Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.277148 | 2.1468 | 0.017931 |
2 | 0.055498 | 0.4299 | 0.334408 |
3 | -0.083021 | -0.6431 | 0.261313 |
4 | 0.08177 | 0.6334 | 0.264444 |
5 | 0.097971 | 0.7589 | 0.225447 |
6 | 0.222826 | 1.726 | 0.044747 |
7 | 0.143491 | 1.1115 | 0.135399 |
8 | 0.15726 | 1.2181 | 0.113971 |
9 | 0.160073 | 1.2399 | 0.109916 |
10 | 0.010214 | 0.0791 | 0.4686 |
11 | -0.127442 | -0.9872 | 0.163763 |
12 | -0.249066 | -1.9293 | 0.029216 |
13 | 0.013463 | 0.1043 | 0.458645 |
14 | 0.232352 | 1.7998 | 0.038461 |
15 | 0.171282 | 1.3267 | 0.09481 |
16 | -0.05354 | -0.4147 | 0.339912 |
17 | -0.104918 | -0.8127 | 0.209805 |
18 | -0.021441 | -0.1661 | 0.434325 |
19 | -0.102129 | -0.7911 | 0.216005 |
20 | -0.007909 | -0.0613 | 0.475676 |
21 | -0.091718 | -0.7104 | 0.240089 |
22 | -0.00353 | -0.0273 | 0.489138 |
23 | 0.047659 | 0.3692 | 0.356651 |
24 | -0.085513 | -0.6624 | 0.255131 |
25 | -0.198464 | -1.5373 | 0.064739 |
26 | -0.225195 | -1.7443 | 0.04311 |
27 | -0.041082 | -0.3182 | 0.375711 |
28 | 0.02388 | 0.185 | 0.426936 |
29 | 0.06662 | 0.516 | 0.303864 |
30 | -0.20175 | -1.5627 | 0.061686 |
31 | -0.183802 | -1.4237 | 0.079853 |
32 | -0.163833 | -1.269 | 0.104663 |
33 | -0.023232 | -0.18 | 0.428896 |
34 | -0.076225 | -0.5904 | 0.278557 |
35 | -0.03527 | -0.2732 | 0.392818 |
36 | -0.004387 | -0.034 | 0.486502 |
37 | 0.059108 | 0.4579 | 0.324356 |
38 | 0.002818 | 0.0218 | 0.49133 |
39 | -0.086465 | -0.6698 | 0.252792 |
40 | -0.135007 | -1.0458 | 0.149934 |
41 | -0.054321 | -0.4208 | 0.337713 |
42 | 0.147736 | 1.1444 | 0.12851 |
43 | 0.144017 | 1.1155 | 0.134532 |
44 | 0.033729 | 0.2613 | 0.397391 |
45 | -0.046519 | -0.3603 | 0.359933 |
46 | -0.051214 | -0.3967 | 0.346497 |
47 | -0.081894 | -0.6344 | 0.264132 |
48 | -0.049588 | -0.3841 | 0.351129 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.277148 | 2.1468 | 0.017931 |
2 | -0.023086 | -0.1788 | 0.429339 |
3 | -0.100096 | -0.7753 | 0.220591 |
4 | 0.145126 | 1.1241 | 0.132715 |
5 | 0.046702 | 0.3618 | 0.359404 |
6 | 0.181178 | 1.4034 | 0.082826 |
7 | 0.060847 | 0.4713 | 0.319561 |
8 | 0.111547 | 0.864 | 0.195503 |
9 | 0.14022 | 1.0861 | 0.140881 |
10 | -0.100711 | -0.7801 | 0.219199 |
11 | -0.142299 | -1.1022 | 0.137378 |
12 | -0.267731 | -2.0738 | 0.021197 |
13 | 0.057545 | 0.4457 | 0.328695 |
14 | 0.178939 | 1.3861 | 0.08543 |
15 | -0.011919 | -0.0923 | 0.463374 |
16 | -0.062965 | -0.4877 | 0.313761 |
17 | -0.004046 | -0.0313 | 0.487553 |
18 | 0.127104 | 0.9845 | 0.1644 |
19 | -0.137275 | -1.0633 | 0.145946 |
20 | 0.024267 | 0.188 | 0.425766 |
21 | -0.097266 | -0.7534 | 0.227071 |
22 | -0.045463 | -0.3522 | 0.362978 |
23 | 0.012185 | 0.0944 | 0.46256 |
24 | -0.255261 | -1.9772 | 0.026307 |
25 | -0.00554 | -0.0429 | 0.482956 |
26 | -0.038426 | -0.2976 | 0.383501 |
27 | 0.110636 | 0.857 | 0.197432 |
28 | -0.009746 | -0.0755 | 0.470037 |
29 | 0.028552 | 0.2212 | 0.412859 |
30 | -0.092077 | -0.7132 | 0.239237 |
31 | -0.121787 | -0.9434 | 0.17464 |
32 | -0.035629 | -0.276 | 0.391757 |
33 | -0.010165 | -0.0787 | 0.468751 |
34 | -0.004997 | -0.0387 | 0.484626 |
35 | 0.017517 | 0.1357 | 0.446262 |
36 | 0.014293 | 0.1107 | 0.456106 |
37 | 0.079237 | 0.6138 | 0.270844 |
38 | 0.023792 | 0.1843 | 0.427203 |
39 | 0.128257 | 0.9935 | 0.162235 |
40 | -0.075356 | -0.5837 | 0.280804 |
41 | -0.03238 | -0.2508 | 0.401406 |
42 | 0.075052 | 0.5813 | 0.281591 |
43 | -0.080662 | -0.6248 | 0.267234 |
44 | 0.019371 | 0.15 | 0.440615 |
45 | -0.047348 | -0.3668 | 0.357545 |
46 | -0.005547 | -0.043 | 0.482934 |
47 | -0.130316 | -1.0094 | 0.158413 |
48 | -0.0047 | -0.0364 | 0.48554 |