Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | -0.533021 | -4.3954 | 0.99998 |
2 | -0.067427 | -0.556 | 0.709989 |
3 | 0.323795 | 2.6701 | 0.004739 |
4 | -0.229537 | -1.8928 | 0.96868 |
5 | -0.105033 | -0.8661 | 0.805266 |
6 | 0.274587 | 2.2643 | 0.013374 |
7 | -0.230303 | -1.8991 | 0.969104 |
8 | 0.152575 | 1.2582 | 0.106317 |
9 | -0.029794 | -0.2457 | 0.59667 |
10 | -0.126572 | -1.0437 | 0.849848 |
11 | 0.210506 | 1.7359 | 0.043558 |
12 | -0.216567 | -1.7859 | 0.960709 |
13 | 0.063813 | 0.5262 | 0.300224 |
14 | 0.086307 | 0.7117 | 0.23954 |
15 | -0.125699 | -1.0365 | 0.848189 |
16 | -0.030187 | -0.2489 | 0.597918 |
17 | 0.232768 | 1.9195 | 0.029562 |
18 | -0.31397 | -2.5891 | 0.99412 |
19 | 0.137074 | 1.1303 | 0.131151 |
20 | 0.119631 | 0.9865 | 0.163692 |
21 | -0.1505 | -1.2411 | 0.890576 |
22 | -0.00411 | -0.0339 | 0.51347 |
23 | 0.226992 | 1.8718 | 0.032766 |
24 | -0.273348 | -2.2541 | 0.986291 |
25 | 0.03637 | 0.2999 | 0.38258 |
26 | 0.126077 | 1.0397 | 0.151091 |
27 | -0.094081 | -0.7758 | 0.779724 |
28 | 0.000389 | 0.0032 | 0.498726 |
29 | 0.096069 | 0.7922 | 0.215498 |
30 | -0.062249 | -0.5133 | 0.695304 |
31 | 0.017827 | 0.147 | 0.441782 |
32 | -0.019708 | -0.1625 | 0.564308 |
33 | -0.010015 | -0.0826 | 0.532788 |
34 | 0.029658 | 0.2446 | 0.403766 |
35 | -0.006286 | -0.0518 | 0.520595 |
36 | -0.046726 | -0.3853 | 0.649397 |
37 | 0.109672 | 0.9044 | 0.184494 |
38 | -0.053043 | -0.4374 | 0.668397 |
39 | -0.055518 | -0.4578 | 0.675727 |
40 | 0.120143 | 0.9907 | 0.162667 |
41 | -0.140151 | -1.1557 | 0.874079 |
42 | 0.028796 | 0.2375 | 0.406507 |
43 | 0.142488 | 1.175 | 0.12205 |
44 | -0.195826 | -1.6148 | 0.94451 |
45 | 0.085164 | 0.7023 | 0.24245 |
46 | 0.067424 | 0.556 | 0.290021 |
47 | -0.175346 | -1.4459 | 0.923606 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.533021 | -4.3954 | 0.99998 |
1 | -0.491052 | -4.0493 | 0.999933 |
2 | 0.015582 | 0.1285 | 0.449068 |
3 | 0.002495 | 0.0206 | 0.491822 |
4 | -0.236769 | -1.9524 | 0.972498 |
5 | -0.047493 | -0.3916 | 0.651723 |
6 | -0.120837 | -0.9964 | 0.838718 |
7 | 0.157165 | 1.296 | 0.099676 |
8 | 0.020011 | 0.165 | 0.43471 |
9 | -0.145911 | -1.2032 | 0.883466 |
10 | 0.077133 | 0.6361 | 0.263437 |
11 | -0.142991 | -1.1791 | 0.878773 |
12 | -0.021212 | -0.1749 | 0.569168 |
13 | -0.102936 | -0.8488 | 0.800523 |
14 | -0.062289 | -0.5136 | 0.695419 |
15 | -0.201137 | -1.6586 | 0.949101 |
16 | 0.028123 | 0.2319 | 0.408653 |
17 | -0.141435 | -1.1663 | 0.876218 |
18 | -0.200226 | -1.6511 | 0.948335 |
19 | -0.004967 | -0.041 | 0.516275 |
20 | 0.053628 | 0.4422 | 0.329864 |
21 | -0.078322 | -0.6459 | 0.739727 |
22 | 0.121909 | 1.0053 | 0.159161 |
23 | -0.035563 | -0.2933 | 0.614891 |
24 | -0.189399 | -1.5618 | 0.938514 |
25 | -0.149257 | -1.2308 | 0.888681 |
26 | -0.017903 | -0.1476 | 0.558464 |
27 | -0.120566 | -0.9942 | 0.838178 |
28 | -0.042257 | -0.3485 | 0.635715 |
29 | -0.053989 | -0.4452 | 0.671208 |
30 | -0.023587 | -0.1945 | 0.576818 |
31 | -0.016747 | -0.1381 | 0.554715 |
32 | -0.008559 | -0.0706 | 0.52803 |
33 | -0.156548 | -1.2909 | 0.89945 |
34 | 0.082765 | 0.6825 | 0.248621 |
35 | -0.103132 | -0.8504 | 0.800969 |
36 | -0.039462 | -0.3254 | 0.627066 |
37 | 0.054964 | 0.4532 | 0.325907 |
38 | 0.004558 | 0.0376 | 0.485065 |
39 | -0.056801 | -0.4684 | 0.679499 |
40 | -0.088341 | -0.7285 | 0.765589 |
41 | -0.105403 | -0.8692 | 0.806095 |
42 | 0.011809 | 0.0974 | 0.461356 |
43 | -0.065015 | -0.5361 | 0.70319 |
44 | 0.030529 | 0.2517 | 0.400997 |
45 | -0.140672 | -1.16 | 0.87495 |
46 | -0.002518 | -0.0208 | 0.508251 |
47 | 0.027021 | 0.2228 | 0.412173 |