Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.367457 | 2.6498 | 0.005322 |
2 | 0.299217 | 2.1577 | 0.017797 |
3 | 0.011078 | 0.0799 | 0.468317 |
4 | -0.043743 | -0.3154 | 0.376847 |
5 | -0.283871 | -2.047 | 0.022862 |
6 | -0.376336 | -2.7138 | 0.004501 |
7 | -0.268385 | -1.9353 | 0.029197 |
8 | -0.134138 | -0.9673 | 0.16894 |
9 | -0.135471 | -0.9769 | 0.166572 |
10 | 0.02432 | 0.1754 | 0.430733 |
11 | 0.181833 | 1.3112 | 0.097773 |
12 | 0.170416 | 1.2289 | 0.112323 |
13 | 0.124897 | 0.9006 | 0.185964 |
14 | 0.15755 | 1.1361 | 0.13056 |
15 | 0.110806 | 0.799 | 0.213953 |
16 | -0.007841 | -0.0565 | 0.477565 |
17 | -0.115031 | -0.8295 | 0.205306 |
18 | -0.060197 | -0.4341 | 0.333009 |
19 | -0.054157 | -0.3905 | 0.348869 |
20 | -0.032815 | -0.2366 | 0.406936 |
21 | 0.03137 | 0.2262 | 0.410963 |
22 | 0.010479 | 0.0756 | 0.470027 |
23 | 0.026821 | 0.1934 | 0.423697 |
24 | -0.018982 | -0.1369 | 0.445827 |
25 | -0.044434 | -0.3204 | 0.374969 |
26 | 4.9e-05 | 4e-04 | 0.499861 |
27 | -0.087982 | -0.6344 | 0.264285 |
28 | -0.004565 | -0.0329 | 0.486934 |
29 | 0.038545 | 0.278 | 0.391076 |
30 | -0.049508 | -0.357 | 0.361266 |
31 | -0.040061 | -0.2889 | 0.386909 |
32 | -0.09737 | -0.7021 | 0.242861 |
33 | -0.037257 | -0.2687 | 0.394626 |
34 | -0.052998 | -0.3822 | 0.351946 |
35 | -0.042391 | -0.3057 | 0.380532 |
36 | -0.033562 | -0.242 | 0.404858 |
37 | -0.009705 | -0.07 | 0.472237 |
38 | -0.039181 | -0.2825 | 0.389326 |
39 | -0.02278 | -0.1643 | 0.435078 |
40 | 0.016972 | 0.1224 | 0.451533 |
41 | -0.008094 | -0.0584 | 0.476839 |
42 | -0.001096 | -0.0079 | 0.496862 |
43 | 0.008427 | 0.0608 | 0.475889 |
44 | 0.022696 | 0.1637 | 0.435315 |
45 | 0.005516 | 0.0398 | 0.484212 |
46 | 0.010275 | 0.0741 | 0.470609 |
47 | -0.004975 | -0.0359 | 0.485758 |
48 | -0.002008 | -0.0145 | 0.494252 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.367457 | 2.6498 | 0.005322 |
2 | 0.189823 | 1.3688 | 0.088468 |
3 | -0.177202 | -1.2778 | 0.103494 |
4 | -0.067956 | -0.49 | 0.313085 |
5 | -0.250677 | -1.8077 | 0.038223 |
6 | -0.254061 | -1.8321 | 0.036336 |
7 | 0.034783 | 0.2508 | 0.401469 |
8 | 0.080777 | 0.5825 | 0.281377 |
9 | -0.132826 | -0.9578 | 0.171292 |
10 | 0.039639 | 0.2858 | 0.388068 |
11 | 0.133279 | 0.9611 | 0.170477 |
12 | -0.091966 | -0.6632 | 0.255073 |
13 | -0.038387 | -0.2768 | 0.39151 |
14 | 0.133643 | 0.9637 | 0.169826 |
15 | -0.024568 | -0.1772 | 0.430033 |
16 | -0.070652 | -0.5095 | 0.306286 |
17 | 0.007669 | 0.0553 | 0.478056 |
18 | 0.04316 | 0.3112 | 0.378434 |
19 | 0.013475 | 0.0972 | 0.461483 |
20 | 0.103284 | 0.7448 | 0.229874 |
21 | 0.094696 | 0.6829 | 0.248862 |
22 | -0.160091 | -1.1544 | 0.1268 |
23 | -0.025114 | -0.1811 | 0.428495 |
24 | 0.042707 | 0.308 | 0.379669 |
25 | -0.124254 | -0.896 | 0.187188 |
26 | 0.06971 | 0.5027 | 0.308654 |
27 | 0.006438 | 0.0464 | 0.481575 |
28 | -0.015796 | -0.1139 | 0.454875 |
29 | 0.073951 | 0.5333 | 0.298061 |
30 | -0.14605 | -1.0532 | 0.148563 |
31 | -0.10738 | -0.7743 | 0.221122 |
32 | -0.078908 | -0.569 | 0.285897 |
33 | -0.002776 | -0.02 | 0.492053 |
34 | -0.006682 | -0.0482 | 0.480878 |
35 | -0.018609 | -0.1342 | 0.446884 |
36 | -0.061473 | -0.4433 | 0.329699 |
37 | -0.06313 | -0.4552 | 0.325417 |
38 | -0.039043 | -0.2815 | 0.389707 |
39 | -0.062717 | -0.4523 | 0.326481 |
40 | 0.000825 | 0.0059 | 0.497639 |
41 | -0.040099 | -0.2892 | 0.386806 |
42 | -0.041617 | -0.3001 | 0.382646 |
43 | 0.018629 | 0.1343 | 0.446828 |
44 | -0.015536 | -0.112 | 0.455615 |
45 | 0.013926 | 0.1004 | 0.460197 |
46 | 0.078036 | 0.5627 | 0.28802 |
47 | -0.053503 | -0.3858 | 0.350603 |
48 | -0.031118 | -0.2244 | 0.411666 |