Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.314217 | 2.4135 | 0.009461 |
2 | 0.087753 | 0.674 | 0.251458 |
3 | -0.147617 | -1.1339 | 0.130718 |
4 | -0.213075 | -1.6367 | 0.053513 |
5 | -0.222165 | -1.7065 | 0.046588 |
6 | -0.221631 | -1.7024 | 0.046974 |
7 | -0.310415 | -2.3843 | 0.010172 |
8 | -0.135364 | -1.0398 | 0.151348 |
9 | -0.158591 | -1.2182 | 0.114006 |
10 | 0.045662 | 0.3507 | 0.363519 |
11 | 0.382096 | 2.9349 | 0.002374 |
12 | 0.504179 | 3.8727 | 0.000136 |
13 | 0.438471 | 3.368 | 0.000669 |
14 | 0.022942 | 0.1762 | 0.430363 |
15 | -0.064879 | -0.4983 | 0.310047 |
16 | -0.159509 | -1.2252 | 0.112682 |
17 | -0.236888 | -1.8196 | 0.03695 |
18 | -0.287935 | -2.2117 | 0.015438 |
19 | -0.166457 | -1.2786 | 0.103026 |
20 | -0.112813 | -0.8665 | 0.194854 |
21 | -0.112292 | -0.8625 | 0.195944 |
22 | -0.047814 | -0.3673 | 0.357367 |
23 | 0.150473 | 1.1558 | 0.126211 |
24 | 0.372548 | 2.8616 | 0.002912 |
25 | 0.286318 | 2.1993 | 0.015896 |
26 | 0.088752 | 0.6817 | 0.249044 |
27 | -0.060137 | -0.4619 | 0.322918 |
28 | -0.119498 | -0.9179 | 0.18121 |
29 | -0.195722 | -1.5034 | 0.069039 |
30 | -0.108942 | -0.8368 | 0.203041 |
31 | -0.151212 | -1.1615 | 0.125061 |
32 | -0.069835 | -0.5364 | 0.296844 |
33 | -0.083523 | -0.6416 | 0.261825 |
34 | 0.002728 | 0.021 | 0.491675 |
35 | 0.056455 | 0.4336 | 0.333065 |
36 | 0.221744 | 1.7032 | 0.046892 |
37 | 0.121921 | 0.9365 | 0.176418 |
38 | 0.043863 | 0.3369 | 0.368688 |
39 | -0.01839 | -0.1413 | 0.444076 |
40 | -0.03696 | -0.2839 | 0.388742 |
41 | -0.115847 | -0.8898 | 0.188584 |
42 | -0.049344 | -0.379 | 0.353017 |
43 | -0.053491 | -0.4109 | 0.341327 |
44 | -0.021344 | -0.1639 | 0.435168 |
45 | -0.002073 | -0.0159 | 0.493675 |
46 | 0.020891 | 0.1605 | 0.436532 |
47 | 0.020583 | 0.1581 | 0.43746 |
48 | 0.047192 | 0.3625 | 0.359141 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.314217 | 2.4135 | 0.009461 |
2 | -0.012182 | -0.0936 | 0.462883 |
3 | -0.190536 | -1.4635 | 0.074314 |
4 | -0.127643 | -0.9804 | 0.165435 |
5 | -0.115565 | -0.8877 | 0.18916 |
6 | -0.152958 | -1.1749 | 0.12238 |
7 | -0.293798 | -2.2567 | 0.013872 |
8 | -0.068091 | -0.523 | 0.301461 |
9 | -0.256444 | -1.9698 | 0.026782 |
10 | -0.075621 | -0.5809 | 0.281776 |
11 | 0.280765 | 2.1566 | 0.017562 |
12 | 0.282493 | 2.1699 | 0.017028 |
13 | 0.25566 | 1.9638 | 0.027138 |
14 | -0.155098 | -1.1913 | 0.119148 |
15 | 0.114127 | 0.8766 | 0.192122 |
16 | 0.0131 | 0.1006 | 0.460095 |
17 | -0.091847 | -0.7055 | 0.241642 |
18 | -0.072671 | -0.5582 | 0.28941 |
19 | 0.116248 | 0.8929 | 0.187765 |
20 | 0.163283 | 1.2542 | 0.107358 |
21 | -0.179959 | -1.3823 | 0.086046 |
22 | -0.107048 | -0.8222 | 0.207123 |
23 | -0.168044 | -1.2908 | 0.100909 |
24 | -0.043473 | -0.3339 | 0.369812 |
25 | -0.114624 | -0.8804 | 0.191095 |
26 | -0.110847 | -0.8514 | 0.198986 |
27 | 0.009296 | 0.0714 | 0.471657 |
28 | -0.089055 | -0.684 | 0.248313 |
29 | 0.006161 | 0.0473 | 0.481207 |
30 | 0.112798 | 0.8664 | 0.194885 |
31 | -0.071838 | -0.5518 | 0.291587 |
32 | -0.075024 | -0.5763 | 0.283313 |
33 | 0.068599 | 0.5269 | 0.300112 |
34 | 0.277847 | 2.1342 | 0.018497 |
35 | -0.128441 | -0.9866 | 0.16394 |
36 | 0.005009 | 0.0385 | 0.484719 |
37 | -0.017029 | -0.1308 | 0.448188 |
38 | -0.034185 | -0.2626 | 0.396894 |
39 | -0.049988 | -0.384 | 0.351191 |
40 | -0.03979 | -0.3056 | 0.38048 |
41 | 0.004893 | 0.0376 | 0.485072 |
42 | 0.002325 | 0.0179 | 0.492907 |
43 | 0.015096 | 0.116 | 0.454042 |
44 | -0.027114 | -0.2083 | 0.41787 |
45 | -0.062045 | -0.4766 | 0.317713 |
46 | 0.031715 | 0.2436 | 0.404189 |
47 | -0.058998 | -0.4532 | 0.326044 |
48 | 0.067256 | 0.5166 | 0.303682 |