Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.186476 | 1.4324 | 0.07866 |
2 | -0.165099 | -1.2681 | 0.895137 |
3 | -0.174013 | -1.3366 | 0.906761 |
4 | -0.0626 | -0.4808 | 0.683797 |
5 | 0.13475 | 1.035 | 0.152439 |
6 | 0.091667 | 0.7041 | 0.242068 |
7 | -0.053649 | -0.4121 | 0.659115 |
8 | -0.125515 | -0.9641 | 0.830534 |
9 | -0.111763 | -0.8585 | 0.802945 |
10 | 0.128327 | 0.9857 | 0.164152 |
11 | 0.217174 | 1.6681 | 0.050293 |
12 | -0.057395 | -0.4409 | 0.669536 |
13 | 0.040636 | 0.3121 | 0.378022 |
14 | -0.029415 | -0.2259 | 0.588986 |
15 | -0.069989 | -0.5376 | 0.703561 |
16 | -0.161605 | -1.2413 | 0.890299 |
17 | 0.020119 | 0.1545 | 0.438857 |
18 | 0.121495 | 0.9332 | 0.177255 |
19 | 0.075056 | 0.5765 | 0.283229 |
20 | 0.041511 | 0.3189 | 0.375483 |
21 | -0.0177 | -0.136 | 0.55384 |
22 | -0.090477 | -0.695 | 0.755099 |
23 | -0.18014 | -1.3837 | 0.914166 |
24 | 0.086342 | 0.6632 | 0.254892 |
25 | 0.052961 | 0.4068 | 0.342813 |
26 | -0.091703 | -0.7044 | 0.758018 |
27 | -0.153477 | -1.1789 | 0.878411 |
28 | -0.050895 | -0.3909 | 0.651373 |
29 | -0.015696 | -0.1206 | 0.547777 |
30 | 0.127333 | 0.9781 | 0.166018 |
31 | 0.102053 | 0.7839 | 0.218123 |
32 | -0.045427 | -0.3489 | 0.635808 |
33 | -0.15823 | -1.2154 | 0.88547 |
34 | -0.10629 | -0.8164 | 0.791229 |
35 | 0.077821 | 0.5978 | 0.276146 |
36 | 0.026503 | 0.2036 | 0.419693 |
37 | -0.001299 | -0.01 | 0.503963 |
38 | -0.068592 | -0.5269 | 0.699868 |
39 | 0.020247 | 0.1555 | 0.438471 |
40 | -0.052094 | -0.4001 | 0.654751 |
41 | 0.000951 | 0.0073 | 0.497097 |
42 | 0.034701 | 0.2665 | 0.395375 |
43 | -0.083062 | -0.638 | 0.737034 |
44 | -0.117207 | -0.9003 | 0.814185 |
45 | 0.000665 | 0.0051 | 0.49797 |
46 | 0.037725 | 0.2898 | 0.386505 |
47 | -0.009838 | -0.0756 | 0.529989 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.186476 | 1.4324 | 0.07866 |
1 | -0.207073 | -1.5906 | 0.941473 |
2 | -0.106335 | -0.8168 | 0.791329 |
3 | -0.041242 | -0.3168 | 0.623738 |
4 | 0.115725 | 0.8889 | 0.188833 |
5 | 0.008483 | 0.0652 | 0.474133 |
6 | -0.051691 | -0.397 | 0.653617 |
7 | -0.06841 | -0.5255 | 0.699385 |
8 | -0.073736 | -0.5664 | 0.713356 |
9 | 0.128072 | 0.9837 | 0.16463 |
10 | 0.118707 | 0.9118 | 0.182791 |
11 | -0.120592 | -0.9263 | 0.820964 |
12 | 0.184692 | 1.4186 | 0.080632 |
13 | -0.031963 | -0.2455 | 0.596545 |
14 | -0.065584 | -0.5038 | 0.691848 |
15 | -0.221732 | -1.7032 | 0.953099 |
16 | 0.114377 | 0.8785 | 0.191605 |
17 | 0.055381 | 0.4254 | 0.336051 |
18 | 0.049605 | 0.381 | 0.352278 |
19 | 0.066309 | 0.5093 | 0.306211 |
20 | -0.001033 | -0.0079 | 0.503153 |
21 | -0.060213 | -0.4625 | 0.67729 |
22 | -0.230997 | -1.7743 | 0.959415 |
23 | 0.072272 | 0.5551 | 0.290451 |
24 | -0.035195 | -0.2703 | 0.606077 |
25 | -0.050009 | -0.3841 | 0.648866 |
26 | -0.039492 | -0.3033 | 0.618653 |
27 | -0.035587 | -0.2734 | 0.607232 |
28 | -0.05254 | -0.4036 | 0.656005 |
29 | 0.0341 | 0.2619 | 0.397144 |
30 | -0.006184 | -0.0475 | 0.518862 |
31 | -0.078079 | -0.5997 | 0.72451 |
32 | -0.015348 | -0.1179 | 0.546722 |
33 | 0.01598 | 0.1227 | 0.451364 |
34 | -0.035 | -0.2688 | 0.605504 |
35 | 0.001659 | 0.0127 | 0.494937 |
36 | 0.001876 | 0.0144 | 0.494274 |
37 | -0.067064 | -0.5151 | 0.695805 |
38 | 0.036621 | 0.2813 | 0.389735 |
39 | -0.052966 | -0.4068 | 0.657202 |
40 | -0.026465 | -0.2033 | 0.580192 |
41 | -0.004335 | -0.0333 | 0.513224 |
42 | -0.10158 | -0.7803 | 0.780819 |
43 | -0.08699 | -0.6682 | 0.746688 |
44 | 0.021731 | 0.1669 | 0.434002 |
45 | 0.023791 | 0.1827 | 0.427813 |
46 | -0.009549 | -0.0733 | 0.529111 |
47 | 0.014708 | 0.113 | 0.455218 |