Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.000986 | -0.0068 | 0.502681 |
2 | -0.066025 | -0.4526 | 0.673557 |
3 | -0.649994 | -4.4561 | 0.999974 |
4 | -0.004742 | -0.0325 | 0.512899 |
5 | 0.020234 | 0.1387 | 0.445134 |
6 | 0.200178 | 1.3724 | 0.088234 |
7 | -0.043992 | -0.3016 | 0.617854 |
8 | -0.011184 | -0.0767 | 0.530396 |
9 | 0.235481 | 1.6144 | 0.05657 |
10 | 0.010673 | 0.0732 | 0.47099 |
11 | -0.014841 | -0.1017 | 0.540304 |
12 | -0.328931 | -2.255 | 0.985586 |
13 | -0.009114 | -0.0625 | 0.524778 |
14 | 0.045989 | 0.3153 | 0.37697 |
15 | 0.229334 | 1.5722 | 0.061303 |
16 | -0.068359 | -0.4686 | 0.679256 |
17 | -0.046883 | -0.3214 | 0.625339 |
18 | -0.001711 | -0.0117 | 0.504655 |
19 | 0.043261 | 0.2966 | 0.384046 |
20 | 0.103896 | 0.7123 | 0.239907 |
21 | -0.156504 | -1.0729 | 0.855612 |
22 | -0.061042 | -0.4185 | 0.661251 |
23 | -0.089689 | -0.6149 | 0.729199 |
24 | 0.262655 | 1.8007 | 0.039087 |
25 | -0.013476 | -0.0924 | 0.536608 |
26 | 0.05849 | 0.401 | 0.345122 |
27 | -0.214441 | -1.4701 | 0.925905 |
28 | 0.063918 | 0.4382 | 0.331625 |
29 | 0.011776 | 0.0807 | 0.468 |
30 | 0.01309 | 0.0897 | 0.464439 |
31 | -0.084477 | -0.5791 | 0.717371 |
32 | -0.045404 | -0.3113 | 0.621515 |
33 | 0.159869 | 1.096 | 0.139329 |
34 | 0.069302 | 0.4751 | 0.318455 |
35 | 0.050786 | 0.3482 | 0.364632 |
36 | -0.236675 | -1.6226 | 0.944314 |
37 | -0.020971 | -0.1438 | 0.556852 |
38 | -0.006126 | -0.042 | 0.516662 |
39 | 0.157522 | 1.0799 | 0.142846 |
40 | -0.013297 | -0.0912 | 0.536122 |
41 | -0.003718 | -0.0255 | 0.510113 |
42 | -0.064991 | -0.4456 | 0.671019 |
43 | 0.019506 | 0.1337 | 0.447095 |
44 | 0.000624 | 0.0043 | 0.498302 |
45 | 0.000905 | 0.0062 | 0.497539 |
46 | 8.6e-05 | 6e-04 | 0.499767 |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.000986 | -0.0068 | 0.502681 |
1 | -0.066026 | -0.4527 | 0.673559 |
2 | -0.652976 | -4.4766 | 0.999976 |
3 | -0.067406 | -0.4621 | 0.676934 |
4 | -0.122854 | -0.8422 | 0.798042 |
5 | -0.421342 | -2.8886 | 0.997082 |
6 | -0.257742 | -1.767 | 0.958138 |
7 | -0.295046 | -2.0227 | 0.975595 |
8 | 0.173097 | 1.1867 | 0.120656 |
9 | -0.184911 | -1.2677 | 0.894423 |
10 | -0.110781 | -0.7595 | 0.774319 |
11 | 0.076656 | 0.5255 | 0.300843 |
12 | -0.068048 | -0.4665 | 0.678499 |
13 | 0.08352 | 0.5726 | 0.284827 |
14 | -0.005255 | -0.036 | 0.514292 |
15 | -0.0912 | -0.6252 | 0.732581 |
16 | 0.009071 | 0.0622 | 0.475337 |
17 | 0.011287 | 0.0774 | 0.469324 |
18 | -0.103944 | -0.7126 | 0.760194 |
19 | 0.130356 | 0.8937 | 0.188024 |
20 | -0.036186 | -0.2481 | 0.597423 |
21 | -0.060101 | -0.412 | 0.658906 |
22 | 0.001325 | 0.0091 | 0.496396 |
23 | 0.162824 | 1.1163 | 0.134992 |
24 | 0.017228 | 0.1181 | 0.453243 |
25 | 0.017053 | 0.1169 | 0.453715 |
26 | 0.078352 | 0.5372 | 0.296848 |
27 | 0.145579 | 0.998 | 0.161685 |
28 | 0.052307 | 0.3586 | 0.36075 |
29 | -0.159242 | -1.0917 | 0.859737 |
30 | 0.047959 | 0.3288 | 0.371888 |
31 | -0.073659 | -0.505 | 0.692034 |
32 | -0.085621 | -0.587 | 0.71999 |
33 | -0.026328 | -0.1805 | 0.571231 |
34 | -0.117786 | -0.8075 | 0.788278 |
35 | -0.007424 | -0.0509 | 0.520188 |
36 | -0.062239 | -0.4267 | 0.664224 |
37 | -0.072414 | -0.4964 | 0.689053 |
38 | 0.028553 | 0.1958 | 0.422824 |
39 | 0.009842 | 0.0675 | 0.473246 |
40 | 0.071049 | 0.4871 | 0.314231 |
41 | -0.085395 | -0.5854 | 0.719473 |
42 | -0.032771 | -0.2247 | 0.588395 |
43 | -0.052396 | -0.3592 | 0.639475 |
44 | 0.009711 | 0.0666 | 0.473602 |
45 | -0.057485 | -0.3941 | 0.652354 |
46 | NA | NA | NA |
47 | NA | NA | NA |