Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.374794 | 2.6502 | 0.005371 |
2 | 0.305471 | 2.16 | 0.017796 |
3 | 0.278184 | 1.9671 | 0.027369 |
4 | 0.328303 | 2.3215 | 0.012189 |
5 | 0.136719 | 0.9667 | 0.169161 |
6 | -0.075295 | -0.5324 | 0.298399 |
7 | 0.06758 | 0.4779 | 0.317415 |
8 | 0.129032 | 0.9124 | 0.182969 |
9 | 0.013259 | 0.0938 | 0.46284 |
10 | -0.042462 | -0.3003 | 0.382615 |
11 | -0.020887 | -0.1477 | 0.441589 |
12 | 0.206544 | 1.4605 | 0.075206 |
13 | -0.115563 | -0.8172 | 0.208859 |
14 | -0.187644 | -1.3268 | 0.095294 |
15 | -0.224936 | -1.5905 | 0.059009 |
16 | -0.121535 | -0.8594 | 0.197116 |
17 | -0.125401 | -0.8867 | 0.189737 |
18 | -0.357685 | -2.5292 | 0.007316 |
19 | -0.20429 | -1.4445 | 0.077412 |
20 | -0.094966 | -0.6715 | 0.252494 |
21 | -0.151946 | -1.0744 | 0.143896 |
22 | -0.22811 | -1.613 | 0.056521 |
23 | -0.211153 | -1.4931 | 0.070851 |
24 | 0.03127 | 0.2211 | 0.412952 |
25 | -0.113264 | -0.8009 | 0.213491 |
26 | -0.1503 | -1.0628 | 0.146494 |
27 | -0.100527 | -0.7108 | 0.240245 |
28 | -0.008555 | -0.0605 | 0.476001 |
29 | 0.00117 | 0.0083 | 0.496717 |
30 | -0.146127 | -1.0333 | 0.153224 |
31 | -0.032121 | -0.2271 | 0.410626 |
32 | -0.024764 | -0.1751 | 0.430852 |
33 | -0.042029 | -0.2972 | 0.383775 |
34 | -0.051175 | -0.3619 | 0.35949 |
35 | -0.041283 | -0.2919 | 0.385781 |
36 | 0.085387 | 0.6038 | 0.27436 |
37 | -0.022667 | -0.1603 | 0.436652 |
38 | 0.005973 | 0.0422 | 0.483239 |
39 | 0.019564 | 0.1383 | 0.445265 |
40 | 0.056854 | 0.402 | 0.344691 |
41 | 0.064488 | 0.456 | 0.325183 |
42 | 0.035846 | 0.2535 | 0.400472 |
43 | 0.006846 | 0.0484 | 0.480791 |
44 | 0.069688 | 0.4928 | 0.312166 |
45 | 0.05417 | 0.383 | 0.351657 |
46 | 0.057357 | 0.4056 | 0.343392 |
47 | 0.022722 | 0.1607 | 0.4365 |
48 | 0.072431 | 0.5122 | 0.305396 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.374794 | 2.6502 | 0.005371 |
2 | 0.191966 | 1.3574 | 0.090374 |
3 | 0.137374 | 0.9714 | 0.168018 |
4 | 0.189568 | 1.3404 | 0.093079 |
5 | -0.097569 | -0.6899 | 0.246717 |
6 | -0.271454 | -1.9195 | 0.03032 |
7 | 0.082894 | 0.5861 | 0.280206 |
8 | 0.143105 | 1.0119 | 0.158227 |
9 | -0.022369 | -0.1582 | 0.437479 |
10 | -0.01103 | -0.078 | 0.469071 |
11 | -0.070847 | -0.501 | 0.309297 |
12 | 0.200304 | 1.4164 | 0.081435 |
13 | -0.245967 | -1.7392 | 0.044073 |
14 | -0.184821 | -1.3069 | 0.098616 |
15 | -0.183271 | -1.2959 | 0.100476 |
16 | -0.01902 | -0.1345 | 0.446777 |
17 | 0.180489 | 1.2763 | 0.103881 |
18 | -0.142006 | -1.0041 | 0.160074 |
19 | -0.070135 | -0.4959 | 0.311059 |
20 | 0.004095 | 0.029 | 0.488507 |
21 | -0.070112 | -0.4958 | 0.311117 |
22 | -0.041742 | -0.2952 | 0.384548 |
23 | -0.070384 | -0.4977 | 0.310443 |
24 | 0.065507 | 0.4632 | 0.322614 |
25 | 0.04466 | 0.3158 | 0.376736 |
26 | 0.02191 | 0.1549 | 0.438752 |
27 | 0.014694 | 0.1039 | 0.45883 |
28 | -0.118243 | -0.8361 | 0.203537 |
29 | -0.081557 | -0.5767 | 0.283367 |
30 | 0.00463 | 0.0327 | 0.487007 |
31 | -0.002347 | -0.0166 | 0.493414 |
32 | -0.10684 | -0.7555 | 0.226754 |
33 | -0.067056 | -0.4742 | 0.318726 |
34 | 0.054131 | 0.3828 | 0.351759 |
35 | 0.074765 | 0.5287 | 0.299687 |
36 | -0.070455 | -0.4982 | 0.310266 |
37 | -0.180791 | -1.2784 | 0.103509 |
38 | -0.006204 | -0.0439 | 0.482592 |
39 | 0.067203 | 0.4752 | 0.318357 |
40 | 0.049325 | 0.3488 | 0.36436 |
41 | -0.05599 | -0.3959 | 0.346928 |
42 | 0.070496 | 0.4985 | 0.310165 |
43 | -0.106954 | -0.7563 | 0.226515 |
44 | 0.056259 | 0.3978 | 0.346231 |
45 | -8.5e-05 | -6e-04 | 0.499761 |
46 | -0.073759 | -0.5216 | 0.302142 |
47 | -0.03039 | -0.2149 | 0.415363 |
48 | -0.025394 | -0.1796 | 0.42911 |