Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 11.8322 | 0 |
1 | 0.31795 | 3.762 | 0.000124 |
2 | 0.102629 | 1.2143 | 0.113335 |
3 | 0.097911 | 1.1585 | 0.124317 |
4 | -0.063666 | -0.7533 | 0.773736 |
5 | -0.234806 | -2.7783 | 0.996892 |
6 | -0.129779 | -1.5356 | 0.93655 |
7 | -0.074969 | -0.887 | 0.811713 |
8 | -0.07924 | -0.9376 | 0.824962 |
9 | -0.009676 | -0.1145 | 0.545493 |
10 | 0.101514 | 1.2011 | 0.115865 |
11 | 0.13832 | 1.6366 | 0.051978 |
12 | 0.141296 | 1.6718 | 0.048395 |
13 | 0.210952 | 2.496 | 0.00686 |
14 | 0.139577 | 1.6515 | 0.050439 |
15 | -0.076897 | -0.9099 | 0.817769 |
16 | -0.003376 | -0.0399 | 0.515905 |
17 | -0.038346 | -0.4537 | 0.67463 |
18 | 0.050375 | 0.596 | 0.276053 |
19 | 0.094056 | 1.1129 | 0.133833 |
20 | 0.118775 | 1.4054 | 0.081065 |
21 | 0.086122 | 1.019 | 0.154977 |
22 | 0.056684 | 0.6707 | 0.251761 |
23 | -0.045398 | -0.5372 | 0.703994 |
24 | -0.051222 | -0.6061 | 0.727275 |
25 | -0.094315 | -1.1159 | 0.866821 |
26 | -0.061892 | -0.7323 | 0.767399 |
27 | 0.012782 | 0.1512 | 0.440005 |
28 | -0.055054 | -0.6514 | 0.742076 |
29 | -0.081923 | -0.9693 | 0.832973 |
30 | 0.051902 | 0.6141 | 0.27007 |
31 | 0.081205 | 0.9608 | 0.169147 |
32 | 0.150023 | 1.7751 | 0.039028 |
33 | 0.082028 | 0.9706 | 0.166719 |
34 | 0.002546 | 0.0301 | 0.488005 |
35 | -0.012307 | -0.1456 | 0.557782 |
36 | 0.029907 | 0.3539 | 0.361984 |
37 | -0.045865 | -0.5427 | 0.705895 |
38 | -0.114743 | -1.3577 | 0.911621 |
39 | -0.071586 | -0.847 | 0.800785 |
40 | 0.004892 | 0.0579 | 0.476962 |
41 | -0.056525 | -0.6688 | 0.747641 |
42 | 0.023274 | 0.2754 | 0.391714 |
43 | -0.027192 | -0.3217 | 0.625933 |
44 | 0.063792 | 0.7548 | 0.22582 |
45 | 0.029171 | 0.3452 | 0.365249 |
46 | 0.045227 | 0.5351 | 0.296702 |
47 | -0.04361 | -0.516 | 0.696664 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.31795 | 3.762 | 0.000124 |
1 | 0.001709 | 0.0202 | 0.491946 |
2 | 0.072079 | 0.8529 | 0.197599 |
3 | -0.129135 | -1.5279 | 0.935608 |
4 | -0.207224 | -2.4519 | 0.992279 |
5 | 0.002617 | 0.031 | 0.48767 |
6 | -0.003166 | -0.0375 | 0.514913 |
7 | -0.017184 | -0.2033 | 0.580411 |
8 | 0.005641 | 0.0667 | 0.473442 |
9 | 0.066614 | 0.7882 | 0.215959 |
10 | 0.083639 | 0.9896 | 0.16203 |
11 | 0.064945 | 0.7684 | 0.221762 |
12 | 0.131237 | 1.5528 | 0.061362 |
13 | 0.026977 | 0.3192 | 0.375028 |
14 | -0.139605 | -1.6518 | 0.949595 |
15 | 0.084319 | 0.9977 | 0.16008 |
16 | -0.007606 | -0.09 | 0.53579 |
17 | 0.205512 | 2.4317 | 0.008147 |
18 | 0.092187 | 1.0908 | 0.138625 |
19 | 0.045359 | 0.5367 | 0.296167 |
20 | 0.020119 | 0.2381 | 0.406094 |
21 | -0.011963 | -0.1415 | 0.556179 |
22 | -0.080108 | -0.9479 | 0.827581 |
23 | -0.02051 | -0.2427 | 0.595697 |
24 | -0.074508 | -0.8816 | 0.810247 |
25 | 0.017483 | 0.2069 | 0.418211 |
26 | 0.058419 | 0.6912 | 0.245286 |
27 | -0.070767 | -0.8373 | 0.798081 |
28 | -0.106128 | -1.2557 | 0.894345 |
29 | -0.001253 | -0.0148 | 0.505905 |
30 | 0.004324 | 0.0512 | 0.479636 |
31 | 0.083416 | 0.987 | 0.162676 |
32 | -0.046543 | -0.5507 | 0.708642 |
33 | -0.093469 | -1.1059 | 0.864676 |
34 | 0.020941 | 0.2478 | 0.402333 |
35 | 0.12083 | 1.4297 | 0.077518 |
36 | 0.006319 | 0.0748 | 0.470253 |
37 | -0.141324 | -1.6722 | 0.951637 |
38 | -0.05889 | -0.6968 | 0.756457 |
39 | 0.031178 | 0.3689 | 0.356377 |
40 | 0.017094 | 0.2023 | 0.420005 |
41 | 0.124688 | 1.4753 | 0.071185 |
42 | -0.156777 | -1.855 | 0.967151 |
43 | 0.083732 | 0.9907 | 0.161762 |
44 | -0.025007 | -0.2959 | 0.616122 |
45 | 0.042292 | 0.5004 | 0.308786 |
46 | -0.03221 | -0.3811 | 0.648151 |
47 | 4.1e-05 | 5e-04 | 0.499805 |