Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.023577 | 0.1811 | 0.428456 |
2 | 0.06501 | 0.4994 | 0.309694 |
3 | -0.269399 | -2.0693 | 0.978546 |
4 | 0.062642 | 0.4812 | 0.316091 |
5 | -0.008933 | -0.0686 | 0.527237 |
6 | 0.094532 | 0.7261 | 0.235321 |
7 | -0.191436 | -1.4704 | 0.926623 |
8 | -0.059964 | -0.4606 | 0.676607 |
9 | -0.036192 | -0.278 | 0.609008 |
10 | 0.042372 | 0.3255 | 0.372989 |
11 | 0.041088 | 0.3156 | 0.37671 |
12 | 0.038834 | 0.2983 | 0.383265 |
13 | 0.132077 | 1.0145 | 0.157242 |
14 | -0.018081 | -0.1389 | 0.554994 |
15 | -0.144768 | -1.112 | 0.864671 |
16 | -0.040418 | -0.3105 | 0.621346 |
17 | -0.114373 | -0.8785 | 0.808386 |
18 | -0.040104 | -0.308 | 0.620432 |
19 | -0.033899 | -0.2604 | 0.602263 |
20 | 0.02977 | 0.2287 | 0.409958 |
21 | -0.08657 | -0.665 | 0.745666 |
22 | 0.033584 | 0.258 | 0.398666 |
23 | -0.014426 | -0.1108 | 0.543928 |
24 | 0.15144 | 1.1632 | 0.124709 |
25 | 0.009291 | 0.0714 | 0.471676 |
26 | 0.000354 | 0.0027 | 0.498918 |
27 | -0.021208 | -0.1629 | 0.564423 |
28 | -0.045763 | -0.3515 | 0.63677 |
29 | 0.01359 | 0.1044 | 0.45861 |
30 | -0.033103 | -0.2543 | 0.599913 |
31 | -0.150536 | -1.1563 | 0.873888 |
32 | -0.067321 | -0.5171 | 0.69649 |
33 | -0.039564 | -0.3039 | 0.618861 |
34 | 0.017012 | 0.1307 | 0.448241 |
35 | -0.051557 | -0.396 | 0.65324 |
36 | 0.181121 | 1.3912 | 0.084692 |
37 | -0.018722 | -0.1438 | 0.55693 |
38 | 0.060155 | 0.4621 | 0.322868 |
39 | -0.099957 | -0.7678 | 0.777161 |
40 | 0.076181 | 0.5852 | 0.280337 |
41 | -0.025942 | -0.1993 | 0.578629 |
42 | 0.066856 | 0.5135 | 0.30475 |
43 | -0.151368 | -1.1627 | 0.875179 |
44 | -0.033932 | -0.2606 | 0.602359 |
45 | 0.04725 | 0.3629 | 0.358974 |
46 | 0.153855 | 1.1818 | 0.121017 |
47 | 0.050537 | 0.3882 | 0.349638 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.023577 | 0.1811 | 0.428456 |
1 | 0.06449 | 0.4954 | 0.311094 |
2 | -0.273643 | -2.1019 | 0.980079 |
3 | 0.081676 | 0.6274 | 0.266419 |
4 | 0.022635 | 0.1739 | 0.431285 |
5 | 0.010808 | 0.083 | 0.46706 |
6 | -0.174494 | -1.3403 | 0.907359 |
7 | -0.053569 | -0.4115 | 0.658892 |
8 | 0.027276 | 0.2095 | 0.417385 |
9 | -0.055937 | -0.4297 | 0.665496 |
10 | 0.031563 | 0.2424 | 0.40464 |
11 | 0.043174 | 0.3316 | 0.370674 |
12 | 0.163106 | 1.2528 | 0.107603 |
13 | -0.054152 | -0.416 | 0.660522 |
14 | -0.197332 | -1.5157 | 0.932537 |
15 | 0.060678 | 0.4661 | 0.321438 |
16 | -0.14311 | -1.0992 | 0.861937 |
17 | -0.127359 | -0.9783 | 0.83403 |
18 | -0.000445 | -0.0034 | 0.501359 |
19 | 0.071265 | 0.5474 | 0.293087 |
20 | -0.104736 | -0.8045 | 0.787828 |
21 | -0.054178 | -0.4162 | 0.660595 |
22 | 0.038595 | 0.2965 | 0.383961 |
23 | 0.083569 | 0.6419 | 0.261709 |
24 | -0.064337 | -0.4942 | 0.688495 |
25 | -0.078528 | -0.6032 | 0.725651 |
26 | 0.134744 | 1.035 | 0.152449 |
27 | -0.031872 | -0.2448 | 0.596273 |
28 | -0.073418 | -0.5639 | 0.712532 |
29 | -0.009616 | -0.0739 | 0.529314 |
30 | -0.110903 | -0.8519 | 0.801133 |
31 | -0.103208 | -0.7928 | 0.784452 |
32 | -0.139762 | -1.0735 | 0.856298 |
33 | 0.008088 | 0.0621 | 0.475336 |
34 | -0.112188 | -0.8617 | 0.803837 |
35 | 0.150879 | 1.1589 | 0.125579 |
36 | -0.051416 | -0.3949 | 0.652842 |
37 | -0.055806 | -0.4287 | 0.665131 |
38 | 0.002782 | 0.0214 | 0.491511 |
39 | -0.008962 | -0.0688 | 0.527324 |
40 | 0.021039 | 0.1616 | 0.436087 |
41 | -0.029074 | -0.2233 | 0.587972 |
42 | -0.09001 | -0.6914 | 0.75398 |
43 | 0.024127 | 0.1853 | 0.426806 |
44 | 0.11841 | 0.9095 | 0.183387 |
45 | 0.003197 | 0.0246 | 0.490246 |
46 | -0.019108 | -0.1468 | 0.558092 |
47 | 0.066332 | 0.5095 | 0.30615 |