Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | -0.286539 | -1.6952 | 0.95054 |
2 | -0.070539 | -0.4173 | 0.660501 |
3 | -0.177233 | -1.0485 | 0.849207 |
4 | -0.046408 | -0.2746 | 0.607363 |
5 | 0.175342 | 1.0373 | 0.153347 |
6 | -0.086092 | -0.5093 | 0.69314 |
7 | 0.009475 | 0.0561 | 0.477809 |
8 | -0.083666 | -0.495 | 0.688145 |
9 | 0.228769 | 1.3534 | 0.0923 |
10 | -0.060178 | -0.356 | 0.638017 |
11 | 0.041014 | 0.2426 | 0.40485 |
12 | -0.197231 | -1.1668 | 0.874417 |
13 | -0.023133 | -0.1369 | 0.554035 |
14 | 0.171183 | 1.0127 | 0.159069 |
15 | -0.03944 | -0.2333 | 0.591568 |
16 | 0.066039 | 0.3907 | 0.349196 |
17 | -0.31132 | -1.8418 | 0.963004 |
18 | 0.190814 | 1.1289 | 0.133315 |
19 | 0.087458 | 0.5174 | 0.304063 |
20 | -0.01124 | -0.0665 | 0.526319 |
21 | -0.008729 | -0.0516 | 0.520446 |
22 | -0.132286 | -0.7826 | 0.780442 |
23 | 0.012018 | 0.0711 | 0.471863 |
24 | 0.104806 | 0.62 | 0.269624 |
25 | -0.05649 | -0.3342 | 0.629888 |
26 | -0.061928 | -0.3664 | 0.641853 |
27 | 0.054373 | 0.3217 | 0.374807 |
28 | 0.03581 | 0.2119 | 0.416724 |
29 | 0.062648 | 0.3706 | 0.356574 |
30 | -0.0255 | -0.1509 | 0.559525 |
31 | -0.143193 | -0.8471 | 0.798664 |
32 | -0.025895 | -0.1532 | 0.560438 |
33 | 0.075793 | 0.4484 | 0.328315 |
34 | 0.031499 | 0.1863 | 0.426623 |
35 | NA | NA | NA |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
42 | NA | NA | NA |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.286539 | -1.6952 | 0.95054 |
1 | -0.166297 | -0.9838 | 0.834023 |
2 | -0.278379 | -1.6469 | 0.945736 |
3 | -0.257365 | -1.5226 | 0.931577 |
4 | -0.004839 | -0.0286 | 0.511337 |
5 | -0.141106 | -0.8348 | 0.795252 |
6 | -0.113074 | -0.669 | 0.746044 |
7 | -0.149929 | -0.887 | 0.809432 |
8 | 0.156155 | 0.9238 | 0.180951 |
9 | 0.023503 | 0.139 | 0.445106 |
10 | 0.120231 | 0.7113 | 0.240808 |
11 | -0.080654 | -0.4772 | 0.681891 |
12 | -0.066847 | -0.3955 | 0.652552 |
13 | 0.064569 | 0.382 | 0.352388 |
14 | -0.002187 | -0.0129 | 0.505126 |
15 | 0.032942 | 0.1949 | 0.423303 |
16 | -0.274399 | -1.6234 | 0.943258 |
17 | -0.050001 | -0.2958 | 0.615439 |
18 | 0.039887 | 0.236 | 0.407414 |
19 | -0.058046 | -0.3434 | 0.633325 |
20 | 0.034918 | 0.2066 | 0.41877 |
21 | -0.002153 | -0.0127 | 0.505044 |
22 | -0.12231 | -0.7236 | 0.762938 |
23 | 0.050812 | 0.3006 | 0.382745 |
24 | -0.111323 | -0.6586 | 0.742768 |
25 | -0.032061 | -0.1897 | 0.57467 |
26 | -0.024927 | -0.1475 | 0.558197 |
27 | 0.011052 | 0.0654 | 0.47412 |
28 | -0.027415 | -0.1622 | 0.563955 |
29 | 0.010637 | 0.0629 | 0.475091 |
30 | -0.017404 | -0.103 | 0.540709 |
31 | -0.120564 | -0.7133 | 0.759794 |
32 | -0.042464 | -0.2512 | 0.598444 |
33 | -0.101834 | -0.6025 | 0.724624 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
42 | NA | NA | NA |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |