Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | -0.108903 | -0.9176 | 0.81904 |
2 | -0.095202 | -0.8022 | 0.787438 |
3 | 0.005652 | 0.0476 | 0.481075 |
4 | -0.215358 | -1.8146 | 0.963098 |
5 | -0.005875 | -0.0495 | 0.51967 |
6 | 0.200053 | 1.6857 | 0.048124 |
7 | -0.00425 | -0.0358 | 0.514234 |
8 | 0.116585 | 0.9824 | 0.164629 |
9 | 0.017825 | 0.1502 | 0.440517 |
10 | -0.017412 | -0.1467 | 0.558114 |
11 | 0.04402 | 0.3709 | 0.3559 |
12 | -0.302342 | -2.5476 | 0.993493 |
13 | -0.02553 | -0.2151 | 0.584854 |
14 | 0.144313 | 1.216 | 0.114005 |
15 | 0.009461 | 0.0797 | 0.468341 |
16 | 0.126176 | 1.0632 | 0.145652 |
17 | -0.073929 | -0.6229 | 0.732339 |
18 | -0.108673 | -0.9157 | 0.818536 |
19 | -0.018354 | -0.1547 | 0.561232 |
20 | -0.009329 | -0.0786 | 0.531217 |
21 | 0.040355 | 0.34 | 0.367418 |
22 | -0.040938 | -0.345 | 0.634425 |
23 | 0.06243 | 0.526 | 0.300249 |
24 | -0.052167 | -0.4396 | 0.669207 |
25 | -0.088219 | -0.7433 | 0.770137 |
26 | -0.071377 | -0.6014 | 0.725267 |
27 | -0.02319 | -0.1954 | 0.577181 |
28 | -0.025679 | -0.2164 | 0.585342 |
29 | 0.060779 | 0.5121 | 0.305075 |
30 | 0.054984 | 0.4633 | 0.322282 |
31 | -0.01192 | -0.1004 | 0.539862 |
32 | -0.111236 | -0.9373 | 0.824106 |
33 | -0.055889 | -0.4709 | 0.680433 |
34 | 0.091216 | 0.7686 | 0.222341 |
35 | -0.107323 | -0.9043 | 0.815557 |
36 | 0.161375 | 1.3598 | 0.089102 |
37 | 0.008438 | 0.0711 | 0.471759 |
38 | -0.091927 | -0.7746 | 0.779423 |
39 | 0.000123 | 0.001 | 0.499588 |
40 | -0.030791 | -0.2594 | 0.601979 |
41 | -0.021508 | -0.1812 | 0.571647 |
42 | 0.061676 | 0.5197 | 0.302448 |
43 | -0.052623 | -0.4434 | 0.670592 |
44 | 0.056666 | 0.4775 | 0.317245 |
45 | 0.008646 | 0.0729 | 0.471064 |
46 | -0.10353 | -0.8724 | 0.807024 |
47 | 0.072297 | 0.6092 | 0.272174 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.108903 | -0.9176 | 0.81904 |
1 | -0.108347 | -0.9129 | 0.817819 |
2 | -0.018062 | -0.1522 | 0.560267 |
3 | -0.232687 | -1.9607 | 0.973079 |
4 | -0.067364 | -0.5676 | 0.713959 |
5 | 0.151453 | 1.2762 | 0.103029 |
6 | 0.02762 | 0.2327 | 0.408319 |
7 | 0.119208 | 1.0045 | 0.159284 |
8 | 0.053964 | 0.4547 | 0.325354 |
9 | 0.103565 | 0.8727 | 0.192897 |
10 | 0.095998 | 0.8089 | 0.21064 |
11 | -0.297689 | -2.5084 | 0.992792 |
12 | -0.104015 | -0.8764 | 0.808128 |
13 | 0.048095 | 0.4053 | 0.343254 |
14 | 0.013685 | 0.1153 | 0.454261 |
15 | 0.012653 | 0.1066 | 0.457697 |
16 | -0.129712 | -1.093 | 0.860951 |
17 | 0.044198 | 0.3724 | 0.355346 |
18 | 0.011341 | 0.0956 | 0.46207 |
19 | 0.016417 | 0.1383 | 0.445186 |
20 | 0.026447 | 0.2228 | 0.412149 |
21 | -0.099792 | -0.8409 | 0.798377 |
22 | 0.133809 | 1.1275 | 0.131665 |
23 | -0.160391 | -1.3515 | 0.909583 |
24 | -0.162519 | -1.3694 | 0.912407 |
25 | -0.102492 | -0.8636 | 0.804646 |
26 | -0.045005 | -0.3792 | 0.647171 |
27 | 0.019656 | 0.1656 | 0.434462 |
28 | -0.110498 | -0.9311 | 0.822514 |
29 | 0.047432 | 0.3997 | 0.345301 |
30 | 0.079612 | 0.6708 | 0.252254 |
31 | -0.069752 | -0.5877 | 0.720714 |
32 | 0.001295 | 0.0109 | 0.495661 |
33 | 0.060404 | 0.509 | 0.306174 |
34 | -0.032431 | -0.2733 | 0.60728 |
35 | 0.120314 | 1.0138 | 0.157064 |
36 | -0.144927 | -1.2212 | 0.88697 |
37 | -0.059234 | -0.4991 | 0.690381 |
38 | -0.084308 | -0.7104 | 0.760105 |
39 | -0.025107 | -0.2116 | 0.583471 |
40 | 0.021748 | 0.1833 | 0.427561 |
41 | -0.051454 | -0.4336 | 0.667039 |
42 | -0.000474 | -0.004 | 0.501587 |
43 | -0.003305 | -0.0279 | 0.511071 |
44 | -0.010604 | -0.0893 | 0.535472 |
45 | -0.034163 | -0.2879 | 0.612853 |
46 | -0.01052 | -0.0886 | 0.535192 |
47 | -0.038511 | -0.3245 | 0.626743 |