Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.391767 | 2.7142 | 0.0046 |
2 | 0.386418 | 2.6772 | 0.005065 |
3 | 0.40416 | 2.8001 | 0.003669 |
4 | 0.198639 | 1.3762 | 0.087572 |
5 | 0.292481 | 2.0264 | 0.024151 |
6 | 0.152711 | 1.058 | 0.147673 |
7 | 0.006411 | 0.0444 | 0.482379 |
8 | -0.021801 | -0.151 | 0.559713 |
9 | -0.044998 | -0.3118 | 0.621713 |
10 | -0.033133 | -0.2296 | 0.590293 |
11 | -0.113981 | -0.7897 | 0.783202 |
12 | -0.096488 | -0.6685 | 0.746487 |
13 | -0.104536 | -0.7242 | 0.763785 |
14 | -0.005189 | -0.0359 | 0.514264 |
15 | 0.062383 | 0.4322 | 0.333766 |
16 | -0.163064 | -1.1297 | 0.8679 |
17 | 0.053425 | 0.3701 | 0.356454 |
18 | 0.049196 | 0.3408 | 0.367356 |
19 | -0.030711 | -0.2128 | 0.583798 |
20 | 0.127269 | 0.8817 | 0.191155 |
21 | 0.027309 | 0.1892 | 0.425367 |
22 | -0.09239 | -0.6401 | 0.737424 |
23 | 0.07171 | 0.4968 | 0.310792 |
24 | -0.086434 | -0.5988 | 0.723949 |
25 | -0.165811 | -1.1488 | 0.871829 |
26 | -0.130783 | -0.9061 | 0.815293 |
27 | -0.217989 | -1.5103 | 0.931236 |
28 | -0.077338 | -0.5358 | 0.702718 |
29 | -0.23931 | -1.658 | 0.948079 |
30 | -0.212448 | -1.4719 | 0.92621 |
31 | -0.21937 | -1.5198 | 0.932444 |
32 | -0.146231 | -1.0131 | 0.841958 |
33 | -0.124288 | -0.8611 | 0.803267 |
34 | -0.144653 | -1.0022 | 0.83936 |
35 | -0.07768 | -0.5382 | 0.703531 |
36 | -0.119304 | -0.8266 | 0.793711 |
37 | -0.029866 | -0.2069 | 0.581526 |
38 | 0.070459 | 0.4882 | 0.313831 |
39 | -0.082664 | -0.5727 | 0.715243 |
40 | 0.002241 | 0.0155 | 0.49384 |
41 | 0.009366 | 0.0649 | 0.474265 |
42 | 0.015772 | 0.1093 | 0.456722 |
43 | 0.07274 | 0.504 | 0.308299 |
44 | -0.015099 | -0.1046 | 0.541439 |
45 | -0.01549 | -0.1073 | 0.542508 |
46 | -0.066328 | -0.4595 | 0.676038 |
47 | -0.017076 | -0.1183 | 0.546839 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.391767 | 2.7142 | 0.0046 |
1 | 0.27517 | 1.9064 | 0.031295 |
2 | 0.238526 | 1.6526 | 0.052474 |
3 | -0.085655 | -0.5934 | 0.722163 |
4 | 0.120404 | 0.8342 | 0.204155 |
5 | -0.075756 | -0.5248 | 0.698948 |
6 | -0.167632 | -1.1614 | 0.874386 |
7 | -0.146042 | -1.0118 | 0.841648 |
8 | 0.010775 | 0.0747 | 0.4704 |
9 | 0.056491 | 0.3914 | 0.348623 |
10 | -0.0696 | -0.4822 | 0.684073 |
11 | 0.014681 | 0.1017 | 0.459704 |
12 | 0.012372 | 0.0857 | 0.466026 |
13 | 0.151064 | 1.0466 | 0.150262 |
14 | 0.102332 | 0.709 | 0.240885 |
15 | -0.276116 | -1.913 | 0.969137 |
16 | 0.115067 | 0.7972 | 0.214628 |
17 | 0.084084 | 0.5825 | 0.281462 |
18 | -0.081757 | -0.5664 | 0.71313 |
19 | -0.002423 | -0.0168 | 0.506663 |
20 | 0.075132 | 0.5205 | 0.302544 |
21 | -0.168387 | -1.1666 | 0.875437 |
22 | 0.042828 | 0.2967 | 0.38398 |
23 | -0.142148 | -0.9848 | 0.835177 |
24 | -0.170547 | -1.1816 | 0.878405 |
25 | -0.002927 | -0.0203 | 0.508048 |
26 | -0.028877 | -0.2001 | 0.578863 |
27 | 0.163235 | 1.1309 | 0.131853 |
28 | -0.227937 | -1.5792 | 0.93957 |
29 | 0.051324 | 0.3556 | 0.361855 |
30 | -0.025988 | -0.1801 | 0.571065 |
31 | 0.037038 | 0.2566 | 0.399291 |
32 | -0.075366 | -0.5221 | 0.698016 |
33 | -0.026771 | -0.1855 | 0.57318 |
34 | -0.01933 | -0.1339 | 0.552988 |
35 | 0.024381 | 0.1689 | 0.433287 |
36 | 0.039856 | 0.2761 | 0.391818 |
37 | -0.072589 | -0.5029 | 0.691337 |
38 | 0.045182 | 0.313 | 0.377808 |
39 | -0.043036 | -0.2982 | 0.616566 |
40 | -0.065789 | -0.4558 | 0.674704 |
41 | 0.050535 | 0.3501 | 0.363891 |
42 | 0.002838 | 0.0197 | 0.492196 |
43 | 0.072643 | 0.5033 | 0.308532 |
44 | -0.096342 | -0.6675 | 0.746167 |
45 | -0.082417 | -0.571 | 0.714669 |
46 | 0.003767 | 0.0261 | 0.489643 |
47 | NA | NA | NA |