Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.173416 | 1.2015 | 0.117734 |
2 | 0.113646 | 0.7874 | 0.217471 |
3 | 0.337638 | 2.3392 | 0.011767 |
4 | -0.037148 | -0.2574 | 0.601002 |
5 | 0.1279 | 0.8861 | 0.189987 |
6 | 0.25846 | 1.7907 | 0.039827 |
7 | -0.112313 | -0.7781 | 0.779844 |
8 | 0.196452 | 1.3611 | 0.089926 |
9 | 0.223151 | 1.546 | 0.064332 |
10 | -0.150604 | -1.0434 | 0.849008 |
11 | 0.022831 | 0.1582 | 0.437491 |
12 | -0.16127 | -1.1173 | 0.865289 |
13 | -0.244235 | -1.6921 | 0.951446 |
14 | 0.108932 | 0.7547 | 0.227057 |
15 | -0.094023 | -0.6514 | 0.741055 |
16 | -0.134039 | -0.9287 | 0.821142 |
17 | 0.203574 | 1.4104 | 0.082435 |
18 | -0.209045 | -1.4483 | 0.922984 |
19 | -0.17308 | -1.1991 | 0.881819 |
20 | -0.038313 | -0.2654 | 0.604096 |
21 | -0.224526 | -1.5556 | 0.936809 |
22 | -0.127111 | -0.8806 | 0.808552 |
23 | 0.028484 | 0.1973 | 0.422197 |
24 | -0.295514 | -2.0474 | 0.976942 |
25 | -0.127955 | -0.8865 | 0.810116 |
26 | -0.079941 | -0.5539 | 0.708874 |
27 | -0.222635 | -1.5425 | 0.935236 |
28 | -0.067416 | -0.4671 | 0.678718 |
29 | -0.12999 | -0.9006 | 0.81385 |
30 | -0.131311 | -0.9098 | 0.81625 |
31 | -0.000516 | -0.0036 | 0.50142 |
32 | -0.031866 | -0.2208 | 0.586899 |
33 | -0.041424 | -0.287 | 0.612324 |
34 | -0.005687 | -0.0394 | 0.515632 |
35 | -0.041636 | -0.2885 | 0.612882 |
36 | 0.040705 | 0.282 | 0.389573 |
37 | 0.108596 | 0.7524 | 0.227749 |
38 | 0.049646 | 0.344 | 0.366191 |
39 | 0.036024 | 0.2496 | 0.401988 |
40 | 0.101687 | 0.7045 | 0.24226 |
41 | 0.029861 | 0.2069 | 0.418489 |
42 | 0.078262 | 0.5422 | 0.295089 |
43 | 0.040269 | 0.279 | 0.390726 |
44 | 0.011439 | 0.0792 | 0.468582 |
45 | 0.051297 | 0.3554 | 0.361924 |
46 | 0.024364 | 0.1688 | 0.433333 |
47 | 0.014965 | 0.1037 | 0.458927 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.173416 | 1.2015 | 0.117734 |
1 | 0.086164 | 0.597 | 0.276669 |
2 | 0.316483 | 2.1927 | 0.016606 |
3 | -0.162095 | -1.123 | 0.866494 |
4 | 0.130731 | 0.9057 | 0.184802 |
5 | 0.143035 | 0.991 | 0.163333 |
6 | -0.155552 | -1.0777 | 0.856723 |
7 | 0.180769 | 1.2524 | 0.108245 |
8 | 0.089676 | 0.6213 | 0.268674 |
9 | -0.158151 | -1.0957 | 0.860662 |
10 | -0.117073 | -0.8111 | 0.789345 |
11 | -0.251947 | -1.7455 | 0.956355 |
12 | -0.05884 | -0.4077 | 0.657331 |
13 | 0.104107 | 0.7213 | 0.23712 |
14 | -0.011241 | -0.0779 | 0.530876 |
15 | 0.012649 | 0.0876 | 0.465267 |
16 | 0.173665 | 1.2032 | 0.117403 |
17 | -0.189911 | -1.3157 | 0.902745 |
18 | -0.087649 | -0.6073 | 0.726727 |
19 | -0.09821 | -0.6804 | 0.750245 |
20 | 0.096439 | 0.6682 | 0.253619 |
21 | -0.128811 | -0.8924 | 0.811692 |
22 | -0.030605 | -0.212 | 0.583513 |
23 | -0.22009 | -1.5248 | 0.933067 |
24 | -0.154984 | -1.0738 | 0.85585 |
25 | -0.08181 | -0.5668 | 0.713253 |
26 | 0.115219 | 0.7983 | 0.214326 |
27 | 0.062463 | 0.4328 | 0.333566 |
28 | 0.016773 | 0.1162 | 0.453987 |
29 | 0.027997 | 0.194 | 0.423509 |
30 | -0.166985 | -1.1569 | 0.873483 |
31 | 0.037548 | 0.2601 | 0.397935 |
32 | 0.109559 | 0.759 | 0.225768 |
33 | -0.077248 | -0.5352 | 0.702505 |
34 | 0.054171 | 0.3753 | 0.354543 |
35 | -0.072001 | -0.4988 | 0.689913 |
36 | -0.020041 | -0.1388 | 0.554925 |
37 | -0.05053 | -0.3501 | 0.636097 |
38 | 0.016916 | 0.1172 | 0.453596 |
39 | 0.066031 | 0.4575 | 0.324696 |
40 | 0.060526 | 0.4193 | 0.338421 |
41 | -0.004491 | -0.0311 | 0.512347 |
42 | -0.110121 | -0.7629 | 0.775385 |
43 | -0.138577 | -0.9601 | 0.82909 |
44 | -0.001297 | -0.009 | 0.503567 |
45 | -0.073492 | -0.5092 | 0.693515 |
46 | -0.000109 | -8e-04 | 0.500301 |
47 | NA | NA | NA |