Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.01165 | 0.0807 | 0.468003 |
2 | -0.145254 | -1.0063 | 0.840353 |
3 | -0.024488 | -0.1697 | 0.567004 |
4 | -0.058452 | -0.405 | 0.65635 |
5 | -0.035782 | -0.2479 | 0.597367 |
6 | 0.039507 | 0.2737 | 0.392741 |
7 | 0.06925 | 0.4798 | 0.316782 |
8 | 0.037592 | 0.2604 | 0.397818 |
9 | 0.137079 | 0.9497 | 0.173508 |
10 | -0.147434 | -1.0215 | 0.84392 |
11 | 7.1e-05 | 5e-04 | 0.499805 |
12 | -0.1455 | -1.0081 | 0.840758 |
13 | -0.070143 | -0.486 | 0.685398 |
14 | 0.189223 | 1.311 | 0.098051 |
15 | 0.065223 | 0.4519 | 0.326695 |
16 | -0.022307 | -0.1545 | 0.561087 |
17 | -0.168035 | -1.1642 | 0.874947 |
18 | 0.088332 | 0.612 | 0.271718 |
19 | 0.056996 | 0.3949 | 0.347339 |
20 | 0.064182 | 0.4447 | 0.32928 |
21 | -0.012534 | -0.0868 | 0.534418 |
22 | -0.058123 | -0.4027 | 0.655518 |
23 | 0.098624 | 0.6833 | 0.248856 |
24 | -0.100006 | -0.6929 | 0.754132 |
25 | -0.086207 | -0.5973 | 0.723428 |
26 | -0.088429 | -0.6127 | 0.728502 |
27 | 0.092478 | 0.6407 | 0.262381 |
28 | 0.008259 | 0.0572 | 0.477303 |
29 | 0.090475 | 0.6268 | 0.266871 |
30 | -0.143442 | -0.9938 | 0.837348 |
31 | -0.186727 | -1.2937 | 0.899017 |
32 | 0.009402 | 0.0651 | 0.474168 |
33 | -0.062185 | -0.4308 | 0.66574 |
34 | 0.035154 | 0.2436 | 0.404308 |
35 | 0.046452 | 0.3218 | 0.37449 |
36 | -0.094371 | -0.6538 | 0.741827 |
37 | 0.007657 | 0.053 | 0.478957 |
38 | 0.070284 | 0.4869 | 0.314258 |
39 | -0.110594 | -0.7662 | 0.776351 |
40 | -0.019547 | -0.1354 | 0.55358 |
41 | 0.033672 | 0.2333 | 0.408265 |
42 | -0.012084 | -0.0837 | 0.533186 |
43 | 0.081963 | 0.5679 | 0.286391 |
44 | 0.00428 | 0.0297 | 0.488234 |
45 | -0.102838 | -0.7125 | 0.760193 |
46 | 0.015114 | 0.1047 | 0.45852 |
47 | 0.041565 | 0.288 | 0.387305 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.01165 | 0.0807 | 0.468003 |
1 | -0.145409 | -1.0074 | 0.840609 |
2 | -0.021309 | -0.1476 | 0.558375 |
3 | -0.080788 | -0.5597 | 0.710861 |
4 | -0.042349 | -0.2934 | 0.61476 |
5 | 0.01919 | 0.133 | 0.447393 |
6 | 0.055258 | 0.3828 | 0.351766 |
7 | 0.040714 | 0.2821 | 0.38955 |
8 | 0.157604 | 1.0919 | 0.140162 |
9 | -0.137602 | -0.9533 | 0.827401 |
10 | 0.065205 | 0.4518 | 0.32674 |
11 | -0.193045 | -1.3375 | 0.906311 |
12 | -0.044227 | -0.3064 | 0.619692 |
13 | 0.135669 | 0.9399 | 0.175977 |
14 | 0.016618 | 0.1151 | 0.45441 |
15 | 0.002643 | 0.0183 | 0.492734 |
16 | -0.178243 | -1.2349 | 0.888562 |
17 | 0.115683 | 0.8015 | 0.213402 |
18 | 0.094209 | 0.6527 | 0.258532 |
19 | 0.077598 | 0.5376 | 0.296664 |
20 | 0.027879 | 0.1932 | 0.423828 |
21 | -0.11209 | -0.7766 | 0.779393 |
22 | 0.091567 | 0.6344 | 0.264419 |
23 | -0.107865 | -0.7473 | 0.77074 |
24 | -0.079077 | -0.5479 | 0.706836 |
25 | -0.059278 | -0.4107 | 0.658437 |
26 | 0.013081 | 0.0906 | 0.464083 |
27 | -0.009893 | -0.0685 | 0.527181 |
28 | 0.029941 | 0.2074 | 0.418272 |
29 | -0.168638 | -1.1684 | 0.875784 |
30 | -0.04864 | -0.337 | 0.631202 |
31 | -0.047925 | -0.332 | 0.629346 |
32 | -0.047856 | -0.3316 | 0.629167 |
33 | -0.068529 | -0.4748 | 0.681452 |
34 | 0.044536 | 0.3086 | 0.379498 |
35 | -0.157586 | -1.0918 | 0.859812 |
36 | 0.024145 | 0.1673 | 0.433925 |
37 | -0.004271 | -0.0296 | 0.511743 |
38 | -0.034444 | -0.2386 | 0.593798 |
39 | 0.077419 | 0.5364 | 0.297089 |
40 | -0.075324 | -0.5219 | 0.697916 |
41 | -0.016902 | -0.1171 | 0.546366 |
42 | -0.008304 | -0.0575 | 0.52282 |
43 | 0.064698 | 0.4482 | 0.327999 |
44 | -0.011241 | -0.0779 | 0.530878 |
45 | -0.018073 | -0.1252 | 0.549562 |
46 | 0.018987 | 0.1315 | 0.447948 |
47 | NA | NA | NA |