Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.353604 | 3.2215 | 0.000911 |
2 | 0.148022 | 1.3485 | 0.090575 |
3 | 0.076518 | 0.6971 | 0.243841 |
4 | -0.135689 | -1.2362 | 0.109938 |
5 | -0.1104 | -1.0058 | 0.158719 |
6 | -0.188458 | -1.7169 | 0.044861 |
7 | -0.094985 | -0.8654 | 0.19467 |
8 | -0.030748 | -0.2801 | 0.39004 |
9 | 0.066845 | 0.609 | 0.272098 |
10 | 0.053065 | 0.4834 | 0.315026 |
11 | -0.005361 | -0.0488 | 0.480582 |
12 | 0.007658 | 0.0698 | 0.472272 |
13 | 0.021423 | 0.1952 | 0.422866 |
14 | 0.070666 | 0.6438 | 0.260741 |
15 | 0.050707 | 0.462 | 0.322659 |
16 | 0.061161 | 0.5572 | 0.289444 |
17 | -0.020986 | -0.1912 | 0.424422 |
18 | 0.021681 | 0.1975 | 0.42195 |
19 | 0.06005 | 0.5471 | 0.292895 |
20 | 0.112064 | 1.021 | 0.155122 |
21 | 0.000376 | 0.0034 | 0.498637 |
22 | -0.045365 | -0.4133 | 0.34023 |
23 | -0.008176 | -0.0745 | 0.470401 |
24 | -0.040236 | -0.3666 | 0.357436 |
25 | -0.032849 | -0.2993 | 0.382742 |
26 | -0.013732 | -0.1251 | 0.450371 |
27 | -0.01065 | -0.097 | 0.46147 |
28 | -0.002753 | -0.0251 | 0.490025 |
29 | -0.039055 | -0.3558 | 0.361444 |
30 | 0.047896 | 0.4364 | 0.331856 |
31 | 0.009192 | 0.0837 | 0.466731 |
32 | -0.04445 | -0.405 | 0.343274 |
33 | 0.067686 | 0.6167 | 0.269576 |
34 | -0.062471 | -0.5691 | 0.285399 |
35 | -0.017563 | -0.16 | 0.436631 |
36 | -0.029551 | -0.2692 | 0.394214 |
37 | -0.134605 | -1.2263 | 0.111775 |
38 | -0.031927 | -0.2909 | 0.38594 |
39 | -0.077058 | -0.702 | 0.242313 |
40 | 0.099785 | 0.9091 | 0.182968 |
41 | 0.070046 | 0.6381 | 0.262567 |
42 | -0.045903 | -0.4182 | 0.338443 |
43 | -0.024697 | -0.225 | 0.411264 |
44 | -0.041152 | -0.3749 | 0.354341 |
45 | 0.016535 | 0.1506 | 0.440313 |
46 | -0.067571 | -0.6156 | 0.26992 |
47 | -0.05846 | -0.5326 | 0.297867 |
48 | -0.047527 | -0.433 | 0.333071 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.353604 | 3.2215 | 0.000911 |
2 | 0.026272 | 0.2393 | 0.405713 |
3 | 0.018599 | 0.1694 | 0.432931 |
4 | -0.196229 | -1.7877 | 0.038735 |
5 | -0.010022 | -0.0913 | 0.463735 |
6 | -0.144589 | -1.3173 | 0.095686 |
7 | 0.051771 | 0.4717 | 0.319206 |
8 | -0.012272 | -0.1118 | 0.455626 |
9 | 0.109594 | 0.9984 | 0.160483 |
10 | -0.060624 | -0.5523 | 0.291111 |
11 | -0.04053 | -0.3693 | 0.356441 |
12 | -0.028289 | -0.2577 | 0.398627 |
13 | 0.063214 | 0.5759 | 0.283119 |
14 | 0.071667 | 0.6529 | 0.257808 |
15 | 0.027032 | 0.2463 | 0.40304 |
16 | 0.026458 | 0.241 | 0.405058 |
17 | -0.090167 | -0.8215 | 0.20687 |
18 | 0.062866 | 0.5727 | 0.284186 |
19 | 0.059898 | 0.5457 | 0.29337 |
20 | 0.166592 | 1.5177 | 0.066442 |
21 | -0.122963 | -1.1202 | 0.13292 |
22 | -0.023872 | -0.2175 | 0.414181 |
23 | -0.03826 | -0.3486 | 0.364149 |
24 | 0.045267 | 0.4124 | 0.340555 |
25 | -0.012888 | -0.1174 | 0.453408 |
26 | 0.071552 | 0.6519 | 0.258142 |
27 | -0.048395 | -0.4409 | 0.330215 |
28 | -0.04101 | -0.3736 | 0.354819 |
29 | -0.108236 | -0.9861 | 0.16348 |
30 | 0.135378 | 1.2334 | 0.110463 |
31 | -0.00096 | -0.0087 | 0.496521 |
32 | -0.042398 | -0.3863 | 0.350146 |
33 | 0.055012 | 0.5012 | 0.308786 |
34 | -0.175858 | -1.6021 | 0.056462 |
35 | 0.047122 | 0.4293 | 0.334409 |
36 | -0.056381 | -0.5137 | 0.30443 |
37 | -0.001915 | -0.0174 | 0.493063 |
38 | -0.021014 | -0.1914 | 0.424323 |
39 | -0.074192 | -0.6759 | 0.250484 |
40 | 0.127568 | 1.1622 | 0.124243 |
41 | 0.001267 | 0.0115 | 0.495409 |
42 | -0.113638 | -1.0353 | 0.15177 |
43 | -0.037963 | -0.3459 | 0.365163 |
44 | 0.016234 | 0.1479 | 0.44139 |
45 | 0.067288 | 0.613 | 0.27077 |
46 | -0.095296 | -0.8682 | 0.193899 |
47 | -0.006145 | -0.056 | 0.477744 |
48 | -0.03136 | -0.2857 | 0.387907 |