Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.493508 | 3.3833 | 0.000726 |
2 | 0.476686 | 3.268 | 0.001014 |
3 | 0.262565 | 1.8001 | 0.039136 |
4 | 0.312589 | 2.143 | 0.01866 |
5 | -0.004291 | -0.0294 | 0.488328 |
6 | -0.01306 | -0.0895 | 0.464518 |
7 | -0.074287 | -0.5093 | 0.306468 |
8 | -0.193518 | -1.3267 | 0.09551 |
9 | -0.284217 | -1.9485 | 0.02867 |
10 | -0.373624 | -2.5614 | 0.006846 |
11 | -0.32216 | -2.2086 | 0.016057 |
12 | -0.546388 | -3.7458 | 0.000245 |
13 | -0.359333 | -2.4635 | 0.008738 |
14 | -0.352127 | -2.4141 | 0.009862 |
15 | -0.100736 | -0.6906 | 0.246603 |
16 | -0.238622 | -1.6359 | 0.05427 |
17 | -0.02647 | -0.1815 | 0.428391 |
18 | -0.04274 | -0.293 | 0.385402 |
19 | 0.143593 | 0.9844 | 0.164974 |
20 | 0.059633 | 0.4088 | 0.342264 |
21 | 0.153658 | 1.0534 | 0.148766 |
22 | 0.147154 | 1.0088 | 0.15911 |
23 | 0.140759 | 0.965 | 0.169744 |
24 | 0.065365 | 0.4481 | 0.328062 |
25 | 0.091763 | 0.6291 | 0.266167 |
26 | 0.125575 | 0.8609 | 0.196832 |
27 | 0.017185 | 0.1178 | 0.453357 |
28 | 0.073124 | 0.5013 | 0.309245 |
29 | 0.005638 | 0.0387 | 0.484665 |
30 | 0.062288 | 0.427 | 0.335655 |
31 | -0.076332 | -0.5233 | 0.30161 |
32 | -0.010704 | -0.0734 | 0.470906 |
33 | -0.060763 | -0.4166 | 0.339445 |
34 | -0.014472 | -0.0992 | 0.460693 |
35 | -0.040139 | -0.2752 | 0.392194 |
36 | 0.002029 | 0.0139 | 0.494481 |
37 | -0.004141 | -0.0284 | 0.488736 |
38 | -0.0157 | -0.1076 | 0.457373 |
39 | 0.004778 | 0.0328 | 0.487005 |
40 | 0.003877 | 0.0266 | 0.489454 |
41 | 0.008801 | 0.0603 | 0.476072 |
42 | 0.001485 | 0.0102 | 0.49596 |
43 | 0.011369 | 0.0779 | 0.469101 |
44 | -0.014785 | -0.1014 | 0.459849 |
45 | 0.006019 | 0.0413 | 0.483631 |
46 | -0.000833 | -0.0057 | 0.497734 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.493508 | 3.3833 | 0.000726 |
2 | 0.308198 | 2.1129 | 0.019974 |
3 | -0.076364 | -0.5235 | 0.301534 |
4 | 0.139746 | 0.9581 | 0.171469 |
5 | -0.307891 | -2.1108 | 0.020069 |
6 | -0.080282 | -0.5504 | 0.292331 |
7 | 0.071975 | 0.4934 | 0.312 |
8 | -0.257883 | -1.768 | 0.04178 |
9 | -0.062153 | -0.4261 | 0.33599 |
10 | -0.197578 | -1.3545 | 0.091023 |
11 | -0.051724 | -0.3546 | 0.362237 |
12 | -0.322819 | -2.2131 | 0.01589 |
13 | 0.070658 | 0.4844 | 0.315175 |
14 | 0.03944 | 0.2704 | 0.394024 |
15 | 0.141023 | 0.9668 | 0.169294 |
16 | -0.111456 | -0.7641 | 0.224312 |
17 | -0.075519 | -0.5177 | 0.303537 |
18 | -0.037677 | -0.2583 | 0.398653 |
19 | 0.099051 | 0.6791 | 0.250216 |
20 | -0.077429 | -0.5308 | 0.29902 |
21 | -0.111126 | -0.7618 | 0.22498 |
22 | -0.098885 | -0.6779 | 0.250572 |
23 | -0.099569 | -0.6826 | 0.249103 |
24 | -0.239134 | -1.6394 | 0.053902 |
25 | 0.066918 | 0.4588 | 0.324258 |
26 | 0.025385 | 0.174 | 0.431295 |
27 | 0.027824 | 0.1908 | 0.424771 |
28 | 0.020501 | 0.1405 | 0.444413 |
29 | -0.092013 | -0.6308 | 0.265611 |
30 | -0.028311 | -0.1941 | 0.423471 |
31 | 0.062195 | 0.4264 | 0.335887 |
32 | -0.088752 | -0.6085 | 0.272909 |
33 | -0.017787 | -0.1219 | 0.451734 |
34 | -0.130002 | -0.8912 | 0.188668 |
35 | 0.01917 | 0.1314 | 0.448 |
36 | -0.168208 | -1.1532 | 0.127335 |
37 | 0.011288 | 0.0774 | 0.469323 |
38 | -0.015824 | -0.1085 | 0.457037 |
39 | 0.054152 | 0.3712 | 0.35606 |
40 | 0.001842 | 0.0126 | 0.49499 |
41 | -0.091585 | -0.6279 | 0.266562 |
42 | 0.033865 | 0.2322 | 0.408707 |
43 | -0.018551 | -0.1272 | 0.44967 |
44 | -0.059313 | -0.4066 | 0.343063 |
45 | -0.026687 | -0.183 | 0.42781 |
46 | -0.041826 | -0.2867 | 0.387785 |
47 | NA | NA | NA |
48 | NA | NA | NA |