Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.361543 | 4.2778 | 1.7e-05 |
2 | 0.024565 | 0.2907 | 0.385872 |
3 | -0.043699 | -0.5171 | 0.697035 |
4 | 0.006266 | 0.0741 | 0.470501 |
5 | -0.078834 | -0.9328 | 0.823731 |
6 | -0.066641 | -0.7885 | 0.784132 |
7 | -0.113011 | -1.3372 | 0.908331 |
8 | -0.007844 | -0.0928 | 0.536908 |
9 | -0.122629 | -1.451 | 0.925486 |
10 | -0.102094 | -1.208 | 0.885456 |
11 | 0.049026 | 0.5801 | 0.281395 |
12 | 0.069687 | 0.8246 | 0.205514 |
13 | 0.054732 | 0.6476 | 0.259153 |
14 | 0.091499 | 1.0826 | 0.140416 |
15 | 0.013163 | 0.1557 | 0.438228 |
16 | 0.001633 | 0.0193 | 0.492304 |
17 | -0.032453 | -0.384 | 0.649215 |
18 | 0.038355 | 0.4538 | 0.325329 |
19 | 0.073193 | 0.866 | 0.193977 |
20 | 0.051444 | 0.6087 | 0.271857 |
21 | -0.022947 | -0.2715 | 0.606803 |
22 | 0.086011 | 1.0177 | 0.155288 |
23 | 0.0019 | 0.0225 | 0.491049 |
24 | -0.120612 | -1.4271 | 0.922111 |
25 | -0.186221 | -2.2034 | 0.985399 |
26 | -0.01067 | -0.1263 | 0.550143 |
27 | -0.048667 | -0.5758 | 0.717174 |
28 | -0.104134 | -1.2321 | 0.890016 |
29 | -0.130641 | -1.5458 | 0.937791 |
30 | -0.008684 | -0.1027 | 0.540846 |
31 | 0.045132 | 0.534 | 0.297092 |
32 | 0.066399 | 0.7856 | 0.216701 |
33 | -0.022558 | -0.2669 | 0.605036 |
34 | 0.003031 | 0.0359 | 0.485721 |
35 | -0.008827 | -0.1044 | 0.541518 |
36 | 0.07595 | 0.8987 | 0.185191 |
37 | 0.002071 | 0.0245 | 0.490244 |
38 | -0.107721 | -1.2746 | 0.897714 |
39 | -0.135189 | -1.5996 | 0.944026 |
40 | 0.012024 | 0.1423 | 0.443538 |
41 | -0.003355 | -0.0397 | 0.515806 |
42 | 0.066948 | 0.7921 | 0.214808 |
43 | 0.057982 | 0.686 | 0.246908 |
44 | 0.137176 | 1.6231 | 0.05341 |
45 | 0.064231 | 0.76 | 0.224269 |
46 | -0.032427 | -0.3837 | 0.6491 |
47 | -0.070166 | -0.8302 | 0.796086 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.361543 | 4.2778 | 1.7e-05 |
1 | -0.12211 | -1.4448 | 0.924629 |
2 | -0.011114 | -0.1315 | 0.552217 |
3 | 0.036022 | 0.4262 | 0.335303 |
4 | -0.115444 | -1.366 | 0.912928 |
5 | 0.005137 | 0.0608 | 0.475808 |
6 | -0.10669 | -1.2624 | 0.895542 |
7 | 0.070418 | 0.8332 | 0.203078 |
8 | -0.17918 | -2.1201 | 0.982119 |
9 | -0.004324 | -0.0512 | 0.520364 |
10 | 0.111058 | 1.3141 | 0.095489 |
11 | -0.046778 | -0.5535 | 0.709591 |
12 | 0.071299 | 0.8436 | 0.20016 |
13 | 0.040549 | 0.4798 | 0.316064 |
14 | -0.056044 | -0.6631 | 0.74583 |
15 | 0.012663 | 0.1498 | 0.440559 |
16 | -0.03889 | -0.4602 | 0.67694 |
17 | 0.096493 | 1.1417 | 0.127759 |
18 | 0.011872 | 0.1405 | 0.444243 |
19 | 0.039515 | 0.4676 | 0.320416 |
20 | -0.008443 | -0.0999 | 0.539718 |
21 | 0.106233 | 1.257 | 0.105431 |
22 | -0.055659 | -0.6586 | 0.744371 |
23 | -0.129075 | -1.5272 | 0.93552 |
24 | -0.089721 | -1.0616 | 0.854875 |
25 | 0.090557 | 1.0715 | 0.142898 |
26 | -0.113493 | -1.3429 | 0.909257 |
27 | -0.054996 | -0.6507 | 0.741855 |
28 | -0.039704 | -0.4698 | 0.680379 |
29 | -0.010115 | -0.1197 | 0.547546 |
30 | 0.039773 | 0.4706 | 0.319328 |
31 | 0.009936 | 0.1176 | 0.453289 |
32 | -0.102078 | -1.2078 | 0.88542 |
33 | -0.037497 | -0.4437 | 0.671019 |
34 | -0.001002 | -0.0119 | 0.504722 |
35 | 0.114683 | 1.3569 | 0.088491 |
36 | -0.097996 | -1.1595 | 0.875888 |
37 | -0.111591 | -1.3204 | 0.905565 |
38 | -0.021605 | -0.2556 | 0.600696 |
39 | 0.068866 | 0.8148 | 0.208277 |
40 | -0.013055 | -0.1545 | 0.561269 |
41 | 0.077618 | 0.9184 | 0.179998 |
42 | 0.040705 | 0.4816 | 0.315412 |
43 | 0.110012 | 1.3017 | 0.097581 |
44 | -0.02134 | -0.2525 | 0.599487 |
45 | -0.031619 | -0.3741 | 0.645562 |
46 | 0.018472 | 0.2186 | 0.413654 |
47 | 0.097402 | 1.1525 | 0.125546 |