Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.084164 | -0.5831 | 0.281276 |
2 | 0.080502 | 0.5577 | 0.289808 |
3 | 0.099752 | 0.6911 | 0.246415 |
4 | -0.146119 | -1.0123 | 0.158225 |
5 | 0.009423 | 0.0653 | 0.47411 |
6 | 0.1175 | 0.8141 | 0.209814 |
7 | -0.137149 | -0.9502 | 0.173387 |
8 | 0.096556 | 0.669 | 0.253363 |
9 | -0.012263 | -0.085 | 0.466322 |
10 | -0.092659 | -0.642 | 0.261977 |
11 | 0.206869 | 1.4332 | 0.079137 |
12 | -0.341879 | -2.3686 | 0.010964 |
13 | -0.093136 | -0.6453 | 0.260914 |
14 | 0.137767 | 0.9545 | 0.172312 |
15 | 0.010173 | 0.0705 | 0.472053 |
16 | 0.238439 | 1.652 | 0.052536 |
17 | 0.138533 | 0.9598 | 0.170987 |
18 | -0.195146 | -1.352 | 0.091354 |
19 | 0.030763 | 0.2131 | 0.416064 |
20 | -0.159477 | -1.1049 | 0.137357 |
21 | -0.045338 | -0.3141 | 0.377399 |
22 | -0.036305 | -0.2515 | 0.40124 |
23 | -0.042146 | -0.292 | 0.385775 |
24 | -0.095829 | -0.6639 | 0.254958 |
25 | 0.078722 | 0.5454 | 0.294002 |
26 | -0.025407 | -0.176 | 0.430507 |
27 | 0.010989 | 0.0761 | 0.469815 |
28 | -0.074917 | -0.519 | 0.30306 |
29 | -0.056191 | -0.3893 | 0.349386 |
30 | 0.094567 | 0.6552 | 0.257741 |
31 | 0.047024 | 0.3258 | 0.373 |
32 | 0.099809 | 0.6915 | 0.246291 |
33 | 0.03608 | 0.25 | 0.40184 |
34 | -0.039288 | -0.2722 | 0.39332 |
35 | -0.045445 | -0.3148 | 0.37712 |
36 | -0.033039 | -0.2289 | 0.409959 |
37 | -0.042999 | -0.2979 | 0.383531 |
38 | -0.047528 | -0.3293 | 0.371688 |
39 | -0.076607 | -0.5307 | 0.29902 |
40 | -0.039715 | -0.2752 | 0.39219 |
41 | -0.003053 | -0.0212 | 0.491606 |
42 | -0.019399 | -0.1344 | 0.446825 |
43 | -0.037958 | -0.263 | 0.396847 |
44 | -0.014973 | -0.1037 | 0.458906 |
45 | -0.012022 | -0.0833 | 0.466984 |
46 | 0.015326 | 0.1062 | 0.457941 |
47 | 0.001356 | 0.0094 | 0.496273 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.084164 | -0.5831 | 0.281276 |
2 | 0.073943 | 0.5123 | 0.305399 |
3 | 0.113672 | 0.7875 | 0.217418 |
4 | -0.138094 | -0.9567 | 0.171745 |
5 | -0.031495 | -0.2182 | 0.414097 |
6 | 0.136773 | 0.9476 | 0.174042 |
7 | -0.094083 | -0.6518 | 0.258812 |
8 | 0.038603 | 0.2674 | 0.395135 |
9 | -0.003747 | -0.026 | 0.489699 |
10 | -0.056794 | -0.3935 | 0.347853 |
11 | 0.170139 | 1.1788 | 0.122153 |
12 | -0.337372 | -2.3374 | 0.011819 |
13 | -0.13684 | -0.9481 | 0.173925 |
14 | 0.168403 | 1.1667 | 0.124542 |
15 | 0.182924 | 1.2673 | 0.105575 |
16 | 0.215192 | 1.4909 | 0.071266 |
17 | 0.017706 | 0.1227 | 0.45144 |
18 | -0.170805 | -1.1834 | 0.121244 |
19 | -0.098113 | -0.6797 | 0.249965 |
20 | -0.170633 | -1.1822 | 0.121479 |
21 | 0.036836 | 0.2552 | 0.399828 |
22 | -0.152199 | -1.0545 | 0.148474 |
23 | 0.128061 | 0.8872 | 0.189689 |
24 | -0.125719 | -0.871 | 0.194043 |
25 | -0.10535 | -0.7299 | 0.234504 |
26 | 0.119282 | 0.8264 | 0.20633 |
27 | 0.046986 | 0.3255 | 0.373099 |
28 | 0.090675 | 0.6282 | 0.266421 |
29 | 0.073497 | 0.5092 | 0.306471 |
30 | -0.043132 | -0.2988 | 0.383181 |
31 | -0.057649 | -0.3994 | 0.345683 |
32 | -0.134136 | -0.9293 | 0.178686 |
33 | 0.02963 | 0.2053 | 0.419109 |
34 | -0.015999 | -0.1108 | 0.456102 |
35 | 0.099549 | 0.6897 | 0.246853 |
36 | -0.02133 | -0.1478 | 0.441569 |
37 | -0.113825 | -0.7886 | 0.217111 |
38 | -0.004187 | -0.029 | 0.488489 |
39 | -0.055488 | -0.3844 | 0.351177 |
40 | -0.060885 | -0.4218 | 0.33752 |
41 | 0.043357 | 0.3004 | 0.382591 |
42 | -0.070039 | -0.4852 | 0.314856 |
43 | -0.045857 | -0.3177 | 0.376043 |
44 | -0.090481 | -0.6269 | 0.266857 |
45 | 0.045 | 0.3118 | 0.378284 |
46 | -0.028359 | -0.1965 | 0.422533 |
47 | -0.003069 | -0.0213 | 0.491561 |
48 | NA | NA | NA |