Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.198742 | 1.6864 | 0.048026 |
2 | -0.162152 | -1.3759 | 0.086558 |
3 | 0.211306 | 1.793 | 0.038587 |
4 | -0.034009 | -0.2886 | 0.386866 |
5 | -0.058207 | -0.4939 | 0.311438 |
6 | 0.146935 | 1.2468 | 0.108259 |
7 | -0.032286 | -0.274 | 0.392452 |
8 | 0.082995 | 0.7042 | 0.241779 |
9 | 0.185444 | 1.5735 | 0.059988 |
10 | -0.212378 | -1.8021 | 0.037859 |
11 | 0.09329 | 0.7916 | 0.2156 |
12 | 0.555231 | 4.7113 | 6e-06 |
13 | 0.027633 | 0.2345 | 0.407643 |
14 | -0.183208 | -1.5546 | 0.062216 |
15 | 0.034997 | 0.297 | 0.383677 |
16 | -0.090139 | -0.7649 | 0.223429 |
17 | -0.068743 | -0.5833 | 0.280756 |
18 | -0.027829 | -0.2361 | 0.407 |
19 | -0.093308 | -0.7917 | 0.215554 |
20 | -0.039437 | -0.3346 | 0.369437 |
21 | 0.007861 | 0.0667 | 0.473502 |
22 | -0.184306 | -1.5639 | 0.061114 |
23 | -0.016781 | -0.1424 | 0.443584 |
24 | 0.371231 | 3.15 | 0.001189 |
25 | 0.05259 | 0.4462 | 0.328381 |
26 | -0.217443 | -1.8451 | 0.03457 |
27 | -0.074084 | -0.6286 | 0.265793 |
28 | -0.0853 | -0.7238 | 0.235768 |
29 | -0.159719 | -1.3553 | 0.089785 |
30 | -0.086797 | -0.7365 | 0.231911 |
31 | -0.088073 | -0.7473 | 0.228652 |
32 | -0.109462 | -0.9288 | 0.178044 |
33 | -0.012413 | -0.1053 | 0.458205 |
34 | -0.137987 | -1.1709 | 0.122757 |
35 | -0.041594 | -0.3529 | 0.362583 |
36 | 0.297195 | 2.5218 | 0.006945 |
37 | 0.011653 | 0.0989 | 0.460756 |
38 | -0.264505 | -2.2444 | 0.013941 |
39 | -0.042386 | -0.3597 | 0.360079 |
40 | -0.075224 | -0.6383 | 0.262652 |
41 | -0.145331 | -1.2332 | 0.110761 |
42 | -0.009724 | -0.0825 | 0.467234 |
43 | -0.053904 | -0.4574 | 0.324383 |
44 | -0.08028 | -0.6812 | 0.248966 |
45 | 0.069951 | 0.5936 | 0.277335 |
46 | -0.089813 | -0.7621 | 0.224248 |
47 | -0.052288 | -0.4437 | 0.329304 |
48 | 0.261046 | 2.215 | 0.01496 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.198742 | 1.6864 | 0.048026 |
2 | -0.209943 | -1.7814 | 0.03953 |
3 | 0.31805 | 2.6987 | 0.004333 |
4 | -0.252742 | -2.1446 | 0.017681 |
5 | 0.18793 | 1.5946 | 0.057587 |
6 | -0.040894 | -0.347 | 0.364803 |
7 | 0.009522 | 0.0808 | 0.467915 |
8 | 0.169414 | 1.4375 | 0.07745 |
9 | 0.007168 | 0.0608 | 0.475834 |
10 | -0.211982 | -1.7987 | 0.038126 |
11 | 0.341878 | 2.9009 | 0.002466 |
12 | 0.341463 | 2.8974 | 0.002491 |
13 | -0.107143 | -0.9091 | 0.183155 |
14 | -0.155505 | -1.3195 | 0.095591 |
15 | -0.137833 | -1.1696 | 0.12302 |
16 | 0.060936 | 0.5171 | 0.303349 |
17 | -0.048392 | -0.4106 | 0.341286 |
18 | -0.166637 | -1.414 | 0.080841 |
19 | -0.00673 | -0.0571 | 0.47731 |
20 | -0.290385 | -2.464 | 0.008064 |
21 | 0.110975 | 0.9417 | 0.174759 |
22 | -0.035241 | -0.299 | 0.382891 |
23 | 0.012572 | 0.1067 | 0.457672 |
24 | 0.182535 | 1.5489 | 0.0629 |
25 | -0.058745 | -0.4985 | 0.309836 |
26 | 0.020255 | 0.1719 | 0.432013 |
27 | -0.07516 | -0.6378 | 0.262828 |
28 | 0.0166 | 0.1409 | 0.444189 |
29 | -0.083741 | -0.7106 | 0.239825 |
30 | -0.052051 | -0.4417 | 0.330028 |
31 | -0.08315 | -0.7056 | 0.241371 |
32 | -0.089842 | -0.7623 | 0.224174 |
33 | -0.02666 | -0.2262 | 0.410836 |
34 | -0.025723 | -0.2183 | 0.41392 |
35 | 0.098005 | 0.8316 | 0.204193 |
36 | -0.04043 | -0.3431 | 0.366276 |
37 | -0.049512 | -0.4201 | 0.337822 |
38 | -0.080863 | -0.6861 | 0.247413 |
39 | 0.1077 | 0.9139 | 0.181919 |
40 | -0.03571 | -0.303 | 0.381377 |
41 | 0.020047 | 0.1701 | 0.432704 |
42 | -0.005548 | -0.0471 | 0.48129 |
43 | -0.060743 | -0.5154 | 0.303918 |
44 | 0.05283 | 0.4483 | 0.327648 |
45 | 0.05908 | 0.5013 | 0.308841 |
46 | -0.023793 | -0.2019 | 0.420287 |
47 | -0.095301 | -0.8087 | 0.210688 |
48 | -0.07137 | -0.6056 | 0.273345 |