Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.355093 | 2.7275 | 0.004196 |
2 | 0.030749 | 0.2362 | 0.407052 |
3 | -0.155773 | -1.1965 | 0.118141 |
4 | -0.130968 | -1.006 | 0.159266 |
5 | -0.024491 | -0.1881 | 0.425715 |
6 | 0.008481 | 0.0651 | 0.474139 |
7 | -0.055532 | -0.4266 | 0.335629 |
8 | -0.048065 | -0.3692 | 0.356651 |
9 | -0.113827 | -0.8743 | 0.192745 |
10 | -0.15538 | -1.1935 | 0.118725 |
11 | -0.051966 | -0.3992 | 0.345609 |
12 | 0.01878 | 0.1442 | 0.442898 |
13 | 0.118854 | 0.9129 | 0.182495 |
14 | -0.032853 | -0.2523 | 0.400824 |
15 | -0.089703 | -0.689 | 0.246755 |
16 | -0.07291 | -0.56 | 0.28879 |
17 | -0.082158 | -0.6311 | 0.265217 |
18 | -0.072667 | -0.5582 | 0.289423 |
19 | 0.010624 | 0.0816 | 0.467619 |
20 | 0.030619 | 0.2352 | 0.407439 |
21 | -0.077726 | -0.597 | 0.276386 |
22 | -0.05197 | -0.3992 | 0.345598 |
23 | -0.002663 | -0.0205 | 0.491874 |
24 | 0.086459 | 0.6641 | 0.254607 |
25 | 0.110243 | 0.8468 | 0.200267 |
26 | -0.027276 | -0.2095 | 0.417385 |
27 | -0.044172 | -0.3393 | 0.367796 |
28 | -0.050721 | -0.3896 | 0.349118 |
29 | -0.053481 | -0.4108 | 0.341356 |
30 | -0.043989 | -0.3379 | 0.368323 |
31 | 0.067592 | 0.5192 | 0.302787 |
32 | 0.14782 | 1.1354 | 0.130394 |
33 | 0.221784 | 1.7036 | 0.046863 |
34 | -0.076016 | -0.5839 | 0.280759 |
35 | -0.065504 | -0.5031 | 0.308367 |
36 | -0.002926 | -0.0225 | 0.491073 |
37 | 0.054548 | 0.419 | 0.338372 |
38 | 0.129308 | 0.9932 | 0.162326 |
39 | -0.005581 | -0.0429 | 0.482977 |
40 | -0.078488 | -0.6029 | 0.27445 |
41 | -0.077891 | -0.5983 | 0.275968 |
42 | -0.079629 | -0.6116 | 0.271562 |
43 | -0.067439 | -0.518 | 0.303196 |
44 | -0.02206 | -0.1694 | 0.433013 |
45 | -0.050325 | -0.3866 | 0.35024 |
46 | -0.011123 | -0.0854 | 0.466101 |
47 | 0.006259 | 0.0481 | 0.48091 |
48 | 0.003499 | 0.0269 | 0.489324 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.355093 | 2.7275 | 0.004196 |
2 | -0.109098 | -0.838 | 0.202707 |
3 | -0.149556 | -1.1488 | 0.127645 |
4 | -0.020743 | -0.1593 | 0.436976 |
5 | 0.033523 | 0.2575 | 0.398847 |
6 | -0.025045 | -0.1924 | 0.424056 |
7 | -0.090781 | -0.6973 | 0.244176 |
8 | 0.001455 | 0.0112 | 0.495559 |
9 | -0.106997 | -0.8219 | 0.207233 |
10 | -0.122732 | -0.9427 | 0.174833 |
11 | 0.029483 | 0.2265 | 0.410813 |
12 | -0.000598 | -0.0046 | 0.498176 |
13 | 0.066516 | 0.5109 | 0.305657 |
14 | -0.156616 | -1.203 | 0.116893 |
15 | -0.0331 | -0.2542 | 0.400096 |
16 | -0.008062 | -0.0619 | 0.475417 |
17 | -0.111779 | -0.8586 | 0.19702 |
18 | -0.082647 | -0.6348 | 0.263998 |
19 | 0.024783 | 0.1904 | 0.424839 |
20 | -0.011289 | -0.0867 | 0.465597 |
21 | -0.187403 | -1.4395 | 0.077651 |
22 | 0.018312 | 0.1407 | 0.444311 |
23 | 0.04095 | 0.3145 | 0.377109 |
24 | -0.013762 | -0.1057 | 0.458088 |
25 | -0.008132 | -0.0625 | 0.475203 |
26 | -0.127357 | -0.9782 | 0.165973 |
27 | 0.023375 | 0.1795 | 0.429062 |
28 | -0.079466 | -0.6104 | 0.271973 |
29 | -0.084152 | -0.6464 | 0.260269 |
30 | -0.042454 | -0.3261 | 0.372752 |
31 | 0.07674 | 0.5895 | 0.278904 |
32 | 0.055718 | 0.428 | 0.335112 |
33 | 0.111398 | 0.8557 | 0.197822 |
34 | -0.194054 | -1.4906 | 0.070703 |
35 | 0.048019 | 0.3688 | 0.356783 |
36 | 0.030444 | 0.2338 | 0.407959 |
37 | -0.008069 | -0.062 | 0.475394 |
38 | 0.071462 | 0.5489 | 0.292569 |
39 | -0.078907 | -0.6061 | 0.273387 |
40 | -0.016347 | -0.1256 | 0.450253 |
41 | 0.000711 | 0.0055 | 0.497829 |
42 | -0.010345 | -0.0795 | 0.468467 |
43 | -0.044101 | -0.3387 | 0.368001 |
44 | -0.092989 | -0.7143 | 0.238941 |
45 | -0.044767 | -0.3439 | 0.366085 |
46 | -0.00322 | -0.0247 | 0.490174 |
47 | 0.065024 | 0.4995 | 0.309656 |
48 | -0.067645 | -0.5196 | 0.302646 |