Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.409753 | 2.8388 | 0.003309 |
2 | 0.402428 | 2.7881 | 0.003788 |
3 | 0.56302 | 3.9007 | 0.000149 |
4 | 0.313606 | 2.1727 | 0.017384 |
5 | 0.380879 | 2.6388 | 0.005592 |
6 | 0.349311 | 2.4201 | 0.009676 |
7 | 0.101079 | 0.7003 | 0.243563 |
8 | 0.166343 | 1.1525 | 0.127419 |
9 | 0.198209 | 1.3732 | 0.088031 |
10 | -0.016209 | -0.1123 | 0.544472 |
11 | 0.063617 | 0.4408 | 0.330685 |
12 | 0.094787 | 0.6567 | 0.257254 |
13 | -0.06234 | -0.4319 | 0.666127 |
14 | 0.115318 | 0.7989 | 0.214129 |
15 | 0.017769 | 0.1231 | 0.451268 |
16 | -0.115552 | -0.8006 | 0.786337 |
17 | 0.105674 | 0.7321 | 0.233825 |
18 | -0.036418 | -0.2523 | 0.599062 |
19 | -0.152363 | -1.0556 | 0.851783 |
20 | 0.02367 | 0.164 | 0.435214 |
21 | -0.064855 | -0.4493 | 0.672392 |
22 | -0.179547 | -1.2439 | 0.890219 |
23 | -0.022302 | -0.1545 | 0.561073 |
24 | -0.195377 | -1.3536 | 0.9089 |
25 | -0.225629 | -1.5632 | 0.937713 |
26 | -0.119468 | -0.8277 | 0.794031 |
27 | -0.237683 | -1.6467 | 0.946925 |
28 | -0.191072 | -1.3238 | 0.904077 |
29 | -0.243498 | -1.687 | 0.950954 |
30 | -0.236018 | -1.6352 | 0.945723 |
31 | -0.185542 | -1.2855 | 0.897603 |
32 | -0.199152 | -1.3798 | 0.912973 |
33 | -0.226146 | -1.5668 | 0.938133 |
34 | -0.20851 | -1.4446 | 0.922467 |
35 | -0.121956 | -0.8449 | 0.79883 |
36 | -0.121414 | -0.8412 | 0.797792 |
37 | -0.088202 | -0.6111 | 0.727985 |
38 | -0.081077 | -0.5617 | 0.711539 |
39 | -0.137559 | -0.953 | 0.827326 |
40 | -0.036707 | -0.2543 | 0.599829 |
41 | -0.030643 | -0.2123 | 0.583615 |
42 | -0.089101 | -0.6173 | 0.730025 |
43 | -0.018234 | -0.1263 | 0.550001 |
44 | -0.033609 | -0.2328 | 0.591565 |
45 | -0.035443 | -0.2456 | 0.596464 |
46 | -0.067104 | -0.4649 | 0.677952 |
47 | -0.026733 | -0.1852 | 0.57308 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.409753 | 2.8388 | 0.003309 |
1 | 0.281853 | 1.9527 | 0.028348 |
2 | 0.429649 | 2.9767 | 0.002277 |
3 | -0.036 | -0.2494 | 0.597948 |
4 | 0.112869 | 0.782 | 0.219033 |
5 | -0.028451 | -0.1971 | 0.577716 |
6 | -0.243038 | -1.6838 | 0.950645 |
7 | -0.113168 | -0.7841 | 0.78157 |
8 | 0.070304 | 0.4871 | 0.314209 |
9 | -0.097838 | -0.6778 | 0.749437 |
10 | 0.028728 | 0.199 | 0.421538 |
11 | 0.120831 | 0.8371 | 0.20333 |
12 | -0.00857 | -0.0594 | 0.523549 |
13 | 0.145344 | 1.007 | 0.159499 |
14 | -0.059955 | -0.4154 | 0.660142 |
15 | -0.139519 | -0.9666 | 0.830709 |
16 | 0.042854 | 0.2969 | 0.383912 |
17 | -0.095049 | -0.6585 | 0.743324 |
18 | -0.164155 | -1.1373 | 0.869471 |
19 | 0.021927 | 0.1519 | 0.439944 |
20 | 0.097876 | 0.6781 | 0.25048 |
21 | -0.095738 | -0.6633 | 0.744841 |
22 | 0.037634 | 0.2607 | 0.397706 |
23 | -0.077871 | -0.5395 | 0.703985 |
24 | -0.086952 | -0.6024 | 0.725136 |
25 | -0.144921 | -1.004 | 0.839803 |
26 | 0.008893 | 0.0616 | 0.475563 |
27 | 0.068521 | 0.4747 | 0.318566 |
28 | -0.201987 | -1.3994 | 0.91594 |
29 | 0.131935 | 0.9141 | 0.182624 |
30 | 0.043387 | 0.3006 | 0.38251 |
31 | -0.036607 | -0.2536 | 0.599565 |
32 | -0.00831 | -0.0576 | 0.522836 |
33 | -0.082608 | -0.5723 | 0.715114 |
34 | 0.008704 | 0.0603 | 0.476083 |
35 | 0.119291 | 0.8265 | 0.206313 |
36 | 0.020273 | 0.1405 | 0.444443 |
37 | -0.022453 | -0.1556 | 0.561484 |
38 | -0.049963 | -0.3462 | 0.63463 |
39 | -0.038092 | -0.2639 | 0.60351 |
40 | -0.020146 | -0.1396 | 0.55521 |
41 | -0.077397 | -0.5362 | 0.702859 |
42 | 0.102307 | 0.7088 | 0.240938 |
43 | -0.028944 | -0.2005 | 0.579042 |
44 | -0.0066 | -0.0457 | 0.51814 |
45 | -0.026625 | -0.1845 | 0.572786 |
46 | 0.029168 | 0.2021 | 0.420352 |
47 | NA | NA | NA |