Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.547706 | -3.7946 | 0.999793 |
2 | 0.028482 | 0.1973 | 0.422203 |
3 | 0.253737 | 1.7579 | 0.042566 |
4 | -0.278842 | -1.9319 | 0.970355 |
5 | 0.215432 | 1.4926 | 0.071048 |
6 | -0.026367 | -0.1827 | 0.57209 |
7 | -0.098897 | -0.6852 | 0.751736 |
8 | 0.034555 | 0.2394 | 0.405907 |
9 | -0.019471 | -0.1349 | 0.553373 |
10 | 0.013231 | 0.0917 | 0.463671 |
11 | -0.066948 | -0.4638 | 0.677568 |
12 | 0.015803 | 0.1095 | 0.456638 |
13 | -0.100863 | -0.6988 | 0.755975 |
14 | -0.007227 | -0.0501 | 0.519864 |
15 | 0.251356 | 1.7414 | 0.044006 |
16 | -0.416507 | -2.8856 | 0.997082 |
17 | 0.222627 | 1.5424 | 0.064772 |
18 | 0.06424 | 0.4451 | 0.329135 |
19 | -0.209329 | -1.4503 | 0.923257 |
20 | 0.222252 | 1.5398 | 0.065087 |
21 | -0.034155 | -0.2366 | 0.593026 |
22 | -0.181229 | -1.2556 | 0.892329 |
23 | 0.339858 | 2.3546 | 0.01134 |
24 | -0.149153 | -1.0334 | 0.846694 |
25 | -0.055387 | -0.3837 | 0.648563 |
26 | 0.1956 | 1.3552 | 0.090856 |
27 | -0.246337 | -1.7067 | 0.952827 |
28 | 0.244769 | 1.6958 | 0.0482 |
29 | -0.130911 | -0.907 | 0.815525 |
30 | 0.010846 | 0.0751 | 0.470206 |
31 | -0.015555 | -0.1078 | 0.542686 |
32 | 0.004494 | 0.0311 | 0.487645 |
33 | 0.030709 | 0.2128 | 0.416209 |
34 | -0.100904 | -0.6991 | 0.756062 |
35 | 0.086837 | 0.6016 | 0.275127 |
36 | -0.115881 | -0.8028 | 0.78699 |
37 | 0.002304 | 0.016 | 0.493665 |
38 | 0.152825 | 1.0588 | 0.147495 |
39 | -0.206755 | -1.4324 | 0.920751 |
40 | 0.096216 | 0.6666 | 0.254109 |
41 | 0.026306 | 0.1823 | 0.428075 |
42 | -0.112107 | -0.7767 | 0.779427 |
43 | 0.140243 | 0.9716 | 0.168052 |
44 | -0.079915 | -0.5537 | 0.708813 |
45 | 0.056301 | 0.3901 | 0.349108 |
46 | -0.008184 | -0.0567 | 0.52249 |
47 | -0.000391 | -0.0027 | 0.501074 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.547706 | -3.7946 | 0.999793 |
1 | -0.387847 | -2.6871 | 0.995063 |
2 | 0.105867 | 0.7335 | 0.233421 |
3 | -0.050418 | -0.3493 | 0.635808 |
4 | 0.117193 | 0.8119 | 0.210418 |
5 | 0.120644 | 0.8358 | 0.203692 |
6 | 0.039179 | 0.2714 | 0.393608 |
7 | -0.148002 | -1.0254 | 0.844839 |
8 | -0.144257 | -0.9994 | 0.838704 |
9 | -0.06505 | -0.4507 | 0.672875 |
10 | -0.122299 | -0.8473 | 0.799486 |
11 | -0.105004 | -0.7275 | 0.764769 |
12 | -0.225866 | -1.5648 | 0.937905 |
13 | -0.270508 | -1.8741 | 0.966497 |
14 | 0.214157 | 1.4837 | 0.07221 |
15 | -0.149654 | -1.0368 | 0.847496 |
16 | -0.148093 | -1.026 | 0.844986 |
17 | 0.002517 | 0.0174 | 0.49308 |
18 | 0.015215 | 0.1054 | 0.458243 |
19 | -0.086428 | -0.5988 | 0.723936 |
20 | 0.097594 | 0.6761 | 0.251096 |
21 | -0.144489 | -1.001 | 0.839088 |
22 | 0.150633 | 1.0436 | 0.150946 |
23 | 0.131149 | 0.9086 | 0.184043 |
24 | -0.05844 | -0.4049 | 0.656319 |
25 | 0.025015 | 0.1733 | 0.431568 |
26 | -0.13742 | -0.9521 | 0.827086 |
27 | 0.099297 | 0.6879 | 0.247398 |
28 | -0.151365 | -1.0487 | 0.850213 |
29 | -0.040942 | -0.2837 | 0.611054 |
30 | 0.029608 | 0.2051 | 0.419168 |
31 | 0.008496 | 0.0589 | 0.476653 |
32 | 0.001954 | 0.0135 | 0.494627 |
33 | 0.03297 | 0.2284 | 0.410143 |
34 | 0.026663 | 0.1847 | 0.427112 |
35 | -0.060315 | -0.4179 | 0.661048 |
36 | -0.017965 | -0.1245 | 0.549266 |
37 | -0.109708 | -0.7601 | 0.774538 |
38 | 0.063726 | 0.4415 | 0.330415 |
39 | 0.04897 | 0.3393 | 0.367941 |
40 | -0.090612 | -0.6278 | 0.733437 |
41 | -0.011919 | -0.0826 | 0.532733 |
42 | -0.150689 | -1.044 | 0.849144 |
43 | 0.013226 | 0.0916 | 0.463687 |
44 | 0.054891 | 0.3803 | 0.352702 |
45 | -0.029362 | -0.2034 | 0.580169 |
46 | -0.05949 | -0.4122 | 0.658971 |
47 | NA | NA | NA |