Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.06648 | -0.5106 | 0.694245 |
2 | 0.209024 | 1.6055 | 0.056857 |
3 | -0.172771 | -1.3271 | 0.905202 |
4 | -0.035877 | -0.2756 | 0.608081 |
5 | -0.187285 | -1.4386 | 0.922221 |
6 | -0.145153 | -1.1149 | 0.865301 |
7 | -0.190534 | -1.4635 | 0.925683 |
8 | 0.072264 | 0.5551 | 0.290473 |
9 | -0.048572 | -0.3731 | 0.64479 |
10 | 0.151777 | 1.1658 | 0.124189 |
11 | -0.016613 | -0.1276 | 0.550553 |
12 | 0.29546 | 2.2695 | 0.013455 |
13 | -0.029359 | -0.2255 | 0.588819 |
14 | 0.018995 | 0.1459 | 0.442248 |
15 | -0.180763 | -1.3885 | 0.914892 |
16 | 0.009546 | 0.0733 | 0.470897 |
17 | -0.165903 | -1.2743 | 0.896227 |
18 | -0.011639 | -0.0894 | 0.535468 |
19 | -0.174197 | -1.338 | 0.906989 |
20 | 0.153754 | 1.181 | 0.12117 |
21 | -0.056038 | -0.4304 | 0.665775 |
22 | 0.134584 | 1.0338 | 0.152734 |
23 | 0.025806 | 0.1982 | 0.421777 |
24 | 0.161941 | 1.2439 | 0.109229 |
25 | 0.025429 | 0.1953 | 0.422905 |
26 | 0.071857 | 0.5519 | 0.291536 |
27 | -0.028846 | -0.2216 | 0.587294 |
28 | 0.025181 | 0.1934 | 0.423649 |
29 | -0.110328 | -0.8474 | 0.799914 |
30 | -0.084497 | -0.649 | 0.740583 |
31 | -0.167347 | -1.2854 | 0.898166 |
32 | -0.023767 | -0.1826 | 0.572114 |
33 | -0.049712 | -0.3818 | 0.648027 |
34 | 0.126716 | 0.9733 | 0.167183 |
35 | -0.000758 | -0.0058 | 0.502314 |
36 | 0.129784 | 0.9969 | 0.161444 |
37 | 0.066852 | 0.5135 | 0.304759 |
38 | 0.062546 | 0.4804 | 0.316352 |
39 | -0.107521 | -0.8259 | 0.793901 |
40 | -0.026458 | -0.2032 | 0.580171 |
41 | -0.078387 | -0.6021 | 0.725294 |
42 | -0.077094 | -0.5922 | 0.722001 |
43 | 0.029987 | 0.2303 | 0.409315 |
44 | -0.100757 | -0.7739 | 0.778968 |
45 | 0.049766 | 0.3823 | 0.351822 |
46 | 0.166513 | 1.279 | 0.10295 |
47 | 0.073741 | 0.5664 | 0.28663 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.06648 | -0.5106 | 0.694245 |
1 | 0.205513 | 1.5786 | 0.059891 |
2 | -0.155284 | -1.1928 | 0.881131 |
3 | -0.097851 | -0.7516 | 0.772363 |
4 | -0.135385 | -1.0399 | 0.848687 |
5 | -0.173562 | -1.3332 | 0.906197 |
6 | -0.18986 | -1.4583 | 0.924975 |
7 | 0.055951 | 0.4298 | 0.334464 |
8 | -0.055021 | -0.4226 | 0.662948 |
9 | 0.022077 | 0.1696 | 0.432963 |
10 | -0.047363 | -0.3638 | 0.641346 |
11 | 0.206518 | 1.5863 | 0.059009 |
12 | -0.00614 | -0.0472 | 0.518728 |
13 | -0.093523 | -0.7184 | 0.762315 |
14 | -0.100868 | -0.7748 | 0.779218 |
15 | 0.043898 | 0.3372 | 0.368586 |
16 | -0.0713 | -0.5477 | 0.707007 |
17 | -0.028238 | -0.2169 | 0.585482 |
18 | -0.108436 | -0.8329 | 0.795873 |
19 | 0.049806 | 0.3826 | 0.351708 |
20 | -0.069765 | -0.5359 | 0.70297 |
21 | -0.02969 | -0.2281 | 0.589803 |
22 | 0.058499 | 0.4493 | 0.327416 |
23 | 0.045576 | 0.3501 | 0.363765 |
24 | 0.031092 | 0.2388 | 0.406035 |
25 | 0.079112 | 0.6077 | 0.272868 |
26 | 0.13151 | 1.0101 | 0.158275 |
27 | 0.027109 | 0.2082 | 0.417884 |
28 | -0.008499 | -0.0653 | 0.525914 |
29 | -0.066965 | -0.5144 | 0.695541 |
30 | -0.056986 | -0.4377 | 0.668404 |
31 | -0.103106 | -0.792 | 0.784226 |
32 | -0.032548 | -0.25 | 0.598273 |
33 | 0.068298 | 0.5246 | 0.30091 |
34 | -0.04217 | -0.3239 | 0.626425 |
35 | -0.059164 | -0.4544 | 0.674413 |
36 | 0.077045 | 0.5918 | 0.278125 |
37 | 0.022679 | 0.1742 | 0.431152 |
38 | -0.114737 | -0.8813 | 0.809137 |
39 | -0.02015 | -0.1548 | 0.561236 |
40 | 0.103603 | 0.7958 | 0.214672 |
41 | -0.033602 | -0.2581 | 0.601387 |
42 | 0.119656 | 0.9191 | 0.180893 |
43 | -0.085495 | -0.6567 | 0.743037 |
44 | -0.03716 | -0.2854 | 0.611844 |
45 | 0.126389 | 0.9708 | 0.167802 |
46 | 0.041646 | 0.3199 | 0.37509 |
47 | -0.019472 | -0.1496 | 0.559193 |