Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | -0.096616 | -0.7421 | 0.769521 |
2 | -0.075686 | -0.5814 | 0.718393 |
3 | 0.308072 | 2.3663 | 0.010633 |
4 | 0.010104 | 0.0776 | 0.469201 |
5 | -0.276922 | -2.1271 | 0.981198 |
6 | 0.068842 | 0.5288 | 0.299468 |
7 | 0.158384 | 1.2166 | 0.114306 |
8 | -0.178814 | -1.3735 | 0.912602 |
9 | 0.025353 | 0.1947 | 0.423133 |
10 | 0.031205 | 0.2397 | 0.405702 |
11 | 0.029324 | 0.2252 | 0.411286 |
12 | -0.17268 | -1.3264 | 0.905088 |
13 | -0.031273 | -0.2402 | 0.5945 |
14 | 0.042443 | 0.326 | 0.372784 |
15 | -0.1225 | -0.9409 | 0.824715 |
16 | -0.138573 | -1.0644 | 0.854258 |
17 | 0.0484 | 0.3718 | 0.355698 |
18 | -0.016468 | -0.1265 | 0.550115 |
19 | -0.045491 | -0.3494 | 0.635993 |
20 | 0.010827 | 0.0832 | 0.467002 |
21 | 0.071495 | 0.5492 | 0.292484 |
22 | 0.055137 | 0.4235 | 0.336731 |
23 | -0.060527 | -0.4649 | 0.67815 |
24 | -0.052141 | -0.4005 | 0.654883 |
25 | 0.129789 | 0.9969 | 0.161434 |
26 | -0.096383 | -0.7403 | 0.768982 |
27 | -0.033779 | -0.2595 | 0.60191 |
28 | 0.115116 | 0.8842 | 0.190083 |
29 | 0.043259 | 0.3323 | 0.370427 |
30 | -0.074782 | -0.5744 | 0.716063 |
31 | -0.051572 | -0.3961 | 0.653283 |
32 | 0.099066 | 0.7609 | 0.224861 |
33 | -0.18243 | -1.4013 | 0.916814 |
34 | -0.052577 | -0.4039 | 0.656108 |
35 | 0.027369 | 0.2102 | 0.417109 |
36 | -0.005085 | -0.0391 | 0.515514 |
37 | -0.129942 | -0.9981 | 0.838847 |
38 | 0.057247 | 0.4397 | 0.330873 |
39 | 0.084729 | 0.6508 | 0.258846 |
40 | -0.037061 | -0.2847 | 0.611553 |
41 | 0.054447 | 0.4182 | 0.338654 |
42 | 0.068189 | 0.5238 | 0.3012 |
43 | -0.005974 | -0.0459 | 0.518223 |
44 | -0.045772 | -0.3516 | 0.636799 |
45 | -0.017844 | -0.1371 | 0.554277 |
46 | -0.037656 | -0.2892 | 0.613294 |
47 | -0.031949 | -0.2454 | 0.596503 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.096616 | -0.7421 | 0.769521 |
1 | -0.085822 | -0.6592 | 0.743838 |
2 | 0.296776 | 2.2796 | 0.013132 |
3 | 0.065916 | 0.5063 | 0.307263 |
4 | -0.258671 | -1.9869 | 0.974208 |
5 | -0.078064 | -0.5996 | 0.724472 |
6 | 0.156944 | 1.2055 | 0.116409 |
7 | 0.010535 | 0.0809 | 0.467888 |
8 | 0.011942 | 0.0917 | 0.463614 |
9 | -0.153225 | -1.1769 | 0.878027 |
10 | 0.09007 | 0.6918 | 0.245876 |
11 | -0.09955 | -0.7647 | 0.776238 |
12 | -0.096797 | -0.7435 | 0.769939 |
13 | -0.020963 | -0.161 | 0.563687 |
14 | -0.03006 | -0.2309 | 0.590901 |
15 | -0.116868 | -0.8977 | 0.813497 |
16 | -0.049161 | -0.3776 | 0.646464 |
17 | -0.034638 | -0.2661 | 0.60444 |
18 | 0.124171 | 0.9538 | 0.172044 |
19 | -0.054758 | -0.4206 | 0.662214 |
20 | -0.004049 | -0.0311 | 0.512352 |
21 | 0.084072 | 0.6458 | 0.260465 |
22 | -0.003895 | -0.0299 | 0.511883 |
23 | -0.151088 | -1.1605 | 0.874746 |
24 | 0.066416 | 0.5101 | 0.305926 |
25 | -0.038399 | -0.295 | 0.615467 |
26 | 0.071396 | 0.5484 | 0.292742 |
27 | -0.068151 | -0.5235 | 0.698699 |
28 | 0.041225 | 0.3167 | 0.37631 |
29 | 0.002957 | 0.0227 | 0.490979 |
30 | -0.159826 | -1.2276 | 0.887773 |
31 | -0.01306 | -0.1003 | 0.539783 |
32 | -0.090458 | -0.6948 | 0.755052 |
33 | -0.000348 | -0.0027 | 0.501062 |
34 | -0.021103 | -0.1621 | 0.564109 |
35 | -0.058779 | -0.4515 | 0.673353 |
36 | -0.023023 | -0.1768 | 0.56988 |
37 | 0.020039 | 0.1539 | 0.439098 |
38 | 0.010971 | 0.0843 | 0.466563 |
39 | 0.092447 | 0.7101 | 0.24022 |
40 | 0.046162 | 0.3546 | 0.362085 |
41 | 0.00349 | 0.0268 | 0.489353 |
42 | -0.062339 | -0.4788 | 0.683086 |
43 | -0.022813 | -0.1752 | 0.569251 |
44 | -0.046992 | -0.361 | 0.640288 |
45 | -0.082391 | -0.6329 | 0.735363 |
46 | -0.095294 | -0.732 | 0.766458 |
47 | 0.048022 | 0.3689 | 0.356775 |