Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.348654 | 3.1185 | 0.001263 |
2 | -0.058725 | -0.5253 | 0.69957 |
3 | -0.04657 | -0.4165 | 0.660933 |
4 | 0.002668 | 0.0239 | 0.490512 |
5 | -0.088023 | -0.7873 | 0.783285 |
6 | -0.118718 | -1.0618 | 0.85425 |
7 | -0.069167 | -0.6187 | 0.731048 |
8 | 0.189242 | 1.6926 | 0.047208 |
9 | 0.075794 | 0.6779 | 0.249889 |
10 | -0.066493 | -0.5947 | 0.723148 |
11 | 0.035187 | 0.3147 | 0.376897 |
12 | 0.220528 | 1.9725 | 0.026006 |
13 | -0.044258 | -0.3959 | 0.653368 |
14 | -0.153224 | -1.3705 | 0.912814 |
15 | -0.109942 | -0.9834 | 0.835801 |
16 | -0.144931 | -1.2963 | 0.900701 |
17 | -0.059019 | -0.5279 | 0.700479 |
18 | -0.030783 | -0.2753 | 0.608115 |
19 | 0.109044 | 0.9753 | 0.166171 |
20 | 0.199972 | 1.7886 | 0.038732 |
21 | -0.03187 | -0.2851 | 0.611831 |
22 | -0.126668 | -1.1329 | 0.86969 |
23 | -0.056961 | -0.5095 | 0.694089 |
24 | -0.127936 | -1.1443 | 0.872042 |
25 | -0.091456 | -0.818 | 0.792108 |
26 | 0.006995 | 0.0626 | 0.475135 |
27 | 0.109207 | 0.9768 | 0.165812 |
28 | 0.064908 | 0.5806 | 0.281586 |
29 | 0.03227 | 0.2886 | 0.386805 |
30 | -0.010587 | -0.0947 | 0.537603 |
31 | 0.075012 | 0.6709 | 0.2521 |
32 | 0.044881 | 0.4014 | 0.344587 |
33 | -0.026469 | -0.2367 | 0.593272 |
34 | 0.00465 | 0.0416 | 0.483464 |
35 | 0.059279 | 0.5302 | 0.298718 |
36 | -0.022102 | -0.1977 | 0.578104 |
37 | -0.02772 | -0.2479 | 0.59759 |
38 | -0.011803 | -0.1056 | 0.541907 |
39 | 0.033453 | 0.2992 | 0.382776 |
40 | -0.011567 | -0.1035 | 0.54107 |
41 | -0.110502 | -0.9884 | 0.837021 |
42 | -0.11916 | -1.0658 | 0.85514 |
43 | -0.107005 | -0.9571 | 0.829295 |
44 | -0.075008 | -0.6709 | 0.747889 |
45 | -0.017213 | -0.154 | 0.560984 |
46 | 0.016101 | 0.144 | 0.442927 |
47 | -0.012964 | -0.116 | 0.54601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.348654 | 3.1185 | 0.001263 |
1 | -0.205233 | -1.8357 | 0.964938 |
2 | 0.059021 | 0.5279 | 0.299516 |
3 | -0.013459 | -0.1204 | 0.54776 |
4 | -0.109184 | -0.9766 | 0.834138 |
5 | -0.046153 | -0.4128 | 0.659574 |
6 | -0.032001 | -0.2862 | 0.612278 |
7 | 0.242254 | 2.1668 | 0.016613 |
8 | -0.132458 | -1.1847 | 0.880185 |
9 | -0.006102 | -0.0546 | 0.521695 |
10 | 0.092515 | 0.8275 | 0.205214 |
11 | 0.16453 | 1.4716 | 0.072525 |
12 | -0.218416 | -1.9536 | 0.972876 |
13 | 0.017897 | 0.1601 | 0.436614 |
14 | -0.046201 | -0.4132 | 0.65973 |
15 | -0.22306 | -1.9951 | 0.975282 |
16 | 0.131579 | 1.1769 | 0.121366 |
17 | -0.059567 | -0.5328 | 0.702169 |
18 | 0.195702 | 1.7504 | 0.04194 |
19 | -0.085264 | -0.7626 | 0.776035 |
20 | -0.080261 | -0.7179 | 0.762538 |
21 | 0.01974 | 0.1766 | 0.43015 |
22 | -0.114675 | -1.0257 | 0.845933 |
23 | -0.09142 | -0.8177 | 0.792016 |
24 | 0.082341 | 0.7365 | 0.231797 |
25 | 0.061818 | 0.5529 | 0.29093 |
26 | 0.020535 | 0.1837 | 0.427369 |
27 | 0.01591 | 0.1423 | 0.4436 |
28 | 0.00318 | 0.0284 | 0.48869 |
29 | -0.015011 | -0.1343 | 0.553233 |
30 | -0.005718 | -0.0511 | 0.52033 |
31 | -0.009581 | -0.0857 | 0.534039 |
32 | 0.132094 | 1.1815 | 0.120456 |
33 | -0.025827 | -0.231 | 0.591051 |
34 | 0.065227 | 0.5834 | 0.28063 |
35 | 0.036948 | 0.3305 | 0.370952 |
36 | -0.121802 | -1.0894 | 0.860383 |
37 | -0.012285 | -0.1099 | 0.543612 |
38 | -0.081899 | -0.7325 | 0.767007 |
39 | -0.020473 | -0.1831 | 0.572416 |
40 | -0.07408 | -0.6626 | 0.745252 |
41 | -0.034824 | -0.3115 | 0.621877 |
42 | -0.085422 | -0.764 | 0.776454 |
43 | 0.03298 | 0.295 | 0.384386 |
44 | -0.050735 | -0.4538 | 0.674393 |
45 | -0.063031 | -0.5638 | 0.712754 |
46 | -0.029493 | -0.2638 | 0.603691 |
47 | -0.002939 | -0.0263 | 0.510454 |