Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.410201 | 3.432 | 0.000505 |
2 | 0.141378 | 1.1829 | 0.120435 |
3 | 0.136778 | 1.1444 | 0.128186 |
4 | 0.281423 | 2.3546 | 0.010677 |
5 | 0.255593 | 2.1384 | 0.017986 |
6 | 0.251164 | 2.1014 | 0.019604 |
7 | 0.218665 | 1.8295 | 0.035793 |
8 | 0.066796 | 0.5589 | 0.289023 |
9 | 0.028735 | 0.2404 | 0.405357 |
10 | -0.049553 | -0.4146 | 0.339855 |
11 | 0.039841 | 0.3333 | 0.36994 |
12 | 0.095927 | 0.8026 | 0.212467 |
13 | 0.017476 | 0.1462 | 0.442085 |
14 | -0.104161 | -0.8715 | 0.193238 |
15 | -0.143804 | -1.2031 | 0.116486 |
16 | -0.132225 | -1.1063 | 0.136197 |
17 | -0.05265 | -0.4405 | 0.330466 |
18 | -0.040081 | -0.3353 | 0.369185 |
19 | -0.163228 | -1.3657 | 0.088208 |
20 | -0.231465 | -1.9366 | 0.028417 |
21 | -0.25264 | -2.1137 | 0.019051 |
22 | -0.270049 | -2.2594 | 0.013487 |
23 | -0.168373 | -1.4087 | 0.081674 |
24 | -0.084087 | -0.7035 | 0.242031 |
25 | -0.245472 | -2.0538 | 0.021867 |
26 | -0.380242 | -3.1813 | 0.001093 |
27 | -0.226468 | -1.8948 | 0.031127 |
28 | -0.176802 | -1.4792 | 0.071782 |
29 | -0.15581 | -1.3036 | 0.098321 |
30 | -0.128008 | -1.071 | 0.143926 |
31 | -0.02677 | -0.224 | 0.411715 |
32 | -0.032446 | -0.2715 | 0.393417 |
33 | -0.09139 | -0.7646 | 0.223533 |
34 | -0.120473 | -1.0079 | 0.158476 |
35 | -0.047909 | -0.4008 | 0.344881 |
36 | 0.102612 | 0.8585 | 0.196771 |
37 | 0.011402 | 0.0954 | 0.462137 |
38 | -0.052436 | -0.4387 | 0.33111 |
39 | -0.004786 | -0.04 | 0.484088 |
40 | 0.072659 | 0.6079 | 0.272608 |
41 | 0.02754 | 0.2304 | 0.409221 |
42 | 0.077407 | 0.6476 | 0.25967 |
43 | 0.042256 | 0.3535 | 0.362374 |
44 | 0.033389 | 0.2794 | 0.390399 |
45 | 0.019385 | 0.1622 | 0.435813 |
46 | 0.057986 | 0.4851 | 0.314543 |
47 | 0.059181 | 0.4951 | 0.311026 |
48 | 0.083666 | 0.7 | 0.243124 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.410201 | 3.432 | 0.000505 |
2 | -0.032327 | -0.2705 | 0.3938 |
3 | 0.108525 | 0.908 | 0.1835 |
4 | 0.230883 | 1.9317 | 0.028723 |
5 | 0.070251 | 0.5878 | 0.279293 |
6 | 0.142627 | 1.1933 | 0.11839 |
7 | 0.071631 | 0.5993 | 0.27545 |
8 | -0.129282 | -1.0817 | 0.141559 |
9 | -0.032886 | -0.2751 | 0.392009 |
10 | -0.18712 | -1.5656 | 0.060981 |
11 | 0.01738 | 0.1454 | 0.442402 |
12 | 0.052727 | 0.4411 | 0.330234 |
13 | -0.069955 | -0.5853 | 0.280118 |
14 | -0.047403 | -0.3966 | 0.346433 |
15 | -0.068152 | -0.5702 | 0.285182 |
16 | -0.081106 | -0.6786 | 0.249821 |
17 | 0.063993 | 0.5354 | 0.297035 |
18 | -0.032457 | -0.2716 | 0.393382 |
19 | -0.122757 | -1.0271 | 0.153965 |
20 | -0.070122 | -0.5867 | 0.279651 |
21 | -0.127279 | -1.0649 | 0.145293 |
22 | -0.128475 | -1.0749 | 0.143056 |
23 | 0.040999 | 0.343 | 0.366305 |
24 | 0.022028 | 0.1843 | 0.427155 |
25 | -0.16245 | -1.3592 | 0.089231 |
26 | -0.140222 | -1.1732 | 0.12235 |
27 | 0.083104 | 0.6953 | 0.244584 |
28 | -0.069718 | -0.5833 | 0.280783 |
29 | -0.006669 | -0.0558 | 0.47783 |
30 | 0.017942 | 0.1501 | 0.440555 |
31 | 0.122306 | 1.0233 | 0.154849 |
32 | 0.100575 | 0.8415 | 0.201474 |
33 | -0.009905 | -0.0829 | 0.467095 |
34 | -0.071289 | -0.5965 | 0.276399 |
35 | -0.068831 | -0.5759 | 0.283272 |
36 | 0.029357 | 0.2456 | 0.403348 |
37 | -0.087824 | -0.7348 | 0.232461 |
38 | -0.06577 | -0.5503 | 0.291942 |
39 | 0.026028 | 0.2178 | 0.414121 |
40 | 0.011999 | 0.1004 | 0.460162 |
41 | -0.089853 | -0.7518 | 0.227356 |
42 | 0.059744 | 0.4999 | 0.309372 |
43 | -0.065972 | -0.552 | 0.291368 |
44 | -0.050981 | -0.4265 | 0.335511 |
45 | -0.082334 | -0.6889 | 0.246595 |
46 | 0.005051 | 0.0423 | 0.483205 |
47 | -0.071331 | -0.5968 | 0.276285 |
48 | -0.066447 | -0.5559 | 0.290014 |