Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.4162 | 0 |
1 | 0.317427 | 2.3541 | 0.011083 |
2 | 0.362662 | 2.6896 | 0.004726 |
3 | 0.403545 | 2.9928 | 0.002067 |
4 | 0.059231 | 0.4393 | 0.331093 |
5 | 0.037652 | 0.2792 | 0.390555 |
6 | 0.103725 | 0.7692 | 0.222519 |
7 | -0.16338 | -1.2117 | 0.884588 |
8 | 0.072115 | 0.5348 | 0.297466 |
9 | 0.043933 | 0.3258 | 0.372899 |
10 | -0.156215 | -1.1585 | 0.874172 |
11 | -0.0321 | -0.2381 | 0.59364 |
12 | -0.145959 | -1.0825 | 0.858115 |
13 | -0.118224 | -0.8768 | 0.807788 |
14 | 0.034588 | 0.2565 | 0.399258 |
15 | -0.052749 | -0.3912 | 0.651419 |
16 | -0.03615 | -0.2681 | 0.605186 |
17 | 0.166283 | 1.2332 | 0.111375 |
18 | 0.095364 | 0.7072 | 0.241203 |
19 | -0.025815 | -0.1915 | 0.575561 |
20 | -0.004206 | -0.0312 | 0.512385 |
21 | -0.019764 | -0.1466 | 0.557999 |
22 | -0.13844 | -1.0267 | 0.845471 |
23 | -0.020648 | -0.1531 | 0.560573 |
24 | -0.167246 | -1.2403 | 0.889941 |
25 | -0.154838 | -1.1483 | 0.872095 |
26 | 0.003938 | 0.0292 | 0.488403 |
27 | -0.172026 | -1.2758 | 0.896303 |
28 | -0.156391 | -1.1598 | 0.874435 |
29 | -0.081667 | -0.6057 | 0.726383 |
30 | -0.245501 | -1.8207 | 0.962952 |
31 | -0.118293 | -0.8773 | 0.807925 |
32 | -0.085363 | -0.6331 | 0.735343 |
33 | -0.224549 | -1.6653 | 0.94923 |
34 | -0.021975 | -0.163 | 0.564431 |
35 | 0.03009 | 0.2232 | 0.412122 |
36 | -0.0698 | -0.5177 | 0.696611 |
37 | 0.094321 | 0.6995 | 0.243594 |
38 | 0.010293 | 0.0763 | 0.469715 |
39 | 0.011436 | 0.0848 | 0.466359 |
40 | 0.09297 | 0.6895 | 0.24671 |
41 | 0.014998 | 0.1112 | 0.455919 |
42 | 0.026129 | 0.1938 | 0.423533 |
43 | 0.107258 | 0.7954 | 0.214887 |
44 | 0.057547 | 0.4268 | 0.335603 |
45 | 0.041123 | 0.305 | 0.380768 |
46 | 0.039717 | 0.2945 | 0.384724 |
47 | -0.036554 | -0.2711 | 0.606333 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.317427 | 2.3541 | 0.011083 |
1 | 0.291248 | 2.16 | 0.017576 |
2 | 0.278876 | 2.0682 | 0.021668 |
3 | -0.22422 | -1.6629 | 0.948985 |
4 | -0.179119 | -1.3284 | 0.905231 |
5 | 0.081135 | 0.6017 | 0.274919 |
6 | -0.121676 | -0.9024 | 0.814603 |
7 | 0.190136 | 1.4101 | 0.082072 |
8 | 0.064041 | 0.4749 | 0.318356 |
9 | -0.193542 | -1.4353 | 0.921575 |
10 | -0.152535 | -1.1312 | 0.868566 |
11 | -0.146048 | -1.0831 | 0.858259 |
12 | 0.195399 | 1.4491 | 0.076492 |
13 | 0.241072 | 1.7878 | 0.039656 |
14 | 0.046278 | 0.3432 | 0.366376 |
15 | -0.20374 | -1.511 | 0.931741 |
16 | -0.056136 | -0.4163 | 0.6606 |
17 | 0.19481 | 1.4448 | 0.077101 |
18 | -0.070181 | -0.5205 | 0.697591 |
19 | -0.178278 | -1.3221 | 0.904204 |
20 | 0.013544 | 0.1004 | 0.460179 |
21 | -0.114065 | -0.8459 | 0.799371 |
22 | 0.083413 | 0.6186 | 0.269365 |
23 | -0.090667 | -0.6724 | 0.747929 |
24 | -0.05881 | -0.4361 | 0.667781 |
25 | 0.084409 | 0.626 | 0.266955 |
26 | -0.15857 | -1.176 | 0.877667 |
27 | -0.019981 | -0.1482 | 0.558629 |
28 | 0.003155 | 0.0234 | 0.490709 |
29 | -0.073919 | -0.5482 | 0.707113 |
30 | -0.092916 | -0.6891 | 0.753165 |
31 | -0.101484 | -0.7526 | 0.772559 |
32 | 0.108808 | 0.8069 | 0.211589 |
33 | 0.033333 | 0.2472 | 0.402836 |
34 | 0.01005 | 0.0745 | 0.470427 |
35 | -0.044811 | -0.3323 | 0.629547 |
36 | 0.030229 | 0.2242 | 0.411723 |
37 | 0.045819 | 0.3398 | 0.367651 |
38 | -0.042233 | -0.3132 | 0.622346 |
39 | -0.039018 | -0.2894 | 0.613305 |
40 | 0.081735 | 0.6062 | 0.273451 |
41 | 0.05478 | 0.4063 | 0.343066 |
42 | -0.029884 | -0.2216 | 0.587287 |
43 | -0.052589 | -0.39 | 0.650982 |
44 | -0.010874 | -0.0806 | 0.531992 |
45 | -0.031755 | -0.2355 | 0.592652 |
46 | -0.042199 | -0.313 | 0.622252 |
47 | 0.020545 | 0.1524 | 0.439727 |