Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.345489 | 2.6537 | 0.005107 |
2 | 0.0964 | 0.7405 | 0.230977 |
3 | -0.109861 | -0.8439 | 0.201078 |
4 | -0.197421 | -1.5164 | 0.067377 |
5 | -0.078114 | -0.6 | 0.2754 |
6 | 0.043256 | 0.3323 | 0.370436 |
7 | -0.197797 | -1.5193 | 0.067013 |
8 | -0.069625 | -0.5348 | 0.2974 |
9 | 0.008202 | 0.063 | 0.474988 |
10 | 0.173766 | 1.3347 | 0.093547 |
11 | 0.030006 | 0.2305 | 0.409259 |
12 | 0.020319 | 0.1561 | 0.438254 |
13 | -0.006322 | -0.0486 | 0.480718 |
14 | -0.039209 | -0.3012 | 0.382172 |
15 | 0.153052 | 1.1756 | 0.122235 |
16 | -0.000438 | -0.0034 | 0.498663 |
17 | -0.145817 | -1.12 | 0.133618 |
18 | -0.141064 | -1.0835 | 0.14149 |
19 | -0.216293 | -1.6614 | 0.050972 |
20 | -0.121693 | -0.9347 | 0.176867 |
21 | -0.035198 | -0.2704 | 0.393912 |
22 | -0.063089 | -0.4846 | 0.314879 |
23 | -0.010411 | -0.08 | 0.468267 |
24 | -0.075697 | -0.5814 | 0.281579 |
25 | -0.069432 | -0.5333 | 0.29791 |
26 | -0.05661 | -0.4348 | 0.332635 |
27 | -0.031127 | -0.2391 | 0.405931 |
28 | 0.067642 | 0.5196 | 0.302654 |
29 | 0.079726 | 0.6124 | 0.271319 |
30 | 0.088113 | 0.6768 | 0.250585 |
31 | -0.021511 | -0.1652 | 0.434664 |
32 | -0.038463 | -0.2954 | 0.384348 |
33 | 0.026212 | 0.2013 | 0.420563 |
34 | 0.0274 | 0.2105 | 0.417015 |
35 | 0.045007 | 0.3457 | 0.365396 |
36 | 0.028174 | 0.2164 | 0.414709 |
37 | -0.03487 | -0.2678 | 0.394878 |
38 | 0.007479 | 0.0574 | 0.477191 |
39 | 0.020165 | 0.1549 | 0.438719 |
40 | 0.008099 | 0.0622 | 0.475303 |
41 | 0.004973 | 0.0382 | 0.484828 |
42 | 0.013518 | 0.1038 | 0.458826 |
43 | 0.035511 | 0.2728 | 0.392994 |
44 | 0.02433 | 0.1869 | 0.426197 |
45 | 0.031604 | 0.2428 | 0.404519 |
46 | -0.01998 | -0.1535 | 0.439275 |
47 | -0.032223 | -0.2475 | 0.402688 |
48 | -0.008718 | -0.067 | 0.473417 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.345489 | 2.6537 | 0.005107 |
2 | -0.026074 | -0.2003 | 0.420975 |
3 | -0.153432 | -1.1785 | 0.121657 |
4 | -0.12642 | -0.9711 | 0.167744 |
5 | 0.053161 | 0.4083 | 0.342253 |
6 | 0.071668 | 0.5505 | 0.292031 |
7 | -0.324812 | -2.4949 | 0.007708 |
8 | 0.067948 | 0.5219 | 0.301842 |
9 | 0.103674 | 0.7963 | 0.214516 |
10 | 0.157041 | 1.2063 | 0.116267 |
11 | -0.260555 | -2.0014 | 0.02498 |
12 | 0.041014 | 0.315 | 0.376923 |
13 | 0.192485 | 1.4785 | 0.072296 |
14 | -0.120731 | -0.9273 | 0.178762 |
15 | 0.139774 | 1.0736 | 0.143681 |
16 | -0.190897 | -1.4663 | 0.073938 |
17 | 0.051015 | 0.3919 | 0.34829 |
18 | -0.142085 | -1.0914 | 0.139772 |
19 | -0.150867 | -1.1588 | 0.125597 |
20 | 0.006028 | 0.0463 | 0.481612 |
21 | -0.112832 | -0.8667 | 0.194815 |
22 | 0.066855 | 0.5135 | 0.304751 |
23 | -0.185196 | -1.4225 | 0.080071 |
24 | -0.083211 | -0.6392 | 0.262597 |
25 | -0.153527 | -1.1793 | 0.121513 |
26 | 0.004828 | 0.0371 | 0.485273 |
27 | 0.003231 | 0.0248 | 0.490142 |
28 | -0.051226 | -0.3935 | 0.347694 |
29 | 0.148654 | 1.1418 | 0.129069 |
30 | -0.084981 | -0.6528 | 0.258226 |
31 | -0.062989 | -0.4838 | 0.315151 |
32 | 0.008939 | 0.0687 | 0.472747 |
33 | 0.124967 | 0.9599 | 0.170515 |
34 | 0.068435 | 0.5257 | 0.300548 |
35 | -0.091207 | -0.7006 | 0.243162 |
36 | 0.052095 | 0.4001 | 0.345246 |
37 | -0.007563 | -0.0581 | 0.476937 |
38 | -0.085294 | -0.6552 | 0.257456 |
39 | -0.038516 | -0.2958 | 0.384193 |
40 | -0.002851 | -0.0219 | 0.491303 |
41 | 0.043552 | 0.3345 | 0.369584 |
42 | -0.100895 | -0.775 | 0.22072 |
43 | -0.093523 | -0.7184 | 0.237684 |
44 | -0.067562 | -0.519 | 0.302866 |
45 | -0.039627 | -0.3044 | 0.380955 |
46 | 0.020123 | 0.1546 | 0.438846 |
47 | -0.062839 | -0.4827 | 0.315555 |
48 | -0.003984 | -0.0306 | 0.487846 |