Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.8102 | 0 |
1 | 0.672818 | 5.2549 | 1e-06 |
2 | 0.272097 | 2.1251 | 0.018816 |
3 | -0.066092 | -0.5162 | 0.696209 |
4 | -0.034108 | -0.2664 | 0.604581 |
5 | 0.108442 | 0.847 | 0.200165 |
6 | 0.219851 | 1.7171 | 0.045518 |
7 | 0.162414 | 1.2685 | 0.104721 |
8 | 0.024598 | 0.1921 | 0.424144 |
9 | -0.027037 | -0.2112 | 0.583268 |
10 | 0.081755 | 0.6385 | 0.262761 |
11 | 0.229372 | 1.7915 | 0.03909 |
12 | 0.309474 | 2.4171 | 0.009326 |
13 | 0.129537 | 1.0117 | 0.157835 |
14 | -0.100968 | -0.7886 | 0.783296 |
15 | -0.294309 | -2.2986 | 0.987517 |
16 | -0.277278 | -2.1656 | 0.98287 |
17 | -0.156357 | -1.2212 | 0.886643 |
18 | -0.048867 | -0.3817 | 0.647982 |
19 | -0.030854 | -0.241 | 0.594808 |
20 | -0.09063 | -0.7078 | 0.759131 |
21 | -0.070194 | -0.5482 | 0.707232 |
22 | -0.089732 | -0.7008 | 0.756963 |
23 | -0.064504 | -0.5038 | 0.69189 |
24 | -0.090772 | -0.709 | 0.759473 |
25 | -0.087907 | -0.6866 | 0.752524 |
26 | -0.140054 | -1.0939 | 0.860841 |
27 | -0.1643 | -1.2832 | 0.897867 |
28 | -0.189585 | -1.4807 | 0.928084 |
29 | -0.154 | -1.2028 | 0.883146 |
30 | -0.11332 | -0.8851 | 0.810199 |
31 | -0.115633 | -0.9031 | 0.814994 |
32 | -0.170397 | -1.3308 | 0.905904 |
33 | -0.18887 | -1.4751 | 0.927338 |
34 | -0.174456 | -1.3625 | 0.910983 |
35 | -0.102413 | -0.7999 | 0.786556 |
36 | -0.042223 | -0.3298 | 0.62865 |
37 | -0.007262 | -0.0567 | 0.522521 |
38 | -0.058024 | -0.4532 | 0.673987 |
39 | -0.108814 | -0.8499 | 0.800638 |
40 | -0.149469 | -1.1674 | 0.876201 |
41 | -0.1341 | -1.0474 | 0.850465 |
42 | -0.099277 | -0.7754 | 0.779443 |
43 | -0.060992 | -0.4764 | 0.68224 |
44 | -0.037121 | -0.2899 | 0.613572 |
45 | -0.013334 | -0.1041 | 0.541299 |
46 | 0.027347 | 0.2136 | 0.415791 |
47 | 0.061215 | 0.4781 | 0.317144 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.672818 | 5.2549 | 1e-06 |
1 | -0.329951 | -2.577 | 0.9938 |
2 | -0.179551 | -1.4023 | 0.917058 |
3 | 0.398266 | 3.1106 | 0.001419 |
4 | 0.010301 | 0.0805 | 0.46807 |
5 | -0.07029 | -0.549 | 0.707489 |
6 | 0.012793 | 0.0999 | 0.460368 |
7 | -0.038341 | -0.2995 | 0.617194 |
8 | 0.123351 | 0.9634 | 0.169575 |
9 | 0.177656 | 1.3875 | 0.085163 |
10 | -0.000691 | -0.0054 | 0.502144 |
11 | 0.086018 | 0.6718 | 0.252118 |
12 | -0.268382 | -2.0961 | 0.979887 |
13 | -0.060452 | -0.4721 | 0.680746 |
14 | -0.069624 | -0.5438 | 0.705713 |
15 | -0.132719 | -1.0366 | 0.847986 |
16 | 0.009025 | 0.0705 | 0.472018 |
17 | -0.07969 | -0.6224 | 0.732001 |
18 | 0.009334 | 0.0729 | 0.47106 |
19 | 0.014041 | 0.1097 | 0.456517 |
20 | 0.109211 | 0.853 | 0.198508 |
21 | -0.256817 | -2.0058 | 0.975341 |
22 | 0.019016 | 0.1485 | 0.441213 |
23 | 0.03092 | 0.2415 | 0.404991 |
24 | 0.068608 | 0.5358 | 0.297006 |
25 | -0.078863 | -0.6159 | 0.729886 |
26 | 0.006152 | 0.0481 | 0.480917 |
27 | -0.071143 | -0.5556 | 0.709758 |
28 | 0.000198 | 0.0015 | 0.499387 |
29 | -0.043043 | -0.3362 | 0.631055 |
30 | -0.234249 | -1.8295 | 0.963897 |
31 | -0.066107 | -0.5163 | 0.696249 |
32 | -0.039585 | -0.3092 | 0.620876 |
33 | 0.048008 | 0.375 | 0.354497 |
34 | -0.004819 | -0.0376 | 0.51495 |
35 | 0.0633 | 0.4944 | 0.311405 |
36 | -0.065915 | -0.5148 | 0.695727 |
37 | -0.064091 | -0.5006 | 0.69076 |
38 | -0.029156 | -0.2277 | 0.589687 |
39 | -0.030818 | -0.2407 | 0.5947 |
40 | -0.047229 | -0.3689 | 0.643248 |
41 | -0.108207 | -0.8451 | 0.799327 |
42 | 0.107478 | 0.8394 | 0.202253 |
43 | 0.036253 | 0.2831 | 0.389012 |
44 | 0.040526 | 0.3165 | 0.376344 |
45 | -0.09193 | -0.718 | 0.76225 |
46 | -0.056854 | -0.444 | 0.670708 |
47 | 0.007284 | 0.0569 | 0.477409 |