Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.4853 | 0 |
1 | -0.257372 | -2.1839 | 0.983885 |
2 | -0.190883 | -1.6197 | 0.945165 |
3 | 0.150998 | 1.2813 | 0.102107 |
4 | -0.06813 | -0.5781 | 0.717499 |
5 | 0.002123 | 0.018 | 0.49284 |
6 | 0.150818 | 1.2797 | 0.102374 |
7 | -0.147515 | -1.2517 | 0.892636 |
8 | 0.004284 | 0.0364 | 0.485551 |
9 | 0.12404 | 1.0525 | 0.148041 |
10 | -0.098364 | -0.8347 | 0.796662 |
11 | 0.158512 | 1.345 | 0.09142 |
12 | -0.10643 | -0.9031 | 0.815255 |
13 | -0.182601 | -1.5494 | 0.937168 |
14 | -0.019204 | -0.163 | 0.564495 |
15 | 0.122493 | 1.0394 | 0.151052 |
16 | -0.010049 | -0.0853 | 0.533858 |
17 | -0.091762 | -0.7786 | 0.780625 |
18 | -0.092706 | -0.7866 | 0.782961 |
19 | 0.230249 | 1.9537 | 0.027309 |
20 | -0.150344 | -1.2757 | 0.896921 |
21 | 0.034838 | 0.2956 | 0.384188 |
22 | 0.051984 | 0.4411 | 0.33023 |
23 | -0.15881 | -1.3476 | 0.908986 |
24 | 0.09933 | 0.8428 | 0.201054 |
25 | -0.014106 | -0.1197 | 0.547471 |
26 | -0.005569 | -0.0473 | 0.51878 |
27 | 0.05979 | 0.5073 | 0.306736 |
28 | -0.071422 | -0.606 | 0.726802 |
29 | -0.120816 | -1.0252 | 0.845639 |
30 | 0.170111 | 1.4434 | 0.076617 |
31 | -0.00301 | -0.0255 | 0.510152 |
32 | -0.103844 | -0.8811 | 0.809414 |
33 | 0.039766 | 0.3374 | 0.36839 |
34 | -0.119603 | -1.0149 | 0.843216 |
35 | 0.0781 | 0.6627 | 0.25482 |
36 | 0.083826 | 0.7113 | 0.239603 |
37 | -0.066258 | -0.5622 | 0.712143 |
38 | 0.00264 | 0.0224 | 0.491096 |
39 | 0.030172 | 0.256 | 0.399335 |
40 | -0.030708 | -0.2606 | 0.602415 |
41 | 0.050562 | 0.429 | 0.334591 |
42 | 0.010155 | 0.0862 | 0.465786 |
43 | -0.027239 | -0.2311 | 0.591065 |
44 | -0.044476 | -0.3774 | 0.646502 |
45 | 0.029157 | 0.2474 | 0.402648 |
46 | 0.054898 | 0.4658 | 0.321374 |
47 | -0.030016 | -0.2547 | 0.600157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.257372 | -2.1839 | 0.983885 |
1 | -0.275363 | -2.3365 | 0.988875 |
2 | 0.020246 | 0.1718 | 0.432041 |
3 | -0.075921 | -0.6442 | 0.739258 |
4 | 0.004138 | 0.0351 | 0.486043 |
5 | 0.138862 | 1.1783 | 0.121281 |
6 | -0.057541 | -0.4883 | 0.686573 |
7 | 0.000667 | 0.0057 | 0.497749 |
8 | 0.070007 | 0.594 | 0.277176 |
9 | -0.02213 | -0.1878 | 0.57421 |
10 | 0.182422 | 1.5479 | 0.063015 |
11 | -0.074894 | -0.6355 | 0.73644 |
12 | -0.159482 | -1.3532 | 0.909895 |
13 | -0.243056 | -2.0624 | 0.978611 |
14 | -0.034751 | -0.2949 | 0.615531 |
15 | 0.026145 | 0.2219 | 0.412529 |
16 | -0.102762 | -0.872 | 0.806936 |
17 | -0.14792 | -1.2551 | 0.893257 |
18 | 0.209626 | 1.7787 | 0.039752 |
19 | -0.111137 | -0.943 | 0.82559 |
20 | 0.099677 | 0.8458 | 0.200238 |
21 | 0.024148 | 0.2049 | 0.419114 |
22 | -0.025333 | -0.215 | 0.584794 |
23 | 0.086229 | 0.7317 | 0.23337 |
24 | -0.131058 | -1.1121 | 0.865094 |
25 | 0.006172 | 0.0524 | 0.47919 |
26 | -0.029695 | -0.252 | 0.59911 |
27 | -0.105068 | -0.8915 | 0.812192 |
28 | -0.081507 | -0.6916 | 0.754297 |
29 | -0.14337 | -1.2165 | 0.886123 |
30 | 0.069473 | 0.5895 | 0.278687 |
31 | -0.020317 | -0.1724 | 0.568195 |
32 | -0.012497 | -0.106 | 0.542077 |
33 | -0.139563 | -1.1842 | 0.879892 |
34 | 0.007245 | 0.0615 | 0.475574 |
35 | 0.092887 | 0.7882 | 0.216593 |
36 | 0.053017 | 0.4499 | 0.327079 |
37 | -0.025566 | -0.2169 | 0.585563 |
38 | 0.103201 | 0.8757 | 0.192056 |
39 | -0.014644 | -0.1243 | 0.549271 |
40 | -0.021414 | -0.1817 | 0.571837 |
41 | -0.040757 | -0.3458 | 0.634761 |
42 | -0.028578 | -0.2425 | 0.595456 |
43 | -0.010247 | -0.087 | 0.534524 |
44 | -0.100767 | -0.855 | 0.802316 |
45 | -0.0936 | -0.7942 | 0.785161 |
46 | -0.068187 | -0.5786 | 0.717664 |
47 | 0.00094 | 0.008 | 0.49683 |