Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.317678 | 2.4607 | 0.00838 |
2 | 0.105717 | 0.8189 | 0.208047 |
3 | 0.105576 | 0.8178 | 0.208356 |
4 | 0.058769 | 0.4552 | 0.325296 |
5 | 0.068531 | 0.5308 | 0.298745 |
6 | -0.017274 | -0.1338 | 0.552997 |
7 | -0.162077 | -1.2554 | 0.892907 |
8 | -0.093528 | -0.7245 | 0.764203 |
9 | -0.151304 | -1.172 | 0.877084 |
10 | -0.065178 | -0.5049 | 0.692249 |
11 | -0.122295 | -0.9473 | 0.826356 |
12 | -0.339156 | -2.6271 | 0.994542 |
13 | -0.10309 | -0.7985 | 0.786144 |
14 | -0.015221 | -0.1179 | 0.54673 |
15 | -0.084731 | -0.6563 | 0.742937 |
16 | -0.167344 | -1.2962 | 0.900072 |
17 | -0.029765 | -0.2306 | 0.590779 |
18 | 0.015027 | 0.1164 | 0.453863 |
19 | 0.06755 | 0.5232 | 0.301368 |
20 | -0.079602 | -0.6166 | 0.730082 |
21 | 0.035942 | 0.2784 | 0.39083 |
22 | -0.003626 | -0.0281 | 0.511157 |
23 | 0.003394 | 0.0263 | 0.489557 |
24 | 0.088201 | 0.6832 | 0.248555 |
25 | 0.098951 | 0.7665 | 0.223201 |
26 | 0.061988 | 0.4802 | 0.316432 |
27 | 0.14231 | 1.1023 | 0.13736 |
28 | 0.116271 | 0.9006 | 0.185693 |
29 | -0.000365 | -0.0028 | 0.501122 |
30 | -0.003814 | -0.0295 | 0.511736 |
31 | -0.033409 | -0.2588 | 0.601656 |
32 | 0.074696 | 0.5786 | 0.282515 |
33 | -0.126461 | -0.9796 | 0.834382 |
34 | -0.166038 | -1.2861 | 0.898329 |
35 | -0.046197 | -0.3578 | 0.63914 |
36 | -0.082873 | -0.6419 | 0.738319 |
37 | -0.021364 | -0.1655 | 0.565441 |
38 | -0.000727 | -0.0056 | 0.502236 |
39 | -0.001544 | -0.012 | 0.504753 |
40 | 0.099535 | 0.771 | 0.221867 |
41 | 0.025788 | 0.1998 | 0.421174 |
42 | 0.004803 | 0.0372 | 0.485224 |
43 | -0.01531 | -0.1186 | 0.547001 |
44 | -0.071303 | -0.5523 | 0.708606 |
45 | 0.087483 | 0.6776 | 0.250302 |
46 | 0.089753 | 0.6952 | 0.244799 |
47 | -0.033298 | -0.2579 | 0.601326 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.317678 | 2.4607 | 0.00838 |
1 | 0.005336 | 0.0413 | 0.483583 |
2 | 0.078389 | 0.6072 | 0.273005 |
3 | 0.002915 | 0.0226 | 0.49103 |
4 | 0.048044 | 0.3722 | 0.355546 |
5 | -0.06704 | -0.5193 | 0.697266 |
6 | -0.162729 | -1.2605 | 0.893814 |
7 | -0.003546 | -0.0275 | 0.510912 |
8 | -0.124155 | -0.9617 | 0.82997 |
9 | 0.047049 | 0.3644 | 0.358406 |
10 | -0.1066 | -0.8257 | 0.793882 |
11 | -0.275876 | -2.1369 | 0.981655 |
12 | 0.104248 | 0.8075 | 0.211284 |
13 | 0.000897 | 0.0069 | 0.497241 |
14 | -0.069814 | -0.5408 | 0.704667 |
15 | -0.18385 | -1.4241 | 0.9202 |
16 | 0.117204 | 0.9079 | 0.183792 |
17 | -0.032834 | -0.2543 | 0.599946 |
18 | -0.017296 | -0.134 | 0.553065 |
19 | -0.16808 | -1.3019 | 0.901044 |
20 | 0.071353 | 0.5527 | 0.291262 |
21 | -0.053459 | -0.4141 | 0.659858 |
22 | -0.078756 | -0.61 | 0.727931 |
23 | -0.013474 | -0.1044 | 0.541388 |
24 | 0.085776 | 0.6644 | 0.254484 |
25 | 0.064983 | 0.5034 | 0.308278 |
26 | 0.012368 | 0.0958 | 0.461999 |
27 | -0.041879 | -0.3244 | 0.626615 |
28 | -0.05711 | -0.4424 | 0.670096 |
29 | 0.033384 | 0.2586 | 0.398417 |
30 | -0.075835 | -0.5874 | 0.720436 |
31 | 0.013531 | 0.1048 | 0.458437 |
32 | -0.145915 | -1.1303 | 0.868567 |
33 | -0.063045 | -0.4883 | 0.686457 |
34 | 0.040773 | 0.3158 | 0.376615 |
35 | -0.112393 | -0.8706 | 0.806277 |
36 | 0.133492 | 1.034 | 0.152637 |
37 | -0.053 | -0.4105 | 0.658563 |
38 | 0.151818 | 1.176 | 0.122124 |
39 | 0.021024 | 0.1629 | 0.435591 |
40 | -0.052404 | -0.4059 | 0.656876 |
41 | -0.053003 | -0.4106 | 0.658571 |
42 | -0.070712 | -0.5477 | 0.707045 |
43 | 0.002557 | 0.0198 | 0.49213 |
44 | -0.025169 | -0.195 | 0.576959 |
45 | 0.040614 | 0.3146 | 0.377081 |
46 | -0.039743 | -0.3078 | 0.620368 |
47 | -0.022361 | -0.1732 | 0.568466 |