Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.709856 | -4.8665 | 7e-06 |
2 | 0.272078 | 1.8653 | 0.034196 |
3 | -0.030931 | -0.212 | 0.416493 |
4 | -0.066417 | -0.4553 | 0.325483 |
5 | 0.104702 | 0.7178 | 0.238215 |
6 | -0.040225 | -0.2758 | 0.391967 |
7 | -0.083063 | -0.5694 | 0.285882 |
8 | 0.082994 | 0.569 | 0.286041 |
9 | 0.007581 | 0.052 | 0.479385 |
10 | -0.139237 | -0.9546 | 0.172341 |
11 | 0.295943 | 2.0289 | 0.024078 |
12 | -0.404907 | -2.7759 | 0.003939 |
13 | 0.294648 | 2.02 | 0.024552 |
14 | -0.124321 | -0.8523 | 0.199184 |
15 | 0.039602 | 0.2715 | 0.393598 |
16 | -0.011107 | -0.0761 | 0.469813 |
17 | -0.051767 | -0.3549 | 0.362126 |
18 | 0.130726 | 0.8962 | 0.187354 |
19 | -0.056618 | -0.3882 | 0.349827 |
20 | -0.092408 | -0.6335 | 0.264733 |
21 | 0.198233 | 1.359 | 0.090314 |
22 | -0.219193 | -1.5027 | 0.069802 |
23 | 0.200462 | 1.3743 | 0.087933 |
24 | -0.115748 | -0.7935 | 0.21573 |
25 | -0.001816 | -0.0124 | 0.495061 |
26 | 0.060378 | 0.4139 | 0.340405 |
27 | -0.063844 | -0.4377 | 0.331808 |
28 | 0.036218 | 0.2483 | 0.402494 |
29 | 0.038273 | 0.2624 | 0.397084 |
30 | -0.128358 | -0.88 | 0.191674 |
31 | 0.076356 | 0.5235 | 0.301553 |
32 | 0.094147 | 0.6454 | 0.260891 |
33 | -0.217224 | -1.4892 | 0.071555 |
34 | 0.225507 | 1.546 | 0.064407 |
35 | -0.178839 | -1.2261 | 0.113143 |
36 | 0.101281 | 0.6943 | 0.245442 |
37 | -0.00858 | -0.0588 | 0.476672 |
38 | -0.033569 | -0.2301 | 0.409493 |
39 | 0.021519 | 0.1475 | 0.441675 |
40 | 0.004016 | 0.0275 | 0.489077 |
41 | -0.009699 | -0.0665 | 0.473634 |
42 | 0.009263 | 0.0635 | 0.474818 |
43 | -0.007845 | -0.0538 | 0.478668 |
44 | 0.000695 | 0.0048 | 0.49811 |
45 | 0.00274 | 0.0188 | 0.492547 |
46 | -0.001789 | -0.0123 | 0.495132 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.709856 | -4.8665 | 7e-06 |
2 | -0.467277 | -3.2035 | 0.00122 |
3 | -0.204355 | -1.401 | 0.083893 |
4 | -0.165782 | -1.1365 | 0.130745 |
5 | -0.023202 | -0.1591 | 0.437149 |
6 | 0.146235 | 1.0025 | 0.160609 |
7 | -0.032389 | -0.222 | 0.412619 |
8 | -0.176275 | -1.2085 | 0.116454 |
9 | -0.050207 | -0.3442 | 0.366115 |
10 | -0.257001 | -1.7619 | 0.042294 |
11 | 0.147017 | 1.0079 | 0.159332 |
12 | -0.090867 | -0.623 | 0.268164 |
13 | -0.230489 | -1.5802 | 0.060389 |
14 | -0.28611 | -1.9615 | 0.027881 |
15 | -0.172408 | -1.182 | 0.121582 |
16 | -0.160402 | -1.0997 | 0.13854 |
17 | -0.277586 | -1.903 | 0.031586 |
18 | -0.023387 | -0.1603 | 0.436654 |
19 | 0.166336 | 1.1403 | 0.129961 |
20 | -0.192917 | -1.3226 | 0.096188 |
21 | 0.034676 | 0.2377 | 0.406562 |
22 | -0.225919 | -1.5488 | 0.064066 |
23 | 0.013801 | 0.0946 | 0.462511 |
24 | -0.012908 | -0.0885 | 0.46493 |
25 | -0.042903 | -0.2941 | 0.384978 |
26 | -0.111993 | -0.7678 | 0.223228 |
27 | -0.193907 | -1.3294 | 0.095074 |
28 | -0.179144 | -1.2282 | 0.112753 |
29 | -0.091866 | -0.6298 | 0.265937 |
30 | -0.040128 | -0.2751 | 0.392221 |
31 | -0.017884 | -0.1226 | 0.45147 |
32 | -0.02818 | -0.1932 | 0.423819 |
33 | 0.014946 | 0.1025 | 0.459413 |
34 | -0.094316 | -0.6466 | 0.260519 |
35 | 0.05432 | 0.3724 | 0.355635 |
36 | -0.013045 | -0.0894 | 0.46456 |
37 | -0.049451 | -0.339 | 0.368052 |
38 | 0.012026 | 0.0824 | 0.467322 |
39 | -0.070935 | -0.4863 | 0.314506 |
40 | -0.081497 | -0.5587 | 0.289504 |
41 | 0.038844 | 0.2663 | 0.395585 |
42 | -0.007613 | -0.0522 | 0.479297 |
43 | -0.024038 | -0.1648 | 0.434904 |
44 | 0.044569 | 0.3055 | 0.380648 |
45 | 0.079976 | 0.5483 | 0.293046 |
46 | -0.014915 | -0.1023 | 0.459496 |
47 | NA | NA | NA |
48 | NA | NA | NA |