Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.029637 | 0.2315 | 0.408861 |
2 | 0.005394 | 0.0421 | 0.483267 |
3 | 0.084089 | 0.6568 | 0.256905 |
4 | -0.059611 | -0.4656 | 0.678412 |
5 | -0.00144 | -0.0112 | 0.50447 |
6 | 0.079874 | 0.6238 | 0.267532 |
7 | 0.067728 | 0.529 | 0.299371 |
8 | 0.049845 | 0.3893 | 0.349204 |
9 | 0.193289 | 1.5096 | 0.06815 |
10 | -0.139958 | -1.0931 | 0.860677 |
11 | -0.052167 | -0.4074 | 0.657442 |
12 | -0.230623 | -1.8012 | 0.961694 |
13 | -0.007605 | -0.0594 | 0.523585 |
14 | 0.201684 | 1.5752 | 0.060191 |
15 | 0.040457 | 0.316 | 0.376547 |
16 | 0.040298 | 0.3147 | 0.377019 |
17 | -0.111177 | -0.8683 | 0.805688 |
18 | 0.116595 | 0.9106 | 0.183036 |
19 | 0.034903 | 0.2726 | 0.393042 |
20 | 0.004828 | 0.0377 | 0.48502 |
21 | 0.050167 | 0.3918 | 0.34828 |
22 | 0.072998 | 0.5701 | 0.28534 |
23 | 0.193505 | 1.5113 | 0.067935 |
24 | -0.102464 | -0.8003 | 0.786671 |
25 | -0.101826 | -0.7953 | 0.785235 |
26 | -0.207259 | -1.6187 | 0.944669 |
27 | 0.066388 | 0.5185 | 0.30299 |
28 | -0.020137 | -0.1573 | 0.562225 |
29 | 0.101853 | 0.7955 | 0.214705 |
30 | -0.086801 | -0.6779 | 0.749813 |
31 | -0.102736 | -0.8024 | 0.78728 |
32 | 0.039219 | 0.3063 | 0.380205 |
33 | -0.13177 | -1.0292 | 0.846266 |
34 | -0.025066 | -0.1958 | 0.57728 |
35 | -0.038425 | -0.3001 | 0.617444 |
36 | 0.0207 | 0.1617 | 0.436049 |
37 | 0.066435 | 0.5189 | 0.302863 |
38 | 0.085546 | 0.6681 | 0.253284 |
39 | -0.143373 | -1.1198 | 0.866401 |
40 | -0.041995 | -0.328 | 0.627981 |
41 | 0.07711 | 0.6023 | 0.27462 |
42 | -0.059284 | -0.463 | 0.677503 |
43 | 0.076443 | 0.597 | 0.276345 |
44 | -0.062831 | -0.4907 | 0.687308 |
45 | -0.090364 | -0.7058 | 0.758489 |
46 | -0.035571 | -0.2778 | 0.608955 |
47 | -0.154987 | -1.2105 | 0.884619 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.029637 | 0.2315 | 0.408861 |
1 | 0.00452 | 0.0353 | 0.485978 |
2 | 0.083871 | 0.6551 | 0.257448 |
3 | -0.065073 | -0.5082 | 0.693438 |
4 | 0.001927 | 0.0151 | 0.49402 |
5 | 0.074024 | 0.5781 | 0.282647 |
6 | 0.074315 | 0.5804 | 0.281886 |
7 | 0.041671 | 0.3255 | 0.372974 |
8 | 0.181482 | 1.4174 | 0.080724 |
9 | -0.159908 | -1.2489 | 0.891767 |
10 | -0.043446 | -0.3393 | 0.632235 |
11 | -0.279891 | -2.186 | 0.983669 |
12 | 0.054515 | 0.4258 | 0.335884 |
13 | 0.201518 | 1.5739 | 0.060341 |
14 | 0.061216 | 0.4781 | 0.317139 |
15 | 0.000701 | 0.0055 | 0.497824 |
16 | -0.182622 | -1.4263 | 0.920564 |
17 | 0.170838 | 1.3343 | 0.093535 |
18 | 0.159916 | 1.249 | 0.108222 |
19 | 0.04078 | 0.3185 | 0.375596 |
20 | 0.051359 | 0.4011 | 0.344865 |
21 | -0.096071 | -0.7503 | 0.772032 |
22 | 0.148796 | 1.1621 | 0.124854 |
23 | -0.191751 | -1.4976 | 0.930306 |
24 | -0.103396 | -0.8075 | 0.788756 |
25 | -0.140936 | -1.1007 | 0.862333 |
26 | 0.060277 | 0.4708 | 0.319738 |
27 | -0.025843 | -0.2018 | 0.579642 |
28 | 0.051884 | 0.4052 | 0.343363 |
29 | -0.113332 | -0.8852 | 0.810224 |
30 | 0.037209 | 0.2906 | 0.386168 |
31 | -0.013625 | -0.1064 | 0.542198 |
32 | 0.037073 | 0.2895 | 0.386571 |
33 | -0.013155 | -0.1027 | 0.540749 |
34 | 0.088482 | 0.6911 | 0.246072 |
35 | -0.164965 | -1.2884 | 0.898767 |
36 | -0.051048 | -0.3987 | 0.654246 |
37 | -0.009336 | -0.0729 | 0.528944 |
38 | 0.022941 | 0.1792 | 0.429197 |
39 | 0.058998 | 0.4608 | 0.323296 |
40 | -0.007482 | -0.0584 | 0.523205 |
41 | -0.114182 | -0.8918 | 0.811996 |
42 | 0.052452 | 0.4097 | 0.341744 |
43 | -0.015467 | -0.1208 | 0.547877 |
44 | -0.019098 | -0.1492 | 0.55904 |
45 | -0.116093 | -0.9067 | 0.815937 |
46 | -0.135894 | -1.0614 | 0.853645 |
47 | -0.059515 | -0.4648 | 0.678145 |