Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.53508 | -3.6683 | 0.999689 |
2 | -0.128774 | -0.8828 | 0.80909 |
3 | 0.416703 | 2.8568 | 0.003178 |
4 | -0.322532 | -2.2112 | 0.984038 |
5 | 0.081719 | 0.5602 | 0.28899 |
6 | 0.226591 | 1.5534 | 0.063515 |
7 | -0.338022 | -2.3174 | 0.987556 |
8 | 0.087302 | 0.5985 | 0.276186 |
9 | 0.230314 | 1.579 | 0.060527 |
10 | -0.297161 | -2.0372 | 0.97636 |
11 | 0.058235 | 0.3992 | 0.345762 |
12 | 0.149274 | 1.0234 | 0.155685 |
13 | -0.314267 | -2.1545 | 0.981821 |
14 | 0.254476 | 1.7446 | 0.043796 |
15 | 0.02233 | 0.1531 | 0.439493 |
16 | -0.359642 | -2.4656 | 0.991307 |
17 | 0.383875 | 2.6317 | 0.005728 |
18 | -0.064554 | -0.4426 | 0.669942 |
19 | -0.250902 | -1.7201 | 0.954003 |
20 | 0.262541 | 1.7999 | 0.039149 |
21 | -0.022687 | -0.1555 | 0.561467 |
22 | -0.2214 | -1.5178 | 0.932123 |
23 | 0.361058 | 2.4753 | 0.008487 |
24 | -0.207436 | -1.4221 | 0.919202 |
25 | -0.073241 | -0.5021 | 0.691034 |
26 | 0.255898 | 1.7543 | 0.042945 |
27 | -0.196035 | -1.3439 | 0.907291 |
28 | 0.083619 | 0.5733 | 0.284601 |
29 | 0.012366 | 0.0848 | 0.466399 |
30 | -0.104569 | -0.7169 | 0.761505 |
31 | 0.125541 | 0.8607 | 0.196896 |
32 | -0.022282 | -0.1528 | 0.560379 |
33 | -0.056196 | -0.3853 | 0.649108 |
34 | -0.019007 | -0.1303 | 0.551558 |
35 | 0.055363 | 0.3796 | 0.352994 |
36 | -0.05221 | -0.3579 | 0.639002 |
37 | 0.025746 | 0.1765 | 0.430327 |
38 | 0.040946 | 0.2807 | 0.390082 |
39 | -0.13283 | -0.9106 | 0.816433 |
40 | 0.121983 | 0.8363 | 0.203617 |
41 | 0.00121 | 0.0083 | 0.496708 |
42 | -0.115472 | -0.7916 | 0.783726 |
43 | 0.102522 | 0.7029 | 0.242807 |
44 | -0.02622 | -0.1798 | 0.570942 |
45 | 0.000613 | 0.0042 | 0.498331 |
46 | 0.000295 | 0.002 | 0.499198 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.53508 | -3.6683 | 0.999689 |
1 | -0.581604 | -3.9873 | 0.999884 |
2 | -0.007371 | -0.0505 | 0.520044 |
3 | -0.10109 | -0.693 | 0.754153 |
4 | 0.022991 | 0.1576 | 0.437718 |
5 | 0.262004 | 1.7962 | 0.039445 |
6 | 0.053652 | 0.3678 | 0.35733 |
7 | -0.174394 | -1.1956 | 0.881072 |
8 | 0.002835 | 0.0194 | 0.492289 |
9 | -0.03835 | -0.2629 | 0.603116 |
10 | -0.179671 | -1.2318 | 0.887918 |
11 | -0.112308 | -0.7699 | 0.777408 |
12 | -0.310267 | -2.1271 | 0.980655 |
13 | -0.160666 | -1.1015 | 0.861849 |
14 | -0.0075 | -0.0514 | 0.520396 |
15 | -0.213933 | -1.4666 | 0.925434 |
16 | -0.017294 | -0.1186 | 0.546935 |
17 | 0.117361 | 0.8046 | 0.212555 |
18 | 0.027786 | 0.1905 | 0.424873 |
19 | -0.138023 | -0.9462 | 0.825567 |
20 | 0.051569 | 0.3535 | 0.362631 |
21 | -0.129279 | -0.8863 | 0.810013 |
22 | 0.016105 | 0.1104 | 0.456276 |
23 | -0.031227 | -0.2141 | 0.584294 |
24 | 0.072503 | 0.4971 | 0.310732 |
25 | -0.045962 | -0.3151 | 0.62296 |
26 | -0.091749 | -0.629 | 0.733803 |
27 | 0.188806 | 1.2944 | 0.100928 |
28 | -0.081477 | -0.5586 | 0.710449 |
29 | -0.061166 | -0.4193 | 0.661559 |
30 | 0.028234 | 0.1936 | 0.423676 |
31 | -0.066107 | -0.4532 | 0.673759 |
32 | 0.102731 | 0.7043 | 0.242364 |
33 | -0.006564 | -0.045 | 0.517852 |
34 | -0.11399 | -0.7815 | 0.780779 |
35 | -0.037562 | -0.2575 | 0.601047 |
36 | 0.030323 | 0.2079 | 0.418108 |
37 | 0.062259 | 0.4268 | 0.335726 |
38 | 0.112984 | 0.7746 | 0.221234 |
39 | 0.065363 | 0.4481 | 0.328067 |
40 | 0.091752 | 0.629 | 0.266191 |
41 | -0.074619 | -0.5116 | 0.694323 |
42 | -0.022696 | -0.1556 | 0.56149 |
43 | -0.012623 | -0.0865 | 0.534298 |
44 | -0.049054 | -0.3363 | 0.630929 |
45 | -0.084045 | -0.5762 | 0.71638 |
46 | NA | NA | NA |
47 | NA | NA | NA |