Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.584481 | -4.0494 | 0.999907 |
2 | -0.047481 | -0.329 | 0.62819 |
3 | 0.319374 | 2.2127 | 0.015855 |
4 | -0.206481 | -1.4305 | 0.92048 |
5 | -0.003168 | -0.022 | 0.508711 |
6 | 0.226498 | 1.5692 | 0.061582 |
7 | -0.33336 | -2.3096 | 0.987371 |
8 | 0.181991 | 1.2609 | 0.106725 |
9 | 0.045748 | 0.317 | 0.376327 |
10 | -0.145027 | -1.0048 | 0.839978 |
11 | 0.145184 | 1.0059 | 0.159763 |
12 | -0.140571 | -0.9739 | 0.832507 |
13 | -0.016171 | -0.112 | 0.544369 |
14 | 0.17293 | 1.1981 | 0.118381 |
15 | -0.067844 | -0.47 | 0.679771 |
16 | -0.169736 | -1.176 | 0.877296 |
17 | 0.176867 | 1.2254 | 0.113208 |
18 | 0.008352 | 0.0579 | 0.477049 |
19 | -0.089981 | -0.6234 | 0.732016 |
20 | 0.002195 | 0.0152 | 0.493965 |
21 | 0.171582 | 1.1888 | 0.120192 |
22 | -0.302001 | -2.0923 | 0.979139 |
23 | 0.280871 | 1.9459 | 0.028765 |
24 | -0.054819 | -0.3798 | 0.647115 |
25 | -0.195075 | -1.3515 | 0.908568 |
26 | 0.193577 | 1.3411 | 0.093094 |
27 | -0.044913 | -0.3112 | 0.62149 |
28 | -0.088459 | -0.6129 | 0.728569 |
29 | 0.138665 | 0.9607 | 0.170758 |
30 | -0.157872 | -1.0938 | 0.860243 |
31 | 0.053709 | 0.3721 | 0.355725 |
32 | 0.132776 | 0.9199 | 0.181113 |
33 | -0.256265 | -1.7755 | 0.958919 |
34 | 0.186356 | 1.2911 | 0.101424 |
35 | 0.00354 | 0.0245 | 0.490266 |
36 | -0.154751 | -1.0721 | 0.855492 |
37 | 0.159332 | 1.1039 | 0.137573 |
38 | -0.02656 | -0.184 | 0.572611 |
39 | -0.094821 | -0.6569 | 0.742822 |
40 | 0.117959 | 0.8172 | 0.208913 |
41 | -0.034421 | -0.2385 | 0.593736 |
42 | -0.030941 | -0.2144 | 0.584414 |
43 | 0.051113 | 0.3541 | 0.362399 |
44 | -0.027281 | -0.189 | 0.574558 |
45 | 0.002722 | 0.0189 | 0.492516 |
46 | 0.007629 | 0.0529 | 0.479034 |
47 | -0.006491 | -0.045 | 0.517842 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.584481 | -4.0494 | 0.999907 |
1 | -0.590993 | -4.0945 | 0.999919 |
2 | -0.163862 | -1.1353 | 0.86905 |
3 | -0.02311 | -0.1601 | 0.563266 |
4 | 0.010874 | 0.0753 | 0.470129 |
5 | 0.311237 | 2.1563 | 0.01805 |
6 | -0.002846 | -0.0197 | 0.507825 |
7 | -0.100845 | -0.6987 | 0.755935 |
8 | -0.157998 | -1.0946 | 0.860432 |
9 | -0.097219 | -0.6736 | 0.748087 |
10 | 0.136263 | 0.9441 | 0.174935 |
11 | -0.049119 | -0.3403 | 0.632445 |
12 | -0.219908 | -1.5236 | 0.932911 |
13 | -0.20491 | -1.4197 | 0.918915 |
14 | 0.171082 | 1.1853 | 0.120869 |
15 | 0.099421 | 0.6888 | 0.247129 |
16 | -0.084945 | -0.5885 | 0.720528 |
17 | -0.003294 | -0.0228 | 0.509056 |
18 | 0.016304 | 0.113 | 0.455268 |
19 | -0.16196 | -1.1221 | 0.866297 |
20 | 0.24867 | 1.7228 | 0.045678 |
21 | 0.012733 | 0.0882 | 0.465036 |
22 | 0.026018 | 0.1803 | 0.428855 |
23 | -0.054993 | -0.381 | 0.647559 |
24 | -0.200213 | -1.3871 | 0.914093 |
25 | -0.106854 | -0.7403 | 0.768639 |
26 | -0.093566 | -0.6482 | 0.740042 |
27 | -0.014058 | -0.0974 | 0.538593 |
28 | -0.111555 | -0.7729 | 0.778308 |
29 | -0.108697 | -0.7531 | 0.772459 |
30 | -0.019183 | -0.1329 | 0.552587 |
31 | 0.033527 | 0.2323 | 0.408653 |
32 | -0.045049 | -0.3121 | 0.621845 |
33 | -0.033786 | -0.2341 | 0.592038 |
34 | -0.022431 | -0.1554 | 0.561422 |
35 | -0.055148 | -0.3821 | 0.647955 |
36 | -0.067722 | -0.4692 | 0.679471 |
37 | -0.109393 | -0.7579 | 0.773891 |
38 | 0.029134 | 0.2018 | 0.420444 |
39 | 0.031105 | 0.2155 | 0.415145 |
40 | 0.028401 | 0.1968 | 0.422419 |
41 | -0.086673 | -0.6005 | 0.724497 |
42 | 0.034014 | 0.2357 | 0.40735 |
43 | -0.0071 | -0.0492 | 0.519514 |
44 | -0.012551 | -0.087 | 0.534466 |
45 | 0.017424 | 0.1207 | 0.45221 |
46 | -0.003554 | -0.0246 | 0.509771 |
47 | NA | NA | NA |