Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.282113 | 2.2392 | 0.014341 |
2 | 0.15958 | 1.2666 | 0.104976 |
3 | -0.221837 | -1.7608 | 0.041564 |
4 | -0.366067 | -2.9056 | 0.002526 |
5 | -0.047579 | -0.3776 | 0.353483 |
6 | -0.142955 | -1.1347 | 0.130407 |
7 | 0.00813 | 0.0645 | 0.474375 |
8 | -0.296332 | -2.3521 | 0.010904 |
9 | -0.167722 | -1.3313 | 0.093951 |
10 | 0.116369 | 0.9237 | 0.179596 |
11 | 0.149638 | 1.1877 | 0.119702 |
12 | 0.561742 | 4.4587 | 1.7e-05 |
13 | 0.191536 | 1.5203 | 0.066723 |
14 | 0.042965 | 0.341 | 0.36711 |
15 | -0.134932 | -1.071 | 0.144129 |
16 | -0.251525 | -1.9964 | 0.025107 |
17 | 0.001562 | 0.0124 | 0.495072 |
18 | -0.165128 | -1.3107 | 0.097364 |
19 | -0.02723 | -0.2161 | 0.414793 |
20 | -0.23509 | -1.866 | 0.033351 |
21 | -0.13715 | -1.0886 | 0.14024 |
22 | 0.075579 | 0.5999 | 0.275365 |
23 | 0.153209 | 1.2161 | 0.114249 |
24 | 0.305392 | 2.424 | 0.009117 |
25 | 0.117157 | 0.9299 | 0.177985 |
26 | 0.009622 | 0.0764 | 0.469681 |
27 | -0.076609 | -0.6081 | 0.272666 |
28 | -0.149836 | -1.1893 | 0.119395 |
29 | 0.000519 | 0.0041 | 0.498363 |
30 | -0.102373 | -0.8126 | 0.209764 |
31 | -0.019072 | -0.1514 | 0.440081 |
32 | -0.108558 | -0.8617 | 0.196073 |
33 | -0.055987 | -0.4444 | 0.329145 |
34 | 0.016103 | 0.1278 | 0.449351 |
35 | 0.047091 | 0.3738 | 0.354913 |
36 | 0.147661 | 1.172 | 0.1228 |
37 | 0.062694 | 0.4976 | 0.310243 |
38 | 0.050827 | 0.4034 | 0.344 |
39 | -0.0291 | -0.231 | 0.409041 |
40 | -0.067147 | -0.533 | 0.297967 |
41 | -0.066857 | -0.5307 | 0.29876 |
42 | -0.093336 | -0.7408 | 0.230774 |
43 | -0.045244 | -0.3591 | 0.360355 |
44 | -0.050868 | -0.4037 | 0.343882 |
45 | 0.027861 | 0.2211 | 0.412849 |
46 | 0.062933 | 0.4995 | 0.309578 |
47 | 0.036207 | 0.2874 | 0.387381 |
48 | 0.062602 | 0.4969 | 0.310499 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.282113 | 2.2392 | 0.014341 |
2 | 0.086909 | 0.6898 | 0.24642 |
3 | -0.314696 | -2.4978 | 0.00756 |
4 | -0.292688 | -2.3231 | 0.011707 |
5 | 0.253375 | 2.0111 | 0.024299 |
6 | -0.155929 | -1.2376 | 0.11022 |
7 | -0.18621 | -1.478 | 0.072195 |
8 | -0.401408 | -3.1861 | 0.001122 |
9 | 0.04451 | 0.3533 | 0.362526 |
10 | 0.370813 | 2.9432 | 0.002271 |
11 | -0.098786 | -0.7841 | 0.217964 |
12 | 0.178792 | 1.4191 | 0.080396 |
13 | 0.075351 | 0.5981 | 0.275964 |
14 | -0.051735 | -0.4106 | 0.341366 |
15 | 0.013677 | 0.1086 | 0.456948 |
16 | -0.013233 | -0.105 | 0.458341 |
17 | 0.072676 | 0.5768 | 0.283048 |
18 | -0.121609 | -0.9652 | 0.169057 |
19 | -0.09936 | -0.7886 | 0.216639 |
20 | 0.001138 | 0.009 | 0.49641 |
21 | 0.091635 | 0.7273 | 0.234859 |
22 | -0.139922 | -1.1106 | 0.135482 |
23 | 0.037276 | 0.2959 | 0.384153 |
24 | -0.080685 | -0.6404 | 0.262112 |
25 | 0.028242 | 0.2242 | 0.411678 |
26 | -0.001848 | -0.0147 | 0.494171 |
27 | -0.021245 | -0.1686 | 0.433314 |
28 | -0.058674 | -0.4657 | 0.321515 |
29 | -0.008725 | -0.0693 | 0.472503 |
30 | 0.037018 | 0.2938 | 0.38493 |
31 | 0.100697 | 0.7993 | 0.213572 |
32 | -0.050921 | -0.4042 | 0.343727 |
33 | -0.018395 | -0.146 | 0.44219 |
34 | -0.066539 | -0.5281 | 0.299629 |
35 | -0.033786 | -0.2682 | 0.394724 |
36 | 0.021524 | 0.1708 | 0.432449 |
37 | 0.038715 | 0.3073 | 0.379818 |
38 | -0.040256 | -0.3195 | 0.375193 |
39 | -0.059313 | -0.4708 | 0.319711 |
40 | -0.01045 | -0.0829 | 0.467079 |
41 | -0.013379 | -0.1062 | 0.457883 |
42 | -0.060075 | -0.4768 | 0.317567 |
43 | -0.053169 | -0.422 | 0.337225 |
44 | 0.007086 | 0.0562 | 0.477663 |
45 | 0.082252 | 0.6529 | 0.258113 |
46 | 0.017531 | 0.1391 | 0.444889 |
47 | -0.053428 | -0.4241 | 0.336479 |
48 | -0.044073 | -0.3498 | 0.363819 |