Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.195975 | 2.3188 | 0.010927 |
2 | -0.062125 | -0.7351 | 0.768237 |
3 | 0.12638 | 1.4953 | 0.068538 |
4 | -0.023868 | -0.2824 | 0.610976 |
5 | -0.20358 | -2.4088 | 0.991347 |
6 | -0.024167 | -0.2859 | 0.612328 |
7 | 0.090392 | 1.0695 | 0.143336 |
8 | -0.08724 | -1.0322 | 0.84813 |
9 | 0.029213 | 0.3457 | 0.36506 |
10 | 0.207463 | 2.4547 | 0.007663 |
11 | 0.203594 | 2.409 | 0.008649 |
12 | -0.015921 | -0.1884 | 0.574574 |
13 | 0.00232 | 0.0274 | 0.489071 |
14 | 0.01415 | 0.1674 | 0.433638 |
15 | -0.062152 | -0.7354 | 0.768334 |
16 | -0.077186 | -0.9133 | 0.818666 |
17 | -0.027316 | -0.3232 | 0.626488 |
18 | 0.011806 | 0.1397 | 0.444555 |
19 | -0.03182 | -0.3765 | 0.646444 |
20 | 0.073065 | 0.8645 | 0.194391 |
21 | 0.039712 | 0.4699 | 0.319585 |
22 | -0.014744 | -0.1745 | 0.569122 |
23 | -0.008178 | -0.0968 | 0.538473 |
24 | 0.064576 | 0.7641 | 0.223056 |
25 | -0.000972 | -0.0115 | 0.50458 |
26 | -0.026172 | -0.3097 | 0.621365 |
27 | 0.060091 | 0.711 | 0.239131 |
28 | 0.009302 | 0.1101 | 0.456259 |
29 | -0.002066 | -0.0244 | 0.509735 |
30 | 0.087258 | 1.0325 | 0.15182 |
31 | 0.052932 | 0.6263 | 0.266068 |
32 | -0.052533 | -0.6216 | 0.732385 |
33 | -0.006177 | -0.0731 | 0.529077 |
34 | -0.022367 | -0.2646 | 0.604165 |
35 | -0.042906 | -0.5077 | 0.693758 |
36 | 0.014589 | 0.1726 | 0.431599 |
37 | 0.018691 | 0.2211 | 0.412649 |
38 | 0.016907 | 0.2001 | 0.420865 |
39 | 0.065293 | 0.7726 | 0.220545 |
40 | 0.087562 | 1.036 | 0.150983 |
41 | -0.094051 | -1.1128 | 0.866154 |
42 | -0.166305 | -1.9678 | 0.974464 |
43 | -0.131059 | -1.5507 | 0.938385 |
44 | -0.091915 | -1.0876 | 0.86067 |
45 | -0.01475 | -0.1745 | 0.569147 |
46 | 0.072823 | 0.8617 | 0.195176 |
47 | 0.016538 | 0.1957 | 0.42257 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.195975 | 2.3188 | 0.010927 |
1 | -0.104546 | -1.237 | 0.890923 |
2 | 0.168561 | 1.9944 | 0.024023 |
3 | -0.103075 | -1.2196 | 0.887666 |
4 | -0.159417 | -1.8862 | 0.969334 |
5 | 0.030091 | 0.356 | 0.361173 |
6 | 0.074464 | 0.8811 | 0.189896 |
7 | -0.082452 | -0.9756 | 0.834523 |
8 | 0.075705 | 0.8958 | 0.18596 |
9 | 0.12832 | 1.5183 | 0.065596 |
10 | 0.188945 | 2.2356 | 0.01348 |
11 | -0.072549 | -0.8584 | 0.803934 |
12 | -0.02211 | -0.2616 | 0.602998 |
13 | -0.020602 | -0.2438 | 0.596117 |
14 | 0.037083 | 0.4388 | 0.330752 |
15 | -0.034556 | -0.4089 | 0.658372 |
16 | -0.048074 | -0.5688 | 0.714806 |
17 | 0.016074 | 0.1902 | 0.424717 |
18 | 0.000115 | 0.0014 | 0.499457 |
19 | 0.047506 | 0.5621 | 0.287476 |
20 | -0.078054 | -0.9236 | 0.821345 |
21 | -0.030027 | -0.3553 | 0.638545 |
22 | 0.01551 | 0.1835 | 0.427329 |
23 | 0.085876 | 1.0161 | 0.155667 |
24 | -0.016487 | -0.1951 | 0.577191 |
25 | 0.002148 | 0.0254 | 0.489878 |
26 | 0.0606 | 0.717 | 0.237275 |
27 | 0.021715 | 0.2569 | 0.398803 |
28 | 0.013545 | 0.1603 | 0.436452 |
29 | 0.061177 | 0.7239 | 0.235179 |
30 | -0.008085 | -0.0957 | 0.538036 |
31 | -0.004466 | -0.0528 | 0.521034 |
32 | -0.006366 | -0.0753 | 0.529966 |
33 | -0.068132 | -0.8061 | 0.789236 |
34 | -0.009215 | -0.109 | 0.543335 |
35 | 0.03258 | 0.3855 | 0.350229 |
36 | -0.016235 | -0.1921 | 0.576027 |
37 | 0.001448 | 0.0171 | 0.493178 |
38 | 0.05743 | 0.6795 | 0.248967 |
39 | 0.042791 | 0.5063 | 0.306716 |
40 | -0.151525 | -1.7929 | 0.962424 |
41 | -0.159299 | -1.8849 | 0.969239 |
42 | -0.094923 | -1.1231 | 0.86835 |
43 | 0.00998 | 0.1181 | 0.453087 |
44 | 0.075886 | 0.8979 | 0.185391 |
45 | 0.051709 | 0.6118 | 0.270823 |
46 | -0.064034 | -0.7577 | 0.775036 |
47 | -0.05649 | -0.6684 | 0.747509 |