Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.013714 | 0.1156 | 0.454166 |
2 | -0.034906 | -0.2941 | 0.61524 |
3 | -0.044053 | -0.3712 | 0.644201 |
4 | -0.051106 | -0.4306 | 0.665976 |
5 | 0.091936 | 0.7747 | 0.220553 |
6 | 0.033771 | 0.2846 | 0.388406 |
7 | 0.013854 | 0.1167 | 0.453701 |
8 | -0.030551 | -0.2574 | 0.601205 |
9 | -0.051242 | -0.4318 | 0.666392 |
10 | -0.053732 | -0.4528 | 0.673946 |
11 | 0.018625 | 0.1569 | 0.437869 |
12 | 0.022953 | 0.1934 | 0.423598 |
13 | 0.006459 | 0.0544 | 0.478374 |
14 | -0.035211 | -0.2967 | 0.616216 |
15 | -0.064933 | -0.5471 | 0.707001 |
16 | -0.045062 | -0.3797 | 0.647348 |
17 | -0.059394 | -0.5005 | 0.690851 |
18 | -0.036533 | -0.3078 | 0.620443 |
19 | 0.012734 | 0.1073 | 0.457429 |
20 | -0.05156 | -0.4345 | 0.667362 |
21 | -0.045866 | -0.3865 | 0.649849 |
22 | -0.038059 | -0.3207 | 0.625306 |
23 | -0.007617 | -0.0642 | 0.525497 |
24 | -0.025147 | -0.2119 | 0.583599 |
25 | -0.029336 | -0.2472 | 0.597263 |
26 | -0.023537 | -0.1983 | 0.578321 |
27 | -0.015389 | -0.1297 | 0.551402 |
28 | -0.008723 | -0.0735 | 0.529194 |
29 | -0.008496 | -0.0716 | 0.528433 |
30 | 0.32016 | 2.6977 | 0.004358 |
31 | 0.033697 | 0.2839 | 0.388643 |
32 | -0.029673 | -0.25 | 0.598357 |
33 | -0.017528 | -0.1477 | 0.558498 |
34 | -0.024086 | -0.203 | 0.580123 |
35 | 0.021232 | 0.1789 | 0.429262 |
36 | 0.019305 | 0.1627 | 0.435622 |
37 | -0.00543 | -0.0458 | 0.518181 |
38 | -0.023345 | -0.1967 | 0.57769 |
39 | -0.023955 | -0.2018 | 0.579693 |
40 | -0.028992 | -0.2443 | 0.596146 |
41 | 0.002365 | 0.0199 | 0.492077 |
42 | 0.003474 | 0.0293 | 0.488364 |
43 | -0.007149 | -0.0602 | 0.523931 |
44 | -0.02829 | -0.2384 | 0.593862 |
45 | -0.039908 | -0.3363 | 0.631171 |
46 | -0.035057 | -0.2954 | 0.615723 |
47 | -0.033968 | -0.2862 | 0.612227 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.013714 | 0.1156 | 0.454166 |
1 | -0.035101 | -0.2958 | 0.615864 |
2 | -0.043137 | -0.3635 | 0.641337 |
3 | -0.051327 | -0.4325 | 0.666653 |
4 | 0.09063 | 0.7637 | 0.2238 |
5 | 0.0263 | 0.2216 | 0.412628 |
6 | 0.015072 | 0.127 | 0.449651 |
7 | -0.024455 | -0.2061 | 0.581334 |
8 | -0.038459 | -0.3241 | 0.626579 |
9 | -0.059509 | -0.5014 | 0.69119 |
10 | 0.011232 | 0.0946 | 0.462433 |
11 | 0.009789 | 0.0825 | 0.467246 |
12 | 0.00291 | 0.0245 | 0.490252 |
13 | -0.029877 | -0.2517 | 0.599017 |
14 | -0.04902 | -0.4131 | 0.659593 |
15 | -0.044528 | -0.3752 | 0.645686 |
16 | -0.070478 | -0.5939 | 0.722754 |
17 | -0.054236 | -0.457 | 0.675468 |
18 | 0.001245 | 0.0105 | 0.495831 |
19 | -0.054789 | -0.4617 | 0.677133 |
20 | -0.041913 | -0.3532 | 0.637494 |
21 | -0.032613 | -0.2748 | 0.607867 |
22 | -0.009327 | -0.0786 | 0.531212 |
23 | -0.048407 | -0.4079 | 0.657709 |
24 | -0.043026 | -0.3625 | 0.640988 |
25 | -0.03435 | -0.2894 | 0.613454 |
26 | -0.023585 | -0.1987 | 0.57848 |
27 | -0.022518 | -0.1897 | 0.574972 |
28 | -0.01848 | -0.1557 | 0.56165 |
29 | 0.31818 | 2.681 | 0.00456 |
30 | 0.025478 | 0.2147 | 0.415315 |
31 | -0.021082 | -0.1776 | 0.570245 |
32 | -0.002022 | -0.017 | 0.506774 |
33 | -0.006243 | -0.0526 | 0.520903 |
34 | -0.062467 | -0.5264 | 0.699861 |
35 | -0.021683 | -0.1827 | 0.572223 |
36 | -0.023555 | -0.1985 | 0.578379 |
37 | -0.023403 | -0.1972 | 0.577882 |
38 | -0.014185 | -0.1195 | 0.547402 |
39 | -0.010599 | -0.0893 | 0.535455 |
40 | -0.026055 | -0.2195 | 0.586572 |
41 | -0.040431 | -0.3407 | 0.632822 |
42 | -0.037782 | -0.3184 | 0.624427 |
43 | -0.026782 | -0.2257 | 0.588947 |
44 | -0.022233 | -0.1873 | 0.574034 |
45 | -0.025769 | -0.2171 | 0.585636 |
46 | -0.004592 | -0.0387 | 0.515379 |
47 | -0.016569 | -0.1396 | 0.555319 |