Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.479209 | 3.3201 | 0.000862 |
2 | 0.351099 | 2.4325 | 0.009387 |
3 | 0.174582 | 1.2095 | 0.116189 |
4 | 0.072476 | 0.5021 | 0.308938 |
5 | 0.155777 | 1.0793 | 0.142934 |
6 | 0.1191 | 0.8252 | 0.206684 |
7 | 0.049116 | 0.3403 | 0.367562 |
8 | 0.052504 | 0.3638 | 0.358818 |
9 | 0.046047 | 0.319 | 0.375547 |
10 | -0.185884 | -1.2878 | 0.898012 |
11 | -0.334713 | -2.319 | 0.98765 |
12 | -0.435596 | -3.0179 | 0.997967 |
13 | -0.362122 | -2.5089 | 0.992229 |
14 | -0.203192 | -1.4078 | 0.917176 |
15 | -0.090338 | -0.6259 | 0.732821 |
16 | -0.209836 | -1.4538 | 0.923743 |
17 | -0.069847 | -0.4839 | 0.684677 |
18 | -0.047865 | -0.3316 | 0.62919 |
19 | -0.103752 | -0.7188 | 0.762131 |
20 | -0.045735 | -0.3169 | 0.623638 |
21 | -0.153186 | -1.0613 | 0.853069 |
22 | -0.054213 | -0.3756 | 0.645564 |
23 | 0.116261 | 0.8055 | 0.212258 |
24 | 0.157439 | 1.0908 | 0.140409 |
25 | 0.139582 | 0.9671 | 0.169182 |
26 | 0.09635 | 0.6675 | 0.253814 |
27 | -0.041642 | -0.2885 | 0.612898 |
28 | -0.010271 | -0.0712 | 0.528217 |
29 | -0.064939 | -0.4499 | 0.672601 |
30 | -0.070301 | -0.4871 | 0.685784 |
31 | -0.014658 | -0.1016 | 0.540232 |
32 | 0.040951 | 0.2837 | 0.388923 |
33 | 0.098599 | 0.6831 | 0.248909 |
34 | -0.006323 | -0.0438 | 0.51738 |
35 | -0.041724 | -0.2891 | 0.613115 |
36 | -0.136338 | -0.9446 | 0.825198 |
37 | -0.089943 | -0.6231 | 0.731931 |
38 | 0.011315 | 0.0784 | 0.46892 |
39 | 0.005041 | 0.0349 | 0.486141 |
40 | 0.061812 | 0.4282 | 0.335195 |
41 | 0.029893 | 0.2071 | 0.418401 |
42 | 0.023192 | 0.1607 | 0.436511 |
43 | 0.030163 | 0.209 | 0.417677 |
44 | -0.027567 | -0.191 | 0.575331 |
45 | 0.00716 | 0.0496 | 0.48032 |
46 | -0.02336 | -0.1618 | 0.563944 |
47 | 0.005677 | 0.0393 | 0.484394 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.479209 | 3.3201 | 0.000862 |
1 | 0.157664 | 1.0923 | 0.140071 |
2 | -0.056834 | -0.3938 | 0.652248 |
3 | -0.047724 | -0.3306 | 0.628823 |
4 | 0.172598 | 1.1958 | 0.118826 |
5 | 0.014978 | 0.1038 | 0.458891 |
6 | -0.097326 | -0.6743 | 0.74832 |
7 | 0.032327 | 0.224 | 0.411867 |
8 | 0.062073 | 0.4301 | 0.334541 |
9 | -0.337092 | -2.3354 | 0.988126 |
10 | -0.308932 | -2.1403 | 0.981282 |
11 | -0.144184 | -0.9989 | 0.838582 |
12 | 0.022632 | 0.1568 | 0.438029 |
13 | 0.025179 | 0.1744 | 0.431124 |
14 | 0.097536 | 0.6757 | 0.251222 |
15 | -0.1555 | -1.0773 | 0.856642 |
16 | 0.193167 | 1.3383 | 0.093551 |
17 | 0.154908 | 1.0732 | 0.144267 |
18 | -0.111232 | -0.7706 | 0.777651 |
19 | -0.033192 | -0.23 | 0.59045 |
20 | -0.106042 | -0.7347 | 0.766946 |
21 | -0.11362 | -0.7872 | 0.782478 |
22 | -0.036029 | -0.2496 | 0.598025 |
23 | -0.011386 | -0.0789 | 0.531273 |
24 | 0.026077 | 0.1807 | 0.428694 |
25 | -0.03125 | -0.2165 | 0.585246 |
26 | -0.166274 | -1.152 | 0.872482 |
27 | 0.026783 | 0.1856 | 0.426785 |
28 | -0.027112 | -0.1878 | 0.574103 |
29 | 0.026541 | 0.1839 | 0.427441 |
30 | 0.026417 | 0.183 | 0.427774 |
31 | -0.07084 | -0.4908 | 0.687095 |
32 | 0.079062 | 0.5478 | 0.293199 |
33 | -0.071858 | -0.4978 | 0.689568 |
34 | -0.037437 | -0.2594 | 0.601771 |
35 | 0.036345 | 0.2518 | 0.401133 |
36 | -0.057491 | -0.3983 | 0.653916 |
37 | 0.024807 | 0.1719 | 0.432133 |
38 | -0.048785 | -0.338 | 0.631579 |
39 | -0.046017 | -0.3188 | 0.624376 |
40 | -0.050411 | -0.3493 | 0.635789 |
41 | -0.029777 | -0.2063 | 0.581287 |
42 | -0.023898 | -0.1656 | 0.565404 |
43 | 0.024995 | 0.1732 | 0.431624 |
44 | 0.091884 | 0.6366 | 0.263709 |
45 | -0.100912 | -0.6991 | 0.756081 |
46 | -0.050616 | -0.3507 | 0.636317 |
47 | NA | NA | NA |