Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.081537 | 0.687 | 0.247147 |
2 | -0.050502 | -0.4255 | 0.664133 |
3 | -0.041387 | -0.3487 | 0.635841 |
4 | -0.049314 | -0.4155 | 0.660495 |
5 | 0.050542 | 0.4259 | 0.335744 |
6 | 0.049574 | 0.4177 | 0.338708 |
7 | -0.042136 | -0.355 | 0.638194 |
8 | 0.037555 | 0.3164 | 0.376296 |
9 | -0.061112 | -0.5149 | 0.695903 |
10 | -0.06208 | -0.5231 | 0.698732 |
11 | 0.040899 | 0.3446 | 0.365697 |
12 | 0.022891 | 0.1929 | 0.423801 |
13 | -0.048654 | -0.41 | 0.658467 |
14 | 0.031037 | 0.2615 | 0.397223 |
15 | -0.06763 | -0.5699 | 0.714716 |
16 | -0.068598 | -0.578 | 0.717461 |
17 | -0.066442 | -0.5599 | 0.711329 |
18 | -0.05108 | -0.4304 | 0.665898 |
19 | 0.041107 | 0.3464 | 0.365042 |
20 | -0.050602 | -0.4264 | 0.664439 |
21 | -0.05157 | -0.4345 | 0.667391 |
22 | -0.049414 | -0.4164 | 0.660802 |
23 | -0.022265 | -0.1876 | 0.57414 |
24 | -0.023233 | -0.1958 | 0.577323 |
25 | -0.024201 | -0.2039 | 0.5805 |
26 | -0.025169 | -0.2121 | 0.583673 |
27 | -0.026137 | -0.2202 | 0.586839 |
28 | -0.027105 | -0.2284 | 0.59 |
29 | -0.028073 | -0.2365 | 0.593155 |
30 | 0.333924 | 2.8137 | 0.003166 |
31 | 0.101062 | 0.8516 | 0.198661 |
32 | -0.020895 | -0.1761 | 0.569627 |
33 | -0.031945 | -0.2692 | 0.605712 |
34 | -0.032913 | -0.2773 | 0.608834 |
35 | 0.006448 | 0.0543 | 0.478411 |
36 | 0.015563 | 0.1311 | 0.448021 |
37 | -0.025735 | -0.2168 | 0.585525 |
38 | 0.003544 | 0.0299 | 0.48813 |
39 | -0.027671 | -0.2332 | 0.591846 |
40 | -0.038721 | -0.3263 | 0.627411 |
41 | 0.00064 | 0.0054 | 0.497856 |
42 | 0.009754 | 0.0822 | 0.467363 |
43 | -0.031543 | -0.2658 | 0.604413 |
44 | -0.002264 | -0.0191 | 0.507584 |
45 | -0.033479 | -0.2821 | 0.610657 |
46 | -0.04453 | -0.3752 | 0.64569 |
47 | -0.045498 | -0.3834 | 0.648704 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.081537 | 0.687 | 0.247147 |
1 | -0.057533 | -0.4848 | 0.685337 |
2 | -0.032666 | -0.2753 | 0.608039 |
3 | -0.046433 | -0.3913 | 0.651608 |
4 | 0.055317 | 0.4661 | 0.321282 |
5 | 0.034931 | 0.2943 | 0.384681 |
6 | -0.047833 | -0.403 | 0.655939 |
7 | 0.051513 | 0.4341 | 0.332783 |
8 | -0.066854 | -0.5633 | 0.712504 |
9 | -0.049052 | -0.4133 | 0.659692 |
10 | 0.039417 | 0.3321 | 0.370382 |
11 | 0.013487 | 0.1136 | 0.45492 |
12 | -0.059565 | -0.5019 | 0.691357 |
13 | 0.041162 | 0.3468 | 0.36487 |
14 | -0.061001 | -0.514 | 0.695576 |
15 | -0.065883 | -0.5551 | 0.709728 |
16 | -0.07032 | -0.5925 | 0.72231 |
17 | -0.039544 | -0.3332 | 0.63002 |
18 | 0.024505 | 0.2065 | 0.418501 |
19 | -0.077737 | -0.655 | 0.742716 |
20 | -0.021465 | -0.1809 | 0.571508 |
21 | -0.058566 | -0.4935 | 0.688404 |
22 | -0.015949 | -0.1344 | 0.553263 |
23 | -0.037571 | -0.3166 | 0.623755 |
24 | -0.042282 | -0.3563 | 0.638656 |
25 | -0.032343 | -0.2725 | 0.606996 |
26 | -0.037126 | -0.3128 | 0.622336 |
27 | -0.029478 | -0.2484 | 0.597725 |
28 | -0.036697 | -0.3092 | 0.620967 |
29 | 0.339151 | 2.8577 | 0.002797 |
30 | 0.027821 | 0.2344 | 0.407666 |
31 | -0.003672 | -0.0309 | 0.512297 |
32 | -0.021618 | -0.1822 | 0.572009 |
33 | 0.001355 | 0.0114 | 0.49546 |
34 | -0.040447 | -0.3408 | 0.632875 |
35 | -0.035342 | -0.2978 | 0.616636 |
36 | -0.01176 | -0.0991 | 0.539328 |
37 | -0.052799 | -0.4449 | 0.671124 |
38 | -0.005934 | -0.05 | 0.519868 |
39 | -0.020707 | -0.1745 | 0.569007 |
40 | -0.026002 | -0.2191 | 0.586397 |
41 | -0.048405 | -0.4079 | 0.6577 |
42 | -0.014827 | -0.1249 | 0.549537 |
43 | -0.051731 | -0.4359 | 0.667881 |
44 | -0.025995 | -0.219 | 0.586375 |
45 | -0.006766 | -0.057 | 0.522652 |
46 | -0.019179 | -0.1616 | 0.563962 |
47 | -0.013827 | -0.1165 | 0.546211 |