Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.119298 | -0.9163 | 0.818392 |
2 | -0.217671 | -1.672 | 0.950086 |
3 | 0.123525 | 0.9488 | 0.173294 |
4 | 0.007258 | 0.0557 | 0.477866 |
5 | -0.198442 | -1.5243 | 0.933607 |
6 | -0.110358 | -0.8477 | 0.799979 |
7 | -0.155707 | -1.196 | 0.881761 |
8 | 0.014415 | 0.1107 | 0.456107 |
9 | 0.037285 | 0.2864 | 0.387792 |
10 | -0.098366 | -0.7556 | 0.773541 |
11 | -0.08079 | -0.6206 | 0.731361 |
12 | 0.700071 | 5.3773 | 1e-06 |
13 | -0.045738 | -0.3513 | 0.636699 |
14 | -0.196123 | -1.5064 | 0.931356 |
15 | 0.119024 | 0.9142 | 0.182156 |
16 | 0.041536 | 0.319 | 0.375409 |
17 | -0.171089 | -1.3142 | 0.903061 |
18 | -0.098531 | -0.7568 | 0.773918 |
19 | -0.144901 | -1.113 | 0.86489 |
20 | 0.008079 | 0.0621 | 0.475363 |
21 | 0.053573 | 0.4115 | 0.341096 |
22 | -0.114009 | -0.8757 | 0.807633 |
23 | -0.078438 | -0.6025 | 0.725423 |
24 | 0.504279 | 3.8734 | 0.000136 |
25 | -0.022577 | -0.1734 | 0.568541 |
26 | -0.149764 | -1.1504 | 0.872682 |
27 | 0.117826 | 0.905 | 0.184563 |
28 | 0.007789 | 0.0598 | 0.476247 |
29 | -0.10413 | -0.7998 | 0.786494 |
30 | -0.059549 | -0.4574 | 0.675469 |
31 | -0.071908 | -0.5523 | 0.708597 |
32 | -0.059796 | -0.4593 | 0.676147 |
33 | 0.011499 | 0.0883 | 0.46496 |
34 | -0.058725 | -0.4511 | 0.673205 |
35 | -0.05937 | -0.456 | 0.674978 |
36 | 0.350188 | 2.6898 | 0.004641 |
37 | 0.000915 | 0.007 | 0.497207 |
38 | -0.105512 | -0.8105 | 0.789532 |
39 | 0.067146 | 0.5158 | 0.303975 |
40 | -0.031603 | -0.2427 | 0.595477 |
41 | -0.030795 | -0.2365 | 0.593083 |
42 | -0.043847 | -0.3368 | 0.631268 |
43 | -0.043057 | -0.3307 | 0.628988 |
44 | -0.028908 | -0.222 | 0.587477 |
45 | 0.006413 | 0.0493 | 0.480438 |
46 | -0.006783 | -0.0521 | 0.520689 |
47 | -0.035714 | -0.2743 | 0.607603 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.119298 | -0.9163 | 0.818392 |
1 | -0.235251 | -1.807 | 0.962069 |
2 | 0.068065 | 0.5228 | 0.30153 |
3 | -0.018795 | -0.1444 | 0.55715 |
4 | -0.16957 | -1.3025 | 0.901096 |
5 | -0.186277 | -1.4308 | 0.921122 |
6 | -0.314759 | -2.4177 | 0.990637 |
7 | -0.136659 | -1.0497 | 0.85093 |
8 | -0.108604 | -0.8342 | 0.796234 |
9 | -0.208951 | -1.605 | 0.943081 |
10 | -0.338847 | -2.6027 | 0.994161 |
11 | 0.570356 | 4.381 | 2.5e-05 |
12 | 0.088168 | 0.6772 | 0.250454 |
13 | 0.108429 | 0.8329 | 0.204141 |
14 | -0.02188 | -0.1681 | 0.566447 |
15 | 0.058534 | 0.4496 | 0.32732 |
16 | 0.09695 | 0.7447 | 0.229709 |
17 | 0.070048 | 0.538 | 0.296284 |
18 | -0.003809 | -0.0293 | 0.51162 |
19 | -0.019896 | -0.1528 | 0.560471 |
20 | 0.13374 | 1.0273 | 0.154241 |
21 | -0.09943 | -0.7637 | 0.775966 |
22 | -0.056109 | -0.431 | 0.665972 |
23 | -0.098698 | -0.7581 | 0.774299 |
24 | -0.074131 | -0.5694 | 0.714381 |
25 | -0.014333 | -0.1101 | 0.543644 |
26 | -0.036391 | -0.2795 | 0.60959 |
27 | -0.165757 | -1.2732 | 0.89603 |
28 | -0.02703 | -0.2076 | 0.581881 |
29 | 0.001998 | 0.0153 | 0.493904 |
30 | 0.137291 | 1.0546 | 0.147964 |
31 | -0.09451 | -0.7259 | 0.764629 |
32 | -0.120904 | -0.9287 | 0.821581 |
33 | 0.00721 | 0.0554 | 0.478012 |
34 | 0.099349 | 0.7631 | 0.224217 |
35 | 0.080162 | 0.6157 | 0.270217 |
36 | -0.033218 | -0.2552 | 0.600253 |
37 | 0.039394 | 0.3026 | 0.381634 |
38 | -0.075418 | -0.5793 | 0.717703 |
39 | -0.023642 | -0.1816 | 0.571739 |
40 | -0.069881 | -0.5368 | 0.703276 |
41 | -0.096658 | -0.7424 | 0.769619 |
42 | -0.022967 | -0.1764 | 0.569714 |
43 | 0.092078 | 0.7073 | 0.241094 |
44 | 0.045784 | 0.3517 | 0.363169 |
45 | 0.045261 | 0.3477 | 0.364668 |
46 | 0.008062 | 0.0619 | 0.475415 |
47 | -0.135047 | -1.0373 | 0.848089 |