Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.233973 | 2.1058 | 0.019161 |
2 | 0.206888 | 1.862 | 0.033115 |
3 | 0.08198 | 0.7378 | 0.231379 |
4 | -0.222035 | -1.9983 | 0.024519 |
5 | -0.237093 | -2.1338 | 0.017941 |
6 | -0.313158 | -2.8184 | 0.003032 |
7 | -0.281553 | -2.534 | 0.006602 |
8 | -0.203172 | -1.8285 | 0.035574 |
9 | 0.046369 | 0.4173 | 0.338775 |
10 | 0.001091 | 0.0098 | 0.496096 |
11 | 0.073216 | 0.6589 | 0.255901 |
12 | 0.331706 | 2.9854 | 0.001872 |
13 | 0.018845 | 0.1696 | 0.432872 |
14 | 0.20117 | 1.8105 | 0.036961 |
15 | -0.028879 | -0.2599 | 0.397795 |
16 | -0.307811 | -2.7703 | 0.003472 |
17 | -0.183446 | -1.651 | 0.051304 |
18 | -0.265723 | -2.3915 | 0.009549 |
19 | -0.221381 | -1.9924 | 0.024846 |
20 | -0.132067 | -1.1886 | 0.119035 |
21 | 0.135346 | 1.2181 | 0.113359 |
22 | 0.148101 | 1.3329 | 0.09315 |
23 | 0.273811 | 2.4643 | 0.007922 |
24 | 0.324944 | 2.9245 | 0.002237 |
25 | 0.177723 | 1.5995 | 0.056801 |
26 | 0.179402 | 1.6146 | 0.055141 |
27 | 0.007777 | 0.07 | 0.472185 |
28 | -0.165203 | -1.4868 | 0.070472 |
29 | -0.129712 | -1.1674 | 0.123236 |
30 | -0.277366 | -2.4963 | 0.007289 |
31 | -0.188635 | -1.6977 | 0.046701 |
32 | -0.082418 | -0.7418 | 0.230188 |
33 | 0.021329 | 0.192 | 0.424127 |
34 | 0.107574 | 0.9682 | 0.167922 |
35 | 0.167543 | 1.5079 | 0.067736 |
36 | 0.232746 | 2.0947 | 0.019661 |
37 | 0.034443 | 0.31 | 0.378683 |
38 | 0.026703 | 0.2403 | 0.405342 |
39 | -0.13323 | -1.1991 | 0.116999 |
40 | -0.161367 | -1.4523 | 0.07514 |
41 | -0.150804 | -1.3572 | 0.089239 |
42 | -0.181445 | -1.633 | 0.053175 |
43 | -0.054761 | -0.4929 | 0.311725 |
44 | -0.116133 | -1.0452 | 0.14952 |
45 | 0.060908 | 0.5482 | 0.292541 |
46 | 0.148963 | 1.3407 | 0.091888 |
47 | 0.119957 | 1.0796 | 0.141758 |
48 | 0.248258 | 2.2343 | 0.014109 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.233973 | 2.1058 | 0.019161 |
2 | 0.160956 | 1.4486 | 0.075655 |
3 | 0.004024 | 0.0362 | 0.485599 |
4 | -0.295577 | -2.6602 | 0.004706 |
5 | -0.183308 | -1.6498 | 0.051431 |
6 | -0.175297 | -1.5777 | 0.059269 |
7 | -0.111639 | -1.0047 | 0.159005 |
8 | -0.105214 | -0.9469 | 0.173245 |
9 | 0.130721 | 1.1765 | 0.121423 |
10 | -0.088444 | -0.796 | 0.214181 |
11 | -0.10622 | -0.956 | 0.170963 |
12 | 0.207442 | 1.867 | 0.032761 |
13 | -0.157338 | -1.416 | 0.080299 |
14 | 0.088694 | 0.7982 | 0.213531 |
15 | -0.148419 | -1.3358 | 0.092683 |
16 | -0.328917 | -2.9603 | 0.002015 |
17 | -0.105462 | -0.9492 | 0.172681 |
18 | -0.086697 | -0.7803 | 0.218753 |
19 | -0.094325 | -0.8489 | 0.199212 |
20 | -0.13961 | -1.2565 | 0.106275 |
21 | 0.045019 | 0.4052 | 0.34321 |
22 | 0.002799 | 0.0252 | 0.489984 |
23 | -0.029197 | -0.2628 | 0.396695 |
24 | 0.004926 | 0.0443 | 0.482375 |
25 | 0.100531 | 0.9048 | 0.184133 |
26 | -0.115709 | -1.0414 | 0.150399 |
27 | -0.011027 | -0.0992 | 0.460597 |
28 | -0.043205 | -0.3888 | 0.349205 |
29 | -0.004861 | -0.0438 | 0.482605 |
30 | -0.079466 | -0.7152 | 0.238272 |
31 | -0.032919 | -0.2963 | 0.383892 |
32 | 0.007537 | 0.0678 | 0.473043 |
33 | -0.029526 | -0.2657 | 0.395558 |
34 | 0.049579 | 0.4462 | 0.328316 |
35 | -0.07134 | -0.6421 | 0.261323 |
36 | 0.032415 | 0.2917 | 0.385616 |
37 | -0.126644 | -1.1398 | 0.128866 |
38 | -0.079141 | -0.7123 | 0.239172 |
39 | -0.145936 | -1.3134 | 0.096374 |
40 | 0.051138 | 0.4602 | 0.323287 |
41 | -0.008556 | -0.077 | 0.469406 |
42 | -0.004304 | -0.0387 | 0.484598 |
43 | 0.00478 | 0.043 | 0.482895 |
44 | -0.225047 | -2.0254 | 0.023059 |
45 | -0.032867 | -0.2958 | 0.38407 |
46 | -0.054632 | -0.4917 | 0.312136 |
47 | -0.100177 | -0.9016 | 0.184974 |
48 | -0.032703 | -0.2943 | 0.384631 |