Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.21002 | 1.6268 | 0.054509 |
2 | 0.238145 | 1.8447 | 0.035012 |
3 | -0.08852 | -0.6857 | 0.752221 |
4 | -0.130523 | -1.011 | 0.841968 |
5 | -0.160995 | -1.2471 | 0.891389 |
6 | 0.000849 | 0.0066 | 0.497387 |
7 | 0.274622 | 2.1272 | 0.018761 |
8 | 0.269815 | 2.09 | 0.020433 |
9 | 0.320806 | 2.485 | 0.007882 |
10 | 0.147527 | 1.1427 | 0.128843 |
11 | 0.063214 | 0.4897 | 0.313082 |
12 | -0.367312 | -2.8452 | 0.996968 |
13 | -0.02902 | -0.2248 | 0.588545 |
14 | -0.098741 | -0.7648 | 0.776319 |
15 | -0.022412 | -0.1736 | 0.568617 |
16 | 0.116818 | 0.9049 | 0.184577 |
17 | 0.161429 | 1.2504 | 0.108 |
18 | 0.078225 | 0.6059 | 0.273423 |
19 | -0.085886 | -0.6653 | 0.745786 |
20 | -0.078219 | -0.6059 | 0.726559 |
21 | -0.057207 | -0.4431 | 0.670364 |
22 | -0.017672 | -0.1369 | 0.55421 |
23 | -0.054049 | -0.4187 | 0.661521 |
24 | 0.102902 | 0.7971 | 0.214274 |
25 | -0.13838 | -1.0719 | 0.855969 |
26 | -0.090525 | -0.7012 | 0.757057 |
27 | -0.074761 | -0.5791 | 0.717653 |
28 | -0.148465 | -1.15 | 0.872647 |
29 | -0.061268 | -0.4746 | 0.681597 |
30 | -0.034866 | -0.2701 | 0.605984 |
31 | 0.067643 | 0.524 | 0.301118 |
32 | -0.01128 | -0.0874 | 0.534667 |
33 | -0.092824 | -0.719 | 0.762537 |
34 | -0.184696 | -1.4307 | 0.921141 |
35 | -0.090833 | -0.7036 | 0.757796 |
36 | -0.209773 | -1.6249 | 0.945286 |
37 | 0.001369 | 0.0106 | 0.495786 |
38 | -0.036839 | -0.2854 | 0.611823 |
39 | 0.002753 | 0.0213 | 0.491529 |
40 | 0.055409 | 0.4292 | 0.334658 |
41 | 0.019873 | 0.1539 | 0.439088 |
42 | -0.018633 | -0.1443 | 0.557139 |
43 | -0.093997 | -0.7281 | 0.765306 |
44 | -0.11794 | -0.9136 | 0.817696 |
45 | 0.004295 | 0.0333 | 0.486786 |
46 | -0.049044 | -0.3799 | 0.647316 |
47 | 0.039286 | 0.3043 | 0.380975 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.21002 | 1.6268 | 0.054509 |
1 | 0.20299 | 1.5724 | 0.060564 |
2 | -0.186595 | -1.4454 | 0.92322 |
3 | -0.145766 | -1.1291 | 0.868324 |
4 | -0.053214 | -0.4122 | 0.659166 |
5 | 0.107994 | 0.8365 | 0.203092 |
6 | 0.33043 | 2.5595 | 0.00651 |
7 | 0.141683 | 1.0975 | 0.13841 |
8 | 0.101747 | 0.7881 | 0.216863 |
9 | 0.022912 | 0.1775 | 0.429866 |
10 | 0.042632 | 0.3302 | 0.371191 |
11 | -0.362676 | -2.8093 | 0.996653 |
12 | 0.163736 | 1.2683 | 0.104796 |
13 | 0.080881 | 0.6265 | 0.26668 |
14 | -0.241693 | -1.8721 | 0.966969 |
15 | -0.036663 | -0.284 | 0.611303 |
16 | 0.042198 | 0.3269 | 0.372453 |
17 | -0.095475 | -0.7395 | 0.768769 |
18 | -0.017986 | -0.1393 | 0.555167 |
19 | 0.021712 | 0.1682 | 0.433504 |
20 | 0.1605 | 1.2432 | 0.10931 |
21 | 0.146075 | 1.1315 | 0.131175 |
22 | -0.138931 | -1.0762 | 0.856917 |
23 | -0.119768 | -0.9277 | 0.821364 |
24 | -0.076503 | -0.5926 | 0.722159 |
25 | -0.116392 | -0.9016 | 0.814554 |
26 | -0.058741 | -0.455 | 0.674625 |
27 | -0.067975 | -0.5265 | 0.69977 |
28 | 0.006363 | 0.0493 | 0.480426 |
29 | -0.061964 | -0.48 | 0.683504 |
30 | -0.039176 | -0.3035 | 0.618705 |
31 | 0.052576 | 0.4073 | 0.342635 |
32 | 0.03982 | 0.3084 | 0.379407 |
33 | -0.105581 | -0.8178 | 0.791654 |
34 | 0.106744 | 0.8268 | 0.205803 |
35 | 0.033781 | 0.2617 | 0.397236 |
36 | -0.052399 | -0.4059 | 0.656864 |
37 | -0.147533 | -1.1428 | 0.871167 |
38 | -0.081816 | -0.6337 | 0.735671 |
39 | 0.034207 | 0.265 | 0.395973 |
40 | 0.163788 | 1.2687 | 0.104725 |
41 | 0.006833 | 0.0529 | 0.478982 |
42 | -0.005648 | -0.0438 | 0.517376 |
43 | -0.059604 | -0.4617 | 0.677013 |
44 | 0.089233 | 0.6912 | 0.246055 |
45 | -0.079117 | -0.6128 | 0.72885 |
46 | 0.164312 | 1.2728 | 0.104007 |
47 | -0.081576 | -0.6319 | 0.735069 |