0.279136 | -2.0701 | 0.021574 |
13 | -0.094228 | -0.6988 | 0.243806 |
14 | -0.192016 | -1.424 | 0.080043 |
15 | -0.200236 | -1.485 | 0.071628 |
16 | -0.118588 | -0.8795 | 0.191486 |
17 | -0.080079 | -0.5939 | 0.277514 |
18 | 0.017151 | 0.1272 | 0.449625 |
19 | -0.024069 | -0.1785 | 0.429492 |
20 | -0.075789 | -0.5621 | 0.288176 |
21 | 0.050972 | 0.378 | 0.353437 |
22 | 0.02761 | 0.2048 | 0.419257 |
23 | 0.033239 | 0.2465 | 0.403103 |
24 | 0.04537 | 0.3365 | 0.368897 |
25 | 0.13379 | 0.9922 | 0.16272 |
26 | 0.108161 | 0.8021 | 0.21296 |
27 | 0.044934 | 0.3332 | 0.37011 |
28 | 0.018909 | 0.1402 | 0.444496 |
29 | 0.026746 | 0.1984 | 0.421749 |
30 | -0.043615 | -0.3235 | 0.373787 |
31 | -0.060523 | -0.4488 | 0.327652 |
32 | -0.015634 | -0.1159 | 0.454058 |
33 | -0.094452 | -0.7005 | 0.243291 |
34 | -0.084302 | -0.6252 | 0.267212 |
35 | -0.082292 | -0.6103 | 0.272091 |
36 | -0.216646 | -1.6067 | 0.056925 |
37 | -0.251361 | -1.8641 | 0.033821 |
38 | -0.239028 | -1.7727 | 0.04091 |
39 | -0.208809 | -1.5486 | 0.06361 |
40 | -0.168731 | -1.2513 | 0.108053 |
41 | -0.136438 | -1.0119 | 0.158019 |
42 | -0.072464 | -0.5374 | 0.296576 |
43 | 0.016241 | 0.1204 | 0.452284 |
44 | 0.01363 | 0.1011 | 0.459927 |
45 | -0.025628 | -0.1901 | 0.424981 |
46 | -0.027652 | -0.2051 | 0.419138 |
47 | -0.00445 | -0.033 | 0.486896 |
48 | 0.06874 | 0.5098 | 0.30612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.438708 | 3.2535 | 0.000976 |
2 | 0.117838 | 0.8739 | 0.192984 |
3 | 0.205346 | 1.5229 | 0.066758 |
4 | -0.167439 | -1.2418 | 0.109797 |
5 | -0.097925 | -0.7262 | 0.235389 |
6 | -0.073896 | -0.548 | 0.292947 |
7 | 0.133844 | 0.9926 | 0.162623 |
8 | 0.085529 | 0.6343 | 0.264257 |
9 | -0.084775 | -0.6287 | 0.266072 |
10 | 0.010326 | 0.0766 | 0.469618 |
11 | -0.23701 | -1.7577 | 0.04218 |
12 | -0.211347 | -1.5674 | 0.06138 |
13 | 0.168193 | 1.2474 | 0.108776 |
14 | -0.043393 | -0.3218 | 0.374407 |
15 | 0.020541 | 0.1523 | 0.439739 |
16 | -0.10839 | -0.8038 | 0.212475 |
17 | -0.027493 | -0.2039 | 0.419594 |
18 | 0.093475 | 0.6932 | 0.245541 |
19 | 0.030046 | 0.2228 | 0.412247 |
20 | -0.102681 | -0.7615 | 0.224806 |
21 | 0.070879 | 0.5257 | 0.300621 |
22 | 0.052382 | 0.3885 | 0.349581 |
23 | -0.008164 | -0.0605 | 0.475971 |
24 | -0.041058 | -0.3045 | 0.38095 |
25 | 0.167492 | 1.2422 | 0.109726 |
26 | -0.107711 | -0.7988 | 0.21392 |
27 | -0.025361 | -0.1881 | 0.425753 |
28 | -0.133649 | -0.9912 | 0.162973 |
29 | 0.06653 | 0.4934 | 0.311847 |
30 | 0.030584 | 0.2268 | 0.410705 |
31 | -0.069497 | -0.5154 | 0.304169 |
32 | -0.036003 | -0.267 | 0.395232 |
33 | -0.06715 | -0.498 | 0.310234 |
34 | -0.013273 | -0.0984 | 0.460972 |
35 | -0.064757 | -0.4802 | 0.316478 |
36 | -0.199451 | -1.4792 | 0.0724 |
37 | -0.014189 | -0.1052 | 0.45829 |
38 | -0.104595 | -0.7757 | 0.220624 |
39 | 0.043465 | 0.3223 | 0.374206 |
40 | -0.044891 | -0.3329 | 0.370231 |
41 | 0.047572 | 0.3528 | 0.362792 |
42 | -0.106435 | -0.7893 | 0.21665 |
43 | 0.033296 | 0.2469 | 0.40294 |
44 | 0.007855 | 0.0583 | 0.476879 |
45 | -0.04775 | -0.3541 | 0.362301 |
46 | -0.031298 | -0.2321 | 0.408655 |
47 | -0.050779 | -0.3766 | 0.353965 |
48 | 0.018922 | 0.1403 | 0.444455 |