Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.6437 | 0 |
1 | 0.051343 | 0.4951 | 0.310838 |
2 | -0.029015 | -0.2798 | 0.60988 |
3 | -0.052013 | -0.5016 | 0.69143 |
4 | 0.061564 | 0.5937 | 0.277075 |
5 | 0.158814 | 1.5316 | 0.064514 |
6 | 0.09071 | 0.8748 | 0.191974 |
7 | 0.063414 | 0.6115 | 0.271167 |
8 | 0.132082 | 1.2738 | 0.102962 |
9 | 0.235898 | 2.2749 | 0.012604 |
10 | -0.062273 | -0.6005 | 0.725196 |
11 | -0.095916 | -0.925 | 0.821316 |
12 | -0.152198 | -1.4677 | 0.927227 |
13 | 0.147657 | 1.424 | 0.078904 |
14 | 0.313261 | 3.021 | 0.001627 |
15 | 0.022442 | 0.2164 | 0.414565 |
16 | 0.039126 | 0.3773 | 0.353398 |
17 | -0.058133 | -0.5606 | 0.711795 |
18 | 0.103753 | 1.0006 | 0.159819 |
19 | 0.027722 | 0.2673 | 0.394898 |
20 | 0.099139 | 0.9561 | 0.170759 |
21 | 0.093277 | 0.8995 | 0.185347 |
22 | 0.084708 | 0.8169 | 0.208037 |
23 | 0.194305 | 1.8738 | 0.032048 |
24 | -0.090054 | -0.8685 | 0.806308 |
25 | -0.160163 | -1.5446 | 0.937075 |
26 | -0.151632 | -1.4623 | 0.926483 |
27 | 0.183286 | 1.7675 | 0.040208 |
28 | -0.011369 | -0.1096 | 0.543535 |
29 | 0.149532 | 1.442 | 0.076326 |
30 | -0.092717 | -0.8941 | 0.813219 |
31 | -0.109027 | -1.0514 | 0.852105 |
32 | 0.054835 | 0.5288 | 0.299099 |
33 | -0.122509 | -1.1814 | 0.879778 |
34 | -0.034333 | -0.3311 | 0.62934 |
35 | -0.00837 | -0.0807 | 0.532078 |
36 | 0.045474 | 0.4385 | 0.331009 |
37 | 0.102037 | 0.984 | 0.163833 |
38 | 0.027969 | 0.2697 | 0.393987 |
39 | -0.156111 | -1.5055 | 0.932205 |
40 | -0.086699 | -0.8361 | 0.797377 |
41 | 0.041151 | 0.3968 | 0.346195 |
42 | -0.025302 | -0.244 | 0.596119 |
43 | 0.078918 | 0.7611 | 0.224275 |
44 | -0.108173 | -1.0432 | 0.850215 |
45 | -0.069403 | -0.6693 | 0.747518 |
46 | -0.06168 | -0.5948 | 0.723295 |
47 | -0.123635 | -1.1923 | 0.88191 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.051343 | 0.4951 | 0.310838 |
1 | -0.031735 | -0.306 | 0.619872 |
2 | -0.049025 | -0.4728 | 0.68126 |
3 | 0.066311 | 0.6395 | 0.262043 |
4 | 0.150676 | 1.4531 | 0.074786 |
5 | 0.07883 | 0.7602 | 0.224526 |
6 | 0.073139 | 0.7053 | 0.241186 |
7 | 0.150225 | 1.4487 | 0.075389 |
8 | 0.239301 | 2.3077 | 0.011616 |
9 | -0.088239 | -0.8509 | 0.801507 |
10 | -0.10339 | -0.9971 | 0.839338 |
11 | -0.195122 | -1.8817 | 0.968497 |
12 | 0.058168 | 0.561 | 0.288089 |
13 | 0.23225 | 2.2397 | 0.013745 |
14 | -0.010697 | -0.1032 | 0.540972 |
15 | 0.087634 | 0.8451 | 0.20011 |
16 | -0.03421 | -0.3299 | 0.628895 |
17 | 0.080666 | 0.7779 | 0.219298 |
18 | 0.019349 | 0.1866 | 0.426192 |
19 | 0.124896 | 1.2045 | 0.115736 |
20 | 0.108239 | 1.0438 | 0.149638 |
21 | -0.077089 | -0.7434 | 0.77045 |
22 | 0.069925 | 0.6743 | 0.250885 |
23 | -0.12354 | -1.1914 | 0.881732 |
24 | -0.178703 | -1.7234 | 0.955926 |
25 | -0.164806 | -1.5893 | 0.942311 |
26 | 0.042206 | 0.407 | 0.342465 |
27 | -0.163931 | -1.5809 | 0.941352 |
28 | 0.132223 | 1.2751 | 0.102723 |
29 | -0.051237 | -0.4941 | 0.688803 |
30 | -0.035579 | -0.3431 | 0.633855 |
31 | 0.092669 | 0.8937 | 0.186903 |
32 | -0.029531 | -0.2848 | 0.611779 |
33 | -0.032191 | -0.3104 | 0.621541 |
34 | -0.01951 | -0.1882 | 0.574416 |
35 | -0.12627 | -1.2177 | 0.886791 |
36 | -0.008757 | -0.0845 | 0.533561 |
37 | 0.046366 | 0.4471 | 0.327909 |
38 | -0.002637 | -0.0254 | 0.510118 |
39 | -0.034039 | -0.3283 | 0.628272 |
40 | -0.006502 | -0.0627 | 0.524933 |
41 | -0.003782 | -0.0365 | 0.514506 |
42 | -0.013108 | -0.1264 | 0.550161 |
43 | 0.023681 | 0.2284 | 0.409929 |
44 | -0.047835 | -0.4613 | 0.677172 |
45 | -0.063399 | -0.6114 | 0.728786 |
46 | -0.090197 | -0.8698 | 0.806683 |
47 | -0.036143 | -0.3486 | 0.635893 |