Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.166753 | -1.1432 | 0.870627 |
2 | 0.234146 | 1.6052 | 0.057572 |
3 | -0.020158 | -0.1382 | 0.554661 |
4 | -0.010971 | -0.0752 | 0.529819 |
5 | 0.062075 | 0.4256 | 0.336184 |
6 | -0.16645 | -1.1411 | 0.8702 |
7 | 0.093526 | 0.6412 | 0.262259 |
8 | -0.17317 | -1.1872 | 0.879442 |
9 | 0.129188 | 0.8857 | 0.190154 |
10 | -0.044102 | -0.3024 | 0.61814 |
11 | 0.07876 | 0.54 | 0.295889 |
12 | -0.219691 | -1.5061 | 0.930636 |
13 | -0.029648 | -0.2033 | 0.580094 |
14 | -0.124881 | -0.8561 | 0.801869 |
15 | -0.094003 | -0.6445 | 0.738792 |
16 | -0.034927 | -0.2394 | 0.594099 |
17 | -0.099277 | -0.6806 | 0.750271 |
18 | 0.146212 | 1.0024 | 0.160646 |
19 | -0.066485 | -0.4558 | 0.674682 |
20 | 0.251798 | 1.7262 | 0.045437 |
21 | 0.038994 | 0.2673 | 0.395192 |
22 | -0.078115 | -0.5355 | 0.702595 |
23 | 0.041427 | 0.284 | 0.388826 |
24 | -0.058358 | -0.4001 | 0.654545 |
25 | 0.042904 | 0.2941 | 0.384975 |
26 | -0.053512 | -0.3669 | 0.642315 |
27 | 0.125822 | 0.8626 | 0.196371 |
28 | 0.010901 | 0.0747 | 0.470373 |
29 | 0.02554 | 0.1751 | 0.43088 |
30 | 0.026675 | 0.1829 | 0.42784 |
31 | -0.116539 | -0.799 | 0.785832 |
32 | 0.020757 | 0.1423 | 0.443724 |
33 | -0.107357 | -0.736 | 0.767306 |
34 | -0.080569 | -0.5524 | 0.708339 |
35 | -0.038904 | -0.2667 | 0.604571 |
36 | -0.046601 | -0.3195 | 0.624612 |
37 | 0.013803 | 0.0946 | 0.462506 |
38 | 0.005966 | 0.0409 | 0.483775 |
39 | 0.05642 | 0.3868 | 0.350327 |
40 | -0.010546 | -0.0723 | 0.528664 |
41 | 0.043521 | 0.2984 | 0.383369 |
42 | -0.055873 | -0.383 | 0.648294 |
43 | 0.001344 | 0.0092 | 0.496345 |
44 | -0.03027 | -0.2075 | 0.58175 |
45 | -0.015268 | -0.1047 | 0.541459 |
46 | -0.007351 | -0.0504 | 0.51999 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.166753 | -1.1432 | 0.870627 |
1 | 0.212241 | 1.4551 | 0.076151 |
2 | 0.049539 | 0.3396 | 0.367828 |
3 | -0.06132 | -0.4204 | 0.661941 |
4 | 0.049254 | 0.3377 | 0.368557 |
5 | -0.145514 | -0.9976 | 0.838208 |
6 | 0.030074 | 0.2062 | 0.418771 |
7 | -0.098253 | -0.6736 | 0.748064 |
8 | 0.082642 | 0.5666 | 0.286852 |
9 | 0.032544 | 0.2231 | 0.412207 |
10 | 0.059035 | 0.4047 | 0.343758 |
11 | -0.266435 | -1.8266 | 0.962941 |
12 | -0.096369 | -0.6607 | 0.743977 |
13 | -0.110883 | -0.7602 | 0.774528 |
14 | -0.050322 | -0.345 | 0.634181 |
15 | -0.048125 | -0.3299 | 0.628541 |
16 | -0.014177 | -0.0972 | 0.538508 |
17 | 0.092062 | 0.6311 | 0.265503 |
18 | 0.008241 | 0.0565 | 0.477592 |
19 | 0.134801 | 0.9241 | 0.180065 |
20 | 0.128982 | 0.8843 | 0.190529 |
21 | -0.169159 | -1.1597 | 0.873984 |
22 | -0.040097 | -0.2749 | 0.607698 |
23 | -0.016662 | -0.1142 | 0.545228 |
24 | -0.008894 | -0.061 | 0.52418 |
25 | -0.00282 | -0.0193 | 0.50767 |
26 | 0.112412 | 0.7707 | 0.222384 |
27 | 0.019641 | 0.1347 | 0.446731 |
28 | -0.075818 | -0.5198 | 0.697173 |
29 | -0.055707 | -0.3819 | 0.647875 |
30 | -0.163746 | -1.1226 | 0.866342 |
31 | 0.063278 | 0.4338 | 0.333204 |
32 | 0.079373 | 0.5442 | 0.294454 |
33 | -0.110878 | -0.7601 | 0.774517 |
34 | 0.018075 | 0.1239 | 0.450956 |
35 | -0.0209 | -0.1433 | 0.55666 |
36 | -0.037667 | -0.2582 | 0.601322 |
37 | -0.040898 | -0.2804 | 0.609792 |
38 | 0.066145 | 0.4535 | 0.32615 |
39 | 0.00963 | 0.066 | 0.473821 |
40 | 0.001133 | 0.0078 | 0.496919 |
41 | -0.007384 | -0.0506 | 0.52008 |
42 | -0.030802 | -0.2112 | 0.583166 |
43 | -0.031688 | -0.2172 | 0.58552 |
44 | -0.047438 | -0.3252 | 0.626771 |
45 | -0.098785 | -0.6772 | 0.749212 |
46 | NA | NA | NA |
47 | NA | NA | NA |