Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.139871 | 1.0834 | 0.141475 |
2 | -0.234265 | -1.8146 | 0.037292 |
3 | -0.232365 | -1.7999 | 0.038453 |
4 | -0.071846 | -0.5565 | 0.289963 |
5 | 0.189838 | 1.4705 | 0.073328 |
6 | 0.140494 | 1.0883 | 0.140416 |
7 | 0.18469 | 1.4306 | 0.078866 |
8 | -0.072548 | -0.562 | 0.28812 |
9 | -0.211099 | -1.6352 | 0.053626 |
10 | -0.249645 | -1.9337 | 0.028933 |
11 | 0.136003 | 1.0535 | 0.148174 |
12 | 0.578036 | 4.4774 | 1.7e-05 |
13 | 0.063911 | 0.495 | 0.311187 |
14 | -0.28323 | -2.1939 | 0.016064 |
15 | -0.175129 | -1.3565 | 0.090004 |
16 | -0.114464 | -0.8866 | 0.189407 |
17 | 0.121918 | 0.9444 | 0.174384 |
18 | 0.061495 | 0.4763 | 0.317782 |
19 | 0.063654 | 0.4931 | 0.311884 |
20 | -0.073938 | -0.5727 | 0.284487 |
21 | -0.241249 | -1.8687 | 0.033274 |
22 | -0.230041 | -1.7819 | 0.039914 |
23 | 0.030715 | 0.2379 | 0.406379 |
24 | 0.404761 | 3.1353 | 0.001329 |
25 | -0.004281 | -0.0332 | 0.486827 |
26 | -0.233219 | -1.8065 | 0.037927 |
27 | -0.172294 | -1.3346 | 0.093528 |
28 | -0.077118 | -0.5974 | 0.276259 |
29 | 0.077779 | 0.6025 | 0.274565 |
30 | 0.012521 | 0.097 | 0.461529 |
31 | 0.059227 | 0.4588 | 0.324028 |
32 | -0.062482 | -0.484 | 0.31508 |
33 | -0.15851 | -1.2278 | 0.112156 |
34 | -0.137279 | -1.0634 | 0.14594 |
35 | 0.068785 | 0.5328 | 0.298069 |
36 | 0.283718 | 2.1977 | 0.015922 |
37 | 0.017643 | 0.1367 | 0.445877 |
38 | -0.156906 | -1.2154 | 0.11449 |
39 | -0.034053 | -0.2638 | 0.396428 |
40 | -0.051601 | -0.3997 | 0.345398 |
41 | 0.068234 | 0.5285 | 0.299537 |
42 | -0.010684 | -0.0828 | 0.46716 |
43 | 0.040308 | 0.3122 | 0.377976 |
44 | -0.007498 | -0.0581 | 0.476938 |
45 | -0.100029 | -0.7748 | 0.220744 |
46 | -0.005058 | -0.0392 | 0.484438 |
47 | 0.011863 | 0.0919 | 0.463547 |
48 | 0.183319 | 1.42 | 0.080394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.139871 | 1.0834 | 0.141475 |
2 | -0.258894 | -2.0054 | 0.024719 |
3 | -0.169345 | -1.3117 | 0.097302 |
4 | -0.080019 | -0.6198 | 0.26886 |
5 | 0.130128 | 1.008 | 0.158759 |
6 | 0.034244 | 0.2653 | 0.395861 |
7 | 0.23661 | 1.8328 | 0.0359 |
8 | -0.041474 | -0.3213 | 0.374565 |
9 | -0.069541 | -0.5387 | 0.296057 |
10 | -0.240442 | -1.8625 | 0.033718 |
11 | 0.144483 | 1.1192 | 0.133766 |
12 | 0.438393 | 3.3958 | 0.00061 |
13 | -0.080773 | -0.6257 | 0.266955 |
14 | -0.16359 | -1.2672 | 0.104997 |
15 | 0.104185 | 0.807 | 0.211422 |
16 | -0.157023 | -1.2163 | 0.114317 |
17 | -0.009283 | -0.0719 | 0.471459 |
18 | -0.135359 | -1.0485 | 0.14931 |
19 | -0.077132 | -0.5975 | 0.276223 |
20 | -0.054253 | -0.4202 | 0.337904 |
21 | -0.053337 | -0.4131 | 0.340485 |
22 | -0.108946 | -0.8439 | 0.201041 |
23 | -0.098877 | -0.7659 | 0.223369 |
24 | 0.049841 | 0.3861 | 0.350406 |
25 | -0.050288 | -0.3895 | 0.349131 |
26 | -0.027751 | -0.215 | 0.415264 |
27 | -0.042565 | -0.3297 | 0.371384 |
28 | 0.013032 | 0.1009 | 0.459966 |
29 | -0.034031 | -0.2636 | 0.396496 |
30 | -0.076143 | -0.5898 | 0.27877 |
31 | 0.023 | 0.1782 | 0.4296 |
32 | -0.071796 | -0.5561 | 0.290097 |
33 | 0.02688 | 0.2082 | 0.417885 |
34 | 0.057596 | 0.4461 | 0.328553 |
35 | 0.005092 | 0.0394 | 0.484334 |
36 | -0.032326 | -0.2504 | 0.40157 |
37 | 0.030815 | 0.2387 | 0.406079 |
38 | 0.00664 | 0.0514 | 0.479576 |
39 | 0.096433 | 0.747 | 0.229 |
40 | -0.103145 | -0.799 | 0.213734 |
41 | -0.002878 | -0.0223 | 0.491145 |
42 | -0.09182 | -0.7112 | 0.239847 |
43 | -0.035013 | -0.2712 | 0.393581 |
44 | -0.061968 | -0.48 | 0.316485 |
45 | -0.020619 | -0.1597 | 0.436821 |
46 | 0.027458 | 0.2127 | 0.416145 |
47 | -0.073404 | -0.5686 | 0.28588 |
48 | -0.056156 | -0.435 | 0.332569 |