Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.2111 | 0 |
1 | -0.387784 | -2.7964 | 0.996387 |
2 | 0.021752 | 0.1569 | 0.437982 |
3 | 0.0125 | 0.0901 | 0.464262 |
4 | -0.145086 | -1.0462 | 0.849852 |
5 | -0.106509 | -0.768 | 0.777033 |
6 | 0.001078 | 0.0078 | 0.496914 |
7 | 0.012493 | 0.0901 | 0.464281 |
8 | 0.070675 | 0.5096 | 0.306229 |
9 | 0.069467 | 0.5009 | 0.309267 |
10 | -0.00291 | -0.021 | 0.50833 |
11 | -0.011452 | -0.0826 | 0.532749 |
12 | -0.000111 | -8e-04 | 0.500317 |
13 | -0.04249 | -0.3064 | 0.619739 |
14 | -0.000718 | -0.0052 | 0.502056 |
15 | -0.033155 | -0.2391 | 0.594011 |
16 | 0.002213 | 0.016 | 0.493663 |
17 | 0.090594 | 0.6533 | 0.258227 |
18 | -0.048979 | -0.3532 | 0.637314 |
19 | -0.064348 | -0.464 | 0.677715 |
20 | 0.072891 | 0.5256 | 0.300693 |
21 | 0.038315 | 0.2763 | 0.391709 |
22 | -0.01129 | -0.0814 | 0.532286 |
23 | -0.019234 | -0.1387 | 0.554889 |
24 | -0.019646 | -0.1417 | 0.556057 |
25 | -0.027853 | -0.2008 | 0.5792 |
26 | 0.010492 | 0.0757 | 0.469991 |
27 | 0.018128 | 0.1307 | 0.44825 |
28 | 0.016036 | 0.1156 | 0.454191 |
29 | 0.011722 | 0.0845 | 0.466481 |
30 | -0.006597 | -0.0476 | 0.51888 |
31 | -0.032362 | -0.2334 | 0.591802 |
32 | -0.02131 | -0.1537 | 0.560768 |
33 | 0.017288 | 0.1247 | 0.450634 |
34 | 0.021554 | 0.1554 | 0.438543 |
35 | -0.00311 | -0.0224 | 0.508902 |
36 | 0.00216 | 0.0156 | 0.493817 |
37 | 0.014675 | 0.1058 | 0.458064 |
38 | -0.003238 | -0.0233 | 0.509269 |
39 | -0.017208 | -0.1241 | 0.549137 |
40 | -0.012845 | -0.0926 | 0.536721 |
41 | -0.003685 | -0.0266 | 0.510548 |
42 | 0.008164 | 0.0589 | 0.476641 |
43 | 0.013343 | 0.0962 | 0.461858 |
44 | 0.009146 | 0.066 | 0.473835 |
45 | -0.002035 | -0.0147 | 0.505826 |
46 | -0.006934 | -0.05 | 0.519844 |
47 | -0.002875 | -0.0207 | 0.508232 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.387784 | -2.7964 | 0.996387 |
1 | -0.15139 | -1.0917 | 0.859998 |
2 | -0.043961 | -0.317 | 0.623747 |
3 | -0.184358 | -1.3294 | 0.905244 |
4 | -0.299375 | -2.1588 | 0.98225 |
5 | -0.268413 | -1.9356 | 0.970816 |
6 | -0.216022 | -1.5578 | 0.937321 |
7 | -0.135613 | -0.9779 | 0.833679 |
8 | -0.077902 | -0.5618 | 0.711653 |
9 | -0.109083 | -0.7866 | 0.782459 |
10 | -0.139464 | -1.0057 | 0.840389 |
11 | -0.100656 | -0.7258 | 0.764404 |
12 | -0.082853 | -0.5975 | 0.723604 |
13 | -0.047835 | -0.3449 | 0.634235 |
14 | -0.093856 | -0.6768 | 0.749235 |
15 | -0.123401 | -0.8899 | 0.811179 |
16 | 0.000233 | 0.0017 | 0.499332 |
17 | -0.029285 | -0.2112 | 0.583214 |
18 | -0.1751 | -1.2627 | 0.893829 |
19 | -0.137545 | -0.9919 | 0.837069 |
20 | -0.003136 | -0.0226 | 0.508977 |
21 | 0.055028 | 0.3968 | 0.346565 |
22 | -0.007696 | -0.0555 | 0.522023 |
23 | -0.070754 | -0.5102 | 0.693969 |
24 | -0.084497 | -0.6093 | 0.727516 |
25 | -0.019522 | -0.1408 | 0.555704 |
26 | 0.056813 | 0.4097 | 0.341861 |
27 | 0.068218 | 0.4919 | 0.31242 |
28 | 0.023757 | 0.1713 | 0.432322 |
29 | -0.00371 | -0.0268 | 0.510621 |
30 | -0.014023 | -0.1011 | 0.540079 |
31 | -0.01516 | -0.1093 | 0.543315 |
32 | 0.005121 | 0.0369 | 0.485342 |
33 | 0.018194 | 0.1312 | 0.448062 |
34 | 0.011126 | 0.0802 | 0.46818 |
35 | -0.002181 | -0.0157 | 0.506245 |
36 | -0.021454 | -0.1547 | 0.561174 |
37 | -0.032649 | -0.2354 | 0.592603 |
38 | -0.012639 | -0.0911 | 0.536133 |
39 | 0.00856 | 0.0617 | 0.47551 |
40 | -0.007452 | -0.0537 | 0.521323 |
41 | -0.040536 | -0.2923 | 0.614394 |
42 | -0.054075 | -0.3899 | 0.650914 |
43 | -0.037171 | -0.268 | 0.605138 |
44 | -0.015568 | -0.1123 | 0.544477 |
45 | -0.015564 | -0.1122 | 0.544464 |
46 | -0.027292 | -0.1968 | 0.577626 |
47 | -0.034907 | -0.2517 | 0.598874 |