Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.4031 | 0 |
1 | 0.028828 | 0.1846 | 0.427231 |
2 | 0.055825 | 0.3575 | 0.361294 |
3 | -0.181985 | -1.1653 | 0.874678 |
4 | -0.103749 | -0.6643 | 0.744897 |
5 | 0.062579 | 0.4007 | 0.345359 |
6 | -0.127917 | -0.8191 | 0.791258 |
7 | -0.050869 | -0.3257 | 0.626854 |
8 | 0.112358 | 0.7194 | 0.237975 |
9 | 0.180283 | 1.1544 | 0.127516 |
10 | -0.144662 | -0.9263 | 0.820142 |
11 | -0.124973 | -0.8002 | 0.785902 |
12 | -0.110729 | -0.709 | 0.758834 |
13 | 0.037338 | 0.2391 | 0.406118 |
14 | 0.194989 | 1.2485 | 0.109458 |
15 | -0.039735 | -0.2544 | 0.599783 |
16 | 0.055459 | 0.3551 | 0.362164 |
17 | -0.114681 | -0.7343 | 0.766532 |
18 | 0.150348 | 0.9627 | 0.170672 |
19 | 0.003122 | 0.02 | 0.492073 |
20 | 0.010257 | 0.0657 | 0.473977 |
21 | 0.052975 | 0.3392 | 0.368093 |
22 | -0.042698 | -0.2734 | 0.607041 |
23 | 0.087387 | 0.5595 | 0.289416 |
24 | -0.185973 | -1.1908 | 0.879711 |
25 | -0.147115 | -0.942 | 0.824143 |
26 | -0.060037 | -0.3844 | 0.648674 |
27 | 0.141495 | 0.906 | 0.185111 |
28 | -0.036331 | -0.2326 | 0.591399 |
29 | 0.020425 | 0.1308 | 0.448292 |
30 | -0.102632 | -0.6572 | 0.742627 |
31 | -0.026805 | -0.1716 | 0.567716 |
32 | 0.056775 | 0.3635 | 0.359035 |
33 | -0.137053 | -0.8776 | 0.807355 |
34 | -0.033347 | -0.2135 | 0.584012 |
35 | 0.058581 | 0.3751 | 0.354759 |
36 | -0.041958 | -0.2687 | 0.605233 |
37 | 0.063497 | 0.4066 | 0.343216 |
38 | -0.080116 | -0.513 | 0.694645 |
39 | 0.002673 | 0.0171 | 0.493214 |
40 | 0.018171 | 0.1164 | 0.45397 |
41 | NA | NA | NA |
42 | NA | NA | NA |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.028828 | 0.1846 | 0.427231 |
1 | 0.055039 | 0.3524 | 0.363163 |
2 | -0.185809 | -1.1898 | 0.879507 |
3 | -0.098704 | -0.632 | 0.734557 |
4 | 0.094072 | 0.6024 | 0.275127 |
5 | -0.161491 | -1.034 | 0.846413 |
6 | -0.09667 | -0.619 | 0.730326 |
7 | 0.172661 | 1.1056 | 0.137679 |
8 | 0.157763 | 1.0102 | 0.159167 |
9 | -0.284999 | -1.8249 | 0.962345 |
10 | -0.091261 | -0.5844 | 0.718909 |
11 | 0.067549 | 0.4325 | 0.333812 |
12 | -0.043155 | -0.2763 | 0.608158 |
13 | 0.115139 | 0.7373 | 0.232584 |
14 | 0.037492 | 0.2401 | 0.405738 |
15 | -0.015385 | -0.0985 | 0.538997 |
16 | -0.200146 | -1.2816 | 0.896401 |
17 | 0.243839 | 1.5613 | 0.063066 |
18 | 0.125709 | 0.8049 | 0.212751 |
19 | -0.084789 | -0.5429 | 0.704937 |
20 | 0.099372 | 0.6363 | 0.264062 |
21 | -0.017985 | -0.1152 | 0.545559 |
22 | -0.098325 | -0.6296 | 0.733772 |
23 | -0.114884 | -0.7356 | 0.766924 |
24 | 0.01354 | 0.0867 | 0.465668 |
25 | -0.014956 | -0.0958 | 0.537913 |
26 | 0.029133 | 0.1865 | 0.426471 |
27 | -0.148488 | -0.9508 | 0.826358 |
28 | 0.007552 | 0.0484 | 0.480832 |
29 | -0.060331 | -0.3863 | 0.649367 |
30 | -0.030562 | -0.1957 | 0.57709 |
31 | -0.001303 | -0.0083 | 0.503308 |
32 | -0.031938 | -0.2045 | 0.580514 |
33 | -0.165659 | -1.0607 | 0.85249 |
34 | 0.01217 | 0.0779 | 0.469134 |
35 | -0.126121 | -0.8076 | 0.787999 |
36 | 0.006447 | 0.0413 | 0.483635 |
37 | 0.036811 | 0.2357 | 0.407417 |
38 | -0.006849 | -0.0439 | 0.517384 |
39 | -0.063018 | -0.4035 | 0.655665 |
40 | NA | NA | NA |
41 | NA | NA | NA |
42 | NA | NA | NA |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |