Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.363506 | 3.3316 | 0.000643 |
2 | 0.044052 | 0.4037 | 0.343714 |
3 | -0.12229 | -1.1208 | 0.132782 |
4 | -0.177569 | -1.6275 | 0.053693 |
5 | -0.190564 | -1.7465 | 0.042186 |
6 | -0.073214 | -0.671 | 0.252026 |
7 | 0.064547 | 0.5916 | 0.277861 |
8 | 0.032768 | 0.3003 | 0.382338 |
9 | 0.099473 | 0.9117 | 0.182273 |
10 | -0.087425 | -0.8013 | 0.212619 |
11 | -0.369297 | -3.3847 | 0.000543 |
12 | -0.474287 | -4.3469 | 1.9e-05 |
13 | -0.11077 | -1.0152 | 0.156457 |
14 | 0.178515 | 1.6361 | 0.052778 |
15 | 0.239992 | 2.1996 | 0.015293 |
16 | 0.323715 | 2.9669 | 0.001958 |
17 | 0.216099 | 1.9806 | 0.025456 |
18 | 0.068825 | 0.6308 | 0.264944 |
19 | -0.022489 | -0.2061 | 0.418599 |
20 | -0.08963 | -0.8215 | 0.206852 |
21 | -0.081647 | -0.7483 | 0.228182 |
22 | 0.004839 | 0.0444 | 0.482364 |
23 | 0.181335 | 1.662 | 0.050124 |
24 | 0.173462 | 1.5898 | 0.057818 |
25 | -0.121345 | -1.1121 | 0.134624 |
26 | -0.287736 | -2.6371 | 0.00498 |
27 | -0.192253 | -1.762 | 0.040851 |
28 | -0.170722 | -1.5647 | 0.060707 |
29 | -0.056019 | -0.5134 | 0.304502 |
30 | 0.071598 | 0.6562 | 0.256743 |
31 | 0.11743 | 1.0763 | 0.142445 |
32 | 0.082208 | 0.7534 | 0.226644 |
33 | -0.019842 | -0.1819 | 0.428068 |
34 | -0.103931 | -0.9525 | 0.171778 |
35 | -0.159594 | -1.4627 | 0.07364 |
36 | -0.090979 | -0.8338 | 0.203369 |
37 | 0.135304 | 1.2401 | 0.109199 |
38 | 0.19559 | 1.7926 | 0.038317 |
39 | 0.101567 | 0.9309 | 0.177292 |
40 | 0.007837 | 0.0718 | 0.471456 |
41 | -0.041838 | -0.3835 | 0.351176 |
42 | -0.153429 | -1.4062 | 0.081677 |
43 | -0.08599 | -0.7881 | 0.216424 |
44 | -0.029815 | -0.2733 | 0.392661 |
45 | 0.088324 | 0.8095 | 0.210258 |
46 | 0.129048 | 1.1827 | 0.120123 |
47 | 0.146178 | 1.3397 | 0.091971 |
48 | 0.014962 | 0.1371 | 0.445627 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.363506 | 3.3316 | 0.000643 |
2 | -0.101496 | -0.9302 | 0.17746 |
3 | -0.119957 | -1.0994 | 0.137362 |
4 | -0.099382 | -0.9108 | 0.182491 |
5 | -0.10883 | -0.9974 | 0.160707 |
6 | 0.019107 | 0.1751 | 0.430703 |
7 | 0.06602 | 0.6051 | 0.273377 |
8 | -0.069639 | -0.6383 | 0.262523 |
9 | 0.089479 | 0.8201 | 0.207242 |
10 | -0.194135 | -1.7793 | 0.039406 |
11 | -0.343827 | -3.1512 | 0.001127 |
12 | -0.302028 | -2.7681 | 0.003467 |
13 | 0.142629 | 1.3072 | 0.097353 |
14 | 0.190639 | 1.7472 | 0.042126 |
15 | 0.03443 | 0.3156 | 0.376561 |
16 | 0.107507 | 0.9853 | 0.163649 |
17 | 0.005908 | 0.0541 | 0.478473 |
18 | 0.004739 | 0.0434 | 0.482728 |
19 | 0.072409 | 0.6636 | 0.25437 |
20 | 0.000789 | 0.0072 | 0.497125 |
21 | 0.062802 | 0.5756 | 0.283216 |
22 | -0.079875 | -0.7321 | 0.233082 |
23 | -0.062622 | -0.5739 | 0.283771 |
24 | 0.035008 | 0.3208 | 0.374561 |
25 | -0.146697 | -1.3445 | 0.091203 |
26 | -0.07984 | -0.7317 | 0.233179 |
27 | 0.157721 | 1.4455 | 0.076014 |
28 | 0.026614 | 0.2439 | 0.403945 |
29 | 0.03809 | 0.3491 | 0.363942 |
30 | -0.018674 | -0.1711 | 0.43226 |
31 | -0.027847 | -0.2552 | 0.399588 |
32 | -0.087917 | -0.8058 | 0.211324 |
33 | -0.207327 | -1.9002 | 0.03042 |
34 | -0.091224 | -0.8361 | 0.202741 |
35 | 0.010389 | 0.0952 | 0.462186 |
36 | -0.095103 | -0.8716 | 0.192946 |
37 | -0.023718 | -0.2174 | 0.414221 |
38 | -0.011025 | -0.101 | 0.459879 |
39 | 0.017882 | 0.1639 | 0.435104 |
40 | -0.053106 | -0.4867 | 0.313861 |
41 | 0.074465 | 0.6825 | 0.248406 |
42 | 0.026102 | 0.2392 | 0.405757 |
43 | 0.048226 | 0.442 | 0.329813 |
44 | -0.078443 | -0.7189 | 0.237087 |
45 | -0.005664 | -0.0519 | 0.479362 |
46 | -0.046854 | -0.4294 | 0.334358 |
47 | 0.025794 | 0.2364 | 0.406846 |
48 | -0.039152 | -0.3588 | 0.360309 |