Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.33952 | 2.6299 | 0.005417 |
2 | 0.112819 | 0.8739 | 0.192831 |
3 | 0.007042 | 0.0545 | 0.478341 |
4 | -0.049351 | -0.3823 | 0.351805 |
5 | -0.169416 | -1.3123 | 0.09721 |
6 | -0.110581 | -0.8566 | 0.197548 |
7 | -0.06255 | -0.4845 | 0.314893 |
8 | -0.220398 | -1.7072 | 0.046478 |
9 | -0.066629 | -0.5161 | 0.303838 |
10 | -0.193676 | -1.5002 | 0.069402 |
11 | -0.378877 | -2.9348 | 0.002362 |
12 | -0.493982 | -3.8264 | 0.000156 |
13 | -0.059081 | -0.4576 | 0.324433 |
14 | 0.140259 | 1.0864 | 0.140815 |
15 | 0.16801 | 1.3014 | 0.099049 |
16 | 0.359261 | 2.7828 | 0.003597 |
17 | 0.264597 | 2.0496 | 0.022393 |
18 | 0.169959 | 1.3165 | 0.096507 |
19 | 0.036391 | 0.2819 | 0.389503 |
20 | -1.5e-05 | -1e-04 | 0.499955 |
21 | -0.017622 | -0.1365 | 0.445943 |
22 | -0.004051 | -0.0314 | 0.487537 |
23 | 0.108599 | 0.8412 | 0.201786 |
24 | 0.060954 | 0.4722 | 0.319266 |
25 | -0.12784 | -0.9902 | 0.163015 |
26 | -0.225774 | -1.7488 | 0.042717 |
27 | -0.134262 | -1.04 | 0.151258 |
28 | -0.233969 | -1.8123 | 0.037471 |
29 | -0.121165 | -0.9385 | 0.175864 |
30 | 0.041429 | 0.3209 | 0.374699 |
31 | 0.147542 | 1.1429 | 0.128819 |
32 | 0.129848 | 1.0058 | 0.159276 |
33 | 0.073912 | 0.5725 | 0.284556 |
34 | 0.060334 | 0.4673 | 0.320973 |
35 | 0.01761 | 0.1364 | 0.445979 |
36 | -0.034166 | -0.2646 | 0.396095 |
37 | 0.074415 | 0.5764 | 0.283246 |
38 | 0.037842 | 0.2931 | 0.385219 |
39 | 0.008551 | 0.0662 | 0.473706 |
40 | 0.038435 | 0.2977 | 0.383475 |
41 | -0.002907 | -0.0225 | 0.491054 |
42 | -0.176805 | -1.3695 | 0.08797 |
43 | -0.106705 | -0.8265 | 0.205889 |
44 | -0.04746 | -0.3676 | 0.357224 |
45 | -0.025794 | -0.1998 | 0.421157 |
46 | -0.001517 | -0.0118 | 0.495331 |
47 | 0.040298 | 0.3121 | 0.378005 |
48 | 0.038288 | 0.2966 | 0.383907 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.33952 | 2.6299 | 0.005417 |
2 | -0.002775 | -0.0215 | 0.491461 |
3 | -0.034391 | -0.2664 | 0.395425 |
4 | -0.046487 | -0.3601 | 0.360023 |
5 | -0.152972 | -1.1849 | 0.120361 |
6 | -0.003038 | -0.0235 | 0.490652 |
7 | -0.008746 | -0.0677 | 0.473107 |
8 | -0.229604 | -1.7785 | 0.040194 |
9 | 0.078753 | 0.61 | 0.272077 |
10 | -0.242263 | -1.8766 | 0.032722 |
11 | -0.354134 | -2.7431 | 0.004006 |
12 | -0.416165 | -3.2236 | 0.001024 |
13 | 0.101904 | 0.7893 | 0.21651 |
14 | 0.133195 | 1.0317 | 0.153171 |
15 | -0.010155 | -0.0787 | 0.468782 |
16 | 0.18333 | 1.4201 | 0.080381 |
17 | -0.002099 | -0.0163 | 0.493542 |
18 | -0.017259 | -0.1337 | 0.447049 |
19 | -0.141917 | -1.0993 | 0.138018 |
20 | -0.219304 | -1.6987 | 0.047276 |
21 | 0.112464 | 0.8711 | 0.193574 |
22 | -0.153986 | -1.1928 | 0.118827 |
23 | -0.126841 | -0.9825 | 0.164898 |
24 | 0.013266 | 0.1028 | 0.459248 |
25 | -0.066872 | -0.518 | 0.303186 |
26 | 0.024558 | 0.1902 | 0.424888 |
27 | 0.133638 | 1.0352 | 0.152375 |
28 | 0.029027 | 0.2248 | 0.411432 |
29 | 0.070736 | 0.5479 | 0.292891 |
30 | -0.066242 | -0.5131 | 0.304879 |
31 | -0.024729 | -0.1915 | 0.424372 |
32 | -0.128896 | -0.9984 | 0.161042 |
33 | -0.131279 | -1.0169 | 0.156646 |
34 | -0.068935 | -0.534 | 0.297667 |
35 | 0.114436 | 0.8864 | 0.189467 |
36 | -0.079447 | -0.6154 | 0.270311 |
37 | 0.011601 | 0.0899 | 0.464348 |
38 | -0.006335 | -0.0491 | 0.480512 |
39 | 0.059827 | 0.4634 | 0.322371 |
40 | -0.045063 | -0.3491 | 0.364135 |
41 | 0.045643 | 0.3535 | 0.362458 |
42 | -0.106155 | -0.8223 | 0.207089 |
43 | 0.083148 | 0.6441 | 0.260996 |
44 | -0.111007 | -0.8599 | 0.196645 |
45 | -0.112721 | -0.8731 | 0.193037 |
46 | -0.024719 | -0.1915 | 0.424401 |
47 | -0.003827 | -0.0296 | 0.488223 |
48 | -0.154221 | -1.1946 | 0.118474 |