Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | 0.231823 | 1.9671 | 0.026514 |
2 | -0.163654 | -1.3887 | 0.91539 |
3 | -0.248199 | -2.106 | 0.980656 |
4 | -0.238425 | -2.0231 | 0.976612 |
5 | 0.037047 | 0.3144 | 0.377079 |
6 | 0.167716 | 1.4231 | 0.079511 |
7 | 0.045014 | 0.382 | 0.35181 |
8 | -0.319281 | -2.7092 | 0.995788 |
9 | -0.27859 | -2.3639 | 0.989608 |
10 | -0.10506 | -0.8915 | 0.812175 |
11 | 0.203322 | 1.7252 | 0.044387 |
12 | 0.71675 | 6.0818 | 0 |
13 | 0.183578 | 1.5577 | 0.061844 |
14 | -0.12772 | -1.0837 | 0.858951 |
15 | -0.250593 | -2.1264 | 0.981549 |
16 | -0.215187 | -1.8259 | 0.963996 |
17 | 0.02769 | 0.235 | 0.407455 |
18 | 0.115362 | 0.9789 | 0.165458 |
19 | 0.032968 | 0.2797 | 0.390239 |
20 | -0.266399 | -2.2605 | 0.986592 |
21 | -0.226498 | -1.9219 | 0.970712 |
22 | -0.071974 | -0.6107 | 0.728345 |
23 | 0.163897 | 1.3907 | 0.084298 |
24 | 0.567215 | 4.813 | 4e-06 |
25 | 0.141996 | 1.2049 | 0.116098 |
26 | -0.138785 | -1.1776 | 0.878589 |
27 | -0.209975 | -1.7817 | 0.960492 |
28 | -0.166367 | -1.4117 | 0.918823 |
29 | 0.020933 | 0.1776 | 0.429758 |
30 | 0.069722 | 0.5916 | 0.277981 |
31 | 0.012309 | 0.1044 | 0.458554 |
32 | -0.215953 | -1.8324 | 0.964488 |
33 | -0.172925 | -1.4673 | 0.926677 |
34 | -0.064995 | -0.5515 | 0.7085 |
35 | 0.094816 | 0.8045 | 0.211867 |
36 | 0.437664 | 3.7137 | 2e-04 |
37 | 0.10442 | 0.886 | 0.189274 |
38 | -0.11119 | -0.9435 | 0.825704 |
39 | -0.183249 | -1.5549 | 0.937825 |
40 | -0.118015 | -1.0014 | 0.840004 |
41 | 0.014796 | 0.1255 | 0.450219 |
42 | 0.079473 | 0.6744 | 0.251124 |
43 | 0.022474 | 0.1907 | 0.424651 |
44 | -0.181401 | -1.5392 | 0.935936 |
45 | -0.124267 | -1.0544 | 0.852396 |
46 | -0.045688 | -0.3877 | 0.650299 |
47 | 0.05767 | 0.4893 | 0.313043 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.231823 | 1.9671 | 0.026514 |
1 | -0.229742 | -1.9494 | 0.97243 |
2 | -0.165439 | -1.4038 | 0.91766 |
3 | -0.19343 | -1.6413 | 0.947453 |
4 | 0.071301 | 0.605 | 0.273539 |
5 | 0.039822 | 0.3379 | 0.368211 |
6 | -0.069119 | -0.5865 | 0.720312 |
7 | -0.367328 | -3.1169 | 0.998687 |
8 | -0.131399 | -1.115 | 0.865713 |
9 | -0.140488 | -1.1921 | 0.881429 |
10 | 0.093402 | 0.7925 | 0.215325 |
11 | 0.604021 | 5.1253 | 1e-06 |
12 | -0.098079 | -0.8322 | 0.795983 |
13 | 0.11732 | 0.9955 | 0.161415 |
14 | -0.108707 | -0.9224 | 0.820302 |
15 | -0.089263 | -0.7574 | 0.774367 |
16 | -0.071292 | -0.6049 | 0.726436 |
17 | -0.121729 | -1.0329 | 0.847447 |
18 | -0.008751 | -0.0743 | 0.529492 |
19 | 0.089564 | 0.76 | 0.224876 |
20 | 0.052609 | 0.4464 | 0.328322 |
21 | 0.016994 | 0.1442 | 0.442874 |
22 | -0.045094 | -0.3826 | 0.64844 |
23 | 0.062486 | 0.5302 | 0.2988 |
24 | -0.096261 | -0.8168 | 0.791631 |
25 | -0.106255 | -0.9016 | 0.814863 |
26 | 0.0215 | 0.1824 | 0.427878 |
27 | -0.004347 | -0.0369 | 0.514662 |
28 | 0.036309 | 0.3081 | 0.379452 |
29 | -0.037797 | -0.3207 | 0.625322 |
30 | -0.047495 | -0.403 | 0.655931 |
31 | 0.032842 | 0.2787 | 0.390648 |
32 | -0.027019 | -0.2293 | 0.590343 |
33 | -0.113216 | -0.9607 | 0.830033 |
34 | -0.113183 | -0.9604 | 0.829963 |
35 | -0.009417 | -0.0799 | 0.531734 |
36 | -0.034776 | -0.2951 | 0.615611 |
37 | 0.015637 | 0.1327 | 0.447406 |
38 | -0.065528 | -0.556 | 0.710041 |
39 | 0.059874 | 0.508 | 0.306488 |
40 | -0.038199 | -0.3241 | 0.62661 |
41 | 0.056892 | 0.4827 | 0.315372 |
42 | -0.08881 | -0.7536 | 0.773219 |
43 | -0.042498 | -0.3606 | 0.640277 |
44 | -0.001177 | -0.01 | 0.503969 |
45 | -0.034959 | -0.2966 | 0.616202 |
46 | -0.037762 | -0.3204 | 0.62521 |
47 | -0.075205 | -0.6381 | 0.737294 |