Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.126628 | 0.9809 | 0.165301 |
2 | 0.28789 | 2.23 | 0.014751 |
3 | -0.060091 | -0.4655 | 0.678357 |
4 | -0.082331 | -0.6377 | 0.736962 |
5 | -0.154715 | -1.1984 | 0.882267 |
6 | 0.012705 | 0.0984 | 0.460965 |
7 | 0.22588 | 1.7497 | 0.042645 |
8 | 0.19049 | 1.4755 | 0.07265 |
9 | 0.217237 | 1.6827 | 0.048814 |
10 | 0.1009 | 0.7816 | 0.218771 |
11 | 0.101839 | 0.7888 | 0.216655 |
12 | -0.399753 | -3.0965 | 0.998512 |
13 | -0.019745 | -0.1529 | 0.560522 |
14 | -0.136999 | -1.0612 | 0.853572 |
15 | -0.020428 | -0.1582 | 0.5626 |
16 | 0.1359 | 1.0527 | 0.148355 |
17 | 0.163783 | 1.2687 | 0.104732 |
18 | 0.085928 | 0.6656 | 0.25411 |
19 | -0.067538 | -0.5231 | 0.6986 |
20 | -0.087814 | -0.6802 | 0.750505 |
21 | -0.046815 | -0.3626 | 0.640922 |
22 | -0.046788 | -0.3624 | 0.640842 |
23 | -0.060956 | -0.4722 | 0.680739 |
24 | 0.187395 | 1.4516 | 0.075917 |
25 | -0.078224 | -0.6059 | 0.726573 |
26 | -0.008385 | -0.065 | 0.525786 |
27 | -0.086889 | -0.673 | 0.748246 |
28 | -0.157802 | -1.2223 | 0.886818 |
29 | -0.076363 | -0.5915 | 0.721798 |
30 | -0.087539 | -0.6781 | 0.749834 |
31 | 0.088215 | 0.6833 | 0.248519 |
32 | -0.015531 | -0.1203 | 0.547677 |
33 | -0.02476 | -0.1918 | 0.575724 |
34 | -0.119977 | -0.9293 | 0.821781 |
35 | -0.043561 | -0.3374 | 0.631511 |
36 | -0.296225 | -2.2945 | 0.987363 |
37 | -0.030221 | -0.2341 | 0.592146 |
38 | -0.114195 | -0.8846 | 0.810035 |
39 | 0.003494 | 0.0271 | 0.489248 |
40 | 0.047178 | 0.3654 | 0.358034 |
41 | 0.065765 | 0.5094 | 0.306167 |
42 | 0.041237 | 0.3194 | 0.375258 |
43 | -0.08387 | -0.6497 | 0.740803 |
44 | -0.090286 | -0.6994 | 0.756484 |
45 | -0.032491 | -0.2517 | 0.598922 |
46 | -0.083586 | -0.6475 | 0.740097 |
47 | 0.035692 | 0.2765 | 0.39157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.126628 | 0.9809 | 0.165301 |
1 | 0.276285 | 2.1401 | 0.018211 |
2 | -0.13364 | -1.0352 | 0.847628 |
3 | -0.157679 | -1.2214 | 0.88664 |
4 | -0.084084 | -0.6513 | 0.741333 |
5 | 0.118383 | 0.917 | 0.181409 |
6 | 0.319751 | 2.4768 | 0.008047 |
7 | 0.10156 | 0.7867 | 0.217284 |
8 | -0.014521 | -0.1125 | 0.544589 |
9 | -0.016784 | -0.13 | 0.551503 |
10 | 0.129115 | 1.0001 | 0.160634 |
11 | -0.416265 | -3.2244 | 0.998978 |
12 | 0.032941 | 0.2552 | 0.399736 |
13 | 0.155262 | 1.2027 | 0.116918 |
14 | -0.125767 | -0.9742 | 0.833063 |
15 | 0.059433 | 0.4604 | 0.323459 |
16 | 0.043679 | 0.3383 | 0.368146 |
17 | -0.084281 | -0.6528 | 0.741823 |
18 | 0.01351 | 0.1046 | 0.458502 |
19 | -0.016524 | -0.128 | 0.550708 |
20 | 0.130805 | 1.0132 | 0.157514 |
21 | 0.14598 | 1.1308 | 0.131329 |
22 | -0.131149 | -1.0159 | 0.843117 |
23 | -0.096762 | -0.7495 | 0.771763 |
24 | -0.067754 | -0.5248 | 0.699179 |
25 | -0.096262 | -0.7456 | 0.770602 |
26 | -0.119349 | -0.9245 | 0.820528 |
27 | -0.047167 | -0.3654 | 0.641934 |
28 | 0.133075 | 1.0308 | 0.153388 |
29 | -0.024747 | -0.1917 | 0.575683 |
30 | 0.005947 | 0.0461 | 0.481705 |
31 | -0.104202 | -0.8071 | 0.788614 |
32 | -0.03449 | -0.2672 | 0.604867 |
33 | -0.039996 | -0.3098 | 0.621109 |
34 | 0.050781 | 0.3934 | 0.347727 |
35 | -0.082085 | -0.6358 | 0.736346 |
36 | -0.031594 | -0.2447 | 0.596248 |
37 | -0.106161 | -0.8223 | 0.792924 |
38 | -0.091542 | -0.7091 | 0.75949 |
39 | 0.005808 | 0.045 | 0.482133 |
40 | 0.185952 | 1.4404 | 0.07748 |
41 | 0.028908 | 0.2239 | 0.411791 |
42 | 0.037231 | 0.2884 | 0.38702 |
43 | -0.011806 | -0.0915 | 0.536281 |
44 | 0.045955 | 0.356 | 0.361558 |
45 | -0.1222 | -0.9466 | 0.826169 |
46 | 0.090359 | 0.6999 | 0.243341 |
47 | -0.097726 | -0.757 | 0.773989 |