Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.2801 | 0 |
1 | 0.194902 | 1.4189 | 0.08089 |
2 | 0.123156 | 0.8966 | 0.186997 |
3 | -0.49259 | -3.5861 | 0.999634 |
4 | -0.224751 | -1.6362 | 0.94614 |
5 | -0.196895 | -1.4334 | 0.921194 |
6 | 0.03113 | 0.2266 | 0.41079 |
7 | 0.176092 | 1.282 | 0.102716 |
8 | 0.311224 | 2.2657 | 0.013789 |
9 | 0.289064 | 2.1044 | 0.020051 |
10 | -0.130671 | -0.9513 | 0.827114 |
11 | -0.372493 | -2.7118 | 0.995499 |
12 | -0.516354 | -3.7591 | 0.999787 |
13 | -0.104955 | -0.7641 | 0.775897 |
14 | 0.103243 | 0.7516 | 0.227802 |
15 | 0.27074 | 1.971 | 0.026977 |
16 | 0.152573 | 1.1107 | 0.135845 |
17 | 0.018841 | 0.1372 | 0.44571 |
18 | -0.051788 | -0.377 | 0.646169 |
19 | -0.20796 | -1.514 | 0.932013 |
20 | -0.184466 | -1.3429 | 0.907492 |
21 | -0.033903 | -0.2468 | 0.596997 |
22 | 0.099213 | 0.7223 | 0.236648 |
23 | 0.284403 | 2.0705 | 0.021647 |
24 | 0.104593 | 0.7614 | 0.224882 |
25 | 0.104786 | 0.7629 | 0.224466 |
26 | -0.105266 | -0.7663 | 0.776566 |
27 | -0.014047 | -0.1023 | 0.540534 |
28 | -0.145435 | -1.0588 | 0.852749 |
29 | 0.077511 | 0.5643 | 0.287468 |
30 | -0.009671 | -0.0704 | 0.527931 |
31 | 0.156385 | 1.1385 | 0.130016 |
32 | 0.010852 | 0.079 | 0.468664 |
33 | 0.026956 | 0.1962 | 0.422584 |
34 | -0.049327 | -0.3591 | 0.639529 |
35 | -0.07205 | -0.5245 | 0.698952 |
36 | -0.031581 | -0.2299 | 0.590477 |
37 | -0.100385 | -0.7308 | 0.765943 |
38 | -0.003754 | -0.0273 | 0.510851 |
39 | -0.041879 | -0.3049 | 0.619176 |
40 | 0.042775 | 0.3114 | 0.378356 |
41 | -0.024501 | -0.1784 | 0.570445 |
42 | 0.026995 | 0.1965 | 0.422475 |
43 | -0.023372 | -0.1702 | 0.567231 |
44 | 0.021462 | 0.1562 | 0.438218 |
45 | -0.008935 | -0.0651 | 0.525811 |
46 | -0.004484 | -0.0326 | 0.51296 |
47 | 0.00242 | 0.0176 | 0.493005 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.194902 | 1.4189 | 0.08089 |
1 | 0.088532 | 0.6445 | 0.261008 |
2 | -0.557085 | -4.0556 | 0.999918 |
3 | -0.041722 | -0.3037 | 0.618743 |
4 | 0.031468 | 0.2291 | 0.40984 |
5 | -0.23415 | -1.7046 | 0.952941 |
6 | 0.14854 | 1.0814 | 0.142211 |
7 | 0.294283 | 2.1424 | 0.018386 |
8 | 0.082993 | 0.6042 | 0.274145 |
9 | -0.330868 | -2.4088 | 0.990242 |
10 | -0.220791 | -1.6074 | 0.943044 |
11 | -0.148357 | -1.0801 | 0.857496 |
12 | -0.019062 | -0.1388 | 0.554924 |
13 | -0.025825 | -0.188 | 0.574207 |
14 | -0.143953 | -1.048 | 0.850302 |
15 | -0.071028 | -0.5171 | 0.696379 |
16 | -0.158187 | -1.1516 | 0.872676 |
17 | -0.013028 | -0.0948 | 0.537601 |
18 | 0.037823 | 0.2754 | 0.392057 |
19 | -0.019622 | -0.1429 | 0.556526 |
20 | 0.152524 | 1.1104 | 0.135922 |
21 | -0.262731 | -1.9127 | 0.969403 |
22 | -0.100017 | -0.7281 | 0.765133 |
23 | 0.009693 | 0.0706 | 0.472004 |
24 | 0.13561 | 0.9873 | 0.164002 |
25 | 0.087549 | 0.6374 | 0.263316 |
26 | -0.004721 | -0.0344 | 0.513645 |
27 | -0.150684 | -1.097 | 0.861199 |
28 | 0.054854 | 0.3993 | 0.345622 |
29 | -0.011893 | -0.0866 | 0.534336 |
30 | 0.007621 | 0.0555 | 0.477981 |
31 | 0.109004 | 0.7936 | 0.215496 |
32 | 0.0464 | 0.3378 | 0.368425 |
33 | -0.110992 | -0.808 | 0.788658 |
34 | -0.076284 | -0.5554 | 0.709507 |
35 | 0.081428 | 0.5928 | 0.277917 |
36 | 0.077688 | 0.5656 | 0.287033 |
37 | -0.016761 | -0.122 | 0.548328 |
38 | -0.077409 | -0.5635 | 0.712279 |
39 | -0.083023 | -0.6044 | 0.725926 |
40 | -0.057874 | -0.4213 | 0.662392 |
41 | 0.06167 | 0.449 | 0.327644 |
42 | 0.104963 | 0.7641 | 0.224086 |
43 | 0.019158 | 0.1395 | 0.444804 |
44 | 0.060419 | 0.4399 | 0.330915 |
45 | -0.034073 | -0.2481 | 0.597476 |
46 | -0.106438 | -0.7749 | 0.779072 |
47 | 0.018403 | 0.134 | 0.446966 |