Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.130074 | 0.8917 | 0.188537 |
2 | 0.239179 | 1.6397 | 0.05387 |
3 | 0.336613 | 2.3077 | 0.012733 |
4 | 0.22194 | 1.5215 | 0.067412 |
5 | 0.065188 | 0.4469 | 0.328497 |
6 | 0.190323 | 1.3048 | 0.099158 |
7 | 0.020438 | 0.1401 | 0.444584 |
8 | 0.15339 | 1.0516 | 0.149183 |
9 | 0.022985 | 0.1576 | 0.437732 |
10 | -0.081669 | -0.5599 | 0.710896 |
11 | 0.289017 | 1.9814 | 0.026706 |
12 | -0.148853 | -1.0205 | 0.843638 |
13 | -0.074863 | -0.5132 | 0.694905 |
14 | 0.100728 | 0.6906 | 0.24662 |
15 | 0.067018 | 0.4595 | 0.324014 |
16 | -0.109154 | -0.7483 | 0.771004 |
17 | 0.089974 | 0.6168 | 0.270162 |
18 | -0.165698 | -1.136 | 0.869135 |
19 | -0.026648 | -0.1827 | 0.572086 |
20 | -0.146065 | -1.0014 | 0.839112 |
21 | -0.205897 | -1.4116 | 0.917667 |
22 | -0.090432 | -0.62 | 0.730865 |
23 | -0.182002 | -1.2477 | 0.890847 |
24 | -0.195024 | -1.337 | 0.906174 |
25 | -0.07395 | -0.507 | 0.692728 |
26 | -0.128428 | -0.8805 | 0.808455 |
27 | -0.237266 | -1.6266 | 0.944747 |
28 | -0.101052 | -0.6928 | 0.75407 |
29 | -0.137963 | -0.9458 | 0.825464 |
30 | -0.100748 | -0.6907 | 0.753422 |
31 | -0.046344 | -0.3177 | 0.623946 |
32 | -0.071487 | -0.4901 | 0.686826 |
33 | -0.05132 | -0.3518 | 0.636733 |
34 | 0.007919 | 0.0543 | 0.478467 |
35 | -0.016389 | -0.1124 | 0.544491 |
36 | -0.006332 | -0.0434 | 0.51722 |
37 | -0.017085 | -0.1171 | 0.546373 |
38 | -0.017711 | -0.1214 | 0.548062 |
39 | 0.004059 | 0.0278 | 0.488958 |
40 | -0.000548 | -0.0038 | 0.50149 |
41 | -0.015966 | -0.1095 | 0.543347 |
42 | -0.003171 | -0.0217 | 0.508626 |
43 | 0.014033 | 0.0962 | 0.461884 |
44 | -0.000337 | -0.0023 | 0.500916 |
45 | 0.000519 | 0.0036 | 0.498587 |
46 | -0.000996 | -0.0068 | 0.502711 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.130074 | 0.8917 | 0.188537 |
1 | 0.226085 | 1.55 | 0.06393 |
2 | 0.303515 | 2.0808 | 0.021464 |
3 | 0.147487 | 1.0111 | 0.158568 |
4 | -0.095052 | -0.6516 | 0.741097 |
5 | 0.022421 | 0.1537 | 0.439249 |
6 | -0.108369 | -0.7429 | 0.769392 |
7 | 0.113982 | 0.7814 | 0.219237 |
8 | -0.026812 | -0.1838 | 0.572524 |
9 | -0.161511 | -1.1073 | 0.863093 |
10 | 0.31528 | 2.1615 | 0.017893 |
11 | -0.244519 | -1.6763 | 0.949844 |
12 | -0.068649 | -0.4706 | 0.679961 |
13 | 0.051995 | 0.3565 | 0.361546 |
14 | 0.118677 | 0.8136 | 0.209986 |
15 | 0.009349 | 0.0641 | 0.474584 |
16 | -0.059509 | -0.408 | 0.657428 |
17 | -0.186181 | -1.2764 | 0.895956 |
18 | -0.095941 | -0.6577 | 0.743043 |
19 | -0.083308 | -0.5711 | 0.714685 |
20 | -0.065487 | -0.449 | 0.672236 |
21 | -0.080746 | -0.5536 | 0.708751 |
22 | 0.00801 | 0.0549 | 0.478221 |
23 | 0.052162 | 0.3576 | 0.361119 |
24 | -0.042328 | -0.2902 | 0.613524 |
25 | -0.055912 | -0.3833 | 0.648391 |
26 | -0.072693 | -0.4984 | 0.689721 |
27 | -0.095802 | -0.6568 | 0.742739 |
28 | 0.108961 | 0.747 | 0.229392 |
29 | -0.042137 | -0.2889 | 0.613027 |
30 | 0.097015 | 0.6651 | 0.254617 |
31 | 0.01086 | 0.0745 | 0.470484 |
32 | -0.039351 | -0.2698 | 0.605743 |
33 | 0.04712 | 0.323 | 0.37405 |
34 | 0.045932 | 0.3149 | 0.377118 |
35 | 0.018635 | 0.1278 | 0.449443 |
36 | -0.036035 | -0.247 | 0.597025 |
37 | 0.013825 | 0.0948 | 0.462448 |
38 | -0.048226 | -0.3306 | 0.628799 |
39 | -0.092102 | -0.6314 | 0.734588 |
40 | -0.013007 | -0.0892 | 0.535338 |
41 | -0.05092 | -0.3491 | 0.635708 |
42 | 0.064233 | 0.4404 | 0.330848 |
43 | 0.037664 | 0.2582 | 0.398686 |
44 | -0.082975 | -0.5688 | 0.713915 |
45 | -0.123238 | -0.8449 | 0.798771 |
46 | NA | NA | NA |
47 | NA | NA | NA |