Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.127423 | 0.987 | 0.163801 |
2 | -0.028998 | -0.2246 | 0.58848 |
3 | 0.026844 | 0.2079 | 0.417992 |
4 | -0.005511 | -0.0427 | 0.516954 |
5 | 0.072436 | 0.5611 | 0.288414 |
6 | 0.078338 | 0.6068 | 0.273136 |
7 | 0.106676 | 0.8263 | 0.205951 |
8 | 0.099701 | 0.7723 | 0.221491 |
9 | 0.155056 | 1.2011 | 0.117224 |
10 | -0.100006 | -0.7746 | 0.779203 |
11 | -0.038676 | -0.2996 | 0.617235 |
12 | -0.169341 | -1.3117 | 0.902693 |
13 | 0.013332 | 0.1033 | 0.459046 |
14 | 0.228576 | 1.7705 | 0.040858 |
15 | 0.067221 | 0.5207 | 0.302248 |
16 | 0.048894 | 0.3787 | 0.353111 |
17 | -0.162511 | -1.2588 | 0.893512 |
18 | 0.089751 | 0.6952 | 0.244805 |
19 | 0.060493 | 0.4686 | 0.320534 |
20 | 0.002692 | 0.0209 | 0.491716 |
21 | 0.046785 | 0.3624 | 0.359165 |
22 | 0.06687 | 0.518 | 0.30319 |
23 | 0.205954 | 1.5953 | 0.057949 |
24 | -0.037824 | -0.293 | 0.614726 |
25 | -0.104498 | -0.8094 | 0.789268 |
26 | -0.184957 | -1.4327 | 0.921429 |
27 | 0.059207 | 0.4586 | 0.324084 |
28 | -0.005564 | -0.0431 | 0.517117 |
29 | 0.099599 | 0.7715 | 0.221723 |
30 | -0.104394 | -0.8086 | 0.78904 |
31 | -0.128496 | -0.9953 | 0.838213 |
32 | 0.041056 | 0.318 | 0.375789 |
33 | -0.087441 | -0.6773 | 0.749595 |
34 | 0.007367 | 0.0571 | 0.477342 |
35 | -0.05517 | -0.4273 | 0.66467 |
36 | -0.050816 | -0.3936 | 0.652373 |
37 | 0.042951 | 0.3327 | 0.370261 |
38 | 0.051265 | 0.3971 | 0.346353 |
39 | -0.099911 | -0.7739 | 0.778989 |
40 | -0.053827 | -0.4169 | 0.660896 |
41 | 0.072246 | 0.5596 | 0.288914 |
42 | -0.011776 | -0.0912 | 0.536187 |
43 | 0.07188 | 0.5568 | 0.289875 |
44 | -0.083766 | -0.6489 | 0.740545 |
45 | -0.108399 | -0.8397 | 0.797783 |
46 | -0.077914 | -0.6035 | 0.725782 |
47 | -0.131512 | -1.0187 | 0.843778 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.127423 | 0.987 | 0.163801 |
1 | -0.045981 | -0.3562 | 0.638518 |
2 | 0.03725 | 0.2885 | 0.386964 |
3 | -0.015667 | -0.1214 | 0.548093 |
4 | 0.079289 | 0.6142 | 0.270712 |
5 | 0.057591 | 0.4461 | 0.328567 |
6 | 0.098654 | 0.7642 | 0.22388 |
7 | 0.077304 | 0.5988 | 0.275782 |
8 | 0.14727 | 1.1407 | 0.129254 |
9 | -0.143793 | -1.1138 | 0.865101 |
10 | -0.004198 | -0.0325 | 0.512916 |
11 | -0.221445 | -1.7153 | 0.954275 |
12 | 0.05431 | 0.4207 | 0.337746 |
13 | 0.168242 | 1.3032 | 0.098743 |
14 | 0.031468 | 0.2437 | 0.404129 |
15 | 0.042419 | 0.3286 | 0.371811 |
16 | -0.18484 | -1.4318 | 0.9213 |
17 | 0.178263 | 1.3808 | 0.086228 |
18 | 0.05594 | 0.4333 | 0.333173 |
19 | 0.012833 | 0.0994 | 0.460574 |
20 | 0.040775 | 0.3158 | 0.376608 |
21 | -0.041449 | -0.3211 | 0.625362 |
22 | 0.179833 | 1.393 | 0.084383 |
23 | -0.118099 | -0.9148 | 0.818018 |
24 | -0.080923 | -0.6268 | 0.733425 |
25 | -0.120028 | -0.9297 | 0.821882 |
26 | 0.013239 | 0.1025 | 0.459331 |
27 | -0.052004 | -0.4028 | 0.655743 |
28 | 0.052161 | 0.404 | 0.343811 |
29 | -0.178139 | -1.3799 | 0.913625 |
30 | 0.035847 | 0.2777 | 0.391109 |
31 | -0.020266 | -0.157 | 0.562106 |
32 | 0.04349 | 0.3369 | 0.368696 |
33 | 0.016049 | 0.1243 | 0.450741 |
34 | 0.0292 | 0.2262 | 0.410914 |
35 | -0.113709 | -0.8808 | 0.809026 |
36 | -0.019505 | -0.1511 | 0.559791 |
37 | 0.023806 | 0.1844 | 0.427159 |
38 | -0.009538 | -0.0739 | 0.529324 |
39 | 0.060873 | 0.4715 | 0.319491 |
40 | 0.002719 | 0.0211 | 0.491633 |
41 | -0.061178 | -0.4739 | 0.681348 |
42 | 0.019197 | 0.1487 | 0.441146 |
43 | 0.004645 | 0.036 | 0.485709 |
44 | -0.093256 | -0.7224 | 0.76356 |
45 | -0.093115 | -0.7213 | 0.763226 |
46 | -0.166244 | -1.2877 | 0.898605 |
47 | -0.025302 | -0.196 | 0.577359 |