Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.291526 | 3.4494 | 0.000371 |
2 | 0.022126 | 0.2618 | 0.396931 |
3 | 0.023829 | 0.2819 | 0.389201 |
4 | -0.08951 | -1.0591 | 0.854311 |
5 | -0.119855 | -1.4181 | 0.920815 |
6 | -0.156509 | -1.8518 | 0.966922 |
7 | 0.059759 | 0.7071 | 0.240345 |
8 | 0.02176 | 0.2575 | 0.398598 |
9 | 0.032108 | 0.3799 | 0.352295 |
10 | 0.091074 | 1.0776 | 0.141533 |
11 | 0.075395 | 0.8921 | 0.186939 |
12 | 0.039014 | 0.4616 | 0.322535 |
13 | -0.027386 | -0.324 | 0.626804 |
14 | 0.017319 | 0.2049 | 0.418967 |
15 | 0.048087 | 0.569 | 0.285143 |
16 | 0.085968 | 1.0172 | 0.155409 |
17 | 0.002556 | 0.0302 | 0.487956 |
18 | 0.10112 | 1.1965 | 0.116769 |
19 | 0.15965 | 1.889 | 0.03048 |
20 | 0.07909 | 0.9358 | 0.175492 |
21 | -0.012518 | -0.1481 | 0.558767 |
22 | 0.035075 | 0.415 | 0.339386 |
23 | 0.011873 | 0.1405 | 0.444239 |
24 | -0.106882 | -1.2646 | 0.89595 |
25 | -0.076829 | -0.909 | 0.817557 |
26 | -0.088876 | -1.0516 | 0.8526 |
27 | -0.078243 | -0.9258 | 0.821926 |
28 | -0.044517 | -0.5267 | 0.700393 |
29 | 0.054547 | 0.6454 | 0.259859 |
30 | 0.131812 | 1.5596 | 0.060553 |
31 | 0.013867 | 0.1641 | 0.434955 |
32 | 0.031028 | 0.3671 | 0.35704 |
33 | 0.037591 | 0.4448 | 0.328582 |
34 | 0.009549 | 0.113 | 0.455101 |
35 | 0.01657 | 0.1961 | 0.422425 |
36 | 0.014964 | 0.1771 | 0.429858 |
37 | 0.031019 | 0.367 | 0.357077 |
38 | -0.053609 | -0.6343 | 0.736542 |
39 | -0.085454 | -1.0111 | 0.843145 |
40 | -0.08352 | -0.9882 | 0.837625 |
41 | -0.028377 | -0.3358 | 0.631225 |
42 | 0.013398 | 0.1585 | 0.437133 |
43 | -0.033042 | -0.391 | 0.651789 |
44 | 0.042528 | 0.5032 | 0.307808 |
45 | 0.094169 | 1.1142 | 0.133548 |
46 | 0.094804 | 1.1217 | 0.131948 |
47 | -0.02729 | -0.3229 | 0.626373 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.291526 | 3.4494 | 0.000371 |
1 | -0.0687 | -0.8129 | 0.791163 |
2 | 0.040588 | 0.4802 | 0.315902 |
3 | -0.117723 | -1.3929 | 0.917074 |
4 | -0.06304 | -0.7459 | 0.771512 |
5 | -0.120965 | -1.4313 | 0.92271 |
6 | 0.160498 | 1.899 | 0.029808 |
7 | -0.063156 | -0.7473 | 0.771925 |
8 | 0.057612 | 0.6817 | 0.248286 |
9 | 0.024738 | 0.2927 | 0.38509 |
10 | 0.050493 | 0.5974 | 0.275588 |
11 | -0.006907 | -0.0817 | 0.532508 |
12 | -0.001847 | -0.0219 | 0.508704 |
13 | 0.024132 | 0.2855 | 0.38783 |
14 | 0.068485 | 0.8103 | 0.209563 |
15 | 0.089262 | 1.0562 | 0.146358 |
16 | -0.057173 | -0.6765 | 0.750076 |
17 | 0.138681 | 1.6409 | 0.051532 |
18 | 0.088606 | 1.0484 | 0.14813 |
19 | 0.058455 | 0.6916 | 0.245152 |
20 | -0.056313 | -0.6663 | 0.746843 |
21 | 0.09923 | 1.1741 | 0.121172 |
22 | -0.03743 | -0.4429 | 0.670732 |
23 | -0.032873 | -0.389 | 0.651053 |
24 | -0.047052 | -0.5567 | 0.7107 |
25 | -0.093248 | -1.1033 | 0.864111 |
26 | -0.05646 | -0.668 | 0.747398 |
27 | -0.022904 | -0.271 | 0.606605 |
28 | 0.028245 | 0.3342 | 0.369363 |
29 | 0.037276 | 0.4411 | 0.329927 |
30 | -0.066636 | -0.7884 | 0.784116 |
31 | 0.00302 | 0.0357 | 0.485772 |
32 | 0.016988 | 0.201 | 0.420494 |
33 | -0.009121 | -0.1079 | 0.542895 |
34 | 0.043243 | 0.5117 | 0.304847 |
35 | 0.025263 | 0.2989 | 0.382723 |
36 | 0.007571 | 0.0896 | 0.464373 |
37 | -0.089849 | -1.0631 | 0.85522 |
38 | -0.043406 | -0.5136 | 0.695824 |
39 | -0.059385 | -0.7027 | 0.758281 |
40 | 0.03439 | 0.4069 | 0.34235 |
41 | 0.029213 | 0.3457 | 0.365061 |
42 | -0.02674 | -0.3164 | 0.623913 |
43 | 0.049531 | 0.5861 | 0.27939 |
44 | 0.07795 | 0.9223 | 0.178976 |
45 | 0.090851 | 1.075 | 0.142119 |
46 | -0.068091 | -0.8057 | 0.789098 |
47 | 0.138986 | 1.6445 | 0.051158 |