Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.1652 | 0 |
1 | 0.011975 | 0.1098 | 0.456434 |
2 | 0.052544 | 0.4816 | 0.31568 |
3 | 0.028078 | 0.2573 | 0.398774 |
4 | -0.063491 | -0.5819 | 0.718904 |
5 | -0.145649 | -1.3349 | 0.907242 |
6 | -0.009176 | -0.0841 | 0.533409 |
7 | 0.028182 | 0.2583 | 0.398407 |
8 | -0.020209 | -0.1852 | 0.573247 |
9 | 0.021437 | 0.1965 | 0.422357 |
10 | -0.037718 | -0.3457 | 0.634779 |
11 | -0.009718 | -0.0891 | 0.53538 |
12 | -0.189066 | -1.7328 | 0.956601 |
13 | -0.079381 | -0.7275 | 0.76554 |
14 | -0.044714 | -0.4098 | 0.658507 |
15 | -0.059372 | -0.5442 | 0.70611 |
16 | 0.058525 | 0.5364 | 0.296552 |
17 | -0.117784 | -1.0795 | 0.858275 |
18 | 0.016849 | 0.1544 | 0.438822 |
19 | 0.012314 | 0.1129 | 0.455207 |
20 | -0.004271 | -0.0391 | 0.515566 |
21 | 0.075622 | 0.6931 | 0.245083 |
22 | -0.065965 | -0.6046 | 0.726455 |
23 | 0.191049 | 1.751 | 0.041799 |
24 | 0.143943 | 1.3193 | 0.095333 |
25 | 0.090883 | 0.833 | 0.203617 |
26 | 0.009419 | 0.0863 | 0.465708 |
27 | 0.042644 | 0.3908 | 0.348453 |
28 | -0.046511 | -0.4263 | 0.664504 |
29 | -0.034849 | -0.3194 | 0.624889 |
30 | -0.015478 | -0.1419 | 0.556233 |
31 | 0.008581 | 0.0786 | 0.468751 |
32 | 0.040278 | 0.3692 | 0.356469 |
33 | -0.076516 | -0.7013 | 0.757467 |
34 | 0.060687 | 0.5562 | 0.289775 |
35 | -0.008572 | -0.0786 | 0.531217 |
36 | -0.036876 | -0.338 | 0.631886 |
37 | -0.107645 | -0.9866 | 0.83666 |
38 | -0.120358 | -1.1031 | 0.863433 |
39 | 0.055804 | 0.5115 | 0.305188 |
40 | -0.125384 | -1.1492 | 0.873125 |
41 | -0.096048 | -0.8803 | 0.809393 |
42 | -0.01428 | -0.1309 | 0.551907 |
43 | 0.041168 | 0.3773 | 0.353446 |
44 | -0.034289 | -0.3143 | 0.622949 |
45 | 0.072098 | 0.6608 | 0.255279 |
46 | 0.108743 | 0.9966 | 0.160899 |
47 | 0.031793 | 0.2914 | 0.385736 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.011975 | 0.1098 | 0.456434 |
1 | 0.052408 | 0.4803 | 0.31612 |
2 | 0.026932 | 0.2468 | 0.40282 |
3 | -0.067072 | -0.6147 | 0.729802 |
4 | -0.148312 | -1.3593 | 0.911156 |
5 | -0.00095 | -0.0087 | 0.503464 |
6 | 0.050302 | 0.461 | 0.322987 |
7 | -0.014981 | -0.1373 | 0.554439 |
8 | -0.002083 | -0.0191 | 0.507593 |
9 | -0.062698 | -0.5746 | 0.716464 |
10 | -0.00612 | -0.0561 | 0.5223 |
11 | -0.180519 | -1.6545 | 0.949119 |
12 | -0.083063 | -0.7613 | 0.77569 |
13 | -0.030379 | -0.2784 | 0.609317 |
14 | -0.056101 | -0.5142 | 0.69576 |
15 | 0.040685 | 0.3729 | 0.355086 |
16 | -0.18626 | -1.7071 | 0.954251 |
17 | -0.024301 | -0.2227 | 0.587852 |
18 | 0.012109 | 0.111 | 0.455947 |
19 | -0.018485 | -0.1694 | 0.567062 |
20 | 0.076134 | 0.6978 | 0.24362 |
21 | -0.147223 | -1.3493 | 0.90957 |
22 | 0.196881 | 1.8044 | 0.037373 |
23 | 0.136445 | 1.2505 | 0.107288 |
24 | 0.049706 | 0.4556 | 0.324941 |
25 | -0.00783 | -0.0718 | 0.528519 |
26 | -0.027102 | -0.2484 | 0.597781 |
27 | 0.06524 | 0.5979 | 0.275746 |
28 | -0.03133 | -0.2871 | 0.612646 |
29 | -0.038079 | -0.349 | 0.63602 |
30 | 0.033246 | 0.3047 | 0.380671 |
31 | 0.023294 | 0.2135 | 0.415731 |
32 | -0.012538 | -0.1149 | 0.545604 |
33 | -0.011292 | -0.1035 | 0.541092 |
34 | 0.060471 | 0.5542 | 0.290448 |
35 | 0.079649 | 0.73 | 0.233712 |
36 | -0.084609 | -0.7755 | 0.779876 |
37 | -0.089737 | -0.8225 | 0.793426 |
38 | 0.059326 | 0.5437 | 0.294033 |
39 | -0.057094 | -0.5233 | 0.698919 |
40 | -0.102317 | -0.9377 | 0.824469 |
41 | -0.091984 | -0.8431 | 0.799203 |
42 | 0.04357 | 0.3993 | 0.345332 |
43 | -0.028053 | -0.2571 | 0.601137 |
44 | 0.011397 | 0.1045 | 0.458528 |
45 | 0.062453 | 0.5724 | 0.284293 |
46 | 0.000547 | 0.005 | 0.498007 |
47 | -0.119578 | -1.0959 | 0.861883 |