Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.2432 | 1.8838 | 0.032219 |
2 | -0.171671 | -1.3298 | 0.905684 |
3 | -0.260556 | -2.0183 | 0.975979 |
4 | -0.256151 | -1.9841 | 0.97409 |
5 | 0.021882 | 0.1695 | 0.432988 |
6 | 0.155852 | 1.2072 | 0.116042 |
7 | 0.057632 | 0.4464 | 0.328452 |
8 | -0.279706 | -2.1666 | 0.982876 |
9 | -0.293359 | -2.2723 | 0.986669 |
10 | -0.100329 | -0.7771 | 0.779938 |
11 | 0.202769 | 1.5706 | 0.060763 |
12 | 0.682413 | 5.2859 | 1e-06 |
13 | 0.191942 | 1.4868 | 0.071155 |
14 | -0.116643 | -0.9035 | 0.815066 |
15 | -0.233049 | -1.8052 | 0.961969 |
16 | -0.206072 | -1.5962 | 0.942154 |
17 | 0.00435 | 0.0337 | 0.486618 |
18 | 0.084538 | 0.6548 | 0.257541 |
19 | 0.039922 | 0.3092 | 0.379106 |
20 | -0.209128 | -1.6199 | 0.94475 |
21 | -0.190812 | -1.478 | 0.927683 |
22 | -0.0587 | -0.4547 | 0.674512 |
23 | 0.140437 | 1.0878 | 0.140513 |
24 | 0.50548 | 3.9154 | 0.000117 |
25 | 0.123826 | 0.9591 | 0.170667 |
26 | -0.148084 | -1.1471 | 0.872043 |
27 | -0.215602 | -1.67 | 0.94994 |
28 | -0.144477 | -1.1191 | 0.866224 |
29 | 0.011274 | 0.0873 | 0.46535 |
30 | 0.066526 | 0.5153 | 0.304114 |
31 | 0.017355 | 0.1344 | 0.446756 |
32 | -0.172892 | -1.3392 | 0.907225 |
33 | -0.130544 | -1.0112 | 0.842007 |
34 | -0.045596 | -0.3532 | 0.637407 |
35 | 0.085021 | 0.6586 | 0.256345 |
36 | 0.353907 | 2.7413 | 0.004025 |
37 | 0.091675 | 0.7101 | 0.240193 |
38 | -0.12186 | -0.9439 | 0.825503 |
39 | -0.151237 | -1.1715 | 0.876981 |
40 | -0.08844 | -0.6851 | 0.752025 |
41 | -0.006172 | -0.0478 | 0.518986 |
42 | 0.071829 | 0.5564 | 0.290009 |
43 | 0.027986 | 0.2168 | 0.414557 |
44 | -0.116809 | -0.9048 | 0.815404 |
45 | -0.097391 | -0.7544 | 0.773217 |
46 | -0.047968 | -0.3716 | 0.644236 |
47 | 0.021051 | 0.1631 | 0.43551 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.2432 | 1.8838 | 0.032219 |
1 | -0.245328 | -1.9003 | 0.968899 |
2 | -0.168395 | -1.3044 | 0.901458 |
3 | -0.209984 | -1.6265 | 0.945461 |
4 | 0.061057 | 0.4729 | 0.318984 |
5 | 0.015978 | 0.1238 | 0.450957 |
6 | -0.062292 | -0.4825 | 0.684402 |
7 | -0.347112 | -2.6887 | 0.995364 |
8 | -0.169636 | -1.314 | 0.903076 |
9 | -0.128076 | -0.9921 | 0.837427 |
10 | 0.078153 | 0.6054 | 0.273609 |
11 | 0.552661 | 4.2809 | 3.4e-05 |
12 | -0.113673 | -0.8805 | 0.808951 |
13 | 0.131484 | 1.0185 | 0.156272 |
14 | -0.057974 | -0.4491 | 0.672499 |
15 | 0.039594 | 0.3067 | 0.380068 |
16 | -0.089171 | -0.6907 | 0.753796 |
17 | -0.099655 | -0.7719 | 0.778406 |
18 | -0.038033 | -0.2946 | 0.615342 |
19 | 0.051321 | 0.3975 | 0.346194 |
20 | 0.109742 | 0.8501 | 0.199337 |
21 | -0.043576 | -0.3375 | 0.631556 |
22 | -0.007849 | -0.0608 | 0.524138 |
23 | 0.076017 | 0.5888 | 0.279095 |
24 | -0.083467 | -0.6465 | 0.739799 |
25 | -0.139162 | -1.0779 | 0.857313 |
26 | -0.087558 | -0.6782 | 0.749881 |
27 | 0.009612 | 0.0745 | 0.470447 |
28 | 0.02543 | 0.197 | 0.422253 |
29 | 0.021716 | 0.1682 | 0.433492 |
30 | -0.072473 | -0.5614 | 0.711683 |
31 | 0.018707 | 0.1449 | 0.442635 |
32 | 0.000633 | 0.0049 | 0.498052 |
33 | -0.116104 | -0.8993 | 0.813966 |
34 | -0.140907 | -1.0915 | 0.860283 |
35 | -0.079286 | -0.6141 | 0.72928 |
36 | 0.031302 | 0.2425 | 0.404625 |
37 | 0.014876 | 0.1152 | 0.454324 |
38 | 0.054662 | 0.4234 | 0.336755 |
39 | -0.006874 | -0.0532 | 0.521142 |
40 | -0.011798 | -0.0914 | 0.536255 |
41 | 0.044933 | 0.348 | 0.364511 |
42 | -0.087921 | -0.681 | 0.750764 |
43 | -0.034975 | -0.2709 | 0.606307 |
44 | -0.078472 | -0.6078 | 0.727207 |
45 | 0.011943 | 0.0925 | 0.463301 |
46 | -0.0497 | -0.385 | 0.649192 |
47 | -0.066508 | -0.5152 | 0.695837 |