Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.21709 | 1.6816 | 0.048925 |
2 | -0.174023 | -1.348 | 0.908633 |
3 | -0.139129 | -1.0777 | 0.857256 |
4 | 0.144479 | 1.1191 | 0.133772 |
5 | 0.075852 | 0.5875 | 0.279522 |
6 | -0.247741 | -1.919 | 0.970127 |
7 | -0.068768 | -0.5327 | 0.701886 |
8 | 0.015153 | 0.1174 | 0.453478 |
9 | 0.09724 | 0.7532 | 0.227133 |
10 | 0.020658 | 0.16 | 0.436704 |
11 | 0.014625 | 0.1133 | 0.455093 |
12 | -0.012139 | -0.094 | 0.537301 |
13 | 0.039911 | 0.3091 | 0.37914 |
14 | 0.107308 | 0.8312 | 0.204576 |
15 | -0.08418 | -0.6521 | 0.741571 |
16 | -0.149307 | -1.1565 | 0.873975 |
17 | -0.033069 | -0.2562 | 0.600646 |
18 | 0.079062 | 0.6124 | 0.271289 |
19 | 0.069202 | 0.536 | 0.296958 |
20 | -0.045372 | -0.3515 | 0.636759 |
21 | -0.037598 | -0.2912 | 0.614062 |
22 | 0.008541 | 0.0662 | 0.473737 |
23 | 0.011662 | 0.0903 | 0.46416 |
24 | -0.056458 | -0.4373 | 0.668276 |
25 | -0.182599 | -1.4144 | 0.918794 |
26 | -0.103205 | -0.7994 | 0.786399 |
27 | 0.032284 | 0.2501 | 0.401692 |
28 | 0.036085 | 0.2795 | 0.390407 |
29 | -0.078334 | -0.6068 | 0.726855 |
30 | -0.086448 | -0.6696 | 0.747166 |
31 | 0.065678 | 0.5087 | 0.306399 |
32 | -0.076274 | -0.5908 | 0.72157 |
33 | -0.145385 | -1.1261 | 0.867706 |
34 | -0.017961 | -0.1391 | 0.55509 |
35 | 0.063591 | 0.4926 | 0.312057 |
36 | 0.048487 | 0.3756 | 0.354276 |
37 | -0.088064 | -0.6821 | 0.751113 |
38 | 0.084849 | 0.6572 | 0.256771 |
39 | 0.031964 | 0.2476 | 0.402646 |
40 | -0.012389 | -0.096 | 0.538066 |
41 | -0.049272 | -0.3817 | 0.647969 |
42 | 0.063459 | 0.4916 | 0.312414 |
43 | 0.037523 | 0.2907 | 0.38616 |
44 | -0.121213 | -0.9389 | 0.82423 |
45 | 0.026241 | 0.2033 | 0.419809 |
46 | 0.034573 | 0.2678 | 0.394885 |
47 | 0.073222 | 0.5672 | 0.286356 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.21709 | 1.6816 | 0.048925 |
1 | -0.232089 | -1.7978 | 0.961376 |
2 | -0.046806 | -0.3626 | 0.640894 |
3 | 0.169117 | 1.31 | 0.097599 |
4 | -0.045958 | -0.356 | 0.638452 |
5 | -0.244991 | -1.8977 | 0.968724 |
6 | 0.122096 | 0.9458 | 0.174033 |
7 | -0.100637 | -0.7795 | 0.780635 |
8 | 0.048563 | 0.3762 | 0.354059 |
9 | 0.071969 | 0.5575 | 0.28964 |
10 | 0.020581 | 0.1594 | 0.436937 |
11 | -0.078387 | -0.6072 | 0.72699 |
12 | 0.109274 | 0.8464 | 0.200337 |
13 | 0.051041 | 0.3954 | 0.346989 |
14 | -0.147946 | -1.146 | 0.871824 |
15 | -0.036138 | -0.2799 | 0.60975 |
16 | 0.053518 | 0.4145 | 0.339975 |
17 | -0.061874 | -0.4793 | 0.683258 |
18 | 0.091127 | 0.7059 | 0.241501 |
19 | 0.023477 | 0.1818 | 0.428157 |
20 | -0.088794 | -0.6878 | 0.752884 |
21 | -0.008246 | -0.0639 | 0.525359 |
22 | 0.006468 | 0.0501 | 0.480105 |
23 | -0.106043 | -0.8214 | 0.792666 |
24 | -0.146809 | -1.1372 | 0.870007 |
25 | 0.007661 | 0.0593 | 0.476437 |
26 | -0.016926 | -0.1311 | 0.551937 |
27 | -0.071913 | -0.557 | 0.710212 |
28 | -0.005247 | -0.0406 | 0.516142 |
29 | -0.044247 | -0.3427 | 0.633502 |
30 | -0.036988 | -0.2865 | 0.612262 |
31 | -0.201722 | -1.5625 | 0.938289 |
32 | -0.068321 | -0.5292 | 0.700695 |
33 | 0.071779 | 0.556 | 0.290141 |
34 | -0.058378 | -0.4522 | 0.67362 |
35 | 0.039718 | 0.3077 | 0.379705 |
36 | -0.022763 | -0.1763 | 0.569682 |
37 | 0.069939 | 0.5417 | 0.295 |
38 | -0.082229 | -0.6369 | 0.736708 |
39 | 0.009562 | 0.0741 | 0.470602 |
40 | -0.054551 | -0.4226 | 0.662934 |
41 | 0.085203 | 0.66 | 0.255895 |
42 | -0.009953 | -0.0771 | 0.530597 |
43 | -0.061687 | -0.4778 | 0.682744 |
44 | 0.082242 | 0.637 | 0.263259 |
45 | 0.000703 | 0.0054 | 0.497836 |
46 | -0.012391 | -0.096 | 0.538071 |
47 | -0.030108 | -0.2332 | 0.591805 |