Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.490556 | -3.3631 | 0.99923 |
2 | 0.041357 | 0.2835 | 0.389007 |
3 | 0.099405 | 0.6815 | 0.249453 |
4 | -0.1563 | -1.0715 | 0.855301 |
5 | 0.105662 | 0.7244 | 0.236211 |
6 | -0.088792 | -0.6087 | 0.727182 |
7 | -0.015336 | -0.1051 | 0.541643 |
8 | 0.173029 | 1.1862 | 0.120747 |
9 | -0.200536 | -1.3748 | 0.912145 |
10 | 0.045698 | 0.3133 | 0.377724 |
11 | 0.149907 | 1.0277 | 0.154673 |
12 | -0.281481 | -1.9297 | 0.970156 |
13 | 0.190879 | 1.3086 | 0.098517 |
14 | -0.059214 | -0.406 | 0.656689 |
15 | 0.063782 | 0.4373 | 0.331959 |
16 | -0.17905 | -1.2275 | 0.887127 |
17 | 0.038787 | 0.2659 | 0.395736 |
18 | 0.083802 | 0.5745 | 0.28418 |
19 | -0.069089 | -0.4737 | 0.68103 |
20 | -0.054232 | -0.3718 | 0.644143 |
21 | 0.165646 | 1.1356 | 0.130939 |
22 | -0.135923 | -0.9318 | 0.821909 |
23 | 0.133663 | 0.9163 | 0.182082 |
24 | -0.193566 | -1.327 | 0.904544 |
25 | 0.141101 | 0.9673 | 0.169163 |
26 | 0.076295 | 0.5231 | 0.301698 |
27 | -0.257544 | -1.7656 | 0.958023 |
28 | 0.236452 | 1.621 | 0.055851 |
29 | -0.048445 | -0.3321 | 0.629364 |
30 | -0.040197 | -0.2756 | 0.607959 |
31 | 0.059373 | 0.407 | 0.342913 |
32 | 0.039739 | 0.2724 | 0.393239 |
33 | -0.035711 | -0.2448 | 0.59617 |
34 | 0.049687 | 0.3406 | 0.367447 |
35 | -0.097731 | -0.67 | 0.746934 |
36 | 0.034571 | 0.237 | 0.406842 |
37 | -0.045278 | -0.3104 | 0.621189 |
38 | -0.057046 | -0.3911 | 0.65125 |
39 | 0.176181 | 1.2078 | 0.116577 |
40 | -0.09832 | -0.674 | 0.748209 |
41 | -0.048772 | -0.3344 | 0.630204 |
42 | 0.07487 | 0.5133 | 0.30508 |
43 | -0.007387 | -0.0506 | 0.520088 |
44 | -0.019011 | -0.1303 | 0.55157 |
45 | -0.009709 | -0.0666 | 0.526394 |
46 | 0.009342 | 0.064 | 0.474602 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.490556 | -3.3631 | 0.99923 |
1 | -0.262444 | -1.7992 | 0.960798 |
2 | -0.005269 | -0.0361 | 0.514332 |
3 | -0.121914 | -0.8358 | 0.796251 |
4 | -0.02624 | -0.1799 | 0.570994 |
5 | -0.097783 | -0.6704 | 0.747048 |
6 | -0.117199 | -0.8035 | 0.787127 |
7 | 0.118822 | 0.8146 | 0.209704 |
8 | -0.050061 | -0.3432 | 0.633511 |
9 | -0.109598 | -0.7514 | 0.771911 |
10 | 0.115215 | 0.7899 | 0.216784 |
11 | -0.159527 | -1.0937 | 0.860161 |
12 | -0.058711 | -0.4025 | 0.655431 |
13 | -0.020215 | -0.1386 | 0.554815 |
14 | 0.107056 | 0.7339 | 0.233315 |
15 | -0.265003 | -1.8168 | 0.962184 |
16 | -0.165314 | -1.1333 | 0.868589 |
17 | -0.046671 | -0.32 | 0.624792 |
18 | -0.075667 | -0.5187 | 0.696814 |
19 | -0.145352 | -0.9965 | 0.83794 |
20 | 0.034145 | 0.2341 | 0.407968 |
21 | -0.130467 | -0.8944 | 0.812177 |
22 | 0.090927 | 0.6234 | 0.268029 |
23 | -0.197537 | -1.3542 | 0.908933 |
24 | -0.03735 | -0.2561 | 0.600488 |
25 | 0.0699 | 0.4792 | 0.317005 |
26 | -0.108997 | -0.7472 | 0.770682 |
27 | -0.141821 | -0.9723 | 0.832054 |
28 | 0.011099 | 0.0761 | 0.469835 |
29 | 0.039701 | 0.2722 | 0.393339 |
30 | -0.039117 | -0.2682 | 0.605129 |
31 | 0.066832 | 0.4582 | 0.32447 |
32 | 0.062287 | 0.427 | 0.335659 |
33 | 0.022798 | 0.1563 | 0.438234 |
34 | 0.089234 | 0.6118 | 0.271824 |
35 | -0.214903 | -1.4733 | 0.926332 |
36 | -0.065807 | -0.4512 | 0.673022 |
37 | -0.069905 | -0.4792 | 0.683007 |
38 | 0.063236 | 0.4335 | 0.333309 |
39 | -0.092731 | -0.6357 | 0.735984 |
40 | -0.038527 | -0.2641 | 0.603583 |
41 | 0.005364 | 0.0368 | 0.485412 |
42 | -0.01123 | -0.077 | 0.530519 |
43 | 0.003972 | 0.0272 | 0.489197 |
44 | 0.078675 | 0.5394 | 0.29609 |
45 | -0.012353 | -0.0847 | 0.533565 |
46 | NA | NA | NA |
47 | NA | NA | NA |