Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 5.9161 | 0 |
1 | 0.270215 | 1.5986 | 0.059448 |
2 | 0.110361 | 0.6529 | 0.259043 |
3 | 0.208398 | 1.2329 | 0.112915 |
4 | 0.083263 | 0.4926 | 0.312688 |
5 | 0.000665 | 0.0039 | 0.498442 |
6 | -0.058408 | -0.3455 | 0.634124 |
7 | -0.151006 | -0.8934 | 0.811118 |
8 | -0.293245 | -1.7349 | 0.954218 |
9 | -0.043408 | -0.2568 | 0.600584 |
10 | -0.205556 | -1.2161 | 0.883955 |
11 | -0.205028 | -1.213 | 0.883366 |
12 | -0.362444 | -2.1442 | 0.980481 |
13 | -0.145057 | -0.8582 | 0.801681 |
14 | -0.021244 | -0.1257 | 0.549648 |
15 | -0.141346 | -0.8362 | 0.795646 |
16 | -0.024537 | -0.1452 | 0.557293 |
17 | -0.002277 | -0.0135 | 0.505336 |
18 | -0.006756 | -0.04 | 0.515827 |
19 | 0.01011 | 0.0598 | 0.476323 |
20 | 0.201992 | 1.195 | 0.120061 |
21 | 0.054253 | 0.321 | 0.375074 |
22 | 0.149428 | 0.884 | 0.191356 |
23 | 0.218023 | 1.2898 | 0.102782 |
24 | -0.008692 | -0.0514 | 0.52036 |
25 | -0.024113 | -0.1427 | 0.556308 |
26 | -0.007627 | -0.0451 | 0.517866 |
27 | -0.036231 | -0.2143 | 0.584239 |
28 | -0.078864 | -0.4666 | 0.678149 |
29 | -0.021367 | -0.1264 | 0.549934 |
30 | -0.005108 | -0.0302 | 0.511969 |
31 | 0.012056 | 0.0713 | 0.471773 |
32 | 0.033812 | 0.2 | 0.421305 |
33 | -0.003987 | -0.0236 | 0.509343 |
34 | -0.006276 | -0.0371 | 0.514703 |
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 | 0.270215 | 1.5986 | 0.059448 |
1 | 0.040286 | 0.2383 | 0.406506 |
2 | 0.182492 | 1.0796 | 0.143844 |
3 | -0.019878 | -0.1176 | 0.546471 |
4 | -0.038514 | -0.2278 | 0.589456 |
5 | -0.096401 | -0.5703 | 0.713946 |
6 | -0.139883 | -0.8276 | 0.793236 |
7 | -0.244101 | -1.4441 | 0.921201 |
8 | 0.135106 | 0.7993 | 0.214755 |
9 | -0.18388 | -1.0878 | 0.857951 |
10 | -0.005109 | -0.0302 | 0.511971 |
11 | -0.392695 | -2.3232 | 0.986949 |
12 | 0.115979 | 0.6861 | 0.248572 |
13 | -0.053437 | -0.3161 | 0.623111 |
14 | -0.03936 | -0.2329 | 0.591385 |
15 | -0.065678 | -0.3886 | 0.650022 |
16 | 0.018407 | 0.1089 | 0.456954 |
17 | -0.205146 | -1.2137 | 0.883498 |
18 | -0.010505 | -0.0622 | 0.524602 |
19 | -0.019301 | -0.1142 | 0.545129 |
20 | 0.081082 | 0.4797 | 0.317217 |
21 | 0.005338 | 0.0316 | 0.487494 |
22 | 0.045123 | 0.2669 | 0.395538 |
23 | -0.298893 | -1.7683 | 0.957134 |
24 | -0.068377 | -0.4045 | 0.655856 |
25 | -0.158503 | -0.9377 | 0.822592 |
26 | 0.004733 | 0.028 | 0.488911 |
27 | -0.063763 | -0.3772 | 0.645858 |
28 | 0.031372 | 0.1856 | 0.426916 |
29 | -0.032157 | -0.1902 | 0.574891 |
30 | -0.002403 | -0.0142 | 0.505631 |
31 | -0.021331 | -0.1262 | 0.54985 |
32 | -0.002732 | -0.0162 | 0.506402 |
33 | -0.037539 | -0.2221 | 0.58723 |
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 |