Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.519363 | -3.5983 | 0.999622 |
2 | 0.124836 | 0.8649 | 0.195701 |
3 | 0.120872 | 0.8374 | 0.203251 |
4 | -0.143455 | -0.9939 | 0.837369 |
5 | 0.073666 | 0.5104 | 0.306064 |
6 | -0.046771 | -0.324 | 0.626341 |
7 | -0.022123 | -0.1533 | 0.560586 |
8 | 0.18003 | 1.2473 | 0.109172 |
9 | -0.218877 | -1.5164 | 0.932015 |
10 | 0.041645 | 0.2885 | 0.387093 |
11 | 0.135596 | 0.9394 | 0.176105 |
12 | -0.303472 | -2.1025 | 0.979611 |
13 | 0.237282 | 1.6439 | 0.053362 |
14 | -0.084767 | -0.5873 | 0.720116 |
15 | 0.055141 | 0.382 | 0.352065 |
16 | -0.141903 | -0.9831 | 0.834765 |
17 | 0.028541 | 0.1977 | 0.422041 |
18 | 0.034544 | 0.2393 | 0.405936 |
19 | -0.067403 | -0.467 | 0.678688 |
20 | -0.054678 | -0.3788 | 0.646754 |
21 | 0.190257 | 1.3181 | 0.096857 |
22 | -0.182977 | -1.2677 | 0.894491 |
23 | 0.151036 | 1.0464 | 0.150307 |
24 | -0.21258 | -1.4728 | 0.926333 |
25 | 0.154516 | 1.0705 | 0.144869 |
26 | 0.053231 | 0.3688 | 0.35695 |
27 | -0.231494 | -1.6038 | 0.942345 |
28 | 0.258901 | 1.7937 | 0.039579 |
29 | -0.062889 | -0.4357 | 0.667498 |
30 | -0.055162 | -0.3822 | 0.647991 |
31 | 0.076582 | 0.5306 | 0.299079 |
32 | 0.016048 | 0.1112 | 0.455967 |
33 | -0.035879 | -0.2486 | 0.597626 |
34 | 0.106597 | 0.7385 | 0.231895 |
35 | -0.119564 | -0.8284 | 0.794217 |
36 | 0.101998 | 0.7067 | 0.241596 |
37 | -0.105963 | -0.7341 | 0.766781 |
38 | -0.057204 | -0.3963 | 0.653188 |
39 | 0.167632 | 1.1614 | 0.125613 |
40 | -0.175682 | -1.2172 | 0.885253 |
41 | 0.025062 | 0.1736 | 0.431442 |
42 | 0.065445 | 0.4534 | 0.326146 |
43 | -0.049493 | -0.3429 | 0.633414 |
44 | -0.000835 | -0.0058 | 0.502295 |
45 | -0.001158 | -0.008 | 0.503183 |
46 | 0.005064 | 0.0351 | 0.486079 |
47 | -0.010831 | -0.075 | 0.529753 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.519363 | -3.5983 | 0.999622 |
1 | -0.198425 | -1.3747 | 0.9122 |
2 | 0.13616 | 0.9433 | 0.175114 |
3 | 0.019492 | 0.135 | 0.446571 |
4 | -0.010139 | -0.0702 | 0.527855 |
5 | -0.062731 | -0.4346 | 0.667105 |
6 | -0.068775 | -0.4765 | 0.682055 |
7 | 0.199811 | 1.3843 | 0.08633 |
8 | -0.020261 | -0.1404 | 0.555524 |
9 | -0.169106 | -1.1716 | 0.876429 |
10 | 0.053639 | 0.3716 | 0.355905 |
11 | -0.180401 | -1.2499 | 0.891293 |
12 | -0.006372 | -0.0441 | 0.517514 |
13 | 0.039174 | 0.2714 | 0.393621 |
14 | 0.129752 | 0.8989 | 0.186584 |
15 | -0.226225 | -1.5673 | 0.938196 |
16 | -0.169571 | -1.1748 | 0.87707 |
17 | -0.01668 | -0.1156 | 0.545759 |
18 | 0.002643 | 0.0183 | 0.492733 |
19 | -0.058114 | -0.4026 | 0.655494 |
20 | 0.069479 | 0.4814 | 0.316223 |
21 | -0.107383 | -0.744 | 0.769739 |
22 | 0.112418 | 0.7789 | 0.219944 |
23 | -0.215654 | -1.4941 | 0.929152 |
24 | -0.008717 | -0.0604 | 0.523953 |
25 | 0.164414 | 1.1391 | 0.130159 |
26 | -0.078655 | -0.5449 | 0.705839 |
27 | -0.100536 | -0.6965 | 0.755274 |
28 | 0.065222 | 0.4519 | 0.326697 |
29 | 0.113104 | 0.7836 | 0.21856 |
30 | -0.00315 | -0.0218 | 0.50866 |
31 | 0.055193 | 0.3824 | 0.35193 |
32 | 0.027028 | 0.1873 | 0.426124 |
33 | 0.02056 | 0.1424 | 0.443662 |
34 | 0.065714 | 0.4553 | 0.325481 |
35 | -0.182772 | -1.2663 | 0.894238 |
36 | -0.032049 | -0.222 | 0.587389 |
37 | -0.053811 | -0.3728 | 0.644536 |
38 | 0.027891 | 0.1932 | 0.423796 |
39 | -0.133275 | -0.9234 | 0.819779 |
40 | -0.03922 | -0.2717 | 0.6065 |
41 | 0.017284 | 0.1197 | 0.452592 |
42 | -0.006253 | -0.0433 | 0.517189 |
43 | 0.01176 | 0.0815 | 0.467701 |
44 | 0.095424 | 0.6611 | 0.255849 |
45 | -0.027053 | -0.1874 | 0.573943 |
46 | -0.110891 | -0.7683 | 0.776957 |
47 | NA | NA | NA |