Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6 | 0 |
1 | 0.418329 | 2.51 | 0.008355 |
2 | 0.404448 | 2.4267 | 0.010186 |
3 | 0.145815 | 0.8749 | 0.193716 |
4 | 0.210897 | 1.2654 | 0.106931 |
5 | 0.080598 | 0.4836 | 0.315804 |
6 | 0.019842 | 0.1191 | 0.452947 |
7 | -0.101998 | -0.612 | 0.727803 |
8 | -0.146804 | -0.8808 | 0.807872 |
9 | -0.087665 | -0.526 | 0.698939 |
10 | -0.301047 | -1.8063 | 0.96038 |
11 | -0.256605 | -1.5396 | 0.933803 |
12 | -0.462414 | -2.7745 | 0.995645 |
13 | -0.278457 | -1.6707 | 0.948277 |
14 | -0.224391 | -1.3463 | 0.906696 |
15 | -0.065163 | -0.391 | 0.650942 |
16 | -0.166585 | -0.9995 | 0.837891 |
17 | 0.018706 | 0.1122 | 0.45563 |
18 | -0.0236 | -0.1416 | 0.555908 |
19 | 0.000133 | 8e-04 | 0.499684 |
20 | 0.020791 | 0.1247 | 0.45071 |
21 | -0.039695 | -0.2382 | 0.593449 |
22 | 0.062577 | 0.3755 | 0.35476 |
23 | 0.077748 | 0.4665 | 0.321838 |
24 | 0.073922 | 0.4435 | 0.330018 |
25 | 0.089464 | 0.5368 | 0.29736 |
26 | 0.050094 | 0.3006 | 0.382739 |
27 | -0.035813 | -0.2149 | 0.584464 |
28 | -0.083408 | -0.5004 | 0.690098 |
29 | -0.056425 | -0.3386 | 0.631543 |
30 | -0.026156 | -0.1569 | 0.561914 |
31 | 0.032551 | 0.1953 | 0.423127 |
32 | 0.055891 | 0.3353 | 0.369656 |
33 | 0.043693 | 0.2622 | 0.397347 |
34 | 0.040185 | 0.2411 | 0.405418 |
35 | 0.010543 | 0.0633 | 0.474955 |
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 | 0.418329 | 2.51 | 0.008355 |
1 | 0.27812 | 1.6687 | 0.051924 |
2 | -0.121741 | -0.7304 | 0.765077 |
3 | 0.114014 | 0.6841 | 0.24915 |
4 | -0.02271 | -0.1363 | 0.553812 |
5 | -0.113598 | -0.6816 | 0.75007 |
6 | -0.106781 | -0.6407 | 0.737107 |
7 | -0.090938 | -0.5456 | 0.705656 |
8 | 0.069064 | 0.4144 | 0.340526 |
9 | -0.294388 | -1.7663 | 0.95709 |
10 | -0.079234 | -0.4754 | 0.681315 |
11 | -0.244593 | -1.4676 | 0.924547 |
12 | -0.01183 | -0.071 | 0.528097 |
13 | 0.127058 | 0.7623 | 0.225409 |
14 | 0.063737 | 0.3824 | 0.352197 |
15 | -0.104494 | -0.627 | 0.73268 |
16 | 0.124686 | 0.7481 | 0.229625 |
17 | -0.067519 | -0.4051 | 0.656105 |
18 | -0.153544 | -0.9213 | 0.818477 |
19 | -0.013957 | -0.0837 | 0.533137 |
20 | -0.099109 | -0.5947 | 0.722103 |
21 | -0.041752 | -0.2505 | 0.598193 |
22 | 0.003754 | 0.0225 | 0.491077 |
23 | -0.148433 | -0.8906 | 0.810471 |
24 | 0.120888 | 0.7253 | 0.236469 |
25 | -0.088275 | -0.5297 | 0.700198 |
26 | -0.066445 | -0.3987 | 0.653754 |
27 | -0.150568 | -0.9034 | 0.813843 |
28 | 0.021128 | 0.1268 | 0.449916 |
29 | 0.084443 | 0.5067 | 0.307742 |
30 | -0.042458 | -0.2548 | 0.599817 |
31 | 0.030876 | 0.1853 | 0.427034 |
32 | 0.015891 | 0.0953 | 0.462284 |
33 | -0.105149 | -0.6309 | 0.733953 |
34 | -0.017764 | -0.1066 | 0.542146 |
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 |