Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | 0.211939 | 1.2538 | 0.109104 |
2 | 0.027566 | 0.1631 | 0.435695 |
3 | 0.089562 | 0.5299 | 0.299778 |
4 | 0.131406 | 0.7774 | 0.221071 |
5 | 0.183223 | 1.084 | 0.142897 |
6 | 0.073376 | 0.4341 | 0.333442 |
7 | -0.07737 | -0.4577 | 0.675011 |
8 | -0.165828 | -0.9811 | 0.83335 |
9 | -0.087841 | -0.5197 | 0.69672 |
10 | -0.1797 | -1.0631 | 0.852496 |
11 | -0.085203 | -0.5041 | 0.691315 |
12 | -0.284087 | -1.6807 | 0.949135 |
13 | -0.186856 | -1.1055 | 0.861748 |
14 | -0.08466 | -0.5009 | 0.690196 |
15 | 0.019705 | 0.1166 | 0.453932 |
16 | 0.049483 | 0.2927 | 0.385722 |
17 | -0.162811 | -0.9632 | 0.828973 |
18 | -0.082299 | -0.4869 | 0.685313 |
19 | -0.002324 | -0.0137 | 0.505445 |
20 | 0.076229 | 0.451 | 0.327394 |
21 | 0.090168 | 0.5334 | 0.298549 |
22 | 0.044607 | 0.2639 | 0.396702 |
23 | -0.053113 | -0.3142 | 0.622391 |
24 | -0.092899 | -0.5496 | 0.706957 |
25 | 0.052186 | 0.3087 | 0.379676 |
26 | 0.054438 | 0.3221 | 0.374661 |
27 | -0.024369 | -0.1442 | 0.556903 |
28 | -0.058154 | -0.344 | 0.633565 |
29 | 0.036201 | 0.2142 | 0.415828 |
30 | 0.008169 | 0.0483 | 0.480865 |
31 | -0.041155 | -0.2435 | 0.595471 |
32 | 0.013904 | 0.0823 | 0.467456 |
33 | 0.006506 | 0.0385 | 0.484758 |
34 | 1e-06 | 0 | 0.499997 |
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 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.211939 | 1.2538 | 0.109104 |
1 | -0.018168 | -0.1075 | 0.542491 |
2 | 0.091608 | 0.542 | 0.29564 |
3 | 0.098823 | 0.5846 | 0.281269 |
4 | 0.145089 | 0.8584 | 0.198268 |
5 | 0.004667 | 0.0276 | 0.489065 |
6 | -0.113667 | -0.6725 | 0.747147 |
7 | -0.180079 | -1.0654 | 0.852996 |
8 | -0.076814 | -0.4544 | 0.67384 |
9 | -0.200847 | -1.1882 | 0.878627 |
10 | 0.003073 | 0.0182 | 0.4928 |
11 | -0.242793 | -1.4364 | 0.920114 |
12 | 0.000755 | 0.0045 | 0.49823 |
13 | 0.001737 | 0.0103 | 0.495929 |
14 | 0.155677 | 0.921 | 0.181679 |
15 | 0.12256 | 0.7251 | 0.236612 |
16 | -0.114888 | -0.6797 | 0.749413 |
17 | -0.046326 | -0.2741 | 0.607179 |
18 | -0.088419 | -0.5231 | 0.697897 |
19 | -0.086269 | -0.5104 | 0.693503 |
20 | 0.004718 | 0.0279 | 0.488945 |
21 | -0.043963 | -0.2601 | 0.60184 |
22 | -0.031827 | -0.1883 | 0.574131 |
23 | -0.161992 | -0.9584 | 0.827772 |
24 | 0.039114 | 0.2314 | 0.409175 |
25 | 0.020757 | 0.1228 | 0.451485 |
26 | -0.03502 | -0.2072 | 0.581465 |
27 | 0.037877 | 0.2241 | 0.411999 |
28 | 0.040929 | 0.2421 | 0.405043 |
29 | -0.042905 | -0.2538 | 0.599445 |
30 | -0.110608 | -0.6544 | 0.741423 |
31 | 0.002467 | 0.0146 | 0.494219 |
32 | 0.03631 | 0.2148 | 0.41558 |
33 | -0.073816 | -0.4367 | 0.667495 |
34 | NA | NA | NA |
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 |