Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.2462 | 0 |
1 | 0.360665 | 2.9741 | 0.002032 |
2 | 0.385945 | 3.1826 | 0.001101 |
3 | 0.415548 | 3.4267 | 0.00052 |
4 | 0.20164 | 1.6628 | 0.050481 |
5 | 0.300565 | 2.4785 | 0.00784 |
6 | 0.224989 | 1.8553 | 0.033944 |
7 | -0.003902 | -0.0322 | 0.512786 |
8 | 0.10408 | 0.8583 | 0.196881 |
9 | 0.045364 | 0.3741 | 0.354755 |
10 | -0.019511 | -0.1609 | 0.563674 |
11 | 0.013753 | 0.1134 | 0.455021 |
12 | -0.127714 | -1.0532 | 0.852002 |
13 | -0.061755 | -0.5092 | 0.693885 |
14 | 0.029928 | 0.2468 | 0.402907 |
15 | -0.00187 | -0.0154 | 0.506128 |
16 | -0.059692 | -0.4922 | 0.687931 |
17 | 0.088757 | 0.7319 | 0.23337 |
18 | 0.048369 | 0.3989 | 0.345623 |
19 | 0.08386 | 0.6915 | 0.245794 |
20 | 0.14843 | 1.224 | 0.112591 |
21 | 0.11994 | 0.989 | 0.163073 |
22 | -0.002832 | -0.0234 | 0.509281 |
23 | 0.168903 | 1.3928 | 0.084107 |
24 | -0.015997 | -0.1319 | 0.552278 |
25 | 0.005952 | 0.0491 | 0.480497 |
26 | 0.108467 | 0.8944 | 0.18712 |
27 | -0.061614 | -0.5081 | 0.69348 |
28 | 0.015527 | 0.128 | 0.449248 |
29 | -0.045562 | -0.3757 | 0.64585 |
30 | -0.094088 | -0.7759 | 0.779742 |
31 | -0.069425 | -0.5725 | 0.715561 |
32 | -0.024316 | -0.2005 | 0.579163 |
33 | -0.119149 | -0.9825 | 0.835339 |
34 | -0.005338 | -0.044 | 0.51749 |
35 | -0.052307 | -0.4313 | 0.666207 |
36 | -0.098681 | -0.8137 | 0.790683 |
37 | 0.000195 | 0.0016 | 0.499361 |
38 | -0.055396 | -0.4568 | 0.675367 |
39 | -0.08216 | -0.6775 | 0.74981 |
40 | 0.009614 | 0.0793 | 0.468521 |
41 | -0.055394 | -0.4568 | 0.675362 |
42 | -0.07638 | -0.6298 | 0.734546 |
43 | -0.012055 | -0.0994 | 0.539446 |
44 | -0.084607 | -0.6977 | 0.756125 |
45 | -0.110486 | -0.9111 | 0.817267 |
46 | -0.117513 | -0.969 | 0.83202 |
47 | -0.140604 | -1.1595 | 0.874836 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.360665 | 2.9741 | 0.002032 |
1 | 0.294125 | 2.4254 | 0.008975 |
2 | 0.265788 | 2.1917 | 0.015913 |
3 | -0.074376 | -0.6133 | 0.729144 |
4 | 0.107681 | 0.888 | 0.188847 |
5 | 0.018765 | 0.1547 | 0.438741 |
6 | -0.233615 | -1.9264 | 0.970885 |
7 | -0.019481 | -0.1606 | 0.563577 |
8 | 0.030771 | 0.2537 | 0.400228 |
9 | -0.009517 | -0.0785 | 0.531163 |
10 | -0.035549 | -0.2931 | 0.614847 |
11 | -0.108486 | -0.8946 | 0.812922 |
12 | 0.043892 | 0.3619 | 0.359257 |
13 | 0.112921 | 0.9312 | 0.17753 |
14 | 0.091148 | 0.7516 | 0.227436 |
15 | -0.109154 | -0.9001 | 0.814381 |
16 | 0.149854 | 1.2357 | 0.110407 |
17 | 0.076599 | 0.6317 | 0.264866 |
18 | -0.023937 | -0.1974 | 0.577945 |
19 | 0.018224 | 0.1503 | 0.440495 |
20 | 0.103062 | 0.8499 | 0.19919 |
21 | -0.199516 | -1.6452 | 0.947733 |
22 | 0.04768 | 0.3932 | 0.347709 |
23 | -0.131909 | -1.0878 | 0.859727 |
24 | -0.02063 | -0.1701 | 0.567289 |
25 | 0.115717 | 0.9542 | 0.171675 |
26 | -0.011866 | -0.0979 | 0.538831 |
27 | -0.034127 | -0.2814 | 0.610377 |
28 | -0.08147 | -0.6718 | 0.748013 |
29 | 0.073349 | 0.6049 | 0.273646 |
30 | -0.106051 | -0.8745 | 0.807542 |
31 | 0.09785 | 0.8069 | 0.21127 |
32 | 0.005831 | 0.0481 | 0.480894 |
33 | 0.008555 | 0.0705 | 0.471982 |
34 | -0.003859 | -0.0318 | 0.512648 |
35 | -0.109309 | -0.9014 | 0.814717 |
36 | 0.011655 | 0.0961 | 0.461859 |
37 | -0.033758 | -0.2784 | 0.609216 |
38 | 0.010094 | 0.0832 | 0.466954 |
39 | -0.061074 | -0.5036 | 0.691924 |
40 | 0.014344 | 0.1183 | 0.453094 |
41 | -0.02727 | -0.2249 | 0.588624 |
42 | -0.01528 | -0.126 | 0.54995 |
43 | -0.009583 | -0.079 | 0.531376 |
44 | -0.062655 | -0.5167 | 0.696468 |
45 | -0.12667 | -1.0446 | 0.850035 |
46 | -0.011662 | -0.0962 | 0.538165 |
47 | 0.069884 | 0.5763 | 0.283165 |