Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.193031 | 2.006 | 0.023676 |
2 | 0.146394 | 1.5214 | 0.065544 |
3 | 0.127492 | 1.3249 | 0.093995 |
4 | 0.152872 | 1.5887 | 0.057526 |
5 | 0.132203 | 1.3739 | 0.08616 |
6 | 0.127833 | 1.3285 | 0.09341 |
7 | 0.058163 | 0.6044 | 0.273407 |
8 | 0.12645 | 1.3141 | 0.095797 |
9 | 0.101046 | 1.0501 | 0.148008 |
10 | -0.100005 | -1.0393 | 0.150497 |
11 | 0.06195 | 0.6438 | 0.260534 |
12 | -0.232062 | -2.4117 | 0.008783 |
13 | -0.057307 | -0.5956 | 0.27636 |
14 | 0.106375 | 1.1055 | 0.135703 |
15 | -0.015325 | -0.1593 | 0.436881 |
16 | -0.085714 | -0.8908 | 0.187518 |
17 | -0.071547 | -0.7435 | 0.229385 |
18 | -0.052459 | -0.5452 | 0.293381 |
19 | -0.01988 | -0.2066 | 0.418355 |
20 | -0.090643 | -0.942 | 0.17415 |
21 | -0.152135 | -1.581 | 0.058398 |
22 | -0.039758 | -0.4132 | 0.340149 |
23 | -0.013307 | -0.1383 | 0.445134 |
24 | -0.20878 | -2.1697 | 0.016111 |
25 | -0.14252 | -1.4811 | 0.070744 |
26 | -0.265534 | -2.7595 | 0.003401 |
27 | -0.117545 | -1.2216 | 0.112265 |
28 | -0.121915 | -1.267 | 0.103944 |
29 | -0.042653 | -0.4433 | 0.329232 |
30 | -0.13001 | -1.3511 | 0.089744 |
31 | -0.056172 | -0.5838 | 0.280299 |
32 | -0.048349 | -0.5025 | 0.308185 |
33 | -0.024679 | -0.2565 | 0.399038 |
34 | -0.025453 | -0.2645 | 0.395945 |
35 | -0.004733 | -0.0492 | 0.48043 |
36 | 0.02507 | 0.2605 | 0.397472 |
37 | 0.027559 | 0.2864 | 0.38756 |
38 | 0.096231 | 1.0001 | 0.159758 |
39 | -0.081051 | -0.8423 | 0.20074 |
40 | -0.005781 | -0.0601 | 0.476103 |
41 | -0.000483 | -0.005 | 0.498002 |
42 | 0.020253 | 0.2105 | 0.416846 |
43 | 0.013318 | 0.1384 | 0.44509 |
44 | -0.038087 | -0.3958 | 0.346511 |
45 | -0.086966 | -0.9038 | 0.184061 |
46 | -0.021098 | -0.2193 | 0.413432 |
47 | -0.105527 | -1.0967 | 0.137613 |
48 | -0.04381 | -0.4553 | 0.32491 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.193031 | 2.006 | 0.023676 |
2 | 0.113357 | 1.178 | 0.120685 |
3 | 0.084762 | 0.8809 | 0.190171 |
4 | 0.107514 | 1.1173 | 0.133168 |
5 | 0.071876 | 0.747 | 0.228358 |
6 | 0.064844 | 0.6739 | 0.250914 |
7 | -0.012932 | -0.1344 | 0.44667 |
8 | 0.077063 | 0.8009 | 0.212486 |
9 | 0.035601 | 0.37 | 0.356061 |
10 | -0.182486 | -1.8965 | 0.030286 |
11 | 0.063419 | 0.6591 | 0.255628 |
12 | -0.297744 | -3.0942 | 0.001256 |
13 | 0.00218 | 0.0227 | 0.490982 |
14 | 0.181167 | 1.8827 | 0.031213 |
15 | -0.035311 | -0.367 | 0.357182 |
16 | -0.032905 | -0.342 | 0.366525 |
17 | -0.044867 | -0.4663 | 0.320979 |
18 | 0.023876 | 0.2481 | 0.402255 |
19 | 0.013173 | 0.1369 | 0.445682 |
20 | -0.081506 | -0.847 | 0.199424 |
21 | -0.041089 | -0.427 | 0.335112 |
22 | -0.10024 | -1.0417 | 0.149934 |
23 | 0.070295 | 0.7305 | 0.233325 |
24 | -0.234159 | -2.4335 | 0.008298 |
25 | -0.090215 | -0.9375 | 0.175286 |
26 | -0.122324 | -1.2712 | 0.103189 |
27 | -0.00459 | -0.0477 | 0.481023 |
28 | -0.04571 | -0.475 | 0.317861 |
29 | 0.078792 | 0.8188 | 0.207344 |
30 | -0.020595 | -0.214 | 0.415464 |
31 | 0.055365 | 0.5754 | 0.283118 |
32 | 0.039731 | 0.4129 | 0.340251 |
33 | 0.022665 | 0.2355 | 0.407118 |
34 | -0.030755 | -0.3196 | 0.374938 |
35 | 0.136903 | 1.4227 | 0.078848 |
36 | -0.140964 | -1.4649 | 0.072921 |
37 | -0.035698 | -0.371 | 0.355686 |
38 | 0.01783 | 0.1853 | 0.426673 |
39 | -0.140485 | -1.46 | 0.073601 |
40 | -0.040114 | -0.4169 | 0.338799 |
41 | 0.010569 | 0.1098 | 0.456373 |
42 | -0.056442 | -0.5866 | 0.279361 |
43 | 0.02423 | 0.2518 | 0.400835 |
44 | -0.045176 | -0.4695 | 0.319836 |
45 | -0.079125 | -0.8223 | 0.20636 |
46 | -0.091459 | -0.9505 | 0.171999 |
47 | -0.041351 | -0.4297 | 0.334124 |
48 | -0.040073 | -0.4165 | 0.338953 |