Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.4162 | 0 |
1 | 0.205798 | 1.5262 | 0.06634 |
2 | 0.081474 | 0.6042 | 0.274087 |
3 | 0.003372 | 0.025 | 0.49007 |
4 | -0.115935 | -0.8598 | 0.803184 |
5 | -0.060475 | -0.4485 | 0.672222 |
6 | -0.659278 | -4.8893 | 0.999995 |
7 | -0.182147 | -1.3508 | 0.908861 |
8 | -0.020256 | -0.1502 | 0.559431 |
9 | -0.021748 | -0.1613 | 0.563772 |
10 | 0.050668 | 0.3758 | 0.354269 |
11 | 0.038795 | 0.2877 | 0.387324 |
12 | 0.433667 | 3.2162 | 0.001089 |
13 | 0.115505 | 0.8566 | 0.19769 |
14 | 0.037242 | 0.2762 | 0.391716 |
15 | 0.030938 | 0.2294 | 0.409688 |
16 | -0.038358 | -0.2845 | 0.611441 |
17 | -0.103718 | -0.7692 | 0.777465 |
18 | -0.433398 | -3.2142 | 0.998905 |
19 | -0.158199 | -1.1732 | 0.877121 |
20 | -0.080254 | -0.5952 | 0.722918 |
21 | -0.026452 | -0.1962 | 0.577402 |
22 | 0.030164 | 0.2237 | 0.411908 |
23 | 0.122378 | 0.9076 | 0.18403 |
24 | 0.382082 | 2.8336 | 0.003212 |
25 | 0.111041 | 0.8235 | 0.206889 |
26 | 0.070981 | 0.5264 | 0.300359 |
27 | 0.044247 | 0.3281 | 0.372024 |
28 | -0.03432 | -0.2545 | 0.599979 |
29 | -0.056356 | -0.4179 | 0.661193 |
30 | -0.30109 | -2.2329 | 0.985179 |
31 | -0.029093 | -0.2158 | 0.585013 |
32 | -0.025142 | -0.1865 | 0.573615 |
33 | -0.043537 | -0.3229 | 0.625995 |
34 | 0.052914 | 0.3924 | 0.348131 |
35 | 0.026446 | 0.1961 | 0.422616 |
36 | 0.260614 | 1.9328 | 0.029211 |
37 | 0.104272 | 0.7733 | 0.221328 |
38 | 0.022797 | 0.1691 | 0.433182 |
39 | 0.059895 | 0.4442 | 0.329324 |
40 | -0.08078 | -0.5991 | 0.724212 |
41 | -0.08653 | -0.6417 | 0.73814 |
42 | -0.191164 | -1.4177 | 0.919042 |
43 | -0.160123 | -1.1875 | 0.879934 |
44 | -0.057934 | -0.4297 | 0.665436 |
45 | -0.067858 | -0.5033 | 0.691602 |
46 | 0.026584 | 0.1971 | 0.422219 |
47 | 0.076718 | 0.569 | 0.285851 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.205798 | 1.5262 | 0.06634 |
1 | 0.040852 | 0.303 | 0.38153 |
2 | -0.022088 | -0.1638 | 0.56476 |
3 | -0.121122 | -0.8983 | 0.813519 |
4 | -0.014017 | -0.104 | 0.541208 |
5 | -0.668329 | -4.9565 | 0.999996 |
6 | 0.128096 | 0.95 | 0.173138 |
7 | 0.041265 | 0.306 | 0.38037 |
8 | -0.037405 | -0.2774 | 0.608746 |
9 | -0.131671 | -0.9765 | 0.833453 |
10 | 0.157659 | 1.1692 | 0.123676 |
11 | -0.033219 | -0.2464 | 0.596838 |
12 | -0.099632 | -0.7389 | 0.768442 |
13 | 0.122983 | 0.9121 | 0.182858 |
14 | 0.01842 | 0.1366 | 0.445921 |
15 | -0.107211 | -0.7951 | 0.785012 |
16 | -0.152917 | -1.1341 | 0.869157 |
17 | -0.12906 | -0.9571 | 0.828656 |
18 | -0.088003 | -0.6526 | 0.741649 |
19 | -0.054254 | -0.4024 | 0.655509 |
20 | 0.044525 | 0.3302 | 0.37125 |
21 | -0.038784 | -0.2876 | 0.612645 |
22 | 0.028347 | 0.2102 | 0.417133 |
23 | -0.010742 | -0.0797 | 0.531603 |
24 | -0.094735 | -0.7026 | 0.757358 |
25 | 0.000311 | 0.0023 | 0.499085 |
26 | 0.074208 | 0.5503 | 0.292156 |
27 | -0.096463 | -0.7154 | 0.761302 |
28 | 0.060313 | 0.4473 | 0.328209 |
29 | -0.01165 | -0.0864 | 0.534268 |
30 | 0.076359 | 0.5663 | 0.286749 |
31 | -0.053312 | -0.3954 | 0.652951 |
32 | 0.085717 | 0.6357 | 0.263806 |
33 | 0.003382 | 0.0251 | 0.490042 |
34 | -0.045327 | -0.3362 | 0.630982 |
35 | 0.021865 | 0.1622 | 0.435889 |
36 | 0.187439 | 1.3901 | 0.085052 |
37 | -0.10953 | -0.8123 | 0.789939 |
38 | 0.026969 | 0.2 | 0.421107 |
39 | -0.008395 | -0.0623 | 0.52471 |
40 | -0.056241 | -0.4171 | 0.660883 |
41 | 0.045719 | 0.3391 | 0.367926 |
42 | -0.019918 | -0.1477 | 0.558447 |
43 | -0.040091 | -0.2973 | 0.616331 |
44 | -0.021967 | -0.1629 | 0.564407 |
45 | -0.02777 | -0.2059 | 0.581203 |
46 | -0.064995 | -0.482 | 0.684146 |
47 | -0.103783 | -0.7697 | 0.777608 |