Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.378596 | 3.1901 | 0.001059 |
2 | 0.058125 | 0.4898 | 0.312903 |
3 | -0.131086 | -1.1046 | 0.136541 |
4 | -0.121109 | -1.0205 | 0.155481 |
5 | -0.050505 | -0.4256 | 0.335856 |
6 | 0.017274 | 0.1456 | 0.442342 |
7 | -0.027692 | -0.2333 | 0.408085 |
8 | -0.051815 | -0.4366 | 0.331862 |
9 | -0.107386 | -0.9049 | 0.184302 |
10 | -0.127922 | -1.0779 | 0.142366 |
11 | -0.059323 | -0.4999 | 0.309358 |
12 | 0.027082 | 0.2282 | 0.410075 |
13 | 0.14576 | 1.2282 | 0.111715 |
14 | 0.030796 | 0.2595 | 0.398002 |
15 | -0.065521 | -0.5521 | 0.29131 |
16 | -0.07581 | -0.6388 | 0.262509 |
17 | -0.064208 | -0.541 | 0.295092 |
18 | -0.050235 | -0.4233 | 0.336683 |
19 | -0.00797 | -0.0672 | 0.473321 |
20 | 0.000755 | 0.0064 | 0.497472 |
21 | -0.067324 | -0.5673 | 0.286155 |
22 | -0.068736 | -0.5792 | 0.282152 |
23 | -0.013755 | -0.1159 | 0.454028 |
24 | 0.087063 | 0.7336 | 0.232802 |
25 | 0.120188 | 1.0127 | 0.157317 |
26 | -0.008555 | -0.0721 | 0.471367 |
27 | -0.033168 | -0.2795 | 0.390346 |
28 | -0.04892 | -0.4122 | 0.340714 |
29 | -0.059402 | -0.5005 | 0.309126 |
30 | -0.040854 | -0.3442 | 0.36584 |
31 | 0.024728 | 0.2084 | 0.417772 |
32 | 0.081566 | 0.6873 | 0.247069 |
33 | 0.161611 | 1.3618 | 0.088789 |
34 | -0.026453 | -0.2229 | 0.412127 |
35 | -0.060668 | -0.5112 | 0.3054 |
36 | 0.004226 | 0.0356 | 0.485846 |
37 | 0.076232 | 0.6423 | 0.26136 |
38 | 0.155193 | 1.3077 | 0.097601 |
39 | -0.007322 | -0.0617 | 0.47549 |
40 | -0.04085 | -0.3442 | 0.365855 |
41 | -0.066183 | -0.5577 | 0.289412 |
42 | -0.074532 | -0.628 | 0.266003 |
43 | -0.060472 | -0.5095 | 0.305975 |
44 | -0.03456 | -0.2912 | 0.385871 |
45 | -0.057442 | -0.484 | 0.314931 |
46 | -0.063235 | -0.5328 | 0.297908 |
47 | -0.052639 | -0.4435 | 0.32936 |
48 | -0.03324 | -0.2801 | 0.390114 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.378596 | 3.1901 | 0.001059 |
2 | -0.099466 | -0.8381 | 0.202388 |
3 | -0.138676 | -1.1685 | 0.123256 |
4 | -0.016137 | -0.136 | 0.446114 |
5 | 0.007452 | 0.0628 | 0.475054 |
6 | 0.01621 | 0.1366 | 0.445872 |
7 | -0.073376 | -0.6183 | 0.269185 |
8 | -0.030397 | -0.2561 | 0.399294 |
9 | -0.080914 | -0.6818 | 0.248795 |
10 | -0.079091 | -0.6664 | 0.253648 |
11 | 0.004357 | 0.0367 | 0.485409 |
12 | 0.025611 | 0.2158 | 0.41488 |
13 | 0.109697 | 0.9243 | 0.179223 |
14 | -0.107108 | -0.9025 | 0.184919 |
15 | -0.058996 | -0.4971 | 0.310323 |
16 | 0.008537 | 0.0719 | 0.471428 |
17 | -0.043406 | -0.3657 | 0.35782 |
18 | -0.055778 | -0.47 | 0.319899 |
19 | -0.013132 | -0.1107 | 0.456103 |
20 | -0.003589 | -0.0302 | 0.487979 |
21 | -0.100815 | -0.8495 | 0.199235 |
22 | -0.017229 | -0.1452 | 0.442491 |
23 | 0.041755 | 0.3518 | 0.363002 |
24 | 0.064102 | 0.5401 | 0.295397 |
25 | 0.016878 | 0.1422 | 0.443657 |
26 | -0.139676 | -1.1769 | 0.121577 |
27 | 0.038132 | 0.3213 | 0.374461 |
28 | -0.009619 | -0.0811 | 0.467815 |
29 | -0.074486 | -0.6276 | 0.266131 |
30 | -0.029253 | -0.2465 | 0.403006 |
31 | 0.049451 | 0.4167 | 0.339085 |
32 | 0.057841 | 0.4874 | 0.313747 |
33 | 0.101373 | 0.8542 | 0.197938 |
34 | -0.12961 | -1.0921 | 0.139237 |
35 | 0.021815 | 0.1838 | 0.427341 |
36 | 0.064448 | 0.543 | 0.294399 |
37 | 0.010895 | 0.0918 | 0.463558 |
38 | 0.089232 | 0.7519 | 0.227304 |
39 | -0.112192 | -0.9453 | 0.173845 |
40 | 0.044749 | 0.3771 | 0.353625 |
41 | -0.014723 | -0.1241 | 0.45081 |
42 | -0.022817 | -0.1923 | 0.424045 |
43 | -0.004621 | -0.0389 | 0.484525 |
44 | -0.061062 | -0.5145 | 0.304245 |
45 | -0.051753 | -0.4361 | 0.332052 |
46 | -0.067882 | -0.572 | 0.284569 |
47 | 0.036541 | 0.3079 | 0.37953 |
48 | -0.018369 | -0.1548 | 0.438717 |