Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.457871 | 3.5467 | 0.000382 |
2 | 0.209254 | 1.6209 | 0.055144 |
3 | 0.207389 | 1.6064 | 0.056715 |
4 | 0.202606 | 1.5694 | 0.060909 |
5 | 0.176891 | 1.3702 | 0.087866 |
6 | 0.043989 | 0.3407 | 0.367247 |
7 | -0.127742 | -0.9895 | 0.836801 |
8 | -0.109172 | -0.8456 | 0.799445 |
9 | -0.106245 | -0.823 | 0.793107 |
10 | -0.083704 | -0.6484 | 0.740391 |
11 | -0.186031 | -1.441 | 0.922607 |
12 | -0.392661 | -3.0415 | 0.998256 |
13 | -0.197971 | -1.5335 | 0.934792 |
14 | -0.003342 | -0.0259 | 0.510284 |
15 | -0.009892 | -0.0766 | 0.530412 |
16 | -0.158693 | -1.2292 | 0.888108 |
17 | 0.027603 | 0.2138 | 0.415708 |
18 | 0.09238 | 0.7156 | 0.238516 |
19 | 0.112898 | 0.8745 | 0.192665 |
20 | 0.085967 | 0.6659 | 0.254013 |
21 | 0.067407 | 0.5221 | 0.30175 |
22 | 0.037099 | 0.2874 | 0.38741 |
23 | 0.067907 | 0.526 | 0.300411 |
24 | 0.103968 | 0.8053 | 0.211903 |
25 | 0.090067 | 0.6977 | 0.244043 |
26 | 0.000954 | 0.0074 | 0.497066 |
27 | -0.011794 | -0.0914 | 0.536244 |
28 | 0.031566 | 0.2445 | 0.403834 |
29 | -0.097919 | -0.7585 | 0.774433 |
30 | -0.141417 | -1.0954 | 0.861144 |
31 | -0.14116 | -1.0934 | 0.86071 |
32 | -0.084189 | -0.6521 | 0.741594 |
33 | -0.213394 | -1.6529 | 0.948217 |
34 | -0.219878 | -1.7032 | 0.953144 |
35 | -0.156963 | -1.2158 | 0.885594 |
36 | -0.195694 | -1.5158 | 0.932594 |
37 | -0.133266 | -1.0323 | 0.846957 |
38 | -0.118347 | -0.9167 | 0.818519 |
39 | -0.086636 | -0.6711 | 0.747627 |
40 | -0.000988 | -0.0077 | 0.503042 |
41 | -0.001089 | -0.0084 | 0.503351 |
42 | 0.004052 | 0.0314 | 0.487532 |
43 | 0.021305 | 0.165 | 0.434738 |
44 | -0.017896 | -0.1386 | 0.554895 |
45 | 0.123282 | 0.9549 | 0.171721 |
46 | 0.132614 | 1.0272 | 0.154219 |
47 | 0.056804 | 0.44 | 0.33076 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.457871 | 3.5467 | 0.000382 |
1 | -0.000495 | -0.0038 | 0.501525 |
2 | 0.141401 | 1.0953 | 0.138883 |
3 | 0.072948 | 0.5651 | 0.287072 |
4 | 0.055432 | 0.4294 | 0.334594 |
5 | -0.103617 | -0.8026 | 0.787318 |
6 | -0.189337 | -1.4666 | 0.926146 |
7 | -0.022698 | -0.1758 | 0.569485 |
8 | -0.067637 | -0.5239 | 0.698865 |
9 | 0.029413 | 0.2278 | 0.410275 |
10 | -0.129749 | -1.005 | 0.840541 |
11 | -0.279998 | -2.1689 | 0.982966 |
12 | 0.143748 | 1.1135 | 0.134975 |
13 | 0.1269 | 0.983 | 0.164786 |
14 | 0.04564 | 0.3535 | 0.362466 |
15 | -0.1723 | -1.3346 | 0.90648 |
16 | 0.279236 | 2.163 | 0.01727 |
17 | -0.036444 | -0.2823 | 0.610654 |
18 | -0.050951 | -0.3947 | 0.652754 |
19 | -0.029327 | -0.2272 | 0.589467 |
20 | 0.039979 | 0.3097 | 0.378939 |
21 | -0.04025 | -0.3118 | 0.621854 |
22 | -0.086781 | -0.6722 | 0.747983 |
23 | 0.011981 | 0.0928 | 0.463184 |
24 | 0.073919 | 0.5726 | 0.284537 |
25 | 0.0598 | 0.4632 | 0.322445 |
26 | -0.030089 | -0.2331 | 0.59175 |
27 | -0.10137 | -0.7852 | 0.782291 |
28 | -0.02771 | -0.2146 | 0.584612 |
29 | -0.003114 | -0.0241 | 0.509582 |
30 | -0.084708 | -0.6561 | 0.742881 |
31 | -0.039482 | -0.3058 | 0.619603 |
32 | -0.136903 | -1.0604 | 0.853403 |
33 | -0.061183 | -0.4739 | 0.681362 |
34 | -0.016635 | -0.1289 | 0.551049 |
35 | -0.135049 | -1.0461 | 0.850141 |
36 | 0.116562 | 0.9029 | 0.185098 |
37 | -0.076837 | -0.5952 | 0.723019 |
38 | 0.066769 | 0.5172 | 0.303462 |
39 | 0.018715 | 0.145 | 0.442613 |
40 | -0.071883 | -0.5568 | 0.710133 |
41 | -0.071928 | -0.5572 | 0.710252 |
42 | -0.046125 | -0.3573 | 0.638933 |
43 | -0.012133 | -0.094 | 0.537282 |
44 | -0.029257 | -0.2266 | 0.589257 |
45 | 0.018094 | 0.1402 | 0.444503 |
46 | 0.00233 | 0.018 | 0.492829 |
47 | 0.01385 | 0.1073 | 0.457461 |