Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.240717 | -1.6503 | 0.947223 |
2 | -0.12613 | -0.8647 | 0.804202 |
3 | -0.053996 | -0.3702 | 0.643542 |
4 | 0.080323 | 0.5507 | 0.292235 |
5 | -0.057413 | -0.3936 | 0.652173 |
6 | 0.085992 | 0.5895 | 0.279164 |
7 | -0.074913 | -0.5136 | 0.695024 |
8 | 0.05658 | 0.3879 | 0.349924 |
9 | -0.009034 | -0.0619 | 0.524561 |
10 | 0.134265 | 0.9205 | 0.181013 |
11 | 0.041923 | 0.2874 | 0.387531 |
12 | -0.308666 | -2.1161 | 0.980169 |
13 | 0.045298 | 0.3105 | 0.378759 |
14 | 0.041244 | 0.2828 | 0.389304 |
15 | 0.038083 | 0.2611 | 0.397583 |
16 | 0.060295 | 0.4134 | 0.34061 |
17 | -0.034241 | -0.2347 | 0.592286 |
18 | -0.120057 | -0.8231 | 0.792688 |
19 | -0.015045 | -0.1031 | 0.540856 |
20 | -0.029492 | -0.2022 | 0.579679 |
21 | 0.072388 | 0.4963 | 0.31101 |
22 | -0.121229 | -0.8311 | 0.794941 |
23 | 0.007586 | 0.052 | 0.479373 |
24 | -0.069847 | -0.4788 | 0.682867 |
25 | 0.063972 | 0.4386 | 0.331491 |
26 | -0.061436 | -0.4212 | 0.662229 |
27 | 0.109466 | 0.7505 | 0.228358 |
28 | -0.135556 | -0.9293 | 0.821265 |
29 | -0.0638 | -0.4374 | 0.668085 |
30 | 0.152945 | 1.0485 | 0.149876 |
31 | 0.148182 | 1.0159 | 0.157443 |
32 | -0.202458 | -1.388 | 0.914157 |
33 | -0.029465 | -0.202 | 0.579605 |
34 | 0.058681 | 0.4023 | 0.344645 |
35 | 0.029382 | 0.2014 | 0.420614 |
36 | 0.017659 | 0.1211 | 0.452078 |
37 | -0.048362 | -0.3316 | 0.629149 |
38 | 0.001069 | 0.0073 | 0.497092 |
39 | 0.001871 | 0.0128 | 0.494909 |
40 | 0.019394 | 0.133 | 0.447397 |
41 | 0.097033 | 0.6652 | 0.254579 |
42 | -0.075829 | -0.5199 | 0.697198 |
43 | -0.02689 | -0.1844 | 0.572734 |
44 | 0.066188 | 0.4538 | 0.326043 |
45 | -0.001459 | -0.01 | 0.50397 |
46 | -0.023785 | -0.1631 | 0.564417 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.240717 | -1.6503 | 0.947223 |
1 | -0.195397 | -1.3396 | 0.906587 |
2 | -0.151558 | -1.039 | 0.847947 |
3 | -0.003888 | -0.0267 | 0.510577 |
4 | -0.073466 | -0.5037 | 0.691574 |
5 | 0.065387 | 0.4483 | 0.32801 |
6 | -0.046732 | -0.3204 | 0.624949 |
7 | 0.044531 | 0.3053 | 0.380746 |
8 | 0.018754 | 0.1286 | 0.449123 |
9 | 0.156106 | 1.0702 | 0.144996 |
10 | 0.173027 | 1.1862 | 0.12075 |
11 | -0.246892 | -1.6926 | 0.951425 |
12 | -0.059399 | -0.4072 | 0.657152 |
13 | -0.093732 | -0.6426 | 0.738196 |
14 | -0.017612 | -0.1207 | 0.547794 |
15 | 0.097133 | 0.6659 | 0.254362 |
16 | -0.012775 | -0.0876 | 0.534709 |
17 | -0.081845 | -0.5611 | 0.711303 |
18 | -0.15095 | -1.0349 | 0.846985 |
19 | -0.125919 | -0.8633 | 0.803811 |
20 | 0.004453 | 0.0305 | 0.487887 |
21 | -0.066723 | -0.4574 | 0.675265 |
22 | 0.012074 | 0.0828 | 0.467192 |
23 | -0.242353 | -1.6615 | 0.948364 |
24 | -0.092972 | -0.6374 | 0.736515 |
25 | -0.148524 | -1.0182 | 0.843109 |
26 | 0.097494 | 0.6684 | 0.253579 |
27 | 0.054152 | 0.3712 | 0.35606 |
28 | -0.138571 | -0.95 | 0.826513 |
29 | 0.099335 | 0.681 | 0.249604 |
30 | 0.110086 | 0.7547 | 0.227093 |
31 | -0.068305 | -0.4683 | 0.679125 |
32 | 0.008622 | 0.0591 | 0.476558 |
33 | 0.019003 | 0.1303 | 0.448451 |
34 | 0.042814 | 0.2935 | 0.385209 |
35 | -0.068579 | -0.4702 | 0.679789 |
36 | -0.108481 | -0.7437 | 0.769622 |
37 | -0.089616 | -0.6144 | 0.729035 |
38 | 0.001894 | 0.013 | 0.494847 |
39 | -0.050583 | -0.3468 | 0.634847 |
40 | -0.037907 | -0.2599 | 0.601953 |
41 | -0.020226 | -0.1387 | 0.554845 |
42 | 0.011188 | 0.0767 | 0.469594 |
43 | -0.055631 | -0.3814 | 0.647683 |
44 | -0.024014 | -0.1646 | 0.565031 |
45 | -0.09404 | -0.6447 | 0.738873 |
46 | NA | NA | NA |
47 | NA | NA | NA |