Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.312919 | 2.4239 | 0.009194 |
2 | 0.303151 | 2.3482 | 0.011089 |
3 | 0.115592 | 0.8954 | 0.187083 |
4 | 0.156506 | 1.2123 | 0.115077 |
5 | 0.161429 | 1.2504 | 0.108 |
6 | 0.048415 | 0.375 | 0.354484 |
7 | 0.075678 | 0.5862 | 0.279971 |
8 | 0.087958 | 0.6813 | 0.249146 |
9 | 0.086535 | 0.6703 | 0.25262 |
10 | -0.018118 | -0.1403 | 0.44443 |
11 | -0.013059 | -0.1012 | 0.459882 |
12 | -0.245834 | -1.9042 | 0.03084 |
13 | 0.163434 | 1.266 | 0.105211 |
14 | 0.030455 | 0.2359 | 0.407155 |
15 | 0.144774 | 1.1214 | 0.133289 |
16 | -0.040222 | -0.3116 | 0.378229 |
17 | 0.079715 | 0.6175 | 0.26963 |
18 | 0.098481 | 0.7628 | 0.224276 |
19 | -0.006072 | -0.047 | 0.481322 |
20 | -0.046221 | -0.358 | 0.360791 |
21 | 0.00958 | 0.0742 | 0.470547 |
22 | -0.003363 | -0.026 | 0.489653 |
23 | -0.067507 | -0.5229 | 0.301484 |
24 | -0.163863 | -1.2693 | 0.104622 |
25 | -0.316914 | -2.4548 | 0.008506 |
26 | -0.143381 | -1.1106 | 0.135581 |
27 | -0.297808 | -2.3068 | 0.012267 |
28 | -0.176331 | -1.3659 | 0.088541 |
29 | -0.353526 | -2.7384 | 0.004058 |
30 | -0.235212 | -1.8219 | 0.036724 |
31 | -0.165841 | -1.2846 | 0.101935 |
32 | -0.038826 | -0.3007 | 0.382323 |
33 | -0.058658 | -0.4544 | 0.325602 |
34 | -0.069138 | -0.5355 | 0.297128 |
35 | 0.017067 | 0.1322 | 0.447633 |
36 | -0.047696 | -0.3695 | 0.356545 |
37 | -0.036092 | -0.2796 | 0.390386 |
38 | -0.117749 | -0.9121 | 0.182688 |
39 | -0.040005 | -0.3099 | 0.378864 |
40 | -0.010595 | -0.0821 | 0.467433 |
41 | 0.035865 | 0.2778 | 0.391057 |
42 | -0.030062 | -0.2329 | 0.408331 |
43 | -0.045364 | -0.3514 | 0.363264 |
44 | -0.08233 | -0.6377 | 0.26304 |
45 | -0.084272 | -0.6528 | 0.258199 |
46 | -0.103105 | -0.7986 | 0.213823 |
47 | -0.086138 | -0.6672 | 0.253594 |
48 | 0.022039 | 0.1707 | 0.432511 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.312919 | 2.4239 | 0.009194 |
2 | 0.22751 | 1.7623 | 0.041557 |
3 | -0.033762 | -0.2615 | 0.397293 |
4 | 0.078179 | 0.6056 | 0.273542 |
5 | 0.104278 | 0.8077 | 0.211217 |
6 | -0.077878 | -0.6032 | 0.274311 |
7 | 0.022349 | 0.1731 | 0.431571 |
8 | 0.077776 | 0.6024 | 0.274573 |
9 | 0.009455 | 0.0732 | 0.470929 |
10 | -0.104371 | -0.8085 | 0.211012 |
11 | -0.006019 | -0.0466 | 0.481483 |
12 | -0.275793 | -2.1363 | 0.018372 |
13 | 0.351007 | 2.7189 | 0.004276 |
14 | 0.031132 | 0.2411 | 0.405132 |
15 | 0.03299 | 0.2555 | 0.399589 |
16 | -0.110226 | -0.8538 | 0.198304 |
17 | 0.143947 | 1.115 | 0.134646 |
18 | -0.017793 | -0.1378 | 0.445419 |
19 | -0.06405 | -0.4961 | 0.310809 |
20 | -0.072402 | -0.5608 | 0.288502 |
21 | 0.107206 | 0.8304 | 0.204798 |
22 | -0.147026 | -1.1389 | 0.129644 |
23 | -0.074644 | -0.5782 | 0.282649 |
24 | -0.269859 | -2.0903 | 0.020417 |
25 | -0.021052 | -0.1631 | 0.435507 |
26 | -0.019523 | -0.1512 | 0.440154 |
27 | -0.126955 | -0.9834 | 0.164683 |
28 | -0.186882 | -1.4476 | 0.076469 |
29 | -0.064996 | -0.5035 | 0.308243 |
30 | -0.044856 | -0.3475 | 0.364732 |
31 | -0.006557 | -0.0508 | 0.47983 |
32 | 0.12912 | 1.0002 | 0.160625 |
33 | 0.1522 | 1.1789 | 0.121538 |
34 | -0.060849 | -0.4713 | 0.319556 |
35 | 0.077965 | 0.6039 | 0.274088 |
36 | -0.210984 | -1.6343 | 0.053719 |
37 | 0.017068 | 0.1322 | 0.447631 |
38 | 0.052104 | 0.4036 | 0.343972 |
39 | -0.064433 | -0.4991 | 0.309768 |
40 | 0.031093 | 0.2408 | 0.405249 |
41 | 0.001808 | 0.014 | 0.494437 |
42 | 0.075217 | 0.5826 | 0.281163 |
43 | -0.043866 | -0.3398 | 0.367604 |
44 | 0.086771 | 0.6721 | 0.252041 |
45 | -0.032026 | -0.2481 | 0.402463 |
46 | -0.059534 | -0.4612 | 0.323179 |
47 | 0.006817 | 0.0528 | 0.47903 |
48 | 0.008726 | 0.0676 | 0.473168 |