Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.3066 | 0 |
1 | 0.320654 | 2.6636 | 0.004808 |
2 | 0.437048 | 3.6304 | 0.00027 |
3 | 0.532435 | 4.4227 | 1.8e-05 |
4 | 0.24929 | 2.0708 | 0.021062 |
5 | 0.243518 | 2.0228 | 0.023485 |
6 | 0.187894 | 1.5608 | 0.061577 |
7 | -0.072133 | -0.5992 | 0.724492 |
8 | -0.058594 | -0.4867 | 0.685999 |
9 | -0.045798 | -0.3804 | 0.647601 |
10 | -0.282547 | -2.347 | 0.9891 |
11 | -0.154983 | -1.2874 | 0.898869 |
12 | -0.266494 | -2.2137 | 0.98492 |
13 | -0.230892 | -1.9179 | 0.97037 |
14 | -0.098451 | -0.8178 | 0.791855 |
15 | -0.141919 | -1.1789 | 0.87875 |
16 | -0.183263 | -1.5223 | 0.933748 |
17 | 0.055327 | 0.4596 | 0.323631 |
18 | 0.018793 | 0.1561 | 0.438204 |
19 | -0.045872 | -0.381 | 0.647828 |
20 | 0.176412 | 1.4654 | 0.073679 |
21 | 0.078212 | 0.6497 | 0.259029 |
22 | 0.037104 | 0.3082 | 0.379427 |
23 | 0.247055 | 2.0522 | 0.021973 |
24 | 0.029695 | 0.2467 | 0.402949 |
25 | -0.010909 | -0.0906 | 0.53597 |
26 | 0.128373 | 1.0663 | 0.144992 |
27 | -0.004753 | -0.0395 | 0.515689 |
28 | -0.008199 | -0.0681 | 0.527051 |
29 | 0.039088 | 0.3247 | 0.373201 |
30 | -0.152111 | -1.2635 | 0.894675 |
31 | 0.042157 | 0.3502 | 0.363634 |
32 | -0.016314 | -0.1355 | 0.553702 |
33 | -0.141616 | -1.1764 | 0.878252 |
34 | -0.015516 | -0.1289 | 0.55109 |
35 | -0.052191 | -0.4335 | 0.667008 |
36 | -0.074273 | -0.617 | 0.730354 |
37 | 0.004544 | 0.0377 | 0.485001 |
38 | -0.020025 | -0.1663 | 0.565811 |
39 | -0.120752 | -1.003 | 0.840327 |
40 | 0.060785 | 0.5049 | 0.307614 |
41 | -0.036709 | -0.3049 | 0.619331 |
42 | -0.048173 | -0.4002 | 0.65486 |
43 | -0.001574 | -0.0131 | 0.505196 |
44 | -0.00365 | -0.0303 | 0.512048 |
45 | -0.050521 | -0.4197 | 0.661979 |
46 | -0.028539 | -0.2371 | 0.593345 |
47 | -0.027032 | -0.2245 | 0.588502 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.320654 | 2.6636 | 0.004808 |
1 | 0.372532 | 3.0945 | 0.001423 |
2 | 0.42068 | 3.4944 | 0.000417 |
3 | -0.05521 | -0.4586 | 0.676021 |
4 | -0.161413 | -1.3408 | 0.907808 |
5 | -0.161093 | -1.3381 | 0.907378 |
6 | -0.322743 | -2.6809 | 0.995412 |
7 | -0.212753 | -1.7673 | 0.959196 |
8 | 0.086773 | 0.7208 | 0.236736 |
9 | -0.00769 | -0.0639 | 0.525374 |
10 | 0.131282 | 1.0905 | 0.13964 |
11 | -0.049933 | -0.4148 | 0.660202 |
12 | 0.069089 | 0.5739 | 0.283952 |
13 | 0.160395 | 1.3323 | 0.093566 |
14 | 0.118465 | 0.984 | 0.164265 |
15 | -0.160646 | -1.3344 | 0.906775 |
16 | -0.004132 | -0.0343 | 0.51364 |
17 | 0.027679 | 0.2299 | 0.409418 |
18 | -0.15744 | -1.3078 | 0.902359 |
19 | -0.004108 | -0.0341 | 0.513563 |
20 | 0.093741 | 0.7787 | 0.219418 |
21 | -0.076529 | -0.6357 | 0.736461 |
22 | 0.128429 | 1.0668 | 0.144888 |
23 | -0.038699 | -0.3215 | 0.625582 |
24 | -0.146258 | -1.2149 | 0.88573 |
25 | -0.05147 | -0.4275 | 0.664841 |
26 | 0.118933 | 0.9879 | 0.163319 |
27 | 0.10415 | 0.8651 | 0.194982 |
28 | 0.103382 | 0.8588 | 0.196724 |
29 | -0.125319 | -1.041 | 0.849241 |
30 | 0.050255 | 0.4174 | 0.338823 |
31 | -0.044436 | -0.3691 | 0.643412 |
32 | -0.055455 | -0.4606 | 0.676749 |
33 | -0.124403 | -1.0334 | 0.84748 |
34 | -0.038335 | -0.3184 | 0.62444 |
35 | 0.03607 | 0.2996 | 0.382685 |
36 | 0.004182 | 0.0347 | 0.486193 |
37 | 0.067061 | 0.557 | 0.289648 |
38 | 0.045014 | 0.3739 | 0.354806 |
39 | 0.013777 | 0.1144 | 0.45461 |
40 | -0.065996 | -0.5482 | 0.70734 |
41 | -0.017088 | -0.1419 | 0.55623 |
42 | -0.049029 | -0.4073 | 0.657463 |
43 | 0.01721 | 0.143 | 0.44337 |
44 | -0.022573 | -0.1875 | 0.574093 |
45 | -0.155701 | -1.2934 | 0.899899 |
46 | 0.03505 | 0.2912 | 0.385905 |
47 | -0.040979 | -0.3404 | 0.632704 |