Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.194734 | 2.3041 | 0.011344 |
2 | -0.060454 | -0.7153 | 0.762192 |
3 | 0.127289 | 1.5061 | 0.067146 |
4 | -0.027527 | -0.3257 | 0.627435 |
5 | -0.209694 | -2.4811 | 0.99286 |
6 | -0.027976 | -0.331 | 0.629435 |
7 | 0.089588 | 1.06 | 0.145481 |
8 | -0.084832 | -1.0037 | 0.841382 |
9 | 0.033197 | 0.3928 | 0.347535 |
10 | 0.200754 | 2.3754 | 0.009444 |
11 | 0.20379 | 2.4113 | 0.008597 |
12 | -0.009513 | -0.1126 | 0.544728 |
13 | 0.001843 | 0.0218 | 0.491317 |
14 | 0.007347 | 0.0869 | 0.465425 |
15 | -0.056113 | -0.6639 | 0.746089 |
16 | -0.078157 | -0.9248 | 0.82166 |
17 | -0.031211 | -0.3693 | 0.643768 |
18 | 0.013203 | 0.1562 | 0.438041 |
19 | -0.026977 | -0.3192 | 0.624973 |
20 | 0.071744 | 0.8489 | 0.198696 |
21 | 0.039679 | 0.4695 | 0.319724 |
22 | -0.011423 | -0.1352 | 0.553659 |
23 | -0.011871 | -0.1405 | 0.555751 |
24 | 0.060976 | 0.7215 | 0.23591 |
25 | -0.001765 | -0.0209 | 0.508316 |
26 | -0.030169 | -0.357 | 0.639173 |
27 | 0.057625 | 0.6818 | 0.248236 |
28 | 0.005729 | 0.0678 | 0.473029 |
29 | -0.003425 | -0.0405 | 0.516132 |
30 | 0.089298 | 1.0566 | 0.146258 |
31 | 0.055158 | 0.6526 | 0.257529 |
32 | -0.050766 | -0.6007 | 0.725486 |
33 | -0.006067 | -0.0718 | 0.528562 |
34 | -0.023644 | -0.2798 | 0.609965 |
35 | -0.044744 | -0.5294 | 0.701323 |
36 | 0.013978 | 0.1654 | 0.434436 |
37 | 0.018751 | 0.2219 | 0.412369 |
38 | 0.017248 | 0.2041 | 0.419292 |
39 | 0.063348 | 0.7495 | 0.227392 |
40 | 0.086007 | 1.0177 | 0.1553 |
41 | -0.08973 | -1.0617 | 0.854899 |
42 | -0.161935 | -1.916 | 0.971301 |
43 | -0.127952 | -1.5139 | 0.933853 |
44 | -0.089616 | -1.0604 | 0.854595 |
45 | -0.014011 | -0.1658 | 0.565714 |
46 | 0.071654 | 0.8478 | 0.198993 |
47 | 0.01585 | 0.1875 | 0.425756 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.194734 | 2.3041 | 0.011344 |
1 | -0.102252 | -1.2099 | 0.885816 |
2 | 0.16825 | 1.9908 | 0.024227 |
3 | -0.10612 | -1.2556 | 0.894328 |
4 | -0.165106 | -1.9536 | 0.973627 |
5 | 0.027281 | 0.3228 | 0.373668 |
6 | 0.076276 | 0.9025 | 0.184169 |
7 | -0.078435 | -0.9281 | 0.822512 |
8 | 0.076778 | 0.9085 | 0.1826 |
9 | 0.117954 | 1.3957 | 0.082514 |
10 | 0.193146 | 2.2853 | 0.011898 |
11 | -0.067552 | -0.7993 | 0.787262 |
12 | -0.02271 | -0.2687 | 0.605724 |
13 | -0.027436 | -0.3246 | 0.627026 |
14 | 0.045884 | 0.5429 | 0.294029 |
15 | -0.035979 | -0.4257 | 0.664515 |
16 | -0.044166 | -0.5226 | 0.698953 |
17 | 0.009659 | 0.1143 | 0.454585 |
18 | 0.003941 | 0.0466 | 0.481437 |
19 | 0.048798 | 0.5774 | 0.282303 |
20 | -0.073762 | -0.8728 | 0.807855 |
21 | -0.035767 | -0.4232 | 0.663601 |
22 | 0.011589 | 0.1371 | 0.445566 |
23 | 0.086702 | 1.0259 | 0.15336 |
24 | -0.014325 | -0.1695 | 0.567175 |
25 | -0.006806 | -0.0805 | 0.532033 |
26 | 0.06027 | 0.7131 | 0.238477 |
27 | 0.016933 | 0.2004 | 0.420747 |
28 | 0.016765 | 0.1984 | 0.421525 |
29 | 0.062049 | 0.7342 | 0.232036 |
30 | -0.00877 | -0.1038 | 0.541249 |
31 | -0.00305 | -0.0361 | 0.514369 |
32 | -0.006389 | -0.0756 | 0.530074 |
33 | -0.065266 | -0.7722 | 0.779361 |
34 | -0.01069 | -0.1265 | 0.550235 |
35 | 0.033919 | 0.4013 | 0.344391 |
36 | -0.013004 | -0.1539 | 0.561032 |
37 | 0.004276 | 0.0506 | 0.47986 |
38 | 0.051624 | 0.6108 | 0.271153 |
39 | 0.041568 | 0.4918 | 0.311801 |
40 | -0.146016 | -1.7277 | 0.956875 |
41 | -0.157678 | -1.8657 | 0.96791 |
42 | -0.093099 | -1.1016 | 0.863729 |
43 | 0.011573 | 0.1369 | 0.445641 |
44 | 0.075173 | 0.8895 | 0.187643 |
45 | 0.052059 | 0.616 | 0.269457 |
46 | -0.068429 | -0.8097 | 0.790248 |
47 | -0.057459 | -0.6799 | 0.751145 |