Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.033423 | 0.2856 | 0.388011 |
2 | -0.230803 | -1.972 | 0.9738 |
3 | -0.031304 | -0.2675 | 0.605065 |
4 | 0.045181 | 0.386 | 0.350299 |
5 | 0.057913 | 0.4948 | 0.311111 |
6 | -0.14447 | -1.2343 | 0.889484 |
7 | -0.122781 | -1.049 | 0.85119 |
8 | 0.271108 | 2.3163 | 0.011675 |
9 | -0.035663 | -0.3047 | 0.619272 |
10 | -0.268508 | -2.2941 | 0.987669 |
11 | -0.141061 | -1.2052 | 0.883995 |
12 | 0.242803 | 2.0745 | 0.020779 |
13 | 0.065727 | 0.5616 | 0.288065 |
14 | -0.224695 | -1.9198 | 0.970604 |
15 | -0.239264 | -2.0443 | 0.977733 |
16 | 0.145486 | 1.243 | 0.108917 |
17 | 0.079574 | 0.6799 | 0.249365 |
18 | -0.124432 | -1.0632 | 0.854391 |
19 | -0.083701 | -0.7151 | 0.761599 |
20 | 0.155943 | 1.3324 | 0.09344 |
21 | 0.105519 | 0.9016 | 0.185128 |
22 | -0.014332 | -0.1225 | 0.548561 |
23 | -0.075568 | -0.6457 | 0.739735 |
24 | 0.219602 | 1.8763 | 0.032307 |
25 | 0.05488 | 0.4689 | 0.320271 |
26 | 0.000593 | 0.0051 | 0.497987 |
27 | -0.113835 | -0.9726 | 0.83302 |
28 | -0.011726 | -0.1002 | 0.539764 |
29 | 0.103603 | 0.8852 | 0.189481 |
30 | -0.130209 | -1.1125 | 0.865215 |
31 | -0.146602 | -1.2526 | 0.89282 |
32 | 0.055148 | 0.4712 | 0.319457 |
33 | 0.02391 | 0.2043 | 0.419348 |
34 | 0.018376 | 0.157 | 0.437838 |
35 | -0.033664 | -0.2876 | 0.612774 |
36 | 0.01229 | 0.105 | 0.458328 |
37 | -0.025669 | -0.2193 | 0.586493 |
38 | -0.084277 | -0.7201 | 0.763108 |
39 | -0.111573 | -0.9533 | 0.828203 |
40 | 0.051344 | 0.4387 | 0.331094 |
41 | 0.05009 | 0.428 | 0.334967 |
42 | 0.029772 | 0.2544 | 0.399962 |
43 | -0.057035 | -0.4873 | 0.686249 |
44 | 0.006771 | 0.0578 | 0.477014 |
45 | 0.02604 | 0.2225 | 0.412277 |
46 | 0.002835 | 0.0242 | 0.49037 |
47 | -0.002762 | -0.0236 | 0.509382 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.033423 | 0.2856 | 0.388011 |
1 | -0.23218 | -1.9837 | 0.974477 |
2 | -0.014855 | -0.1269 | 0.550325 |
3 | -0.006973 | -0.0596 | 0.523671 |
4 | 0.048454 | 0.414 | 0.340048 |
5 | -0.148444 | -1.2683 | 0.89564 |
6 | -0.093792 | -0.8014 | 0.787238 |
7 | 0.235515 | 2.0122 | 0.023942 |
8 | -0.127355 | -1.0881 | 0.85994 |
9 | -0.186175 | -1.5907 | 0.941998 |
10 | -0.145697 | -1.2448 | 0.891414 |
11 | 0.204843 | 1.7502 | 0.042145 |
12 | -0.087068 | -0.7439 | 0.770341 |
13 | -0.164064 | -1.4018 | 0.917389 |
14 | -0.208404 | -1.7806 | 0.960431 |
15 | 0.04145 | 0.3541 | 0.362124 |
16 | -0.07954 | -0.6796 | 0.750544 |
17 | -0.072213 | -0.617 | 0.730418 |
18 | -0.026681 | -0.228 | 0.589844 |
19 | -0.027611 | -0.2359 | 0.592917 |
20 | -0.036796 | -0.3144 | 0.622938 |
21 | 0.093225 | 0.7965 | 0.214157 |
22 | 0.083302 | 0.7117 | 0.23945 |
23 | 0.0779 | 0.6656 | 0.253891 |
24 | -0.139278 | -1.19 | 0.881047 |
25 | 0.181525 | 1.5509 | 0.06262 |
26 | 0.008021 | 0.0685 | 0.472776 |
27 | -0.101091 | -0.8637 | 0.804716 |
28 | -0.041166 | -0.3517 | 0.63697 |
29 | -0.114422 | -0.9776 | 0.834255 |
30 | -0.041613 | -0.3555 | 0.638395 |
31 | -0.117035 | -0.9999 | 0.83968 |
32 | 0.03975 | 0.3396 | 0.367556 |
33 | -0.018898 | -0.1615 | 0.563912 |
34 | 0.058763 | 0.5021 | 0.308563 |
35 | -0.009255 | -0.0791 | 0.531405 |
36 | -0.023336 | -0.1994 | 0.578741 |
37 | -0.073475 | -0.6278 | 0.733945 |
38 | -0.078408 | -0.6699 | 0.747487 |
39 | 0.021794 | 0.1862 | 0.4264 |
40 | -0.048956 | -0.4183 | 0.661515 |
41 | -0.00401 | -0.0343 | 0.51362 |
42 | -0.129033 | -1.1025 | 0.863057 |
43 | -0.029888 | -0.2554 | 0.60042 |
44 | -0.090516 | -0.7734 | 0.7791 |
45 | -0.096318 | -0.8229 | 0.79339 |
46 | -0.040896 | -0.3494 | 0.636108 |
47 | 0.012307 | 0.1051 | 0.458273 |