Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4261 | 0 |
1 | 0.004584 | 0.0386 | 0.484649 |
2 | -0.07428 | -0.6259 | 0.733305 |
3 | -0.234657 | -1.9773 | 0.974052 |
4 | 0.034098 | 0.2873 | 0.387354 |
5 | 0.11801 | 0.9944 | 0.16171 |
6 | 0.118232 | 0.9962 | 0.161258 |
7 | 0.072288 | 0.6091 | 0.272197 |
8 | -0.01003 | -0.0845 | 0.533556 |
9 | -0.188507 | -1.5884 | 0.941679 |
10 | -0.014245 | -0.12 | 0.547602 |
11 | 0.065735 | 0.5539 | 0.290697 |
12 | 0.02358 | 0.1987 | 0.421537 |
13 | 0.07138 | 0.6015 | 0.274724 |
14 | -0.101961 | -0.8591 | 0.803422 |
15 | -0.002801 | -0.0236 | 0.509381 |
16 | 0.044284 | 0.3731 | 0.355076 |
17 | 0.037211 | 0.3135 | 0.377391 |
18 | 0.036247 | 0.3054 | 0.380469 |
19 | -0.061564 | -0.5187 | 0.697224 |
20 | -0.043958 | -0.3704 | 0.643904 |
21 | -0.112908 | -0.9514 | 0.82768 |
22 | -0.022542 | -0.1899 | 0.57505 |
23 | 0.100741 | 0.8489 | 0.199406 |
24 | 0.22049 | 1.8579 | 0.033666 |
25 | 0.027573 | 0.2323 | 0.408475 |
26 | -0.166996 | -1.4071 | 0.918124 |
27 | -0.010716 | -0.0903 | 0.535845 |
28 | -0.001696 | -0.0143 | 0.50568 |
29 | 0.008814 | 0.0743 | 0.470502 |
30 | 0.032351 | 0.2726 | 0.392978 |
31 | -0.014222 | -0.1198 | 0.547525 |
32 | -0.035491 | -0.2991 | 0.617113 |
33 | -0.141679 | -1.1938 | 0.881737 |
34 | -0.051786 | -0.4364 | 0.668049 |
35 | 0.071218 | 0.6001 | 0.275176 |
36 | -0.219669 | -1.851 | 0.965833 |
37 | 0.031235 | 0.2632 | 0.396583 |
38 | -0.039529 | -0.3331 | 0.62997 |
39 | 0.090109 | 0.7593 | 0.225102 |
40 | -0.016202 | -0.1365 | 0.554102 |
41 | -0.099154 | -0.8355 | 0.796877 |
42 | -0.055897 | -0.471 | 0.680456 |
43 | -0.022637 | -0.1907 | 0.575363 |
44 | 0.043708 | 0.3683 | 0.356877 |
45 | 0.022886 | 0.1928 | 0.423817 |
46 | -0.056404 | -0.4753 | 0.681971 |
47 | -0.024725 | -0.2083 | 0.58222 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.004584 | 0.0386 | 0.484649 |
1 | -0.074303 | -0.6261 | 0.733367 |
2 | -0.235254 | -1.9823 | 0.974341 |
3 | 0.028525 | 0.2404 | 0.405374 |
4 | 0.089443 | 0.7537 | 0.226772 |
5 | 0.074154 | 0.6248 | 0.267041 |
6 | 0.109584 | 0.9234 | 0.17947 |
7 | 0.054732 | 0.4612 | 0.323041 |
8 | -0.154898 | -1.3052 | 0.901979 |
9 | 0.001167 | 0.0098 | 0.496091 |
10 | 0.030265 | 0.255 | 0.399722 |
11 | -0.086938 | -0.7326 | 0.766879 |
12 | 0.080014 | 0.6742 | 0.251183 |
13 | -0.061854 | -0.5212 | 0.698072 |
14 | 0.00965 | 0.0813 | 0.467712 |
15 | 0.105968 | 0.8929 | 0.187462 |
16 | 0.004927 | 0.0415 | 0.483502 |
17 | 0.009323 | 0.0786 | 0.468804 |
18 | -0.024331 | -0.205 | 0.580926 |
19 | -0.042271 | -0.3562 | 0.638621 |
20 | -0.149944 | -1.2635 | 0.89472 |
21 | -0.043324 | -0.3651 | 0.641922 |
22 | 0.041874 | 0.3528 | 0.362628 |
23 | 0.203802 | 1.7173 | 0.045145 |
24 | 0.12114 | 1.0207 | 0.155421 |
25 | -0.091295 | -0.7693 | 0.777857 |
26 | 0.130659 | 1.101 | 0.137317 |
27 | -0.043886 | -0.3698 | 0.643681 |
28 | -0.163247 | -1.3755 | 0.913356 |
29 | -0.023133 | -0.1949 | 0.576995 |
30 | -0.102012 | -0.8596 | 0.803541 |
31 | -0.054645 | -0.4604 | 0.676697 |
32 | -0.048491 | -0.4086 | 0.657966 |
33 | -0.025463 | -0.2146 | 0.584634 |
34 | 0.045066 | 0.3797 | 0.35264 |
35 | -0.254639 | -2.1456 | 0.982338 |
36 | 0.034047 | 0.2869 | 0.387517 |
37 | -0.035297 | -0.2974 | 0.616493 |
38 | 0.022463 | 0.1893 | 0.425209 |
39 | -0.041928 | -0.3533 | 0.637543 |
40 | -0.090543 | -0.7629 | 0.775985 |
41 | -0.017614 | -0.1484 | 0.558783 |
42 | -0.039508 | -0.3329 | 0.629904 |
43 | 0.109168 | 0.9199 | 0.180379 |
44 | -0.036694 | -0.3092 | 0.620958 |
45 | 0.002623 | 0.0221 | 0.491215 |
46 | -0.014142 | -0.1192 | 0.547258 |
47 | 0.069215 | 0.5832 | 0.280798 |