Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.0711 | 0 |
1 | 0.243333 | 1.7206 | 0.045752 |
2 | -0.073157 | -0.5173 | 0.696387 |
3 | 0.072209 | 0.5106 | 0.30594 |
4 | 0.078816 | 0.5573 | 0.289899 |
5 | 0.203505 | 1.439 | 0.078191 |
6 | 0.11617 | 0.8214 | 0.207647 |
7 | -0.144265 | -1.0201 | 0.843707 |
8 | -0.090319 | -0.6387 | 0.737018 |
9 | -0.074699 | -0.5282 | 0.700153 |
10 | 0.008012 | 0.0567 | 0.477524 |
11 | -0.026037 | -0.1841 | 0.572663 |
12 | -0.245406 | -1.7353 | 0.955575 |
13 | -0.104313 | -0.7376 | 0.767898 |
14 | -0.025744 | -0.182 | 0.571854 |
15 | 0.0272 | 0.1923 | 0.424131 |
16 | 0.07813 | 0.5525 | 0.291546 |
17 | -0.035669 | -0.2522 | 0.599046 |
18 | -0.027572 | -0.195 | 0.576895 |
19 | 0.124576 | 0.8809 | 0.191297 |
20 | 0.162289 | 1.1476 | 0.128307 |
21 | -0.02538 | -0.1795 | 0.570849 |
22 | -0.149401 | -1.0564 | 0.852074 |
23 | 0.005256 | 0.0372 | 0.48525 |
24 | 0.129515 | 0.9158 | 0.182082 |
25 | -0.023815 | -0.1684 | 0.566525 |
26 | -0.096384 | -0.6815 | 0.750663 |
27 | -0.086193 | -0.6095 | 0.727515 |
28 | -0.117875 | -0.8335 | 0.795737 |
29 | -0.058547 | -0.414 | 0.659675 |
30 | -0.02784 | -0.1969 | 0.577633 |
31 | -0.062841 | -0.4444 | 0.670648 |
32 | -0.178418 | -1.2616 | 0.893528 |
33 | -0.089052 | -0.6297 | 0.734118 |
34 | -0.057789 | -0.4086 | 0.657723 |
35 | -0.117108 | -0.8281 | 0.79422 |
36 | -0.027155 | -0.192 | 0.575747 |
37 | -0.016568 | -0.1172 | 0.546396 |
38 | -0.028821 | -0.2038 | 0.580331 |
39 | 0.067416 | 0.4767 | 0.317824 |
40 | 0.001299 | 0.0092 | 0.496354 |
41 | -0.029502 | -0.2086 | 0.5822 |
42 | 0.043089 | 0.3047 | 0.380934 |
43 | 0.02748 | 0.1943 | 0.42336 |
44 | 0.075919 | 0.5368 | 0.296883 |
45 | 0.037794 | 0.2672 | 0.39519 |
46 | 0.026901 | 0.1902 | 0.424955 |
47 | 0.017017 | 0.1203 | 0.452354 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.243333 | 1.7206 | 0.045752 |
1 | -0.140699 | -0.9949 | 0.837711 |
2 | 0.137451 | 0.9719 | 0.167883 |
3 | 0.011988 | 0.0848 | 0.466392 |
4 | 0.220947 | 1.5623 | 0.062259 |
5 | 0.003177 | 0.0225 | 0.491083 |
6 | -0.151894 | -1.0741 | 0.856022 |
7 | -0.038827 | -0.2746 | 0.607604 |
8 | -0.127478 | -0.9014 | 0.814152 |
9 | 0.044151 | 0.3122 | 0.378095 |
10 | -0.083289 | -0.5889 | 0.720723 |
11 | -0.166897 | -1.1801 | 0.878236 |
12 | 0.052466 | 0.371 | 0.356105 |
13 | -0.050328 | -0.3559 | 0.638285 |
14 | 0.110199 | 0.7792 | 0.21976 |
15 | 0.047734 | 0.3375 | 0.368566 |
16 | 0.0312 | 0.2206 | 0.413144 |
17 | 0.030597 | 0.2164 | 0.414797 |
18 | 0.066556 | 0.4706 | 0.319979 |
19 | 0.099175 | 0.7013 | 0.243191 |
20 | -0.189122 | -1.3373 | 0.90641 |
21 | -0.121692 | -0.8605 | 0.803188 |
22 | 0.025344 | 0.1792 | 0.429249 |
23 | 0.030774 | 0.2176 | 0.414312 |
24 | -0.097046 | -0.6862 | 0.752127 |
25 | -0.052831 | -0.3736 | 0.644848 |
26 | 0.056602 | 0.4002 | 0.345345 |
27 | -0.068417 | -0.4838 | 0.684672 |
28 | -0.050439 | -0.3567 | 0.638574 |
29 | -0.014427 | -0.102 | 0.540424 |
30 | 0.03445 | 0.2436 | 0.404269 |
31 | -0.128623 | -0.9095 | 0.816276 |
32 | -0.023548 | -0.1665 | 0.565785 |
33 | -0.129746 | -0.9174 | 0.818342 |
34 | -0.139714 | -0.9879 | 0.836027 |
35 | 0.031565 | 0.2232 | 0.412145 |
36 | -0.015241 | -0.1078 | 0.542695 |
37 | 0.047302 | 0.3345 | 0.369711 |
38 | 0.02901 | 0.2051 | 0.419152 |
39 | -0.035032 | -0.2477 | 0.597316 |
40 | 0.032783 | 0.2318 | 0.408815 |
41 | 0.000522 | 0.0037 | 0.498535 |
42 | -0.055159 | -0.39 | 0.650916 |
43 | -0.03238 | -0.229 | 0.590085 |
44 | 0.047548 | 0.3362 | 0.369057 |
45 | 0.03738 | 0.2643 | 0.396312 |
46 | -0.130652 | -0.9238 | 0.819998 |
47 | 0.016198 | 0.1145 | 0.454634 |