Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.072686 | 0.5088 | 0.306587 |
2 | 0.189907 | 1.3294 | 0.094944 |
3 | 0.384496 | 2.6915 | 0.004852 |
4 | 0.014994 | 0.105 | 0.458418 |
5 | 0.142362 | 0.9965 | 0.161944 |
6 | 0.124986 | 0.8749 | 0.192948 |
7 | -0.270085 | -1.8906 | 0.9677 |
8 | -0.132604 | -0.9282 | 0.82108 |
9 | -0.043284 | -0.303 | 0.618408 |
10 | -0.339041 | -2.3733 | 0.989202 |
11 | -0.122042 | -0.8543 | 0.80145 |
12 | -0.258498 | -1.8095 | 0.961744 |
13 | -0.246847 | -1.7279 | 0.95485 |
14 | -0.04949 | -0.3464 | 0.63475 |
15 | -0.077817 | -0.5447 | 0.705792 |
16 | -0.098512 | -0.6896 | 0.753145 |
17 | 0.109598 | 0.7672 | 0.223325 |
18 | 0.005551 | 0.0389 | 0.484582 |
19 | -0.107803 | -0.7546 | 0.772956 |
20 | 0.152588 | 1.0681 | 0.145351 |
21 | 0.12585 | 0.881 | 0.191322 |
22 | -0.050286 | -0.352 | 0.636826 |
23 | 0.195818 | 1.3707 | 0.088353 |
24 | -0.050941 | -0.3566 | 0.638533 |
25 | -0.01101 | -0.0771 | 0.530559 |
26 | 0.186397 | 1.3048 | 0.099032 |
27 | -0.085597 | -0.5992 | 0.724092 |
28 | -0.080969 | -0.5668 | 0.713277 |
29 | 0.056325 | 0.3943 | 0.347543 |
30 | -0.086636 | -0.6065 | 0.726494 |
31 | 0.095335 | 0.6673 | 0.253842 |
32 | -0.006454 | -0.0452 | 0.517925 |
33 | -0.156023 | -1.0922 | 0.859948 |
34 | 0.068171 | 0.4772 | 0.317671 |
35 | -0.016942 | -0.1186 | 0.546959 |
36 | -0.094223 | -0.6596 | 0.743688 |
37 | 0.037473 | 0.2623 | 0.397091 |
38 | -0.046434 | -0.325 | 0.626733 |
39 | -0.068914 | -0.4824 | 0.684164 |
40 | 0.066 | 0.462 | 0.323064 |
41 | -0.037216 | -0.2605 | 0.60222 |
42 | -0.063706 | -0.4459 | 0.671199 |
43 | 0.043091 | 0.3016 | 0.382104 |
44 | 0.018155 | 0.1271 | 0.449696 |
45 | -0.04479 | -0.3135 | 0.622396 |
46 | 0.028665 | 0.2007 | 0.4209 |
47 | 0.025296 | 0.1771 | 0.430092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.072686 | 0.5088 | 0.306587 |
1 | 0.185604 | 1.2992 | 0.099972 |
2 | 0.374578 | 2.622 | 0.005806 |
3 | -0.047594 | -0.3332 | 0.629782 |
4 | 0.010728 | 0.0751 | 0.470223 |
5 | -0.016408 | -0.1149 | 0.545487 |
6 | -0.344948 | -2.4146 | 0.990235 |
7 | -0.282177 | -1.9752 | 0.973056 |
8 | -0.006333 | -0.0443 | 0.517591 |
9 | -0.106144 | -0.743 | 0.769487 |
10 | 0.021902 | 0.1533 | 0.439389 |
11 | -0.113092 | -0.7916 | 0.783808 |
12 | 0.019559 | 0.1369 | 0.44583 |
13 | 0.028411 | 0.1989 | 0.42159 |
14 | 0.07592 | 0.5314 | 0.298758 |
15 | 0.020842 | 0.1459 | 0.442301 |
16 | 0.107337 | 0.7514 | 0.228015 |
17 | -0.033608 | -0.2353 | 0.592505 |
18 | -0.33624 | -2.3537 | 0.988678 |
19 | -0.193182 | -1.3523 | 0.908752 |
20 | 0.15678 | 1.0975 | 0.138902 |
21 | -0.035832 | -0.2508 | 0.598501 |
22 | 0.138374 | 0.9686 | 0.168747 |
23 | -0.036385 | -0.2547 | 0.599988 |
24 | 0.019847 | 0.1389 | 0.445037 |
25 | -0.005279 | -0.037 | 0.514664 |
26 | -0.065573 | -0.459 | 0.675873 |
27 | -0.0655 | -0.4585 | 0.675689 |
28 | -0.011415 | -0.0799 | 0.531682 |
29 | -0.034138 | -0.239 | 0.593935 |
30 | 0.128873 | 0.9021 | 0.185705 |
31 | -0.097914 | -0.6854 | 0.751839 |
32 | -0.023935 | -0.1675 | 0.566186 |
33 | -0.02962 | -0.2073 | 0.581698 |
34 | 0.017776 | 0.1244 | 0.450742 |
35 | -0.069487 | -0.4864 | 0.685578 |
36 | -0.044 | -0.308 | 0.620307 |
37 | -0.027493 | -0.1925 | 0.575908 |
38 | -0.003989 | -0.0279 | 0.511082 |
39 | -0.022383 | -0.1567 | 0.561929 |
40 | 0.067122 | 0.4699 | 0.320271 |
41 | -0.018051 | -0.1264 | 0.550017 |
42 | 0.030985 | 0.2169 | 0.414595 |
43 | -0.002549 | -0.0178 | 0.507081 |
44 | 0.005054 | 0.0354 | 0.48596 |
45 | -0.160143 | -1.121 | 0.866124 |
46 | -0.080401 | -0.5628 | 0.711934 |
47 | -0.03105 | -0.2173 | 0.58558 |