Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | -0.551687 | -3.8222 | 0.99981 |
2 | -0.029116 | -0.2017 | 0.579506 |
3 | 0.297965 | 2.0644 | 0.022205 |
4 | -0.288649 | -1.9998 | 0.974402 |
5 | 0.104827 | 0.7263 | 0.235602 |
6 | 0.199746 | 1.3839 | 0.086399 |
7 | -0.293162 | -2.0311 | 0.976098 |
8 | 0.037103 | 0.2571 | 0.399117 |
9 | 0.185861 | 1.2877 | 0.102015 |
10 | -0.270793 | -1.8761 | 0.966636 |
11 | 0.228282 | 1.5816 | 0.060156 |
12 | -0.117081 | -0.8112 | 0.789361 |
13 | -0.088451 | -0.6128 | 0.728552 |
14 | 0.124851 | 0.865 | 0.195673 |
15 | -0.021184 | -0.1468 | 0.558035 |
16 | -0.083096 | -0.5757 | 0.716249 |
17 | 0.12514 | 0.867 | 0.195129 |
18 | 0.041227 | 0.2856 | 0.388196 |
19 | -0.221568 | -1.5351 | 0.934334 |
20 | 0.153531 | 1.0637 | 0.146395 |
21 | 0.073456 | 0.5089 | 0.30657 |
22 | -0.220436 | -1.5272 | 0.933366 |
23 | 0.236556 | 1.6389 | 0.053885 |
24 | -0.148485 | -1.0287 | 0.84562 |
25 | -0.089809 | -0.6222 | 0.731628 |
26 | 0.241684 | 1.6744 | 0.050275 |
27 | -0.115988 | -0.8036 | 0.787202 |
28 | -0.083581 | -0.5791 | 0.717373 |
29 | 0.145938 | 1.0111 | 0.158523 |
30 | -0.192341 | -1.3326 | 0.905519 |
31 | 0.174905 | 1.2118 | 0.115765 |
32 | 0.035433 | 0.2455 | 0.403563 |
33 | -0.200229 | -1.3872 | 0.91411 |
34 | 0.17747 | 1.2295 | 0.11243 |
35 | -0.027039 | -0.1873 | 0.573905 |
36 | -0.092116 | -0.6382 | 0.736811 |
37 | 0.1227 | 0.8501 | 0.199747 |
38 | -0.053929 | -0.3736 | 0.644838 |
39 | -0.068731 | -0.4762 | 0.681948 |
40 | 0.104297 | 0.7226 | 0.236718 |
41 | -0.038423 | -0.2662 | 0.604388 |
42 | -0.048069 | -0.333 | 0.62972 |
43 | 0.03992 | 0.2766 | 0.391647 |
44 | 0.008897 | 0.0616 | 0.475552 |
45 | -0.040562 | -0.281 | 0.610048 |
46 | 0.011238 | 0.0779 | 0.469132 |
47 | 0.013496 | 0.0935 | 0.462946 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.551687 | -3.8222 | 0.99981 |
1 | -0.479376 | -3.3212 | 0.999141 |
2 | 0.018173 | 0.1259 | 0.450165 |
3 | -0.096262 | -0.6669 | 0.745993 |
4 | -0.058105 | -0.4026 | 0.655471 |
5 | 0.240397 | 1.6655 | 0.051162 |
6 | 0.078691 | 0.5452 | 0.294073 |
7 | -0.204993 | -1.4202 | 0.918998 |
8 | -0.066134 | -0.4582 | 0.675558 |
9 | -0.158926 | -1.1011 | 0.861822 |
10 | 0.029024 | 0.2011 | 0.420742 |
11 | -0.118205 | -0.8189 | 0.791568 |
12 | -0.081909 | -0.5675 | 0.713485 |
13 | -0.108265 | -0.7501 | 0.771566 |
14 | -0.030135 | -0.2088 | 0.582248 |
15 | -0.071992 | -0.4988 | 0.689892 |
16 | 0.016909 | 0.1172 | 0.453615 |
17 | 0.307726 | 2.132 | 0.019076 |
18 | 0.031111 | 0.2155 | 0.415128 |
19 | -0.253082 | -1.7534 | 0.957042 |
20 | 0.009633 | 0.0667 | 0.473533 |
21 | -0.127136 | -0.8808 | 0.808599 |
22 | -0.003915 | -0.0271 | 0.510764 |
23 | -0.123798 | -0.8577 | 0.802338 |
24 | -0.074312 | -0.5148 | 0.69549 |
25 | 0.028582 | 0.198 | 0.421933 |
26 | 0.048495 | 0.336 | 0.369174 |
27 | 0.0306 | 0.212 | 0.416502 |
28 | 0.022269 | 0.1543 | 0.439016 |
29 | -0.116894 | -0.8099 | 0.788993 |
30 | 0.077052 | 0.5338 | 0.29796 |
31 | -0.039425 | -0.2731 | 0.607043 |
32 | -0.020482 | -0.1419 | 0.556124 |
33 | -0.009686 | -0.0671 | 0.526613 |
34 | 0.056588 | 0.3921 | 0.348377 |
35 | -0.016572 | -0.1148 | 0.545465 |
36 | -0.064259 | -0.4452 | 0.670912 |
37 | -0.029957 | -0.2075 | 0.581769 |
38 | 0.019601 | 0.1358 | 0.446273 |
39 | -0.027814 | -0.1927 | 0.575997 |
40 | 0.036648 | 0.2539 | 0.400327 |
41 | -0.02866 | -0.1986 | 0.578277 |
42 | -0.059971 | -0.4155 | 0.660182 |
43 | -0.115774 | -0.8021 | 0.786778 |
44 | 0.034135 | 0.2365 | 0.407029 |
45 | 0.027794 | 0.1926 | 0.424057 |
46 | -0.003387 | -0.0235 | 0.509313 |
47 | NA | NA | NA |