Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.321568 | 3.1343 | 0.001146 |
2 | -0.097668 | -0.9519 | 0.17177 |
3 | -0.123442 | -1.2032 | 0.115952 |
4 | -0.068188 | -0.6646 | 0.253954 |
5 | 0.208007 | 2.0274 | 0.022712 |
6 | 0.348205 | 3.3939 | 0.000503 |
7 | 0.194484 | 1.8956 | 0.030526 |
8 | -0.039035 | -0.3805 | 0.352224 |
9 | -0.189994 | -1.8518 | 0.033578 |
10 | -0.130907 | -1.2759 | 0.102547 |
11 | 0.138101 | 1.346 | 0.090747 |
12 | 0.267789 | 2.6101 | 0.005259 |
13 | 0.146449 | 1.4274 | 0.07837 |
14 | -0.034244 | -0.3338 | 0.369646 |
15 | -0.110715 | -1.0791 | 0.141634 |
16 | -0.170774 | -1.6645 | 0.049654 |
17 | 0.08146 | 0.794 | 0.214595 |
18 | 0.317787 | 3.0974 | 0.001284 |
19 | 0.13202 | 1.2868 | 0.10065 |
20 | -0.112163 | -1.0932 | 0.138529 |
21 | -0.154496 | -1.5058 | 0.067713 |
22 | -0.086338 | -0.8415 | 0.201085 |
23 | 0.100564 | 0.9802 | 0.164744 |
24 | 0.195943 | 1.9098 | 0.029587 |
25 | 0.154764 | 1.5085 | 0.067379 |
26 | -0.08524 | -0.8308 | 0.204079 |
27 | -0.169185 | -1.649 | 0.051224 |
28 | -0.170561 | -1.6624 | 0.049862 |
29 | 0.020633 | 0.2011 | 0.420525 |
30 | 0.103221 | 1.0061 | 0.158468 |
31 | -0.065849 | -0.6418 | 0.26127 |
32 | -0.178812 | -1.7428 | 0.042298 |
33 | -0.131757 | -1.2842 | 0.101097 |
34 | -0.132246 | -1.289 | 0.100268 |
35 | -0.052234 | -0.5091 | 0.305925 |
36 | 0.048492 | 0.4726 | 0.318776 |
37 | -0.142229 | -1.3863 | 0.084454 |
38 | -0.136659 | -1.332 | 0.093026 |
39 | -0.104947 | -1.0229 | 0.154478 |
40 | -0.118938 | -1.1593 | 0.124627 |
41 | -0.032023 | -0.3121 | 0.377817 |
42 | 0.064796 | 0.6316 | 0.264599 |
43 | -0.05491 | -0.5352 | 0.296882 |
44 | -0.187226 | -1.8249 | 0.035583 |
45 | -0.191899 | -1.8704 | 0.032253 |
46 | -0.151294 | -1.4746 | 0.071809 |
47 | 0.074737 | 0.7284 | 0.234068 |
48 | 0.147899 | 1.4415 | 0.07636 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.321568 | 3.1343 | 0.001146 |
2 | -0.224264 | -2.1859 | 0.015642 |
3 | -0.015121 | -0.1474 | 0.441572 |
4 | -0.042839 | -0.4175 | 0.338612 |
5 | 0.259378 | 2.5281 | 0.006559 |
6 | 0.201012 | 1.9592 | 0.026509 |
7 | 0.076976 | 0.7503 | 0.227473 |
8 | -0.042397 | -0.4132 | 0.340183 |
9 | -0.107157 | -1.0444 | 0.149467 |
10 | -0.061977 | -0.6041 | 0.273617 |
11 | 0.097327 | 0.9486 | 0.17261 |
12 | 0.077403 | 0.7544 | 0.226227 |
13 | 0.013894 | 0.1354 | 0.446281 |
14 | -0.001334 | -0.013 | 0.494828 |
15 | 0.035521 | 0.3462 | 0.364975 |
16 | -0.142154 | -1.3855 | 0.084564 |
17 | 0.110118 | 1.0733 | 0.142927 |
18 | 0.140014 | 1.3647 | 0.087788 |
19 | -0.064175 | -0.6255 | 0.266571 |
20 | -0.100555 | -0.9801 | 0.164766 |
21 | 0.028546 | 0.2782 | 0.39072 |
22 | 0.014224 | 0.1386 | 0.445014 |
23 | 0.031788 | 0.3098 | 0.378683 |
24 | 0.003706 | 0.0361 | 0.485629 |
25 | 0.081062 | 0.7901 | 0.215721 |
26 | -0.126677 | -1.2347 | 0.109995 |
27 | 0.043037 | 0.4195 | 0.337909 |
28 | -0.130442 | -1.2714 | 0.103347 |
29 | 0.01299 | 0.1266 | 0.44976 |
30 | -0.135699 | -1.3226 | 0.094567 |
31 | -0.131276 | -1.2795 | 0.101915 |
32 | -0.116049 | -1.1311 | 0.130428 |
33 | 0.084138 | 0.8201 | 0.207113 |
34 | -0.035689 | -0.3479 | 0.36436 |
35 | -0.042677 | -0.416 | 0.339188 |
36 | -0.072735 | -0.7089 | 0.240053 |
37 | -0.17559 | -1.7114 | 0.045131 |
38 | 0.066189 | 0.6451 | 0.260198 |
39 | 7e-04 | 0.0068 | 0.497284 |
40 | -0.084161 | -0.8203 | 0.207051 |
41 | -0.02544 | -0.248 | 0.402352 |
42 | 0.071811 | 0.6999 | 0.242842 |
43 | -0.04518 | -0.4404 | 0.330338 |
44 | -0.12058 | -1.1753 | 0.121413 |
45 | -0.032948 | -0.3211 | 0.374405 |
46 | -0.088544 | -0.863 | 0.195149 |
47 | 0.105584 | 1.0291 | 0.153022 |
48 | 0.048972 | 0.4773 | 0.317117 |