Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9 | 0 |
1 | 0.690997 | 6.219 | 0 |
2 | 0.235256 | 2.1173 | 0.018651 |
3 | -0.006706 | -0.0604 | 0.523988 |
4 | 0.178921 | 1.6103 | 0.055612 |
5 | 0.572339 | 5.151 | 1e-06 |
6 | 0.744713 | 6.7024 | 0 |
7 | 0.529824 | 4.7684 | 4e-06 |
8 | 0.126673 | 1.1401 | 0.128812 |
9 | -0.074344 | -0.6691 | 0.747331 |
10 | 0.079178 | 0.7126 | 0.239071 |
11 | 0.437167 | 3.9345 | 8.8e-05 |
12 | 0.602455 | 5.4221 | 0 |
13 | 0.372382 | 3.3514 | 0.000612 |
14 | 0.017397 | 0.1566 | 0.437985 |
15 | -0.159285 | -1.4336 | 0.922227 |
16 | 0.01087 | 0.0978 | 0.461155 |
17 | 0.35066 | 3.1559 | 0.001123 |
18 | 0.475418 | 4.2788 | 2.6e-05 |
19 | 0.295982 | 2.6638 | 0.004659 |
20 | -0.02932 | -0.2639 | 0.603729 |
21 | -0.198627 | -1.7876 | 0.961213 |
22 | -0.058575 | -0.5272 | 0.700243 |
23 | 0.233944 | 2.1055 | 0.019173 |
24 | 0.360025 | 3.2402 | 0.000867 |
25 | 0.162179 | 1.4596 | 0.074132 |
26 | -0.139173 | -1.2526 | 0.893015 |
27 | -0.278942 | -2.5105 | 0.992976 |
28 | -0.124296 | -1.1187 | 0.866705 |
29 | 0.147136 | 1.3242 | 0.094576 |
30 | 0.250729 | 2.2566 | 0.013365 |
31 | 0.105234 | 0.9471 | 0.173201 |
32 | -0.169657 | -1.5269 | 0.934661 |
33 | -0.309298 | -2.7837 | 0.996656 |
34 | -0.177438 | -1.5969 | 0.942913 |
35 | 0.054582 | 0.4912 | 0.312294 |
36 | 0.174 | 1.566 | 0.060624 |
37 | 0.028251 | 0.2543 | 0.39997 |
38 | -0.21759 | -1.9583 | 0.973182 |
39 | -0.326792 | -2.9411 | 0.997869 |
40 | -0.197336 | -1.776 | 0.960258 |
41 | 0.011713 | 0.1054 | 0.458152 |
42 | 0.091288 | 0.8216 | 0.206861 |
43 | -0.018994 | -0.1709 | 0.567655 |
44 | -0.225741 | -2.0317 | 0.977267 |
45 | -0.31625 | -2.8463 | 0.997199 |
46 | -0.226002 | -2.034 | 0.977388 |
47 | -0.062976 | -0.5668 | 0.713785 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.690997 | 6.219 | 0 |
1 | -0.463559 | -4.172 | 0.999962 |
2 | 0.184513 | 1.6606 | 0.050328 |
3 | 0.53431 | 4.8088 | 3e-06 |
4 | 0.413069 | 3.7176 | 0.000184 |
5 | 0.034961 | 0.3146 | 0.37692 |
6 | -0.102454 | -0.9221 | 0.820388 |
7 | -0.127948 | -1.1515 | 0.87355 |
8 | -0.020583 | -0.1852 | 0.57325 |
9 | -0.02746 | -0.2471 | 0.597288 |
10 | 0.152884 | 1.376 | 0.086313 |
11 | -0.00557 | -0.0501 | 0.519929 |
12 | -0.23975 | -2.1578 | 0.983045 |
13 | 0.093759 | 0.8438 | 0.200624 |
14 | 0.004094 | 0.0368 | 0.485351 |
15 | -0.039179 | -0.3526 | 0.63735 |
16 | 0.116423 | 1.0478 | 0.148921 |
17 | -0.061624 | -0.5546 | 0.709658 |
18 | 0.06395 | 0.5756 | 0.283256 |
19 | 0.001922 | 0.0173 | 0.493119 |
20 | -0.117229 | -1.0551 | 0.852734 |
21 | -0.025226 | -0.227 | 0.589515 |
22 | -0.011292 | -0.1016 | 0.540347 |
23 | -0.039898 | -0.3591 | 0.639767 |
24 | -0.163582 | -1.4722 | 0.927584 |
25 | 0.011366 | 0.1023 | 0.459387 |
26 | 0.055262 | 0.4974 | 0.310143 |
27 | -0.066317 | -0.5969 | 0.723865 |
28 | 0.000501 | 0.0045 | 0.498205 |
29 | 0.098458 | 0.8861 | 0.189088 |
30 | 0.02906 | 0.2615 | 0.397169 |
31 | -0.04439 | -0.3995 | 0.654716 |
32 | -0.042089 | -0.3788 | 0.647086 |
33 | 0.019148 | 0.1723 | 0.431803 |
34 | -0.139524 | -1.2557 | 0.893585 |
35 | 0.0512 | 0.4608 | 0.323088 |
36 | -0.054673 | -0.4921 | 0.687996 |
37 | -0.059135 | -0.5322 | 0.701983 |
38 | 0.061236 | 0.5511 | 0.291534 |
39 | 0.019815 | 0.1783 | 0.429452 |
40 | -0.106369 | -0.9573 | 0.829372 |
41 | 0.037361 | 0.3362 | 0.368776 |
42 | 0.081392 | 0.7325 | 0.23298 |
43 | -0.00946 | -0.0851 | 0.533821 |
44 | -0.035523 | -0.3197 | 0.624994 |
45 | -0.039437 | -0.3549 | 0.63822 |
46 | -0.112078 | -1.0087 | 0.84194 |
47 | 0.018541 | 0.1669 | 0.433943 |