k | CFA | |||||||
|
| Residuals ( ) | ||||||
AR(1) | MA(1) | |||||||
|
|
|
|
|
|
|
| |
1 | 0.94 | 0.94 | −0.25 | −0.25 | −0.03 | −0.03 | −0.01 | −0.01 |
2 | 0.90 | 0.13 | −0.05 | −0.11 | −0.09 | −0.09 | −0.03 | −0.03 |
3 | 0.86 | 0.03 | 0.08 | 0.04 | 0.07 | 0.06 | 0.06 | 0.06 |
4 | 0.82 | −0.05 | −0.04 | −0.01 | −0.03 | −0.04 | −0.03 | −0.03 |
5 | 0.78 | −0.01 | −0.02 | −0.03 | −0.02 | −0.01 | −0.02 | −0.02 |
6 | 0.74 | 0.01 | 0.04 | 0.02 | 0.02 | 0.01 | 0.02 | 0.01 |
7 | 0.71 | 0.04 | −0.07 | −0.06 | −0.07 | −0.07 | −0.07 | −0.07 |
8 | 0.68 | 0.07 | 0.01 | −0.02 | −0.01 | −0.01 | −0.01 | −0.01 |
9 | 0.66 | 0.00 | 0.00 | −0.01 | 0.00 | −0.02 | −0.01 | −0.02 |
10 | 0.63 | −0.02 | −0.03 | −0.03 | −0.04 | −0.04 | −0.05 | −0.05 |
11 | 0.61 | −0.02 | −0.03 | −0.05 | −0.07 | −0.08 | −0.08 | −0.09 |
12 | 0.59 | 0.00 | −0.12 | −0.16 | −0.15 | −0.17 | −0.16 | −0.18 |
13 | 0.57 | 0.06 | −0.02 | −0.10 | −0.07 | −0.10 | −0.09 | −0.10 |
14 | 0.55 | 0.04 | −0.08 | −0.16 | −0.10 | −0.15 | −0.12 | −0.15 |
15 | 0.54 | 0.06 | −0.02 | −0.10 | −0.04 | −0.08 | −0.05 | −0.07 |
16 | 0.54 | 0.02 | 0.00 | −0.07 | 0.00 | −0.06 | −0.01 | −0.05 |
17 | 0.53 | −0.01 | 0.01 | −0.03 | −0.01 | −0.04 | 0.00 | −0.03 |
18 | 0.52 | −0.02 | −0.08 | −0.12 | −0.05 | −0.10 | −0.04 | −0.08 |
19 | 0.51 | 0.06 | 0.14 | 0.06 | 0.16 | 0.11 | 0.16 | 0.11 |
20 | 0.49 | −0.06 | 0.08 | 0.12 | 0.10 | 0.09 | 0.11 | 0.10 |
21 | 0.47 | −0.09 | −0.08 | −0.02 | −0.04 | −0.02 | −0.03 | −0.03 |
22 | 0.45 | −0.01 | 0.13 | 0.10 | 0.11 | 0.10 | 0.12 | 0.08 |
23 | 0.42 | −0.08 | −0.06 | −0.04 | −0.04 | −0.08 | −0.04 | −0.09 |
24 | 0.39 | −0.01 | −0.02 | −0.06 | −0.04 | −0.07 | −0.04 | −0.08 |
25 | 0.36 | −0.03 | −0.01 | −0.13 | −0.03 | −0.14 | −0.02 | −0.13 |
26 | 0.35 | 0.09 | −0.03 | −0.13 | 0.00 | −0.08 | 0.01 | −0.07 |
27 | 0.34 | 0.10 | 0.13 | 0.06 | 0.15 | 0.11 | 0.15 | 0.11 |
28 | 0.31 | −0.22 | 0.07 | 0.09 | 0.09 | 0.06 | 0.09 | 0.06 |
29 | 0.28 | −0.01 | −0.11 | −0.04 | −0.09 | −0.06 | −0.08 | −0.06 |
30 | 0.26 | 0.01 | 0.06 | 0.01 | 0.04 | 0.03 | 0.04 | 0.03 |
31 | 0.24 | 0.00 | 0.01 | 0.05 | 0.01 | 0.05 | 0.00 | 0.05 |
32 | 0.22 | −0.04 | −0.06 | 0.01 | −0.07 | 0.00 | −0.07 | 0.00 |
33 | 0.20 | 0.02 | −0.01 | 0.00 | −0.04 | 0.00 | −0.04 | 0.00 |
34 | 0.18 | 0.02 | −0.04 | 0.00 | −0.04 | 0.00 | −0.05 | 0.00 |
35 | 0.18 | 0.03 | 0.01 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 |
36 | 0.18 | 0.06 |