Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.438877 | 3.3711 | 0.000663 |
2 | 0.255908 | 1.9657 | 0.027024 |
3 | -0.075708 | -0.5815 | 0.281551 |
4 | -0.032163 | -0.247 | 0.402865 |
5 | -0.123281 | -0.9469 | 0.173766 |
6 | -0.03154 | -0.2423 | 0.404708 |
7 | -0.069826 | -0.5363 | 0.296869 |
8 | -0.063845 | -0.4904 | 0.312835 |
9 | 0.019584 | 0.1504 | 0.440471 |
10 | 0.090158 | 0.6925 | 0.245664 |
11 | -0.006246 | -0.048 | 0.480949 |
12 | -0.056965 | -0.4376 | 0.331652 |
13 | -0.081268 | -0.6242 | 0.26744 |
14 | -0.101223 | -0.7775 | 0.219983 |
15 | -0.053112 | -0.408 | 0.342389 |
16 | 0.014231 | 0.1093 | 0.456664 |
17 | -0.032476 | -0.2495 | 0.401938 |
18 | -0.011551 | -0.0887 | 0.464801 |
19 | -0.05702 | -0.438 | 0.331499 |
20 | 0.003535 | 0.0272 | 0.489213 |
21 | -0.054692 | -0.4201 | 0.33797 |
22 | 0.005864 | 0.045 | 0.482113 |
23 | -0.02656 | -0.204 | 0.419524 |
24 | -0.026249 | -0.2016 | 0.420454 |
25 | 0.058405 | 0.4486 | 0.327675 |
26 | 0.029525 | 0.2268 | 0.410686 |
27 | 0.023001 | 0.1767 | 0.430184 |
28 | -0.077944 | -0.5987 | 0.275833 |
29 | -0.019322 | -0.1484 | 0.44126 |
30 | -0.02539 | -0.195 | 0.423023 |
31 | -0.016381 | -0.1258 | 0.450149 |
32 | -0.047868 | -0.3677 | 0.357214 |
33 | -0.054392 | -0.4178 | 0.338808 |
34 | -0.025862 | -0.1987 | 0.421609 |
35 | -0.0376 | -0.2888 | 0.386869 |
36 | -0.072018 | -0.5532 | 0.291115 |
37 | -0.073256 | -0.5627 | 0.287889 |
38 | -0.07011 | -0.5385 | 0.296121 |
39 | -0.073763 | -0.5666 | 0.286574 |
40 | 0.026484 | 0.2034 | 0.419751 |
41 | -0.017569 | -0.1349 | 0.446557 |
42 | -0.025702 | -0.1974 | 0.422088 |
43 | -0.052564 | -0.4038 | 0.343927 |
44 | -0.010027 | -0.077 | 0.469433 |
45 | 0.010441 | 0.0802 | 0.468174 |
46 | 0.01742 | 0.1338 | 0.447006 |
47 | 0.019341 | 0.1486 | 0.441204 |
48 | 0.010438 | 0.0802 | 0.468183 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.438877 | 3.3711 | 0.000663 |
2 | 0.078395 | 0.6022 | 0.274687 |
3 | -0.26622 | -2.0449 | 0.022668 |
4 | 0.092897 | 0.7136 | 0.239158 |
5 | -0.079226 | -0.6085 | 0.272579 |
6 | 0.012582 | 0.0966 | 0.461669 |
7 | -0.02888 | -0.2218 | 0.412606 |
8 | -0.080084 | -0.6151 | 0.270414 |
9 | 0.134231 | 1.0311 | 0.153363 |
10 | 0.052767 | 0.4053 | 0.343357 |
11 | -0.164423 | -1.263 | 0.105786 |
12 | -0.018974 | -0.1457 | 0.442312 |
13 | 0.011962 | 0.0919 | 0.463552 |
14 | -0.083217 | -0.6392 | 0.262583 |
15 | 0.035352 | 0.2715 | 0.393461 |
16 | 0.035738 | 0.2745 | 0.392327 |
17 | -0.102765 | -0.7894 | 0.216533 |
18 | 0.048651 | 0.3737 | 0.354986 |
19 | -0.089922 | -0.6907 | 0.24623 |
20 | 0.022293 | 0.1712 | 0.432311 |
21 | -0.012027 | -0.0924 | 0.463355 |
22 | -0.019973 | -0.1534 | 0.439298 |
23 | 0.015205 | 0.1168 | 0.45371 |
24 | -0.044253 | -0.3399 | 0.367566 |
25 | 0.109022 | 0.8374 | 0.20287 |
26 | -0.073798 | -0.5669 | 0.286481 |
27 | -0.018098 | -0.139 | 0.444956 |
28 | -0.066282 | -0.5091 | 0.306282 |
29 | 0.04177 | 0.3208 | 0.374732 |
30 | 0.03403 | 0.2614 | 0.39735 |
31 | -0.104206 | -0.8004 | 0.21334 |
32 | -0.022449 | -0.1724 | 0.431842 |
33 | -0.005893 | -0.0453 | 0.482026 |
34 | 0.021659 | 0.1664 | 0.434218 |
35 | -0.096004 | -0.7374 | 0.231894 |
36 | -0.094759 | -0.7279 | 0.234789 |
37 | 0.05368 | 0.4123 | 0.340797 |
38 | -0.051346 | -0.3944 | 0.347354 |
39 | -0.069386 | -0.533 | 0.298031 |
40 | 0.088627 | 0.6808 | 0.249345 |
41 | -0.098828 | -0.7591 | 0.225405 |
42 | -0.051584 | -0.3962 | 0.346686 |
43 | 0.001173 | 0.009 | 0.496419 |
44 | -0.010747 | -0.0825 | 0.467245 |
45 | 0.021576 | 0.1657 | 0.434469 |
46 | -0.010111 | -0.0777 | 0.469178 |
47 | -0.06684 | -0.5134 | 0.304791 |
48 | 0.06536 | 0.502 | 0.308755 |