Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.386463 | 2.9935 | 0.002 |
2 | 0.151367 | 1.1725 | 0.122819 |
3 | 0.060957 | 0.4722 | 0.319258 |
4 | -0.175153 | -1.3567 | 0.910024 |
5 | -0.263012 | -2.0373 | 0.97698 |
6 | -0.419162 | -3.2468 | 0.999044 |
7 | -0.329088 | -2.5491 | 0.993313 |
8 | -0.21567 | -1.6706 | 0.949992 |
9 | -0.057349 | -0.4442 | 0.67076 |
10 | 0.006996 | 0.0542 | 0.478481 |
11 | 0.205671 | 1.5931 | 0.058194 |
12 | 0.706953 | 5.476 | 0 |
13 | 0.297203 | 2.3021 | 0.012407 |
14 | 0.121857 | 0.9439 | 0.174502 |
15 | 0.043034 | 0.3333 | 0.370019 |
16 | -0.178412 | -1.382 | 0.913948 |
17 | -0.228253 | -1.768 | 0.958931 |
18 | -0.356357 | -2.7603 | 0.996176 |
19 | -0.297509 | -2.3045 | 0.987664 |
20 | -0.177617 | -1.3758 | 0.913003 |
21 | -0.115162 | -0.892 | 0.812033 |
22 | -0.067331 | -0.5215 | 0.698046 |
23 | 0.115214 | 0.8924 | 0.187861 |
24 | 0.483622 | 3.7461 | 0.000203 |
25 | 0.211873 | 1.6412 | 0.052998 |
26 | 0.096329 | 0.7462 | 0.229243 |
27 | 0.001007 | 0.0078 | 0.496901 |
28 | -0.130383 | -1.0099 | 0.841711 |
29 | -0.146713 | -1.1364 | 0.869854 |
30 | -0.275562 | -2.1345 | 0.981551 |
31 | -0.195594 | -1.5151 | 0.932497 |
32 | -0.085884 | -0.6653 | 0.745781 |
33 | -0.022774 | -0.1764 | 0.569716 |
34 | 0.006754 | 0.0523 | 0.479226 |
35 | 0.100662 | 0.7797 | 0.219309 |
36 | 0.366443 | 2.8385 | 0.003089 |
37 | 0.197678 | 1.5312 | 0.065487 |
38 | 0.141811 | 1.0985 | 0.138195 |
39 | 0.084962 | 0.6581 | 0.256491 |
40 | -0.031162 | -0.2414 | 0.594959 |
41 | -0.063079 | -0.4886 | 0.68655 |
42 | -0.173353 | -1.3428 | 0.9078 |
43 | -0.118636 | -0.919 | 0.819099 |
44 | -0.076835 | -0.5952 | 0.723014 |
45 | -0.06913 | -0.5355 | 0.702851 |
46 | -0.029938 | -0.2319 | 0.591297 |
47 | -0.017403 | -0.1348 | 0.55339 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.386463 | 2.9935 | 0.002 |
1 | 0.002366 | 0.0183 | 0.49272 |
2 | 0.00198 | 0.0153 | 0.493909 |
3 | -0.23472 | -1.8181 | 0.962982 |
4 | -0.147813 | -1.145 | 0.871613 |
5 | -0.31246 | -2.4203 | 0.990724 |
6 | -0.075135 | -0.582 | 0.718625 |
7 | -0.092957 | -0.72 | 0.762853 |
8 | 0.045383 | 0.3515 | 0.363208 |
9 | -0.120403 | -0.9326 | 0.822627 |
10 | 0.13724 | 1.0631 | 0.146009 |
11 | 0.628184 | 4.8659 | 4e-06 |
12 | -0.320532 | -2.4828 | 0.992076 |
13 | -0.117408 | -0.9094 | 0.816621 |
14 | -0.119305 | -0.9241 | 0.82044 |
15 | -0.040783 | -0.3159 | 0.623414 |
16 | -0.043686 | -0.3384 | 0.631875 |
17 | 0.082801 | 0.6414 | 0.261861 |
18 | 0.01617 | 0.1253 | 0.45037 |
19 | -0.018777 | -0.1454 | 0.557577 |
20 | -0.155402 | -1.2037 | 0.883291 |
21 | -0.047919 | -0.3712 | 0.644094 |
22 | 0.000448 | 0.0035 | 0.49862 |
23 | -0.08481 | -0.6569 | 0.743134 |
24 | -0.068528 | -0.5308 | 0.701247 |
25 | -0.020034 | -0.1552 | 0.5614 |
26 | -0.148622 | -1.1512 | 0.872896 |
27 | 0.078794 | 0.6103 | 0.271972 |
28 | 0.014266 | 0.1105 | 0.456188 |
29 | -0.063269 | -0.4901 | 0.687067 |
30 | 0.014375 | 0.1113 | 0.455857 |
31 | -0.03505 | -0.2715 | 0.606531 |
32 | 0.138501 | 1.0728 | 0.143823 |
33 | 0.033403 | 0.2587 | 0.39836 |
34 | -0.097521 | -0.7554 | 0.773517 |
35 | -0.02175 | -0.1685 | 0.566611 |
36 | 0.04214 | 0.3264 | 0.372624 |
37 | 0.09652 | 0.7476 | 0.228799 |
38 | 0.26062 | 2.0188 | 0.023994 |
39 | 0.019244 | 0.1491 | 0.441001 |
40 | -0.067955 | -0.5264 | 0.699716 |
41 | 0.034019 | 0.2635 | 0.396529 |
42 | -0.027576 | -0.2136 | 0.584209 |
43 | -0.043174 | -0.3344 | 0.630386 |
44 | -0.083871 | -0.6497 | 0.740805 |
45 | -0.007171 | -0.0555 | 0.522055 |
46 | -0.085173 | -0.6597 | 0.744029 |
47 | -0.105631 | -0.8182 | 0.791764 |