Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.093819 | 0.65 | 0.259397 |
2 | 0.174014 | 1.2056 | 0.11694 |
3 | 0.304252 | 2.1079 | 0.020142 |
4 | -0.017648 | -0.1223 | 0.548402 |
5 | 0.07881 | 0.546 | 0.293793 |
6 | 0.076214 | 0.528 | 0.299958 |
7 | -0.241365 | -1.6722 | 0.949506 |
8 | 0.010512 | 0.0728 | 0.471123 |
9 | -0.118087 | -0.8181 | 0.791338 |
10 | -0.16855 | -1.1677 | 0.875661 |
11 | -0.050764 | -0.3517 | 0.636699 |
12 | -0.28617 | -1.9826 | 0.973427 |
13 | -0.218581 | -1.5144 | 0.931755 |
14 | -0.103457 | -0.7168 | 0.761505 |
15 | -0.126216 | -0.8745 | 0.806887 |
16 | -0.099569 | -0.6898 | 0.753191 |
17 | 0.050323 | 0.3486 | 0.36444 |
18 | -0.03327 | -0.2305 | 0.590658 |
19 | 0.020356 | 0.141 | 0.444218 |
20 | 0.08424 | 0.5836 | 0.2811 |
21 | 0.130709 | 0.9056 | 0.184841 |
22 | 0.020611 | 0.1428 | 0.443524 |
23 | 0.169143 | 1.1719 | 0.12352 |
24 | -0.010816 | -0.0749 | 0.529712 |
25 | 0.062926 | 0.436 | 0.332409 |
26 | 0.172127 | 1.1925 | 0.119458 |
27 | -0.006016 | -0.0417 | 0.516536 |
28 | -0.018372 | -0.1273 | 0.550377 |
29 | 0.074903 | 0.5189 | 0.303093 |
30 | -0.012222 | -0.0847 | 0.533565 |
31 | 0.089352 | 0.6191 | 0.269405 |
32 | -0.042947 | -0.2975 | 0.616334 |
33 | -0.062255 | -0.4313 | 0.665914 |
34 | 0.059004 | 0.4088 | 0.342254 |
35 | -0.086231 | -0.5974 | 0.723484 |
36 | -0.127175 | -0.8811 | 0.808671 |
37 | -0.021624 | -0.1498 | 0.559232 |
38 | -0.094996 | -0.6581 | 0.743207 |
39 | -0.045759 | -0.317 | 0.623702 |
40 | 0.046037 | 0.319 | 0.375573 |
41 | -0.023583 | -0.1634 | 0.56455 |
42 | -0.046806 | -0.3243 | 0.626433 |
43 | 0.000279 | 0.0019 | 0.499234 |
44 | -0.023274 | -0.1612 | 0.563711 |
45 | -0.067172 | -0.4654 | 0.67812 |
46 | -0.052584 | -0.3643 | 0.641389 |
47 | -0.012122 | -0.084 | 0.533289 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.093819 | 0.65 | 0.259397 |
1 | 0.166679 | 1.1548 | 0.126947 |
2 | 0.285381 | 1.9772 | 0.02689 |
3 | -0.089088 | -0.6172 | 0.729996 |
4 | -0.011177 | -0.0774 | 0.530701 |
5 | 0.003368 | 0.0233 | 0.49074 |
6 | -0.255563 | -1.7706 | 0.95851 |
7 | 0.003217 | 0.0223 | 0.491155 |
8 | -0.073265 | -0.5076 | 0.692969 |
9 | -0.023811 | -0.165 | 0.565168 |
10 | -0.034816 | -0.2412 | 0.59479 |
11 | -0.218808 | -1.5159 | 0.931954 |
12 | -0.140783 | -0.9754 | 0.832868 |
13 | -0.076484 | -0.5299 | 0.700688 |
14 | 0.084591 | 0.5861 | 0.280289 |
15 | -0.027794 | -0.1926 | 0.575943 |
16 | 0.108177 | 0.7495 | 0.228615 |
17 | 0.00912 | 0.0632 | 0.474941 |
18 | -0.087202 | -0.6042 | 0.725706 |
19 | -0.026024 | -0.1803 | 0.571162 |
20 | 0.101907 | 0.706 | 0.241791 |
21 | -0.042217 | -0.2925 | 0.614413 |
22 | 0.083762 | 0.5803 | 0.282208 |
23 | -0.12931 | -0.8959 | 0.812608 |
24 | -0.055327 | -0.3833 | 0.648411 |
25 | 0.068707 | 0.476 | 0.318111 |
26 | 0.000499 | 0.0035 | 0.498629 |
27 | -0.054889 | -0.3803 | 0.647294 |
28 | 0.029463 | 0.2041 | 0.419559 |
29 | 0.11482 | 0.7955 | 0.215121 |
30 | 0.074135 | 0.5136 | 0.304936 |
31 | -0.097602 | -0.6762 | 0.748922 |
32 | 0.028769 | 0.1993 | 0.421427 |
33 | 0.050037 | 0.3467 | 0.36518 |
34 | -0.018644 | -0.1292 | 0.551118 |
35 | -0.158957 | -1.1013 | 0.861868 |
36 | -0.041598 | -0.2882 | 0.612783 |
37 | 0.048883 | 0.3387 | 0.368167 |
38 | 0.048906 | 0.3388 | 0.368107 |
39 | 0.038394 | 0.266 | 0.395688 |
40 | 0.050885 | 0.3525 | 0.362987 |
41 | -0.070803 | -0.4905 | 0.687006 |
42 | -0.043126 | -0.2988 | 0.616805 |
43 | -0.059503 | -0.4122 | 0.659003 |
44 | -0.033228 | -0.2302 | 0.590546 |
45 | -0.051117 | -0.3542 | 0.637612 |
46 | 0.036271 | 0.2513 | 0.401329 |
47 | NA | NA | NA |