Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.158225 | 1.2153 | 0.114537 |
2 | -0.042724 | -0.3282 | 0.628028 |
3 | -0.181625 | -1.3951 | 0.915891 |
4 | 0.038531 | 0.296 | 0.384148 |
5 | 0.114102 | 0.8764 | 0.192174 |
6 | -0.048886 | -0.3755 | 0.645682 |
7 | 0.007204 | 0.0553 | 0.478031 |
8 | 0.113495 | 0.8718 | 0.193434 |
9 | 0.242558 | 1.8631 | 0.033712 |
10 | -0.084648 | -0.6502 | 0.740955 |
11 | -0.095256 | -0.7317 | 0.766367 |
12 | -0.196681 | -1.5107 | 0.931903 |
13 | 0.122293 | 0.9394 | 0.17569 |
14 | 0.295601 | 2.2706 | 0.01342 |
15 | 0.095815 | 0.736 | 0.232332 |
16 | 0.021631 | 0.1662 | 0.434303 |
17 | -0.138201 | -1.0615 | 0.853616 |
18 | 0.086283 | 0.6628 | 0.255035 |
19 | -0.009901 | -0.076 | 0.530181 |
20 | -0.036574 | -0.2809 | 0.610126 |
21 | 0.017981 | 0.1381 | 0.445311 |
22 | 0.109309 | 0.8396 | 0.202257 |
23 | 0.243671 | 1.8717 | 0.033106 |
24 | -0.083843 | -0.644 | 0.738967 |
25 | -0.206616 | -1.587 | 0.941076 |
26 | -0.289081 | -2.2205 | 0.98488 |
27 | 0.094764 | 0.7279 | 0.234779 |
28 | 0.020636 | 0.1585 | 0.4373 |
29 | 0.11033 | 0.8475 | 0.200081 |
30 | -0.055846 | -0.429 | 0.665242 |
31 | -0.032875 | -0.2525 | 0.59924 |
32 | 0.060085 | 0.4615 | 0.32306 |
33 | -0.085787 | -0.6589 | 0.743751 |
34 | -0.077867 | -0.5981 | 0.723971 |
35 | -0.112842 | -0.8668 | 0.805206 |
36 | 0.085255 | 0.6549 | 0.257552 |
37 | 0.054846 | 0.4213 | 0.337542 |
38 | 0.077562 | 0.5958 | 0.276807 |
39 | -0.117116 | -0.8996 | 0.814 |
40 | -0.102242 | -0.7853 | 0.7823 |
41 | -0.000768 | -0.0059 | 0.502344 |
42 | 0.001063 | 0.0082 | 0.496756 |
43 | -0.031881 | -0.2449 | 0.5963 |
44 | -0.162161 | -1.2456 | 0.89108 |
45 | -0.045414 | -0.3488 | 0.635772 |
46 | -0.014227 | -0.1093 | 0.543323 |
47 | -0.107193 | -0.8234 | 0.793193 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.158225 | 1.2153 | 0.114537 |
1 | -0.069499 | -0.5338 | 0.702269 |
2 | -0.168408 | -1.2936 | 0.899572 |
3 | 0.097625 | 0.7499 | 0.228155 |
4 | 0.082871 | 0.6365 | 0.263443 |
5 | -0.117922 | -0.9058 | 0.81563 |
6 | 0.068478 | 0.526 | 0.300433 |
7 | 0.146844 | 1.1279 | 0.131957 |
8 | 0.171867 | 1.3201 | 0.095944 |
9 | -0.162576 | -1.2488 | 0.89166 |
10 | 0.010897 | 0.0837 | 0.466789 |
11 | -0.142668 | -1.0959 | 0.861202 |
12 | 0.106178 | 0.8156 | 0.209015 |
13 | 0.261034 | 2.005 | 0.024777 |
14 | 0.008431 | 0.0648 | 0.474293 |
15 | 0.023819 | 0.183 | 0.427728 |
16 | -0.107293 | -0.8241 | 0.793408 |
17 | 0.073639 | 0.5656 | 0.286894 |
18 | -0.009343 | -0.0718 | 0.528485 |
19 | -0.015063 | -0.1157 | 0.545859 |
20 | 0.123039 | 0.9451 | 0.174236 |
21 | -0.049153 | -0.3775 | 0.64644 |
22 | 0.133453 | 1.0251 | 0.154757 |
23 | -0.137688 | -1.0576 | 0.852725 |
24 | -0.139041 | -1.068 | 0.855064 |
25 | -0.132973 | -1.0214 | 0.844379 |
26 | 0.052492 | 0.4032 | 0.344129 |
27 | -0.101114 | -0.7767 | 0.779773 |
28 | 0.065836 | 0.5057 | 0.307478 |
29 | -0.048851 | -0.3752 | 0.645582 |
30 | -0.051792 | -0.3978 | 0.653903 |
31 | -0.008862 | -0.0681 | 0.527019 |
32 | 0.049455 | 0.3799 | 0.352704 |
33 | -0.045787 | -0.3517 | 0.636841 |
34 | -0.018 | -0.1383 | 0.554746 |
35 | -0.052354 | -0.4021 | 0.655483 |
36 | -0.085425 | -0.6562 | 0.742865 |
37 | 0.084569 | 0.6496 | 0.25924 |
38 | 0.048724 | 0.3743 | 0.354777 |
39 | 0.016524 | 0.1269 | 0.449715 |
40 | 0.002102 | 0.0161 | 0.493588 |
41 | 0.006079 | 0.0467 | 0.481459 |
42 | -0.13233 | -1.0164 | 0.843217 |
43 | -0.116578 | -0.8955 | 0.812908 |
44 | -0.036722 | -0.2821 | 0.610561 |
45 | -0.025938 | -0.1992 | 0.578617 |
46 | -0.127209 | -0.9771 | 0.833747 |
47 | 0.071823 | 0.5517 | 0.291624 |