Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.214548 | 1.8205 | 0.036419 |
2 | 0.285278 | 2.4207 | 0.009008 |
3 | 0.290569 | 2.4656 | 0.008032 |
4 | 0.189513 | 1.6081 | 0.056098 |
5 | 0.129005 | 1.0946 | 0.138661 |
6 | 0.163972 | 1.3913 | 0.084202 |
7 | 0.080476 | 0.6829 | 0.248442 |
8 | 0.129022 | 1.0948 | 0.13863 |
9 | 0.073972 | 0.6277 | 0.266102 |
10 | -0.096887 | -0.8221 | 0.206864 |
11 | 0.168565 | 1.4303 | 0.078475 |
12 | -0.151243 | -1.2833 | 0.101744 |
13 | -0.120669 | -1.0239 | 0.154652 |
14 | 0.054673 | 0.4639 | 0.322055 |
15 | -0.069197 | -0.5872 | 0.279468 |
16 | -0.09923 | -0.842 | 0.201289 |
17 | -0.040712 | -0.3454 | 0.365382 |
18 | -0.092236 | -0.7827 | 0.218199 |
19 | -0.029699 | -0.252 | 0.400877 |
20 | -0.07502 | -0.6366 | 0.263213 |
21 | -0.202263 | -1.7163 | 0.045208 |
22 | -0.064647 | -0.5486 | 0.292505 |
23 | -0.113136 | -0.96 | 0.170136 |
24 | -0.247171 | -2.0973 | 0.019739 |
25 | -0.072659 | -0.6165 | 0.269743 |
26 | -0.188656 | -1.6008 | 0.0569 |
27 | -0.235501 | -1.9983 | 0.024731 |
28 | -0.180769 | -1.5339 | 0.064721 |
29 | -0.093536 | -0.7937 | 0.214996 |
30 | -0.129269 | -1.0969 | 0.138174 |
31 | -0.005635 | -0.0478 | 0.480998 |
32 | -0.096252 | -0.8167 | 0.20839 |
33 | 0.044133 | 0.3745 | 0.354573 |
34 | -0.051135 | -0.4339 | 0.33283 |
35 | 0.019841 | 0.1684 | 0.433389 |
36 | -0.01889 | -0.1603 | 0.436553 |
37 | -0.024712 | -0.2097 | 0.417252 |
38 | -0.013548 | -0.115 | 0.4544 |
39 | -0.017597 | -0.1493 | 0.44086 |
40 | 0.032852 | 0.2788 | 0.390614 |
41 | -0.045998 | -0.3903 | 0.348731 |
42 | 0.051745 | 0.4391 | 0.330962 |
43 | -0.016522 | -0.1402 | 0.444448 |
44 | 0.022851 | 0.1939 | 0.423402 |
45 | -0.051371 | -0.4359 | 0.332107 |
46 | -0.05256 | -0.446 | 0.328473 |
47 | -0.026513 | -0.225 | 0.411321 |
48 | -0.006989 | -0.0593 | 0.476438 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.214548 | 1.8205 | 0.036419 |
2 | 0.250791 | 2.128 | 0.018379 |
3 | 0.21355 | 1.812 | 0.037076 |
4 | 0.05954 | 0.5052 | 0.307477 |
5 | -0.023438 | -0.1989 | 0.42146 |
6 | 0.044641 | 0.3788 | 0.352977 |
7 | -0.020319 | -0.1724 | 0.431799 |
8 | 0.057147 | 0.4849 | 0.314608 |
9 | -0.004626 | -0.0393 | 0.484398 |
10 | -0.196506 | -1.6674 | 0.049889 |
11 | 0.171403 | 1.4544 | 0.07509 |
12 | -0.204202 | -1.7327 | 0.043714 |
13 | -0.113175 | -0.9603 | 0.170054 |
14 | 0.138662 | 1.1766 | 0.121618 |
15 | -0.017392 | -0.1476 | 0.441546 |
16 | -0.035034 | -0.2973 | 0.383556 |
17 | -0.040023 | -0.3396 | 0.367572 |
18 | -0.013859 | -0.1176 | 0.453357 |
19 | 0.053332 | 0.4525 | 0.326122 |
20 | -0.060747 | -0.5155 | 0.303908 |
21 | -0.111302 | -0.9444 | 0.174055 |
22 | -0.084807 | -0.7196 | 0.237046 |
23 | 0.023174 | 0.1966 | 0.422331 |
24 | -0.12737 | -1.0808 | 0.141703 |
25 | -0.04333 | -0.3677 | 0.357098 |
26 | -0.058579 | -0.4971 | 0.310332 |
27 | -0.098641 | -0.837 | 0.202681 |
28 | -0.081886 | -0.6948 | 0.244701 |
29 | 0.112833 | 0.9574 | 0.170779 |
30 | 0.009412 | 0.0799 | 0.468283 |
31 | 0.118873 | 1.0087 | 0.158256 |
32 | 0.011468 | 0.0973 | 0.461375 |
33 | 0.045817 | 0.3888 | 0.349296 |
34 | -0.123969 | -1.0519 | 0.148179 |
35 | 0.152051 | 1.2902 | 0.100556 |
36 | -0.124017 | -1.0523 | 0.148087 |
37 | -0.127576 | -1.0825 | 0.141318 |
38 | 0.014197 | 0.1205 | 0.452225 |
39 | -0.088389 | -0.75 | 0.227848 |
40 | -0.01583 | -0.1343 | 0.44676 |
41 | -0.006756 | -0.0573 | 0.477223 |
42 | 0.022323 | 0.1894 | 0.425149 |
43 | 0.037339 | 0.3168 | 0.376144 |
44 | -0.031314 | -0.2657 | 0.395613 |
45 | -0.023194 | -0.1968 | 0.422266 |
46 | -0.14399 | -1.2218 | 0.112885 |
47 | 0.05878 | 0.4988 | 0.309732 |
48 | -0.016921 | -0.1436 | 0.443117 |