Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.314035 | 3.7157 | 0.000146 |
2 | -0.047279 | -0.5594 | 0.711615 |
3 | -0.113225 | -1.3397 | 0.908743 |
4 | 0.000926 | 0.011 | 0.495638 |
5 | -0.060698 | -0.7182 | 0.763082 |
6 | -0.045432 | -0.5376 | 0.704132 |
7 | -0.077491 | -0.9169 | 0.819611 |
8 | 0.036085 | 0.427 | 0.335031 |
9 | -0.088219 | -1.0438 | 0.850817 |
10 | -0.076221 | -0.9019 | 0.81566 |
11 | 0.036635 | 0.4335 | 0.332671 |
12 | 0.025992 | 0.3075 | 0.379443 |
13 | 0.025264 | 0.2989 | 0.382719 |
14 | 0.071543 | 0.8465 | 0.199356 |
15 | 0.035595 | 0.4212 | 0.337141 |
16 | 0.010823 | 0.1281 | 0.449142 |
17 | -0.03013 | -0.3565 | 0.639 |
18 | 0.068779 | 0.8138 | 0.208569 |
19 | 0.067905 | 0.8035 | 0.211534 |
20 | 0.017082 | 0.2021 | 0.420061 |
21 | -0.027853 | -0.3296 | 0.62889 |
22 | 0.122371 | 1.4479 | 0.074938 |
23 | 0.032681 | 0.3867 | 0.349785 |
24 | -0.14524 | -1.7185 | 0.956043 |
25 | -0.20831 | -2.4648 | 0.99254 |
26 | 0.002973 | 0.0352 | 0.485994 |
27 | -0.041796 | -0.4945 | 0.689149 |
28 | -0.10965 | -1.2974 | 0.901686 |
29 | -0.104616 | -1.2378 | 0.891075 |
30 | 0.007096 | 0.084 | 0.466602 |
31 | 0.06641 | 0.7858 | 0.216665 |
32 | 0.067336 | 0.7967 | 0.213478 |
33 | -0.017219 | -0.2037 | 0.580574 |
34 | 0.012163 | 0.1439 | 0.442888 |
35 | 0.001299 | 0.0154 | 0.49388 |
36 | 0.104365 | 1.2349 | 0.109475 |
37 | 0.042289 | 0.5004 | 0.3088 |
38 | -0.124495 | -1.473 | 0.928508 |
39 | -0.178699 | -2.1144 | 0.981873 |
40 | -0.013769 | -0.1629 | 0.564593 |
41 | -0.029035 | -0.3436 | 0.63415 |
42 | 0.047725 | 0.5647 | 0.286594 |
43 | 0.060781 | 0.7192 | 0.236617 |
44 | 0.154524 | 1.8284 | 0.034813 |
45 | 0.064651 | 0.765 | 0.222791 |
46 | -0.054133 | -0.6405 | 0.738557 |
47 | -0.113865 | -1.3473 | 0.909964 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.314035 | 3.7157 | 0.000146 |
1 | -0.16186 | -1.9151 | 0.971244 |
2 | -0.051432 | -0.6086 | 0.728096 |
3 | 0.057892 | 0.685 | 0.247243 |
4 | -0.112185 | -1.3274 | 0.90673 |
5 | 0.00803 | 0.095 | 0.462222 |
6 | -0.076817 | -0.9089 | 0.817521 |
7 | 0.075099 | 0.8886 | 0.187877 |
8 | -0.158155 | -1.8713 | 0.968305 |
9 | -0.003502 | -0.0414 | 0.516495 |
10 | 0.077776 | 0.9203 | 0.179511 |
11 | -0.080487 | -0.9523 | 0.828715 |
12 | 0.070874 | 0.8386 | 0.201564 |
13 | 0.04308 | 0.5097 | 0.305521 |
14 | -0.012285 | -0.1454 | 0.557681 |
15 | 0.006056 | 0.0717 | 0.471487 |
16 | -0.02058 | -0.2435 | 0.596015 |
17 | 0.120944 | 1.431 | 0.077326 |
18 | -0.027567 | -0.3262 | 0.627611 |
19 | 0.034436 | 0.4074 | 0.342151 |
20 | 0.003602 | 0.0426 | 0.483032 |
21 | 0.142131 | 1.6817 | 0.047427 |
22 | -0.042259 | -0.5 | 0.691074 |
23 | -0.155657 | -1.8418 | 0.966187 |
24 | -0.056475 | -0.6682 | 0.747454 |
25 | 0.062595 | 0.7406 | 0.230077 |
26 | -0.129293 | -1.5298 | 0.93584 |
27 | -0.075001 | -0.8874 | 0.811814 |
28 | -0.029758 | -0.3521 | 0.637352 |
29 | -0.029352 | -0.3473 | 0.635553 |
30 | 0.048788 | 0.5773 | 0.282344 |
31 | 0.020543 | 0.2431 | 0.404152 |
32 | -0.084746 | -1.0027 | 0.841138 |
33 | -0.013136 | -0.1554 | 0.561645 |
34 | 0.013057 | 0.1545 | 0.438722 |
35 | 0.126749 | 1.4997 | 0.06797 |
36 | -0.082737 | -0.979 | 0.835356 |
37 | -0.132272 | -1.5651 | 0.940087 |
38 | -0.03772 | -0.4463 | 0.671968 |
39 | 0.045836 | 0.5423 | 0.294225 |
40 | -0.070782 | -0.8375 | 0.79813 |
41 | 0.082386 | 0.9748 | 0.165668 |
42 | 0.099258 | 1.1744 | 0.121107 |
43 | 0.099031 | 1.1717 | 0.121644 |
44 | -0.022907 | -0.271 | 0.606619 |
45 | 7.1e-05 | 8e-04 | 0.499668 |
46 | -0.006315 | -0.0747 | 0.529726 |
47 | 0.099978 | 1.183 | 0.119416 |