Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.238418 | 2.821 | 0.002742 |
2 | 0.010104 | 0.1195 | 0.452506 |
3 | -0.068789 | -0.8139 | 0.791464 |
4 | -0.11067 | -1.3095 | 0.90374 |
5 | -0.097157 | -1.1496 | 0.873862 |
6 | -0.178789 | -2.1155 | 0.981919 |
7 | 0.053279 | 0.6304 | 0.264727 |
8 | -0.001563 | -0.0185 | 0.507365 |
9 | 0.067788 | 0.8021 | 0.211932 |
10 | 0.047238 | 0.5589 | 0.288551 |
11 | -0.063936 | -0.7565 | 0.77469 |
12 | -0.013063 | -0.1546 | 0.561306 |
13 | -0.022001 | -0.2603 | 0.6025 |
14 | 0.098306 | 1.1632 | 0.123368 |
15 | 0.098534 | 1.1659 | 0.122825 |
16 | 0.060292 | 0.7134 | 0.238399 |
17 | -0.050682 | -0.5997 | 0.725154 |
18 | 0.075603 | 0.8945 | 0.186284 |
19 | 0.193399 | 2.2883 | 0.011808 |
20 | 0.061126 | 0.7232 | 0.235367 |
21 | -0.013056 | -0.1545 | 0.561272 |
22 | 0.064425 | 0.7623 | 0.223584 |
23 | 0.014985 | 0.1773 | 0.429764 |
24 | -0.147203 | -1.7417 | 0.958124 |
25 | -0.119415 | -1.4129 | 0.920052 |
26 | -0.160061 | -1.8939 | 0.969847 |
27 | -0.083384 | -0.9866 | 0.837231 |
28 | 0.047026 | 0.5564 | 0.289407 |
29 | 0.12628 | 1.4942 | 0.068692 |
30 | 0.106784 | 1.2635 | 0.104256 |
31 | -0.001716 | -0.0203 | 0.508086 |
32 | 0.010043 | 0.1188 | 0.452792 |
33 | -0.006451 | -0.0763 | 0.530369 |
34 | -0.010206 | -0.1208 | 0.54797 |
35 | 0.025587 | 0.3027 | 0.381266 |
36 | 0.032126 | 0.3801 | 0.352215 |
37 | 0.050114 | 0.593 | 0.277082 |
38 | -0.014433 | -0.1708 | 0.567677 |
39 | -0.07247 | -0.8575 | 0.803677 |
40 | -0.10268 | -1.2149 | 0.886781 |
41 | -0.062897 | -0.7442 | 0.771002 |
42 | -0.009195 | -0.1088 | 0.543239 |
43 | 0.00597 | 0.0706 | 0.471892 |
44 | 0.060915 | 0.7208 | 0.23613 |
45 | 0.056102 | 0.6638 | 0.253953 |
46 | 0.057631 | 0.6819 | 0.248214 |
47 | -0.006998 | -0.0828 | 0.532936 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.238418 | 2.821 | 0.002742 |
1 | -0.049556 | -0.5864 | 0.72071 |
2 | -0.063244 | -0.7483 | 0.772235 |
3 | -0.083508 | -0.9881 | 0.837591 |
4 | -0.056493 | -0.6684 | 0.747522 |
5 | -0.160594 | -1.9002 | 0.970267 |
6 | 0.129115 | 1.5277 | 0.06442 |
7 | -0.072937 | -0.863 | 0.805194 |
8 | 0.065058 | 0.7698 | 0.221365 |
9 | -0.009676 | -0.1145 | 0.545491 |
10 | -0.08619 | -1.0198 | 0.845213 |
11 | 0.005365 | 0.0635 | 0.474738 |
12 | 0.020021 | 0.2369 | 0.406544 |
13 | 0.089201 | 1.0554 | 0.146522 |
14 | 0.079379 | 0.9392 | 0.174616 |
15 | 0.012716 | 0.1505 | 0.440308 |
16 | -0.098047 | -1.1601 | 0.87601 |
17 | 0.17091 | 2.0222 | 0.022529 |
18 | 0.175448 | 2.0759 | 0.019865 |
19 | 0.037323 | 0.4416 | 0.329726 |
20 | -0.007472 | -0.0884 | 0.535161 |
21 | 0.120603 | 1.427 | 0.077904 |
22 | -0.024847 | -0.294 | 0.615401 |
23 | -0.093559 | -1.107 | 0.864905 |
24 | -0.004036 | -0.0478 | 0.51901 |
25 | -0.142991 | -1.6919 | 0.953554 |
26 | -0.033326 | -0.3943 | 0.653028 |
27 | 0.03361 | 0.3977 | 0.345737 |
28 | 0.035716 | 0.4226 | 0.336621 |
29 | -0.000395 | -0.0047 | 0.501862 |
30 | -0.039397 | -0.4662 | 0.679086 |
31 | -0.045861 | -0.5426 | 0.705879 |
32 | 0.008753 | 0.1036 | 0.458831 |
33 | -0.021836 | -0.2584 | 0.60175 |
34 | 0.05063 | 0.5991 | 0.275051 |
35 | 0.043802 | 0.5183 | 0.302542 |
36 | -0.051086 | -0.6045 | 0.726742 |
37 | -0.081968 | -0.9699 | 0.833106 |
38 | -0.022749 | -0.2692 | 0.605903 |
39 | -0.026125 | -0.3091 | 0.621154 |
40 | -0.030124 | -0.3564 | 0.638975 |
41 | 0.028947 | 0.3425 | 0.366242 |
42 | 0.00383 | 0.0453 | 0.481957 |
43 | 0.033782 | 0.3997 | 0.344986 |
44 | 0.070302 | 0.8318 | 0.203462 |
45 | 0.103803 | 1.2282 | 0.110714 |
46 | -0.041551 | -0.4916 | 0.688126 |
47 | 0.166467 | 1.9697 | 0.025425 |