Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 10.247 | 0 |
1 | -0.49172 | -5.0386 | 0.999999 |
2 | -0.101994 | -1.0451 | 0.850818 |
3 | 0.319834 | 3.2773 | 0.000711 |
4 | -0.265227 | -2.7178 | 0.996155 |
5 | 0.036468 | 0.3737 | 0.354695 |
6 | 0.092709 | 0.95 | 0.17215 |
7 | -0.025552 | -0.2618 | 0.603016 |
8 | -0.22439 | -2.2993 | 0.988267 |
9 | 0.329465 | 3.376 | 0.000516 |
10 | -0.182086 | -1.8658 | 0.967572 |
11 | -0.1012 | -1.037 | 0.848938 |
12 | 0.358896 | 3.6776 | 0.000187 |
13 | -0.296787 | -3.0412 | 0.998512 |
14 | 0.080157 | 0.8214 | 0.206651 |
15 | 0.147286 | 1.5092 | 0.067121 |
16 | -0.217216 | -2.2258 | 0.985918 |
17 | 0.048301 | 0.4949 | 0.310839 |
18 | 0.088161 | 0.9034 | 0.184197 |
19 | -0.07096 | -0.7271 | 0.765616 |
20 | -0.102256 | -1.0478 | 0.851435 |
21 | 0.160528 | 1.6449 | 0.051488 |
22 | -0.125605 | -1.2871 | 0.899549 |
23 | -0.001525 | -0.0156 | 0.50622 |
24 | 0.20814 | 2.1328 | 0.017636 |
25 | -0.174707 | -1.7902 | 0.961849 |
26 | 0.060545 | 0.6204 | 0.268169 |
27 | 0.013437 | 0.1377 | 0.445375 |
28 | -0.033281 | -0.341 | 0.633118 |
29 | -0.027685 | -0.2837 | 0.611394 |
30 | 0.024678 | 0.2529 | 0.400429 |
31 | -0.10497 | -1.0756 | 0.857719 |
32 | 0.054441 | 0.5579 | 0.289065 |
33 | 0.078316 | 0.8025 | 0.212038 |
34 | -0.065831 | -0.6746 | 0.749283 |
35 | -0.049754 | -0.5098 | 0.694377 |
36 | 0.136486 | 1.3986 | 0.082445 |
37 | -0.044667 | -0.4577 | 0.675943 |
38 | -0.063032 | -0.6459 | 0.740118 |
39 | 0.12263 | 1.2566 | 0.105847 |
40 | -0.105306 | -1.0791 | 0.858483 |
41 | -0.023345 | -0.2392 | 0.594299 |
42 | 0.058556 | 0.6 | 0.274892 |
43 | -0.030972 | -0.3174 | 0.624202 |
44 | -0.014025 | -0.1437 | 0.557 |
45 | -0.027297 | -0.2797 | 0.609874 |
46 | 0.077718 | 0.7964 | 0.213805 |
47 | -0.077457 | -0.7937 | 0.78542 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.49172 | -5.0386 | 0.999999 |
1 | -0.453413 | -4.6461 | 0.999995 |
2 | 0.039828 | 0.4081 | 0.342011 |
3 | -0.110054 | -1.1277 | 0.868996 |
4 | -0.091117 | -0.9337 | 0.823692 |
5 | -0.075728 | -0.776 | 0.780249 |
6 | 0.085608 | 0.8772 | 0.191185 |
7 | -0.302523 | -3.0999 | 0.998758 |
8 | 0.076824 | 0.7872 | 0.216464 |
9 | -0.088483 | -0.9067 | 0.816673 |
10 | -0.080619 | -0.8261 | 0.794689 |
11 | 0.13876 | 1.4219 | 0.079015 |
12 | 0.046428 | 0.4757 | 0.317624 |
13 | 0.067444 | 0.6911 | 0.245514 |
14 | 0.127118 | 1.3026 | 0.097786 |
15 | -0.036159 | -0.3705 | 0.644129 |
16 | -0.019083 | -0.1955 | 0.577326 |
17 | -0.050555 | -0.518 | 0.697239 |
18 | 0.03843 | 0.3938 | 0.347266 |
19 | -0.085198 | -0.873 | 0.807678 |
20 | -0.104051 | -1.0662 | 0.855613 |
21 | -0.0997 | -1.0216 | 0.845345 |
22 | -0.056527 | -0.5792 | 0.718162 |
23 | 0.035195 | 0.3606 | 0.359544 |
24 | 0.107687 | 1.1035 | 0.136174 |
25 | 0.073605 | 0.7542 | 0.226202 |
26 | -0.040983 | -0.4199 | 0.66231 |
27 | 0.044863 | 0.4597 | 0.323337 |
28 | -0.04328 | -0.4435 | 0.670836 |
29 | -0.058757 | -0.6021 | 0.72579 |
30 | -0.24324 | -2.4925 | 0.992875 |
31 | -0.039685 | -0.4066 | 0.657452 |
32 | -0.040157 | -0.4115 | 0.659222 |
33 | 0.139802 | 1.4325 | 0.07748 |
34 | -0.140042 | -1.435 | 0.922871 |
35 | 0.045921 | 0.4705 | 0.31947 |
36 | -0.011137 | -0.1141 | 0.545318 |
37 | -0.007008 | -0.0718 | 0.528555 |
38 | -0.025166 | -0.2579 | 0.601496 |
39 | 0.035771 | 0.3665 | 0.357347 |
40 | -0.076822 | -0.7872 | 0.783529 |
41 | -0.024827 | -0.2544 | 0.600159 |
42 | -0.02606 | -0.267 | 0.605017 |
43 | 0.097075 | 0.9947 | 0.161079 |
44 | -0.144453 | -1.4802 | 0.929093 |
45 | 0.024645 | 0.2525 | 0.400558 |
46 | -0.088022 | -0.902 | 0.815427 |
47 | -0.088439 | -0.9062 | 0.816556 |