Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | -0.581159 | -4.7924 | 0.999995 |
2 | 0.011966 | 0.0987 | 0.460843 |
3 | 0.298501 | 2.4615 | 0.008189 |
4 | -0.226911 | -1.8712 | 0.967187 |
5 | 0.045615 | 0.3762 | 0.353987 |
6 | 0.164487 | 1.3564 | 0.089731 |
7 | -0.210023 | -1.7319 | 0.956087 |
8 | 0.017355 | 0.1431 | 0.443311 |
9 | 0.163465 | 1.348 | 0.091071 |
10 | -0.255585 | -2.1076 | 0.980623 |
11 | 0.191717 | 1.5809 | 0.059266 |
12 | -0.121705 | -1.0036 | 0.840436 |
13 | -0.074663 | -0.6157 | 0.729921 |
14 | 0.12622 | 1.0408 | 0.150819 |
15 | 0.00348 | 0.0287 | 0.488595 |
16 | -0.20949 | -1.7275 | 0.955691 |
17 | 0.185508 | 1.5297 | 0.065361 |
18 | 0.039965 | 0.3296 | 0.371372 |
19 | -0.231288 | -1.9073 | 0.969643 |
20 | 0.244345 | 2.0149 | 0.023934 |
21 | -0.054051 | -0.4457 | 0.671391 |
22 | -0.185727 | -1.5315 | 0.934863 |
23 | 0.315661 | 2.603 | 0.005668 |
24 | -0.140681 | -1.1601 | 0.874965 |
25 | -0.125534 | -1.0352 | 0.847873 |
26 | 0.220655 | 1.8196 | 0.036614 |
27 | -0.116346 | -0.9594 | 0.829625 |
28 | -0.026798 | -0.221 | 0.587114 |
29 | 0.198313 | 1.6353 | 0.053301 |
30 | -0.320778 | -2.6452 | 0.994934 |
31 | 0.212897 | 1.7556 | 0.041831 |
32 | 0.037865 | 0.3122 | 0.377906 |
33 | -0.181006 | -1.4926 | 0.929918 |
34 | 0.129256 | 1.0659 | 0.145125 |
35 | -0.019373 | -0.1598 | 0.563226 |
36 | -0.079629 | -0.6566 | 0.743186 |
37 | 0.089041 | 0.7343 | 0.232659 |
38 | 0.033791 | 0.2786 | 0.390682 |
39 | -0.178659 | -1.4733 | 0.927353 |
40 | 0.187751 | 1.5482 | 0.063104 |
41 | -0.07603 | -0.627 | 0.733606 |
42 | -0.021635 | -0.1784 | 0.570533 |
43 | 0.0167 | 0.1377 | 0.445439 |
44 | 0.024008 | 0.198 | 0.421827 |
45 | -0.041317 | -0.3407 | 0.632813 |
46 | 0.015758 | 0.1299 | 0.448496 |
47 | 0.07008 | 0.5779 | 0.282623 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.581159 | -4.7924 | 0.999995 |
1 | -0.491926 | -4.0565 | 0.999935 |
2 | 0.045796 | 0.3776 | 0.353437 |
3 | 0.114195 | 0.9417 | 0.174846 |
4 | 0.074907 | 0.6177 | 0.269418 |
5 | 0.204045 | 1.6826 | 0.04852 |
6 | 0.048069 | 0.3964 | 0.346531 |
7 | -0.20515 | -1.6917 | 0.95236 |
8 | -0.103218 | -0.8512 | 0.801165 |
9 | -0.217558 | -1.794 | 0.961373 |
10 | -0.003248 | -0.0268 | 0.510644 |
11 | -0.118424 | -0.9765 | 0.833872 |
12 | -0.187575 | -1.5468 | 0.936722 |
13 | -0.154737 | -1.276 | 0.896851 |
14 | 0.127458 | 1.051 | 0.148479 |
15 | -0.047047 | -0.388 | 0.650371 |
16 | -0.097836 | -0.8068 | 0.788696 |
17 | 0.143576 | 1.184 | 0.120275 |
18 | 0.001675 | 0.0138 | 0.494511 |
19 | -0.071392 | -0.5887 | 0.720997 |
20 | 0.040949 | 0.3377 | 0.368324 |
21 | -0.167718 | -1.383 | 0.914411 |
22 | 0.016913 | 0.1395 | 0.444747 |
23 | 0.067733 | 0.5585 | 0.289156 |
24 | -0.057747 | -0.4762 | 0.682267 |
25 | -0.133798 | -1.1033 | 0.863113 |
26 | -0.033079 | -0.2728 | 0.607075 |
27 | -0.019473 | -0.1606 | 0.563548 |
28 | 0.156513 | 1.2906 | 0.100599 |
29 | -0.094454 | -0.7789 | 0.780626 |
30 | -0.022088 | -0.1821 | 0.571992 |
31 | -0.033436 | -0.2757 | 0.6082 |
32 | 0.051494 | 0.4246 | 0.336224 |
33 | -0.014014 | -0.1156 | 0.54583 |
34 | -0.046712 | -0.3852 | 0.649355 |
35 | 0.022225 | 0.1833 | 0.427565 |
36 | -0.015966 | -0.1317 | 0.552179 |
37 | -0.034494 | -0.2844 | 0.611534 |
38 | -0.006616 | -0.0546 | 0.521674 |
39 | 0.054199 | 0.4469 | 0.328171 |
40 | -0.023025 | -0.1899 | 0.575012 |
41 | -0.022897 | -0.1888 | 0.574599 |
42 | -0.118379 | -0.9762 | 0.833782 |
43 | -0.068354 | -0.5637 | 0.712581 |
44 | 0.10423 | 0.8595 | 0.196541 |
45 | -0.074235 | -0.6122 | 0.728762 |
46 | 0.062785 | 0.5177 | 0.30316 |
47 | 0.09218 | 0.7601 | 0.2249 |