Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.305833 | 3.5004 | 0.000318 |
2 | -0.015411 | -0.1764 | 0.430133 |
3 | 0.008071 | 0.0924 | 0.463268 |
4 | 0.056984 | 0.6522 | 0.257704 |
5 | 0.084135 | 0.963 | 0.168668 |
6 | -0.055647 | -0.6369 | 0.262646 |
7 | -0.174327 | -1.9953 | 0.024044 |
8 | 0.010967 | 0.1255 | 0.450152 |
9 | 0.042239 | 0.4835 | 0.314791 |
10 | -0.024925 | -0.2853 | 0.38794 |
11 | -0.04009 | -0.4589 | 0.323551 |
12 | -0.130756 | -1.4966 | 0.068455 |
13 | -0.054915 | -0.6285 | 0.265375 |
14 | 0.093426 | 1.0693 | 0.143449 |
15 | 0.039129 | 0.4479 | 0.3275 |
16 | -0.009768 | -0.1118 | 0.455579 |
17 | 0.082999 | 0.95 | 0.17194 |
18 | 0.107913 | 1.2351 | 0.109497 |
19 | 0.085632 | 0.9801 | 0.16442 |
20 | -0.022343 | -0.2557 | 0.39928 |
21 | -0.095062 | -1.088 | 0.139288 |
22 | -0.0339 | -0.388 | 0.349322 |
23 | -0.034704 | -0.3972 | 0.345931 |
24 | 0.044968 | 0.5147 | 0.303819 |
25 | -0.027539 | -0.3152 | 0.376556 |
26 | -0.046845 | -0.5362 | 0.296375 |
27 | -0.037005 | -0.4235 | 0.336295 |
28 | -0.012811 | -0.1466 | 0.441823 |
29 | -0.071352 | -0.8167 | 0.207802 |
30 | -0.094937 | -1.0866 | 0.139604 |
31 | -0.022336 | -0.2556 | 0.399313 |
32 | -0.098207 | -1.124 | 0.131528 |
33 | -0.135155 | -1.5469 | 0.062148 |
34 | -0.015604 | -0.1786 | 0.429267 |
35 | 0.148254 | 1.6968 | 0.046051 |
36 | 0.028922 | 0.331 | 0.370576 |
37 | -0.096556 | -1.1051 | 0.135562 |
38 | -0.017077 | -0.1955 | 0.422669 |
39 | 0.0591 | 0.6764 | 0.249979 |
40 | 0.141941 | 1.6246 | 0.053327 |
41 | 0.009916 | 0.1135 | 0.454905 |
42 | 0.013423 | 0.1536 | 0.439069 |
43 | 0.006262 | 0.0717 | 0.471484 |
44 | -0.074527 | -0.853 | 0.197607 |
45 | -0.009951 | -0.1139 | 0.454747 |
46 | -0.061666 | -0.7058 | 0.240782 |
47 | -0.115822 | -1.3256 | 0.093633 |
48 | -0.023614 | -0.2703 | 0.393686 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.305833 | 3.5004 | 0.000318 |
2 | -0.120186 | -1.3756 | 0.085648 |
3 | 0.056088 | 0.642 | 0.261011 |
4 | 0.039147 | 0.4481 | 0.327428 |
5 | 0.06086 | 0.6966 | 0.243652 |
6 | -0.107931 | -1.2353 | 0.109459 |
7 | -0.128089 | -1.466 | 0.072516 |
8 | 0.110562 | 1.2654 | 0.10398 |
9 | -0.023544 | -0.2695 | 0.393995 |
10 | -0.027101 | -0.3102 | 0.378456 |
11 | -0.000213 | -0.0024 | 0.499028 |
12 | -0.12171 | -1.393 | 0.082984 |
13 | -0.003986 | -0.0456 | 0.481842 |
14 | 0.094114 | 1.0772 | 0.141688 |
15 | 0.006328 | 0.0724 | 0.471187 |
16 | -0.00553 | -0.0633 | 0.474812 |
17 | 0.110749 | 1.2676 | 0.103598 |
18 | 0.039775 | 0.4552 | 0.324843 |
19 | -0.010078 | -0.1154 | 0.454171 |
20 | -0.039798 | -0.4555 | 0.32475 |
21 | -0.040505 | -0.4636 | 0.321853 |
22 | -0.029524 | -0.3379 | 0.367982 |
23 | -0.050445 | -0.5774 | 0.28234 |
24 | 0.120956 | 1.3844 | 0.084294 |
25 | -0.080585 | -0.9223 | 0.179024 |
26 | 0.015488 | 0.1773 | 0.429784 |
27 | -0.032459 | -0.3715 | 0.355431 |
28 | -0.020565 | -0.2354 | 0.40714 |
29 | -0.073014 | -0.8357 | 0.202429 |
30 | -0.026155 | -0.2994 | 0.382572 |
31 | 0.053359 | 0.6107 | 0.271223 |
32 | -0.192401 | -2.2021 | 0.014703 |
33 | -0.087522 | -1.0017 | 0.159159 |
34 | 0.071809 | 0.8219 | 0.206315 |
35 | 0.143858 | 1.6465 | 0.051026 |
36 | -0.108462 | -1.2414 | 0.108337 |
37 | -0.054276 | -0.6212 | 0.267768 |
38 | 0.082497 | 0.9442 | 0.173399 |
39 | -0.036636 | -0.4193 | 0.337834 |
40 | 0.139937 | 1.6016 | 0.055821 |
41 | -0.052374 | -0.5994 | 0.274955 |
42 | 0.081228 | 0.9297 | 0.177119 |
43 | -0.112507 | -1.2877 | 0.100059 |
44 | -0.099461 | -1.1384 | 0.128518 |
45 | 0.07135 | 0.8166 | 0.207809 |
46 | -0.103243 | -1.1817 | 0.119739 |
47 | 0.069592 | 0.7965 | 0.213587 |
48 | -0.027841 | -0.3187 | 0.37525 |