Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | -0.073548 | -0.5148 | 0.695509 |
2 | 0.050377 | 0.3526 | 0.362935 |
3 | 0.324174 | 2.2692 | 0.013847 |
4 | -0.017367 | -0.1216 | 0.548132 |
5 | -0.027664 | -0.1937 | 0.576375 |
6 | 0.077152 | 0.5401 | 0.2958 |
7 | -0.277561 | -1.9429 | 0.971109 |
8 | 0.016394 | 0.1148 | 0.454553 |
9 | -0.039878 | -0.2791 | 0.609347 |
10 | -0.154638 | -1.0825 | 0.857828 |
11 | -0.09345 | -0.6542 | 0.741963 |
12 | -0.186246 | -1.3037 | 0.90079 |
13 | -0.066361 | -0.4645 | 0.677837 |
14 | 0.071327 | 0.4993 | 0.309905 |
15 | -0.09618 | -0.6733 | 0.748027 |
16 | -0.163997 | -1.148 | 0.871725 |
17 | 0.175852 | 1.231 | 0.112106 |
18 | 0.053956 | 0.3777 | 0.353644 |
19 | -0.051178 | -0.3582 | 0.63915 |
20 | 0.031409 | 0.2199 | 0.413445 |
21 | 0.122167 | 0.8552 | 0.19831 |
22 | -0.197077 | -1.3795 | 0.913004 |
23 | 0.158783 | 1.1115 | 0.135893 |
24 | -0.084585 | -0.5921 | 0.721745 |
25 | -0.198759 | -1.3913 | 0.914792 |
26 | 0.041235 | 0.2886 | 0.387035 |
27 | -0.040511 | -0.2836 | 0.611037 |
28 | -0.102024 | -0.7142 | 0.760744 |
29 | 0.046973 | 0.3288 | 0.371849 |
30 | -0.108126 | -0.7569 | 0.773628 |
31 | 0.113328 | 0.7933 | 0.215715 |
32 | 0.052527 | 0.3677 | 0.357344 |
33 | -0.114602 | -0.8022 | 0.786849 |
34 | 0.156021 | 1.0921 | 0.140054 |
35 | 0.088077 | 0.6165 | 0.270196 |
36 | -0.032412 | -0.2269 | 0.589271 |
37 | 0.138834 | 0.9718 | 0.167953 |
38 | 0.104826 | 0.7338 | 0.23329 |
39 | -0.007939 | -0.0556 | 0.522047 |
40 | 0.080635 | 0.5644 | 0.287512 |
41 | 0.010018 | 0.0701 | 0.47219 |
42 | -0.064543 | -0.4518 | 0.673297 |
43 | -0.037327 | -0.2613 | 0.602517 |
44 | -0.041697 | -0.2919 | 0.614195 |
45 | -0.085511 | -0.5986 | 0.723894 |
46 | -0.048072 | -0.3365 | 0.631037 |
47 | -0.00661 | -0.0463 | 0.518359 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.073548 | -0.5148 | 0.695509 |
1 | 0.045212 | 0.3165 | 0.376489 |
2 | 0.333519 | 2.3346 | 0.011852 |
3 | 0.035547 | 0.2488 | 0.402268 |
4 | -0.073947 | -0.5176 | 0.696477 |
5 | -0.047291 | -0.331 | 0.628985 |
6 | -0.310377 | -2.1726 | 0.982664 |
7 | -0.012991 | -0.0909 | 0.536044 |
8 | -0.00603 | -0.0422 | 0.516749 |
9 | 0.036563 | 0.2559 | 0.399534 |
10 | -0.089462 | -0.6262 | 0.732967 |
11 | -0.253659 | -1.7756 | 0.958996 |
12 | -0.064404 | -0.4508 | 0.672948 |
13 | 0.110326 | 0.7723 | 0.221829 |
14 | 0.118727 | 0.8311 | 0.204978 |
15 | -0.193345 | -1.3534 | 0.908933 |
16 | 0.013977 | 0.0978 | 0.461229 |
17 | 0.061695 | 0.4319 | 0.333867 |
18 | -0.029377 | -0.2056 | 0.581038 |
19 | -0.081896 | -0.5733 | 0.71546 |
20 | 0.098527 | 0.6897 | 0.246821 |
21 | -0.266664 | -1.8667 | 0.96603 |
22 | -0.020864 | -0.146 | 0.557758 |
23 | -0.09391 | -0.6574 | 0.742991 |
24 | -0.093723 | -0.6561 | 0.742573 |
25 | -0.026338 | -0.1844 | 0.572756 |
26 | -0.084968 | -0.5948 | 0.722636 |
27 | 0.009626 | 0.0674 | 0.473275 |
28 | -0.011708 | -0.082 | 0.532491 |
29 | 0.001234 | 0.0086 | 0.496571 |
30 | 0.042116 | 0.2948 | 0.384692 |
31 | -0.073138 | -0.512 | 0.694513 |
32 | -0.088932 | -0.6225 | 0.731758 |
33 | 0.005877 | 0.0411 | 0.483677 |
34 | 0.052198 | 0.3654 | 0.358197 |
35 | 0.00047 | 0.0033 | 0.498695 |
36 | -0.040425 | -0.283 | 0.610806 |
37 | 0.023257 | 0.1628 | 0.435674 |
38 | 0.069267 | 0.4849 | 0.314966 |
39 | -0.063981 | -0.4479 | 0.671888 |
40 | -0.043856 | -0.307 | 0.619924 |
41 | -0.089163 | -0.6241 | 0.732285 |
42 | 0.015981 | 0.1119 | 0.455693 |
43 | -0.10336 | -0.7235 | 0.763601 |
44 | 0.002148 | 0.015 | 0.494033 |
45 | 0.022765 | 0.1594 | 0.437022 |
46 | 0.057113 | 0.3998 | 0.345524 |
47 | 0.044531 | 0.3117 | 0.37829 |