Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.311548 | 2.3727 | 0.010498 |
2 | 0.04191 | 0.3192 | 0.375368 |
3 | 0.224819 | 1.7122 | 0.046104 |
4 | 0.159133 | 1.2119 | 0.115229 |
5 | 0.379438 | 2.8897 | 0.002708 |
6 | 0.409546 | 3.119 | 0.001412 |
7 | 0.294922 | 2.2461 | 0.014262 |
8 | 0.124851 | 0.9508 | 0.172816 |
9 | -0.001647 | -0.0125 | 0.495016 |
10 | -0.086591 | -0.6595 | 0.256106 |
11 | 0.102686 | 0.782 | 0.218688 |
12 | 0.472031 | 3.5949 | 0.000335 |
13 | 0.033594 | 0.2558 | 0.399488 |
14 | -0.228572 | -1.7408 | 0.043515 |
15 | -0.134922 | -1.0275 | 0.154218 |
16 | -0.111397 | -0.8484 | 0.199859 |
17 | 0.046538 | 0.3544 | 0.362155 |
18 | 0.01918 | 0.1461 | 0.442185 |
19 | -0.033869 | -0.2579 | 0.398684 |
20 | -0.143693 | -1.0943 | 0.139167 |
21 | -0.25876 | -1.9707 | 0.026771 |
22 | -0.263023 | -2.0031 | 0.024922 |
23 | -0.094248 | -0.7178 | 0.23789 |
24 | 0.13297 | 1.0127 | 0.157713 |
25 | -0.123203 | -0.9383 | 0.175995 |
26 | -0.325034 | -2.4754 | 0.008126 |
27 | -0.238877 | -1.8192 | 0.03702 |
28 | -0.139093 | -1.0593 | 0.146927 |
29 | -0.049458 | -0.3767 | 0.353899 |
30 | -0.053184 | -0.405 | 0.34347 |
31 | -0.049964 | -0.3805 | 0.352475 |
32 | -0.185478 | -1.4126 | 0.081565 |
33 | -0.170198 | -1.2962 | 0.100022 |
34 | -0.153414 | -1.1684 | 0.12372 |
35 | -0.102391 | -0.7798 | 0.219344 |
36 | 0.146491 | 1.1156 | 0.134589 |
37 | -0.063956 | -0.4871 | 0.314019 |
38 | -0.209496 | -1.5955 | 0.058021 |
39 | -0.055694 | -0.4242 | 0.336511 |
40 | -0.07096 | -0.5404 | 0.295491 |
41 | -0.002877 | -0.0219 | 0.491296 |
42 | 0.059183 | 0.4507 | 0.326934 |
43 | 0.004004 | 0.0305 | 0.487888 |
44 | -0.087582 | -0.667 | 0.253707 |
45 | -0.039995 | -0.3046 | 0.380883 |
46 | -0.036288 | -0.2764 | 0.391627 |
47 | -0.032215 | -0.2453 | 0.403528 |
48 | 0.128786 | 0.9808 | 0.165382 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.311548 | 2.3727 | 0.010498 |
2 | -0.061081 | -0.4652 | 0.321774 |
3 | 0.255671 | 1.9471 | 0.028183 |
4 | 0.009218 | 0.0702 | 0.472138 |
5 | 0.40883 | 3.1136 | 0.001435 |
6 | 0.182819 | 1.3923 | 0.084572 |
7 | 0.263632 | 2.0078 | 0.024667 |
8 | -0.10971 | -0.8355 | 0.203425 |
9 | -0.120972 | -0.9213 | 0.180357 |
10 | -0.479683 | -3.6532 | 0.000279 |
11 | -0.136586 | -1.0402 | 0.151279 |
12 | 0.294945 | 2.2462 | 0.014256 |
13 | -0.196605 | -1.4973 | 0.069869 |
14 | -0.104869 | -0.7987 | 0.213873 |
15 | -0.194308 | -1.4798 | 0.072168 |
16 | 0.166222 | 1.2659 | 0.105304 |
17 | -0.023375 | -0.178 | 0.429664 |
18 | 0.010683 | 0.0814 | 0.467717 |
19 | -0.012731 | -0.097 | 0.461548 |
20 | 0.037586 | 0.2862 | 0.387854 |
21 | 0.060515 | 0.4609 | 0.323309 |
22 | -0.059396 | -0.4523 | 0.326353 |
23 | -0.015369 | -0.117 | 0.453613 |
24 | -0.120293 | -0.9161 | 0.181697 |
25 | -0.00759 | -0.0578 | 0.477051 |
26 | -0.103515 | -0.7883 | 0.216853 |
27 | 0.01321 | 0.1006 | 0.460105 |
28 | 0.010909 | 0.0831 | 0.467037 |
29 | -0.016028 | -0.1221 | 0.451636 |
30 | 0.075656 | 0.5762 | 0.283361 |
31 | 0.047773 | 0.3638 | 0.358654 |
32 | -0.067814 | -0.5165 | 0.303751 |
33 | 0.119142 | 0.9074 | 0.183986 |
34 | -0.060601 | -0.4615 | 0.323076 |
35 | -0.101768 | -0.775 | 0.220732 |
36 | -0.052226 | -0.3977 | 0.34614 |
37 | -0.105087 | -0.8003 | 0.213396 |
38 | 0.024664 | 0.1878 | 0.425832 |
39 | 0.054955 | 0.4185 | 0.338554 |
40 | -0.078641 | -0.5989 | 0.275783 |
41 | -0.026416 | -0.2012 | 0.42063 |
42 | 0.09471 | 0.7213 | 0.236815 |
43 | 0.026848 | 0.2045 | 0.419351 |
44 | -0.00199 | -0.0152 | 0.493981 |
45 | -0.043047 | -0.3278 | 0.372108 |
46 | 0.006411 | 0.0488 | 0.480614 |
47 | -0.041914 | -0.3192 | 0.375357 |
48 | -0.099252 | -0.7559 | 0.22639 |