Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.271776 | 2.1052 | 0.019736 |
2 | 0.052583 | 0.4073 | 0.342617 |
3 | 0.221954 | 1.7192 | 0.045362 |
4 | 0.05211 | 0.4036 | 0.343956 |
5 | 0.277076 | 2.1462 | 0.017955 |
6 | 0.498494 | 3.8613 | 0.000139 |
7 | 0.197897 | 1.5329 | 0.065278 |
8 | 0.029509 | 0.2286 | 0.409987 |
9 | 0.067472 | 0.5226 | 0.301576 |
10 | -0.235237 | -1.8221 | 0.963291 |
11 | 0.03201 | 0.248 | 0.402509 |
12 | 0.527214 | 4.0838 | 6.7e-05 |
13 | -0.028279 | -0.2191 | 0.586323 |
14 | -0.096099 | -0.7444 | 0.770223 |
15 | -0.036252 | -0.2808 | 0.610087 |
16 | -0.209634 | -1.6238 | 0.945171 |
17 | 0.031279 | 0.2423 | 0.404692 |
18 | 0.192956 | 1.4946 | 0.070126 |
19 | -0.003704 | -0.0287 | 0.511396 |
20 | -0.057958 | -0.4489 | 0.672455 |
21 | -0.067029 | -0.5192 | 0.697235 |
22 | -0.312668 | -2.4219 | 0.990761 |
23 | -0.025235 | -0.1955 | 0.577156 |
24 | 0.299579 | 2.3205 | 0.011865 |
25 | -0.071215 | -0.5516 | 0.708373 |
26 | -0.033885 | -0.2625 | 0.603071 |
27 | -0.067877 | -0.5258 | 0.699507 |
28 | -0.171925 | -1.3317 | 0.906006 |
29 | 0.017142 | 0.1328 | 0.447405 |
30 | 0.103593 | 0.8024 | 0.212736 |
31 | 0.004165 | 0.0323 | 0.487184 |
32 | -0.002063 | -0.016 | 0.506347 |
33 | -0.093224 | -0.7221 | 0.763484 |
34 | -0.271677 | -2.1044 | 0.980229 |
35 | -0.062024 | -0.4804 | 0.683667 |
36 | 0.107672 | 0.834 | 0.203788 |
37 | -0.102757 | -0.796 | 0.785402 |
38 | -0.092455 | -0.7161 | 0.761661 |
39 | -0.142354 | -1.1027 | 0.862713 |
40 | -0.196744 | -1.524 | 0.933615 |
41 | -0.089024 | -0.6896 | 0.753441 |
42 | -0.06825 | -0.5287 | 0.700505 |
43 | -0.097559 | -0.7557 | 0.773603 |
44 | -0.060256 | -0.4667 | 0.678812 |
45 | -0.127599 | -0.9884 | 0.836532 |
46 | -0.191867 | -1.4862 | 0.928768 |
47 | -0.099417 | -0.7701 | 0.777863 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.271776 | 2.1052 | 0.019736 |
1 | -0.022977 | -0.178 | 0.57033 |
2 | 0.230735 | 1.7873 | 0.039473 |
3 | -0.078622 | -0.609 | 0.727589 |
4 | 0.333301 | 2.5817 | 0.006145 |
5 | 0.352264 | 2.7286 | 0.004166 |
6 | 0.050179 | 0.3887 | 0.349442 |
7 | -0.108026 | -0.8368 | 0.796977 |
8 | -0.073075 | -0.566 | 0.713261 |
9 | -0.458002 | -3.5477 | 0.999619 |
10 | -0.082927 | -0.6424 | 0.738454 |
11 | 0.473267 | 3.6659 | 0.000262 |
12 | -0.239164 | -1.8526 | 0.965567 |
13 | 0.017414 | 0.1349 | 0.446577 |
14 | 0.00602 | 0.0466 | 0.481482 |
15 | 0.102773 | 0.7961 | 0.214564 |
16 | -0.079379 | -0.6149 | 0.729517 |
17 | -0.097656 | -0.7564 | 0.773828 |
18 | 0.028953 | 0.2243 | 0.411656 |
19 | -0.076431 | -0.592 | 0.721973 |
20 | -0.046977 | -0.3639 | 0.641387 |
21 | 0.073917 | 0.5726 | 0.284541 |
22 | 0.036491 | 0.2827 | 0.389205 |
23 | 0.019624 | 0.152 | 0.439847 |
24 | 0.053297 | 0.4128 | 0.3406 |
25 | 0.078918 | 0.6113 | 0.271658 |
26 | -0.056865 | -0.4405 | 0.669411 |
27 | 0.034337 | 0.266 | 0.395586 |
28 | -0.097425 | -0.7546 | 0.773294 |
29 | -0.09779 | -0.7575 | 0.774137 |
30 | -0.071323 | -0.5525 | 0.708659 |
31 | -0.019659 | -0.1523 | 0.560261 |
32 | -0.106047 | -0.8214 | 0.792674 |
33 | 0.002942 | 0.0228 | 0.490948 |
34 | -0.052173 | -0.4041 | 0.656224 |
35 | -0.005121 | -0.0397 | 0.515756 |
36 | 0.019424 | 0.1505 | 0.440454 |
37 | -0.073846 | -0.572 | 0.715273 |
38 | 0.070409 | 0.5454 | 0.293755 |
39 | -0.02289 | -0.1773 | 0.570068 |
40 | -0.008103 | -0.0628 | 0.52492 |
41 | -0.105361 | -0.8161 | 0.79117 |
42 | -0.099608 | -0.7716 | 0.778298 |
43 | 0.004327 | 0.0335 | 0.486688 |
44 | 0.02658 | 0.2059 | 0.418789 |
45 | 0.127081 | 0.9844 | 0.164444 |
46 | -0.052278 | -0.4049 | 0.65652 |
47 | -0.081668 | -0.6326 | 0.7353 |