Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.544 | 0 |
1 | 0.215169 | 1.8384 | 0.035035 |
2 | 0.153704 | 1.3132 | 0.096606 |
3 | -0.456506 | -3.9004 | 0.999894 |
4 | -0.191758 | -1.6384 | 0.947177 |
5 | -0.145984 | -1.2473 | 0.891861 |
6 | 0.031728 | 0.2711 | 0.393544 |
7 | 0.154062 | 1.3163 | 0.096095 |
8 | 0.219404 | 1.8746 | 0.032425 |
9 | 0.260283 | 2.2239 | 0.014626 |
10 | -0.12638 | -1.0798 | 0.858106 |
11 | -0.300342 | -2.5661 | 0.993832 |
12 | -0.553781 | -4.7315 | 0.999995 |
13 | -0.168942 | -1.4434 | 0.923413 |
14 | -0.024465 | -0.209 | 0.582495 |
15 | 0.258726 | 2.2106 | 0.0151 |
16 | 0.134232 | 1.1469 | 0.127589 |
17 | 0.067929 | 0.5804 | 0.281722 |
18 | 0.004759 | 0.0407 | 0.483837 |
19 | -0.142639 | -1.2187 | 0.88656 |
20 | -0.133471 | -1.1404 | 0.871071 |
21 | -0.166749 | -1.4247 | 0.920748 |
22 | 0.021691 | 0.1853 | 0.426742 |
23 | 0.217576 | 1.859 | 0.033531 |
24 | 0.294872 | 2.5194 | 0.006972 |
25 | 0.210495 | 1.7985 | 0.038119 |
26 | 0.017973 | 0.1536 | 0.439188 |
27 | -0.108928 | -0.9307 | 0.822456 |
28 | -0.141353 | -1.2077 | 0.884473 |
29 | -0.015442 | -0.1319 | 0.552301 |
30 | -0.035559 | -0.3038 | 0.618935 |
31 | 0.129831 | 1.1093 | 0.135476 |
32 | 0.042042 | 0.3592 | 0.360239 |
33 | 0.152892 | 1.3063 | 0.097774 |
34 | -0.043491 | -0.3716 | 0.644362 |
35 | -0.12273 | -1.0486 | 0.851091 |
36 | -0.244502 | -2.089 | 0.979904 |
37 | -0.196897 | -1.6823 | 0.951607 |
38 | 9.9e-05 | 8e-04 | 0.499663 |
39 | 0.040074 | 0.3424 | 0.36652 |
40 | 0.162533 | 1.3887 | 0.084575 |
41 | 0.010681 | 0.0913 | 0.463767 |
42 | 0.037128 | 0.3172 | 0.375991 |
43 | -0.096272 | -0.8226 | 0.793279 |
44 | -0.061042 | -0.5215 | 0.698217 |
45 | -0.070904 | -0.6058 | 0.726737 |
46 | 0.027251 | 0.2328 | 0.408272 |
47 | 0.124375 | 1.0627 | 0.14572 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.215169 | 1.8384 | 0.035035 |
1 | 0.11262 | 0.9622 | 0.169556 |
2 | -0.54172 | -4.6285 | 0.999992 |
3 | 0.009935 | 0.0849 | 0.466294 |
4 | 0.124054 | 1.0599 | 0.146339 |
5 | -0.245487 | -2.0974 | 0.980291 |
6 | 0.153597 | 1.3123 | 0.096759 |
7 | 0.273157 | 2.3339 | 0.01118 |
8 | 0.039993 | 0.3417 | 0.366778 |
9 | -0.351965 | -3.0072 | 0.998193 |
10 | -0.16827 | -1.4377 | 0.922604 |
11 | -0.229098 | -1.9574 | 0.972939 |
12 | -0.106263 | -0.9079 | 0.816543 |
13 | -0.08455 | -0.7224 | 0.76382 |
14 | -0.101952 | -0.8711 | 0.806718 |
15 | -0.051955 | -0.4439 | 0.670789 |
16 | -0.101404 | -0.8664 | 0.805445 |
17 | 0.103129 | 0.8811 | 0.190568 |
18 | -0.009028 | -0.0771 | 0.530637 |
19 | -0.054081 | -0.4621 | 0.677298 |
20 | 0.045291 | 0.387 | 0.349952 |
21 | -0.212715 | -1.8174 | 0.963373 |
22 | 0.004557 | 0.0389 | 0.484525 |
23 | 0.070021 | 0.5983 | 0.275759 |
24 | -0.019908 | -0.1701 | 0.567298 |
25 | 0.012405 | 0.106 | 0.45794 |
26 | 0.010964 | 0.0937 | 0.462811 |
27 | -0.028655 | -0.2448 | 0.596361 |
28 | 0.129873 | 1.1096 | 0.135399 |
29 | -0.058856 | -0.5029 | 0.691713 |
30 | 0.002933 | 0.0251 | 0.490038 |
31 | -0.015997 | -0.1367 | 0.55417 |
32 | -0.033501 | -0.2862 | 0.612246 |
33 | -0.040742 | -0.3481 | 0.635616 |
34 | -0.036216 | -0.3094 | 0.62106 |
35 | -0.038613 | -0.3299 | 0.628792 |
36 | -0.069687 | -0.5954 | 0.723294 |
37 | 0.030079 | 0.257 | 0.398954 |
38 | -0.058445 | -0.4994 | 0.690485 |
39 | 0.06923 | 0.5915 | 0.278005 |
40 | 0.027344 | 0.2336 | 0.407964 |
41 | -0.07106 | -0.6071 | 0.727177 |
42 | 0.045302 | 0.3871 | 0.349917 |
43 | -0.052617 | -0.4496 | 0.672819 |
44 | 0.09519 | 0.8133 | 0.209345 |
45 | -0.018204 | -0.1555 | 0.561586 |
46 | -0.055672 | -0.4757 | 0.682131 |
47 | -0.076108 | -0.6503 | 0.741218 |