Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.209489 | 1.7527 | 0.042015 |
2 | 0.297996 | 2.4932 | 0.007513 |
3 | 0.303723 | 2.5411 | 0.006634 |
4 | 0.200908 | 1.6809 | 0.048618 |
5 | 0.125268 | 1.0481 | 0.149107 |
6 | 0.167811 | 1.404 | 0.082369 |
7 | 0.062675 | 0.5244 | 0.300837 |
8 | 0.116779 | 0.977 | 0.165957 |
9 | 0.035726 | 0.2989 | 0.382949 |
10 | -0.118386 | -0.9905 | 0.162674 |
11 | 0.173871 | 1.4547 | 0.07511 |
12 | -0.155845 | -1.3039 | 0.09827 |
13 | -0.130535 | -1.0921 | 0.13926 |
14 | 0.038842 | 0.325 | 0.373085 |
15 | -0.065921 | -0.5515 | 0.291512 |
16 | -0.087334 | -0.7307 | 0.233705 |
17 | -0.042358 | -0.3544 | 0.362056 |
18 | -0.11122 | -0.9305 | 0.177646 |
19 | -0.0426 | -0.3564 | 0.361299 |
20 | -0.094065 | -0.787 | 0.216968 |
21 | -0.256291 | -2.1443 | 0.017742 |
22 | -0.099057 | -0.8288 | 0.205026 |
23 | -0.148765 | -1.2447 | 0.108704 |
24 | -0.250089 | -2.0924 | 0.020015 |
25 | -0.086957 | -0.7275 | 0.234663 |
26 | -0.221478 | -1.853 | 0.034047 |
27 | -0.251241 | -2.102 | 0.019575 |
28 | -0.220201 | -1.8423 | 0.034831 |
29 | -0.144043 | -1.2051 | 0.116103 |
30 | -0.122792 | -1.0274 | 0.153896 |
31 | 0.014007 | 0.1172 | 0.453522 |
32 | -0.137835 | -1.1532 | 0.126373 |
33 | 0.070542 | 0.5902 | 0.278479 |
34 | -0.01921 | -0.1607 | 0.436386 |
35 | 0.059947 | 0.5016 | 0.308777 |
36 | -0.003053 | -0.0255 | 0.489847 |
37 | -0.017021 | -0.1424 | 0.443583 |
38 | -0.001169 | -0.0098 | 0.496112 |
39 | -0.003356 | -0.0281 | 0.48884 |
40 | 0.027063 | 0.2264 | 0.410765 |
41 | 0.001497 | 0.0125 | 0.49502 |
42 | 0.067689 | 0.5663 | 0.286492 |
43 | -0.030026 | -0.2512 | 0.401191 |
44 | 0.04111 | 0.3439 | 0.365958 |
45 | -0.033673 | -0.2817 | 0.389491 |
46 | -0.015014 | -0.1256 | 0.450198 |
47 | 0.017148 | 0.1435 | 0.443167 |
48 | 0.032733 | 0.2739 | 0.392497 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.209489 | 1.7527 | 0.042015 |
2 | 0.265775 | 2.2236 | 0.014701 |
3 | 0.227566 | 1.904 | 0.030513 |
4 | 0.066606 | 0.5573 | 0.289562 |
5 | -0.042649 | -0.3568 | 0.361148 |
6 | 0.036502 | 0.3054 | 0.380483 |
7 | -0.043602 | -0.3648 | 0.35818 |
8 | 0.048067 | 0.4022 | 0.344398 |
9 | -0.036046 | -0.3016 | 0.381933 |
10 | -0.204266 | -1.709 | 0.04594 |
11 | 0.207566 | 1.7366 | 0.043426 |
12 | -0.181914 | -1.522 | 0.066257 |
13 | -0.123442 | -1.0328 | 0.152628 |
14 | 0.12055 | 1.0086 | 0.158323 |
15 | 0.003318 | 0.0278 | 0.488965 |
16 | 0.002525 | 0.0211 | 0.491601 |
17 | -0.058318 | -0.4879 | 0.313565 |
18 | -0.046699 | -0.3907 | 0.348598 |
19 | 0.022785 | 0.1906 | 0.424681 |
20 | -0.066576 | -0.557 | 0.289647 |
21 | -0.166901 | -1.3964 | 0.083505 |
22 | -0.122954 | -1.0287 | 0.15358 |
23 | 0.0393 | 0.3288 | 0.371641 |
24 | -0.065798 | -0.5505 | 0.291862 |
25 | -0.030229 | -0.2529 | 0.400536 |
26 | -0.108171 | -0.905 | 0.184278 |
27 | -0.111927 | -0.9364 | 0.176131 |
28 | -0.095514 | -0.7991 | 0.213459 |
29 | 0.081362 | 0.6807 | 0.249145 |
30 | 0.042365 | 0.3545 | 0.362032 |
31 | 0.142244 | 1.1901 | 0.119013 |
32 | -0.024389 | -0.204 | 0.419453 |
33 | 0.053859 | 0.4506 | 0.326828 |
34 | -0.107922 | -0.9029 | 0.184828 |
35 | 0.160655 | 1.3441 | 0.091622 |
36 | -0.124914 | -1.0451 | 0.149785 |
37 | -0.15194 | -1.2712 | 0.103929 |
38 | -0.012156 | -0.1017 | 0.459643 |
39 | -0.089676 | -0.7503 | 0.227799 |
40 | 0.0263 | 0.22 | 0.413241 |
41 | 0.005107 | 0.0427 | 0.48302 |
42 | -0.014196 | -0.1188 | 0.452898 |
43 | 0.03409 | 0.2852 | 0.38816 |
44 | -0.053385 | -0.4466 | 0.328254 |
45 | -0.038199 | -0.3196 | 0.375114 |
46 | -0.109066 | -0.9125 | 0.182317 |
47 | 0.075818 | 0.6343 | 0.263965 |
48 | -0.000185 | -0.0015 | 0.499385 |