Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.023406 | 0.2107 | 0.416842 |
2 | -0.327401 | -2.9466 | 0.997903 |
3 | -0.105708 | -0.9514 | 0.827878 |
4 | 0.178184 | 1.6037 | 0.056341 |
5 | 0.058317 | 0.5249 | 0.300559 |
6 | 0.053273 | 0.4795 | 0.316452 |
7 | 0.014034 | 0.1263 | 0.449902 |
8 | 0.169772 | 1.5279 | 0.065211 |
9 | -0.16321 | -1.4689 | 0.927132 |
10 | -0.377226 | -3.395 | 0.999467 |
11 | -0.023143 | -0.2083 | 0.582237 |
12 | 0.722852 | 6.5057 | 0 |
13 | -0.055348 | -0.4981 | 0.690129 |
14 | -0.297943 | -2.6815 | 0.99556 |
15 | -0.160678 | -1.4461 | 0.923997 |
16 | 0.06479 | 0.5831 | 0.280721 |
17 | 0.023213 | 0.2089 | 0.41752 |
18 | -0.002366 | -0.0213 | 0.508468 |
19 | -0.02632 | -0.2369 | 0.593328 |
20 | 0.147769 | 1.3299 | 0.093638 |
21 | -0.137971 | -1.2417 | 0.891042 |
22 | -0.340388 | -3.0635 | 0.998515 |
23 | 0.004577 | 0.0412 | 0.48362 |
24 | 0.565434 | 5.0889 | 1e-06 |
25 | -0.030999 | -0.279 | 0.609518 |
26 | -0.20008 | -1.8007 | 0.962265 |
27 | -0.147069 | -1.3236 | 0.905323 |
28 | 0.044791 | 0.4031 | 0.343963 |
29 | 0.0599 | 0.5391 | 0.295649 |
30 | -0.030668 | -0.276 | 0.608379 |
31 | -0.025308 | -0.2278 | 0.589801 |
32 | 0.152723 | 1.3745 | 0.086538 |
33 | -0.118946 | -1.0705 | 0.856217 |
34 | -0.29473 | -2.6526 | 0.995195 |
35 | -0.015397 | -0.1386 | 0.554933 |
36 | 0.436368 | 3.9273 | 9e-05 |
37 | -0.016474 | -0.1483 | 0.558748 |
38 | -0.136867 | -1.2318 | 0.889206 |
39 | -0.130533 | -1.1748 | 0.878242 |
40 | 0.032121 | 0.2891 | 0.386628 |
41 | 0.030314 | 0.2728 | 0.39284 |
42 | -0.02678 | -0.241 | 0.594925 |
43 | -0.04555 | -0.4099 | 0.658537 |
44 | 0.126917 | 1.1422 | 0.128358 |
45 | -0.110821 | -0.9974 | 0.839227 |
46 | -0.235955 | -2.1236 | 0.981622 |
47 | -0.017275 | -0.1555 | 0.561583 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.023406 | 0.2107 | 0.416842 |
1 | -0.328129 | -2.9532 | 0.997942 |
2 | -0.098504 | -0.8865 | 0.811024 |
3 | 0.08371 | 0.7534 | 0.2267 |
4 | -0.009799 | -0.0882 | 0.535028 |
5 | 0.140275 | 1.2625 | 0.1052 |
6 | 0.062365 | 0.5613 | 0.288078 |
7 | 0.249464 | 2.2452 | 0.013741 |
8 | -0.155195 | -1.3968 | 0.916848 |
9 | -0.350125 | -3.1511 | 0.99886 |
10 | -0.157931 | -1.4214 | 0.920477 |
11 | 0.616797 | 5.5512 | 0 |
12 | -0.182189 | -1.6397 | 0.947527 |
13 | 0.053473 | 0.4813 | 0.315816 |
14 | -0.148956 | -1.3406 | 0.908101 |
15 | -0.153825 | -1.3844 | 0.914984 |
16 | -0.067222 | -0.605 | 0.726565 |
17 | -0.099212 | -0.8929 | 0.812723 |
18 | -0.021127 | -0.1901 | 0.575163 |
19 | -0.038988 | -0.3509 | 0.63671 |
20 | 0.127331 | 1.146 | 0.12759 |
21 | 0.025545 | 0.2299 | 0.409373 |
22 | 0.089432 | 0.8049 | 0.211621 |
23 | 0.009285 | 0.0836 | 0.466803 |
24 | 0.006906 | 0.0622 | 0.475297 |
25 | -0.011511 | -0.1036 | 0.541126 |
26 | -0.080163 | -0.7215 | 0.763649 |
27 | -0.027717 | -0.2495 | 0.598179 |
28 | -0.025094 | -0.2258 | 0.589053 |
29 | -0.07796 | -0.7016 | 0.757544 |
30 | -0.00608 | -0.0547 | 0.521753 |
31 | 0.002935 | 0.0264 | 0.489496 |
32 | -0.018099 | -0.1629 | 0.564494 |
33 | 0.020899 | 0.1881 | 0.425638 |
34 | -0.087494 | -0.7874 | 0.78334 |
35 | 0.033816 | 0.3043 | 0.380823 |
36 | -0.048297 | -0.4347 | 0.667522 |
37 | 0.040104 | 0.3609 | 0.359544 |
38 | 0.031094 | 0.2798 | 0.390155 |
39 | -0.000198 | -0.0018 | 0.50071 |
40 | -0.095559 | -0.86 | 0.803845 |
41 | 0.05479 | 0.4931 | 0.311635 |
42 | -0.140206 | -1.2619 | 0.894688 |
43 | -0.066945 | -0.6025 | 0.725739 |
44 | -0.059951 | -0.5396 | 0.70451 |
45 | -0.007993 | -0.0719 | 0.528587 |
46 | 0.038829 | 0.3495 | 0.363825 |
47 | -0.097708 | -0.8794 | 0.809099 |