Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.25584 | 1.9817 | 0.026048 |
2 | 0.001102 | 0.0085 | 0.496608 |
3 | 0.179307 | 1.3889 | 0.084997 |
4 | 0.162542 | 1.259 | 0.106445 |
5 | 0.349749 | 2.7091 | 0.00439 |
6 | 0.334355 | 2.5899 | 0.006016 |
7 | 0.225318 | 1.7453 | 0.043025 |
8 | 0.017693 | 0.137 | 0.445726 |
9 | -0.049977 | -0.3871 | 0.35002 |
10 | -0.169631 | -1.314 | 0.096931 |
11 | 0.065771 | 0.5095 | 0.306151 |
12 | 0.44587 | 3.4537 | 0.00051 |
13 | -0.053699 | -0.4159 | 0.339465 |
14 | -0.302295 | -2.3416 | 0.011271 |
15 | -0.208486 | -1.6149 | 0.055787 |
16 | -0.081698 | -0.6328 | 0.264625 |
17 | 0.051641 | 0.4 | 0.345284 |
18 | -0.031003 | -0.2402 | 0.405516 |
19 | -0.028202 | -0.2185 | 0.413908 |
20 | -0.203235 | -1.5743 | 0.060344 |
21 | -0.220663 | -1.7092 | 0.046287 |
22 | -0.235976 | -1.8279 | 0.036271 |
23 | -0.073682 | -0.5707 | 0.285154 |
24 | 0.202438 | 1.5681 | 0.061061 |
25 | -0.133147 | -1.0314 | 0.153258 |
26 | -0.337798 | -2.6166 | 0.005611 |
27 | -0.201465 | -1.5605 | 0.061946 |
28 | -0.084203 | -0.6522 | 0.25837 |
29 | -0.022691 | -0.1758 | 0.430535 |
30 | -0.066927 | -0.5184 | 0.303038 |
31 | -0.040949 | -0.3172 | 0.3761 |
32 | -0.196487 | -1.522 | 0.066634 |
33 | -0.205594 | -1.5925 | 0.058261 |
34 | -0.108753 | -0.8424 | 0.201455 |
35 | -0.085879 | -0.6652 | 0.25423 |
36 | 0.132534 | 1.0266 | 0.154364 |
37 | -0.075571 | -0.5854 | 0.280247 |
38 | -0.239776 | -1.8573 | 0.034089 |
39 | -0.087199 | -0.6754 | 0.250996 |
40 | 0.008333 | 0.0645 | 0.474375 |
41 | 0.020416 | 0.1581 | 0.437438 |
42 | 0.048875 | 0.3786 | 0.353166 |
43 | 0.011696 | 0.0906 | 0.464058 |
44 | -0.069647 | -0.5395 | 0.295775 |
45 | 0.005937 | 0.046 | 0.481738 |
46 | 0.032551 | 0.2521 | 0.400897 |
47 | 0.050379 | 0.3902 | 0.348872 |
48 | 0.155338 | 1.2032 | 0.116804 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.25584 | 1.9817 | 0.026048 |
2 | -0.068859 | -0.5334 | 0.297872 |
3 | 0.211396 | 1.6375 | 0.053384 |
4 | 0.064099 | 0.4965 | 0.310675 |
5 | 0.350076 | 2.7117 | 0.00436 |
6 | 0.18661 | 1.4455 | 0.076764 |
7 | 0.19526 | 1.5125 | 0.067831 |
8 | -0.149574 | -1.1586 | 0.125606 |
9 | -0.160344 | -1.242 | 0.109531 |
10 | -0.532987 | -4.1285 | 5.7e-05 |
11 | -0.167004 | -1.2936 | 0.10038 |
12 | 0.361094 | 2.797 | 0.003461 |
13 | 0.034223 | 0.2651 | 0.395924 |
14 | -0.035057 | -0.2716 | 0.393449 |
15 | -0.129128 | -1.0002 | 0.160611 |
16 | 0.064624 | 0.5006 | 0.309251 |
17 | -0.035822 | -0.2775 | 0.391186 |
18 | -0.147856 | -1.1453 | 0.128319 |
19 | 0.039888 | 0.309 | 0.379205 |
20 | -0.02097 | -0.1624 | 0.435756 |
21 | 0.116612 | 0.9033 | 0.184998 |
22 | -0.035502 | -0.275 | 0.392133 |
23 | -0.103575 | -0.8023 | 0.212775 |
24 | -0.101032 | -0.7826 | 0.218472 |
25 | -0.105285 | -0.8155 | 0.208996 |
26 | -0.082097 | -0.6359 | 0.263624 |
27 | 0.074123 | 0.5742 | 0.284006 |
28 | -0.01725 | -0.1336 | 0.447075 |
29 | -0.014546 | -0.1127 | 0.455333 |
30 | -0.03643 | -0.2822 | 0.389388 |
31 | 0.046019 | 0.3565 | 0.361373 |
32 | -0.105662 | -0.8185 | 0.208169 |
33 | -0.132439 | -1.0259 | 0.154536 |
34 | 0.091578 | 0.7094 | 0.240424 |
35 | -0.086748 | -0.6719 | 0.252099 |
36 | 0.022368 | 0.1733 | 0.431513 |
37 | -0.03983 | -0.3085 | 0.379376 |
38 | 0.032887 | 0.2547 | 0.399897 |
39 | 0.023428 | 0.1815 | 0.428304 |
40 | 0.00473 | 0.0366 | 0.485448 |
41 | -0.029145 | -0.2258 | 0.41108 |
42 | 0.103818 | 0.8042 | 0.212236 |
43 | -0.156142 | -1.2095 | 0.115612 |
44 | 0.008418 | 0.0652 | 0.474115 |
45 | 0.046277 | 0.3585 | 0.360628 |
46 | 0.010817 | 0.0838 | 0.466752 |
47 | -0.005871 | -0.0455 | 0.481938 |
48 | -0.153951 | -1.1925 | 0.11888 |