Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.001019 | 0.0071 | 0.497199 |
2 | -0.072251 | -0.5006 | 0.69052 |
3 | -0.539298 | -3.7364 | 0.999752 |
4 | -0.061567 | -0.4265 | 0.664191 |
5 | 0.010608 | 0.0735 | 0.470859 |
6 | 0.162859 | 1.1283 | 0.132396 |
7 | -0.027461 | -0.1903 | 0.575044 |
8 | 0.040152 | 0.2782 | 0.391035 |
9 | 0.08366 | 0.5796 | 0.282444 |
10 | 0.045661 | 0.3164 | 0.376554 |
11 | -0.019437 | -0.1347 | 0.553281 |
12 | -0.212822 | -1.4745 | 0.926558 |
13 | -0.022235 | -0.154 | 0.560891 |
14 | 0.018209 | 0.1262 | 0.450068 |
15 | 0.148671 | 1.03 | 0.154082 |
16 | -0.013868 | -0.0961 | 0.538072 |
17 | 0.011255 | 0.078 | 0.469085 |
18 | -0.142772 | -0.9892 | 0.836226 |
19 | 0.010773 | 0.0746 | 0.470407 |
20 | -0.026885 | -0.1863 | 0.573489 |
21 | 0.235062 | 1.6286 | 0.054977 |
22 | -0.009255 | -0.0641 | 0.525429 |
23 | 0.042016 | 0.2911 | 0.386117 |
24 | -0.261542 | -1.812 | 0.961879 |
25 | -0.038883 | -0.2694 | 0.605609 |
26 | -0.003955 | -0.0274 | 0.510873 |
27 | 0.179891 | 1.2463 | 0.109348 |
28 | 0.005504 | 0.0381 | 0.48487 |
29 | -0.017446 | -0.1209 | 0.54785 |
30 | -0.045298 | -0.3138 | 0.622497 |
31 | 4.8e-05 | 3e-04 | 0.499867 |
32 | 0.033342 | 0.231 | 0.409147 |
33 | 0.017883 | 0.1239 | 0.450958 |
34 | -0.037956 | -0.263 | 0.603148 |
35 | -0.028562 | -0.1979 | 0.578013 |
36 | 0.042728 | 0.296 | 0.384243 |
37 | 0.02257 | 0.1564 | 0.4382 |
38 | 0.044084 | 0.3054 | 0.380683 |
39 | -0.080527 | -0.5579 | 0.710251 |
40 | 0.002202 | 0.0153 | 0.493947 |
41 | 0.015885 | 0.1101 | 0.456412 |
42 | -0.022453 | -0.1556 | 0.561484 |
43 | 0.017037 | 0.118 | 0.453265 |
44 | 0.015673 | 0.1086 | 0.456993 |
45 | -0.039349 | -0.2726 | 0.606841 |
46 | 0.006747 | 0.0467 | 0.481456 |
47 | 0.010285 | 0.0713 | 0.471746 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.001019 | 0.0071 | 0.497199 |
1 | -0.072252 | -0.5006 | 0.690523 |
2 | -0.541975 | -3.7549 | 0.999766 |
3 | -0.123434 | -0.8552 | 0.801648 |
4 | -0.113667 | -0.7875 | 0.782572 |
5 | -0.225616 | -1.5631 | 0.937702 |
6 | -0.22261 | -1.5423 | 0.935215 |
7 | -0.095611 | -0.6624 | 0.744563 |
8 | 0.044879 | 0.3109 | 0.378599 |
9 | -0.059024 | -0.4089 | 0.657796 |
10 | 0.00625 | 0.0433 | 0.482822 |
11 | -0.137988 | -0.956 | 0.828071 |
12 | -0.010488 | -0.0727 | 0.528813 |
13 | -0.018535 | -0.1284 | 0.550822 |
14 | -0.061452 | -0.4258 | 0.663904 |
15 | -0.071977 | -0.4987 | 0.689855 |
16 | -0.01713 | -0.1187 | 0.546988 |
17 | -0.170694 | -1.1826 | 0.878605 |
18 | -0.148899 | -1.0316 | 0.846286 |
19 | -0.140419 | -0.9729 | 0.832249 |
20 | 0.138731 | 0.9612 | 0.170646 |
21 | -0.039343 | -0.2726 | 0.606827 |
22 | 0.03916 | 0.2713 | 0.393658 |
23 | -0.114051 | -0.7902 | 0.783343 |
24 | -0.067619 | -0.4685 | 0.679218 |
25 | -0.007097 | -0.0492 | 0.519505 |
26 | -0.027256 | -0.1888 | 0.574491 |
27 | -0.102745 | -0.7118 | 0.759994 |
28 | -0.093522 | -0.6479 | 0.739943 |
29 | -0.071496 | -0.4953 | 0.688688 |
30 | -0.151982 | -1.053 | 0.851185 |
31 | -0.119347 | -0.8269 | 0.793797 |
32 | 0.079841 | 0.5532 | 0.291362 |
33 | -0.076223 | -0.5281 | 0.700065 |
34 | -0.039579 | -0.2742 | 0.60745 |
35 | -0.007338 | -0.0508 | 0.520168 |
36 | -0.017817 | -0.1234 | 0.548862 |
37 | 0.03615 | 0.2505 | 0.401652 |
38 | -0.002254 | -0.0156 | 0.506197 |
39 | 0.015652 | 0.1084 | 0.457048 |
40 | 0.087427 | 0.6057 | 0.27378 |
41 | -0.170419 | -1.1807 | 0.878229 |
42 | -0.007463 | -0.0517 | 0.520511 |
43 | 0.013724 | 0.0951 | 0.462324 |
44 | -0.030191 | -0.2092 | 0.582398 |
45 | -0.00574 | -0.0398 | 0.515777 |
46 | 0.054276 | 0.376 | 0.354273 |
47 | NA | NA | NA |