Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.244212 | 2.129 | 0.018247 |
2 | 0.016846 | 0.1469 | 0.441817 |
3 | 0.055282 | 0.4819 | 0.315617 |
4 | -0.078409 | -0.6836 | 0.248168 |
5 | -0.180129 | -1.5703 | 0.060247 |
6 | -0.141696 | -1.2353 | 0.110266 |
7 | -0.114396 | -0.9973 | 0.160896 |
8 | -0.028664 | -0.2499 | 0.401675 |
9 | 0.065158 | 0.568 | 0.285842 |
10 | -0.007841 | -0.0684 | 0.47284 |
11 | -0.04078 | -0.3555 | 0.361597 |
12 | 0.209828 | 1.8292 | 0.035643 |
13 | -0.009642 | -0.0841 | 0.466616 |
14 | -0.099057 | -0.8636 | 0.195275 |
15 | -0.029228 | -0.2548 | 0.399781 |
16 | 0.030919 | 0.2695 | 0.394121 |
17 | -0.058094 | -0.5064 | 0.307004 |
18 | -0.072494 | -0.632 | 0.264646 |
19 | -0.12883 | -1.1231 | 0.132463 |
20 | -0.101094 | -0.8813 | 0.190463 |
21 | -0.115501 | -1.0069 | 0.158586 |
22 | -0.037593 | -0.3277 | 0.37201 |
23 | 0.192501 | 1.6782 | 0.04871 |
24 | 0.26298 | 2.2926 | 0.012319 |
25 | 0.028989 | 0.2527 | 0.400582 |
26 | -0.006038 | -0.0526 | 0.479079 |
27 | -0.061399 | -0.5353 | 0.297014 |
28 | -0.129137 | -1.1258 | 0.131898 |
29 | -0.165872 | -1.446 | 0.076139 |
30 | -0.072622 | -0.6331 | 0.264282 |
31 | -0.020497 | -0.1787 | 0.429329 |
32 | 0.026438 | 0.2305 | 0.409168 |
33 | 0.112044 | 0.9768 | 0.165889 |
34 | 0.055681 | 0.4854 | 0.314388 |
35 | 0.052025 | 0.4535 | 0.325724 |
36 | 0.159155 | 1.3875 | 0.084675 |
37 | -0.115016 | -1.0027 | 0.159596 |
38 | -0.129727 | -1.1309 | 0.13082 |
39 | 0.019242 | 0.1678 | 0.433612 |
40 | -0.036603 | -0.3191 | 0.375265 |
41 | -0.065442 | -0.5705 | 0.285008 |
42 | -0.004869 | -0.0424 | 0.483128 |
43 | -0.085059 | -0.7415 | 0.230331 |
44 | -0.121953 | -1.0632 | 0.145537 |
45 | 0.026764 | 0.2333 | 0.408069 |
46 | 0.014401 | 0.1255 | 0.450211 |
47 | -0.019771 | -0.1724 | 0.431808 |
48 | 0.155087 | 1.352 | 0.09019 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.244212 | 2.129 | 0.018247 |
2 | -0.045508 | -0.3967 | 0.34634 |
3 | 0.06617 | 0.5769 | 0.282871 |
4 | -0.115378 | -1.0058 | 0.158841 |
5 | -0.139789 | -1.2187 | 0.113373 |
6 | -0.0779 | -0.6791 | 0.249564 |
7 | -0.065508 | -0.5711 | 0.284814 |
8 | 0.02442 | 0.2129 | 0.415991 |
9 | 0.058291 | 0.5082 | 0.306402 |
10 | -0.069107 | -0.6025 | 0.274331 |
11 | -0.0689 | -0.6007 | 0.274927 |
12 | 0.211986 | 1.8481 | 0.034243 |
13 | -0.133099 | -1.1603 | 0.124773 |
14 | -0.046321 | -0.4038 | 0.34374 |
15 | -0.032542 | -0.2837 | 0.388709 |
16 | 0.071196 | 0.6207 | 0.268336 |
17 | -0.04922 | -0.4291 | 0.334534 |
18 | -0.055936 | -0.4876 | 0.313604 |
19 | -0.133735 | -1.1659 | 0.123655 |
20 | -0.06017 | -0.5245 | 0.300713 |
21 | -0.139747 | -1.2183 | 0.113443 |
22 | 0.035381 | 0.3084 | 0.379294 |
23 | 0.259417 | 2.2615 | 0.013292 |
24 | 0.08601 | 0.7498 | 0.22784 |
25 | -0.143551 | -1.2514 | 0.107305 |
26 | -0.066168 | -0.5768 | 0.282875 |
27 | -0.09368 | -0.8167 | 0.20833 |
28 | -0.089734 | -0.7823 | 0.218239 |
29 | -0.039026 | -0.3402 | 0.367315 |
30 | 0.071715 | 0.6252 | 0.266858 |
31 | 0.055209 | 0.4813 | 0.315843 |
32 | -0.075741 | -0.6603 | 0.255531 |
33 | 0.071032 | 0.6192 | 0.268803 |
34 | -0.01323 | -0.1153 | 0.454242 |
35 | -0.098344 | -0.8573 | 0.196975 |
36 | 0.078687 | 0.686 | 0.247408 |
37 | -0.083503 | -0.728 | 0.234438 |
38 | -0.033348 | -0.2907 | 0.38603 |
39 | 0.024507 | 0.2136 | 0.415699 |
40 | -0.075114 | -0.6548 | 0.257276 |
41 | -0.012275 | -0.107 | 0.457531 |
42 | -0.037399 | -0.326 | 0.372647 |
43 | -0.111195 | -0.9694 | 0.167717 |
44 | -0.015461 | -0.1348 | 0.446568 |
45 | 0.08104 | 0.7065 | 0.241022 |
46 | -0.081343 | -0.7091 | 0.240205 |
47 | -0.117652 | -1.0257 | 0.15415 |
48 | 0.01274 | 0.1111 | 0.455927 |