Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.342156 | 3.1359 | 0.001181 |
2 | 0.190374 | 1.7448 | 0.042338 |
3 | 0.101835 | 0.9333 | 0.176661 |
4 | 0.064479 | 0.591 | 0.278066 |
5 | 0.085881 | 0.7871 | 0.216717 |
6 | -0.082711 | -0.7581 | 0.22527 |
7 | -0.178376 | -1.6348 | 0.052912 |
8 | -0.333458 | -3.0562 | 0.001502 |
9 | -0.165467 | -1.5165 | 0.06657 |
10 | -0.073032 | -0.6694 | 0.252553 |
11 | 0.156342 | 1.4329 | 0.0778 |
12 | 0.099103 | 0.9083 | 0.18316 |
13 | -0.050863 | -0.4662 | 0.321152 |
14 | 0.113278 | 1.0382 | 0.151075 |
15 | 0.041548 | 0.3808 | 0.352159 |
16 | 0.016283 | 0.1492 | 0.440863 |
17 | 0.050827 | 0.4658 | 0.32127 |
18 | -0.037356 | -0.3424 | 0.366461 |
19 | -0.178753 | -1.6383 | 0.05255 |
20 | -0.180531 | -1.6546 | 0.05087 |
21 | 0.02097 | 0.1922 | 0.424028 |
22 | 0.05994 | 0.5494 | 0.29211 |
23 | 0.016604 | 0.1522 | 0.439704 |
24 | -0.110029 | -1.0084 | 0.158071 |
25 | 0.007975 | 0.0731 | 0.470955 |
26 | 0.039705 | 0.3639 | 0.358423 |
27 | -0.01917 | -0.1757 | 0.430476 |
28 | 0.035071 | 0.3214 | 0.374342 |
29 | -0.136653 | -1.2524 | 0.106942 |
30 | -0.117066 | -1.0729 | 0.143188 |
31 | -0.150871 | -1.3828 | 0.085203 |
32 | -0.090134 | -0.8261 | 0.205545 |
33 | -0.08976 | -0.8227 | 0.206515 |
34 | -0.114224 | -1.0469 | 0.149079 |
35 | -0.032745 | -0.3001 | 0.382416 |
36 | -0.014664 | -0.1344 | 0.446704 |
37 | 0.036784 | 0.3371 | 0.368428 |
38 | -0.025478 | -0.2335 | 0.407966 |
39 | 0.127103 | 1.1649 | 0.123675 |
40 | 0.092215 | 0.8452 | 0.200209 |
41 | 0.046132 | 0.4228 | 0.336759 |
42 | 0.043209 | 0.396 | 0.346549 |
43 | 0.011354 | 0.1041 | 0.458685 |
44 | 0.012405 | 0.1137 | 0.454876 |
45 | -0.007699 | -0.0706 | 0.471957 |
46 | -0.034993 | -0.3207 | 0.374612 |
47 | -0.028981 | -0.2656 | 0.395594 |
48 | -0.007614 | -0.0698 | 0.472265 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.342156 | 3.1359 | 0.001181 |
2 | 0.083023 | 0.7609 | 0.224418 |
3 | 0.015623 | 0.1432 | 0.443244 |
4 | 0.014194 | 0.1301 | 0.448403 |
5 | 0.058097 | 0.5325 | 0.297905 |
6 | -0.153623 | -1.408 | 0.081414 |
7 | -0.14924 | -1.3678 | 0.08751 |
8 | -0.257718 | -2.362 | 0.010244 |
9 | 0.047891 | 0.4389 | 0.33092 |
10 | 0.052193 | 0.4784 | 0.316819 |
11 | 0.299703 | 2.7468 | 0.003681 |
12 | 0.056 | 0.5133 | 0.304561 |
13 | -0.132826 | -1.2174 | 0.113436 |
14 | 0.047969 | 0.4396 | 0.330662 |
15 | -0.152394 | -1.3967 | 0.083089 |
16 | -0.197448 | -1.8096 | 0.036964 |
17 | 0.084719 | 0.7765 | 0.219828 |
18 | 0.058693 | 0.5379 | 0.296023 |
19 | -0.045403 | -0.4161 | 0.339191 |
20 | -0.01883 | -0.1726 | 0.431698 |
21 | 0.177656 | 1.6282 | 0.053609 |
22 | 0.049493 | 0.4536 | 0.325639 |
23 | -0.123666 | -1.1334 | 0.130132 |
24 | -0.174961 | -1.6035 | 0.056284 |
25 | 0.02396 | 0.2196 | 0.41336 |
26 | -0.06773 | -0.6208 | 0.268222 |
27 | -0.063513 | -0.5821 | 0.281027 |
28 | 0.059628 | 0.5465 | 0.293085 |
29 | -0.071668 | -0.6569 | 0.256536 |
30 | 0.093595 | 0.8578 | 0.196719 |
31 | -0.06878 | -0.6304 | 0.265079 |
32 | -0.176988 | -1.6221 | 0.054263 |
33 | -0.111678 | -1.0235 | 0.154494 |
34 | -0.02266 | -0.2077 | 0.41799 |
35 | 0.036951 | 0.3387 | 0.367855 |
36 | 0.017031 | 0.1561 | 0.438169 |
37 | 0.048515 | 0.4446 | 0.328861 |
38 | 0.011783 | 0.108 | 0.457131 |
39 | 0.025281 | 0.2317 | 0.408666 |
40 | -0.03801 | -0.3484 | 0.36422 |
41 | 0.030362 | 0.2783 | 0.390743 |
42 | -0.080105 | -0.7342 | 0.232444 |
43 | -0.036434 | -0.3339 | 0.369634 |
44 | -0.024175 | -0.2216 | 0.412595 |
45 | 0.061469 | 0.5634 | 0.287341 |
46 | -0.011064 | -0.1014 | 0.459737 |
47 | 0.046555 | 0.4267 | 0.335351 |
48 | 0.035821 | 0.3283 | 0.371749 |