Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | -0.298605 | -2.4624 | 0.991829 |
2 | -0.160809 | -1.3261 | 0.905372 |
3 | -0.068194 | -0.5623 | 0.712135 |
4 | 0.178748 | 1.474 | 0.072549 |
5 | 0.02657 | 0.2191 | 0.413613 |
6 | -0.047544 | -0.3921 | 0.65188 |
7 | 0.095109 | 0.7843 | 0.217796 |
8 | -0.330622 | -2.7264 | 0.995931 |
9 | 0.278105 | 2.2933 | 0.012464 |
10 | -0.073384 | -0.6051 | 0.726451 |
11 | 0.138287 | 1.1403 | 0.129072 |
12 | -0.305587 | -2.5199 | 0.992954 |
13 | 0.030683 | 0.253 | 0.400507 |
14 | 0.050926 | 0.4199 | 0.337925 |
15 | -0.041923 | -0.3457 | 0.634685 |
16 | 0.090206 | 0.7439 | 0.229763 |
17 | -0.221235 | -1.8244 | 0.963754 |
18 | 0.191064 | 1.5756 | 0.059885 |
19 | -0.102273 | -0.8434 | 0.79901 |
20 | 0.100744 | 0.8308 | 0.20451 |
21 | -0.026699 | -0.2202 | 0.586798 |
22 | 0.041723 | 0.3441 | 0.365932 |
23 | -0.048358 | -0.3988 | 0.654344 |
24 | -0.055906 | -0.461 | 0.676869 |
25 | 0.208002 | 1.7152 | 0.045429 |
26 | -0.166467 | -1.3727 | 0.912825 |
27 | 0.142617 | 1.176 | 0.121838 |
28 | -0.131379 | -1.0834 | 0.858766 |
29 | 0.104204 | 0.8593 | 0.196601 |
30 | -0.092984 | -0.7668 | 0.777062 |
31 | 0.11161 | 0.9204 | 0.180319 |
32 | -0.041713 | -0.344 | 0.634036 |
33 | -0.19932 | -1.6436 | 0.947566 |
34 | 0.215592 | 1.7778 | 0.039952 |
35 | 0.00257 | 0.0212 | 0.491576 |
36 | -0.047786 | -0.3941 | 0.652613 |
37 | -0.139003 | -1.1462 | 0.872145 |
38 | 0.145784 | 1.2022 | 0.116734 |
39 | -0.045522 | -0.3754 | 0.645727 |
40 | 0.007393 | 0.061 | 0.475782 |
41 | -0.010755 | -0.0887 | 0.535206 |
42 | -0.03039 | -0.2506 | 0.598561 |
43 | -0.005948 | -0.0491 | 0.519489 |
44 | 0.046011 | 0.3794 | 0.352782 |
45 | 0.057387 | 0.4732 | 0.318784 |
46 | -0.097948 | -0.8077 | 0.788961 |
47 | 0.002508 | 0.0207 | 0.491781 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.298605 | -2.4624 | 0.991829 |
1 | -0.274444 | -2.2631 | 0.986588 |
2 | -0.25093 | -2.0692 | 0.978836 |
3 | 0.017336 | 0.143 | 0.443372 |
4 | 0.060096 | 0.4956 | 0.3109 |
5 | 0.046583 | 0.3841 | 0.35104 |
6 | 0.193566 | 1.5962 | 0.057542 |
7 | -0.300995 | -2.4821 | 0.992231 |
8 | 0.103552 | 0.8539 | 0.198077 |
9 | -0.105555 | -0.8704 | 0.806436 |
10 | 0.13662 | 1.1266 | 0.131936 |
11 | -0.193746 | -1.5977 | 0.942624 |
12 | -0.126578 | -1.0438 | 0.84986 |
13 | -0.145986 | -1.2038 | 0.883585 |
14 | -0.15276 | -1.2597 | 0.893957 |
15 | -0.041865 | -0.3452 | 0.634504 |
16 | -0.129561 | -1.0684 | 0.855438 |
17 | 0.055693 | 0.4593 | 0.323756 |
18 | 0.03753 | 0.3095 | 0.378951 |
19 | -0.077747 | -0.6411 | 0.738199 |
20 | 0.142569 | 1.1757 | 0.121917 |
21 | 0.031302 | 0.2581 | 0.398546 |
22 | 0.053825 | 0.4439 | 0.32928 |
23 | -0.074873 | -0.6174 | 0.73049 |
24 | 0.028452 | 0.2346 | 0.407602 |
25 | -0.083782 | -0.6909 | 0.754006 |
26 | 0.041596 | 0.343 | 0.366326 |
27 | -0.071318 | -0.5881 | 0.720795 |
28 | -0.003385 | -0.0279 | 0.511092 |
29 | -0.08198 | -0.676 | 0.749341 |
30 | 0.093956 | 0.7748 | 0.220576 |
31 | -0.080608 | -0.6647 | 0.745758 |
32 | -0.088879 | -0.7329 | 0.766935 |
33 | 0.058557 | 0.4829 | 0.315368 |
34 | 0.184342 | 1.5201 | 0.066558 |
35 | -0.115499 | -0.9524 | 0.827874 |
36 | 0.074482 | 0.6142 | 0.27057 |
37 | -0.099029 | -0.8166 | 0.791501 |
38 | 0.093849 | 0.7739 | 0.220837 |
39 | -0.109083 | -0.8995 | 0.814226 |
40 | -0.039187 | -0.3231 | 0.62621 |
41 | 0.001568 | 0.0129 | 0.494861 |
42 | -0.080973 | -0.6677 | 0.746715 |
43 | 0.029834 | 0.246 | 0.403206 |
44 | -0.060203 | -0.4964 | 0.68941 |
45 | 0.002936 | 0.0242 | 0.490379 |
46 | 0.051894 | 0.4279 | 0.335027 |
47 | -0.056279 | -0.4641 | 0.677968 |