Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.417755 | 3.2359 | 0.000988 |
2 | 0.191725 | 1.4851 | 0.071377 |
3 | 0.366465 | 2.8386 | 0.003087 |
4 | 0.338328 | 2.6207 | 0.005551 |
5 | 0.348342 | 2.6982 | 0.004519 |
6 | 0.510067 | 3.951 | 0.000104 |
7 | 0.283965 | 2.1996 | 0.01585 |
8 | 0.330571 | 2.5606 | 0.006492 |
9 | 0.217368 | 1.6837 | 0.048715 |
10 | -0.029094 | -0.2254 | 0.588767 |
11 | 0.20114 | 1.558 | 0.062243 |
12 | 0.553508 | 4.2875 | 3.3e-05 |
13 | 0.106414 | 0.8243 | 0.206522 |
14 | -0.020359 | -0.1577 | 0.56239 |
15 | 0.025003 | 0.1937 | 0.423545 |
16 | 0.018818 | 0.1458 | 0.442297 |
17 | 0.079201 | 0.6135 | 0.270936 |
18 | 0.143648 | 1.1127 | 0.13514 |
19 | -0.03451 | -0.2673 | 0.604926 |
20 | 0.056606 | 0.4385 | 0.33131 |
21 | -0.062241 | -0.4821 | 0.684262 |
22 | -0.25388 | -1.9665 | 0.973067 |
23 | -0.038933 | -0.3016 | 0.617991 |
24 | 0.154562 | 1.1972 | 0.117962 |
25 | -0.114356 | -0.8858 | 0.810368 |
26 | -0.168076 | -1.3019 | 0.901038 |
27 | -0.211883 | -1.6412 | 0.94701 |
28 | -0.16129 | -1.2493 | 0.891805 |
29 | -0.096047 | -0.744 | 0.770104 |
30 | -0.072381 | -0.5607 | 0.711443 |
31 | -0.160399 | -1.2424 | 0.890547 |
32 | -0.108105 | -0.8374 | 0.797149 |
33 | -0.192185 | -1.4887 | 0.929092 |
34 | -0.283916 | -2.1992 | 0.984136 |
35 | -0.157303 | -1.2185 | 0.886092 |
36 | -0.032322 | -0.2504 | 0.59842 |
37 | -0.164949 | -1.2777 | 0.89686 |
38 | -0.216958 | -1.6806 | 0.950975 |
39 | -0.237278 | -1.8379 | 0.964489 |
40 | -0.204807 | -1.5864 | 0.941051 |
41 | -0.167431 | -1.2969 | 0.900187 |
42 | -0.114964 | -0.8905 | 0.811625 |
43 | -0.157762 | -1.222 | 0.886761 |
44 | -0.139554 | -1.081 | 0.857984 |
45 | -0.184892 | -1.4322 | 0.921357 |
46 | -0.20598 | -1.5955 | 0.942074 |
47 | -0.15371 | -1.1906 | 0.880757 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.417755 | 3.2359 | 0.000988 |
1 | 0.020843 | 0.1615 | 0.43614 |
2 | 0.338536 | 2.6223 | 0.005527 |
3 | 0.098747 | 0.7649 | 0.223667 |
4 | 0.22663 | 1.7555 | 0.042141 |
5 | 0.33856 | 2.6225 | 0.005524 |
6 | -0.087159 | -0.6751 | 0.748906 |
7 | 0.259842 | 2.0127 | 0.024319 |
8 | -0.312953 | -2.4241 | 0.990812 |
9 | -0.337347 | -2.6131 | 0.994338 |
10 | 0.048821 | 0.3782 | 0.353322 |
11 | 0.37502 | 2.9049 | 0.002569 |
12 | -0.29852 | -2.3123 | 0.987896 |
13 | -0.132224 | -1.0242 | 0.845075 |
14 | -0.169688 | -1.3144 | 0.903142 |
15 | 0.117256 | 0.9083 | 0.183688 |
16 | 0.00449 | 0.0348 | 0.486186 |
17 | -0.006592 | -0.0511 | 0.520277 |
18 | -0.051501 | -0.3989 | 0.654318 |
19 | -0.042632 | -0.3302 | 0.628811 |
20 | 0.105262 | 0.8154 | 0.209047 |
21 | -0.005499 | -0.0426 | 0.516918 |
22 | -0.015252 | -0.1181 | 0.546826 |
23 | -0.189403 | -1.4671 | 0.926216 |
24 | 0.043734 | 0.3388 | 0.367986 |
25 | -0.003913 | -0.0303 | 0.512038 |
26 | -0.052643 | -0.4078 | 0.657553 |
27 | 0.003201 | 0.0248 | 0.490149 |
28 | -0.136186 | -1.0549 | 0.852148 |
29 | 0.122224 | 0.9467 | 0.173784 |
30 | 0.037837 | 0.2931 | 0.385234 |
31 | -0.066875 | -0.518 | 0.696822 |
32 | 0.01696 | 0.1314 | 0.447961 |
33 | -0.035411 | -0.2743 | 0.607598 |
34 | 0.000669 | 0.0052 | 0.497942 |
35 | -0.042668 | -0.3305 | 0.628916 |
36 | -0.069027 | -0.5347 | 0.702577 |
37 | -0.069603 | -0.5391 | 0.704108 |
38 | 0.051137 | 0.3961 | 0.346716 |
39 | -0.074112 | -0.5741 | 0.715968 |
40 | -0.029217 | -0.2263 | 0.589138 |
41 | -0.017177 | -0.1331 | 0.552702 |
42 | 0.063341 | 0.4906 | 0.312736 |
43 | 0.051192 | 0.3965 | 0.346561 |
44 | -0.035838 | -0.2776 | 0.608864 |
45 | 0.053998 | 0.4183 | 0.338622 |
46 | -0.085535 | -0.6626 | 0.744922 |
47 | -0.021468 | -0.1663 | 0.565755 |