Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.247 | 0 |
1 | -0.353209 | -3.6193 | 0.999772 |
2 | -0.012486 | -0.1279 | 0.550781 |
3 | 0.009765 | 0.1001 | 0.460245 |
4 | -0.052063 | -0.5335 | 0.702589 |
5 | 0.045933 | 0.4707 | 0.319425 |
6 | -0.2622 | -2.6867 | 0.995805 |
7 | 0.006912 | 0.0708 | 0.471833 |
8 | -0.003138 | -0.0322 | 0.512795 |
9 | 0.035286 | 0.3616 | 0.3592 |
10 | -0.058591 | -0.6004 | 0.725226 |
11 | -0.247437 | -2.5355 | 0.993648 |
12 | 0.777121 | 7.9631 | 0 |
13 | -0.261647 | -2.6811 | 0.995738 |
14 | -0.003528 | -0.0362 | 0.514385 |
15 | -0.011318 | -0.116 | 0.546053 |
16 | -0.0194 | -0.1988 | 0.578593 |
17 | 0.021225 | 0.2175 | 0.414122 |
18 | -0.225358 | -2.3092 | 0.988556 |
19 | 0.031569 | 0.3235 | 0.373485 |
20 | -0.032385 | -0.3318 | 0.629666 |
21 | 0.052454 | 0.5375 | 0.296031 |
22 | -0.07644 | -0.7833 | 0.782386 |
23 | -0.184663 | -1.8922 | 0.969393 |
24 | 0.649265 | 6.653 | 0 |
25 | -0.211557 | -2.1678 | 0.983784 |
26 | -0.013366 | -0.137 | 0.554336 |
27 | -0.00338 | -0.0346 | 0.513781 |
28 | -0.031713 | -0.325 | 0.627072 |
29 | 0.036253 | 0.3715 | 0.355511 |
30 | -0.196933 | -2.018 | 0.976927 |
31 | 0.017053 | 0.1747 | 0.43081 |
32 | -0.005929 | -0.0608 | 0.524166 |
33 | 0.025878 | 0.2652 | 0.395699 |
34 | -0.05389 | -0.5522 | 0.709011 |
35 | -0.158764 | -1.6269 | 0.946617 |
36 | 0.530023 | 5.4311 | 0 |
37 | -0.149671 | -1.5337 | 0.935941 |
38 | -0.033228 | -0.3405 | 0.632913 |
39 | 0.013199 | 0.1353 | 0.446336 |
40 | -0.047482 | -0.4865 | 0.686202 |
41 | 0.03459 | 0.3544 | 0.36186 |
42 | -0.155033 | -1.5886 | 0.942423 |
43 | -0.006498 | -0.0666 | 0.526482 |
44 | 0.028507 | 0.2921 | 0.385388 |
45 | 0.008618 | 0.0883 | 0.464898 |
46 | -0.047076 | -0.4824 | 0.684732 |
47 | -0.152602 | -1.5637 | 0.939553 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.353209 | -3.6193 | 0.999772 |
1 | -0.156805 | -1.6068 | 0.944446 |
2 | -0.059413 | -0.6088 | 0.728014 |
3 | -0.083728 | -0.858 | 0.803566 |
4 | -0.005824 | -0.0597 | 0.523737 |
5 | -0.302111 | -3.0957 | 0.998741 |
6 | -0.270648 | -2.7733 | 0.996716 |
7 | -0.236537 | -2.4238 | 0.991465 |
8 | -0.155915 | -1.5977 | 0.943437 |
9 | -0.264406 | -2.7094 | 0.996063 |
10 | -0.735842 | -7.5401 | 1 |
11 | 0.261473 | 2.6793 | 0.004283 |
12 | 0.117598 | 1.205 | 0.115452 |
13 | -0.053141 | -0.5445 | 0.706387 |
14 | -0.122966 | -1.26 | 0.894774 |
15 | 0.045422 | 0.4654 | 0.32129 |
16 | -0.098173 | -1.006 | 0.841629 |
17 | -0.086138 | -0.8827 | 0.81028 |
18 | 0.144897 | 1.4848 | 0.070302 |
19 | -0.014908 | -0.1528 | 0.560562 |
20 | -0.135524 | -1.3887 | 0.91607 |
21 | -0.044703 | -0.4581 | 0.676075 |
22 | -0.037086 | -0.38 | 0.64765 |
23 | 0.02427 | 0.2487 | 0.402043 |
24 | 0.047718 | 0.489 | 0.312943 |
25 | -0.009764 | -0.1001 | 0.539754 |
26 | -0.025705 | -0.2634 | 0.603619 |
27 | -0.088825 | -0.9102 | 0.817596 |
28 | 0.028458 | 0.2916 | 0.385582 |
29 | 0.056851 | 0.5825 | 0.280723 |
30 | -0.03619 | -0.3708 | 0.644245 |
31 | 0.034286 | 0.3513 | 0.363022 |
32 | -0.034409 | -0.3526 | 0.637448 |
33 | 0.043499 | 0.4457 | 0.328353 |
34 | -0.006062 | -0.0621 | 0.524706 |
35 | -0.001376 | -0.0141 | 0.50561 |
36 | 0.021036 | 0.2156 | 0.414876 |
37 | -0.031667 | -0.3245 | 0.626894 |
38 | 0.013617 | 0.1395 | 0.44465 |
39 | -0.022998 | -0.2357 | 0.59292 |
40 | -0.05009 | -0.5133 | 0.69558 |
41 | -0.02158 | -0.2211 | 0.58729 |
42 | -0.078794 | -0.8074 | 0.78937 |
43 | -0.003139 | -0.0322 | 0.512798 |
44 | -0.005803 | -0.0595 | 0.523653 |
45 | -0.041767 | -0.428 | 0.665229 |
46 | -0.150969 | -1.547 | 0.93756 |
47 | -0.032779 | -0.3359 | 0.631185 |