Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.191675 | 1.328 | 0.095235 |
2 | 0.265913 | 1.8423 | 0.035807 |
3 | 0.350145 | 2.4259 | 0.00954 |
4 | 0.208048 | 1.4414 | 0.077982 |
5 | 0.084495 | 0.5854 | 0.280511 |
6 | 0.220936 | 1.5307 | 0.066205 |
7 | -0.023211 | -0.1608 | 0.436458 |
8 | 0.003682 | 0.0255 | 0.489876 |
9 | -0.032023 | -0.2219 | 0.412682 |
10 | -0.129011 | -0.8938 | 0.18794 |
11 | 0.061875 | 0.4287 | 0.335035 |
12 | -0.230011 | -1.5936 | 0.0588 |
13 | -0.158272 | -1.0965 | 0.139157 |
14 | -0.028275 | -0.1959 | 0.422761 |
15 | -0.082917 | -0.5745 | 0.284168 |
16 | -0.149527 | -1.036 | 0.152708 |
17 | -0.014532 | -0.1007 | 0.460112 |
18 | -0.2091 | -1.4487 | 0.076963 |
19 | -0.129997 | -0.9006 | 0.186136 |
20 | -0.083903 | -0.5813 | 0.28188 |
21 | -0.25309 | -1.7535 | 0.042953 |
22 | -0.157286 | -1.0897 | 0.140641 |
23 | -0.180366 | -1.2496 | 0.108751 |
24 | -0.19253 | -1.3339 | 0.094268 |
25 | -0.049776 | -0.3449 | 0.365853 |
26 | -0.126512 | -0.8765 | 0.192561 |
27 | -0.209824 | -1.4537 | 0.076268 |
28 | -0.113098 | -0.7836 | 0.218571 |
29 | -0.035442 | -0.2455 | 0.403539 |
30 | -0.061547 | -0.4264 | 0.335859 |
31 | 0.046883 | 0.3248 | 0.373366 |
32 | -0.00697 | -0.0483 | 0.480843 |
33 | 0.073974 | 0.5125 | 0.305323 |
34 | 0.038532 | 0.267 | 0.395322 |
35 | 0.129077 | 0.8943 | 0.18782 |
36 | 0.05484 | 0.3799 | 0.352833 |
37 | 0.070686 | 0.4897 | 0.313278 |
38 | 0.045634 | 0.3162 | 0.376626 |
39 | 0.076473 | 0.5298 | 0.29934 |
40 | 0.08627 | 0.5977 | 0.276425 |
41 | 0.041623 | 0.2884 | 0.387152 |
42 | 0.0505 | 0.3499 | 0.363982 |
43 | -0.0048 | -0.0333 | 0.486804 |
44 | 0.024987 | 0.1731 | 0.431645 |
45 | 0.007562 | 0.0524 | 0.479218 |
46 | 0.020252 | 0.1403 | 0.4445 |
47 | 0.007956 | 0.0551 | 0.478135 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.191675 | 1.328 | 0.095235 |
2 | 0.237914 | 1.6483 | 0.052909 |
3 | 0.292383 | 2.0257 | 0.024188 |
4 | 0.088212 | 0.6111 | 0.271993 |
5 | -0.098522 | -0.6826 | 0.249077 |
6 | 0.074675 | 0.5174 | 0.30364 |
7 | -0.156815 | -1.0864 | 0.141355 |
8 | -0.066255 | -0.459 | 0.324144 |
9 | -0.092127 | -0.6383 | 0.263165 |
10 | -0.115288 | -0.7987 | 0.214187 |
11 | 0.19934 | 1.3811 | 0.086827 |
12 | -0.227996 | -1.5796 | 0.060383 |
13 | -0.048874 | -0.3386 | 0.36819 |
14 | 0.063355 | 0.4389 | 0.331338 |
15 | 0.063014 | 0.4366 | 0.332188 |
16 | 0.009157 | 0.0634 | 0.474838 |
17 | -0.078873 | -0.5464 | 0.293646 |
18 | -0.138058 | -0.9565 | 0.171808 |
19 | -0.079381 | -0.55 | 0.292446 |
20 | -0.038507 | -0.2668 | 0.395389 |
21 | -0.185903 | -1.288 | 0.101965 |
22 | -0.094102 | -0.652 | 0.258769 |
23 | -0.026586 | -0.1842 | 0.42732 |
24 | 0.013833 | 0.0958 | 0.462023 |
25 | 0.109297 | 0.7572 | 0.226306 |
26 | -0.061665 | -0.4272 | 0.335562 |
27 | -0.095674 | -0.6628 | 0.2553 |
28 | -0.161351 | -1.1179 | 0.134593 |
29 | 0.086678 | 0.6005 | 0.275491 |
30 | 0.002139 | 0.0148 | 0.494119 |
31 | -0.003988 | -0.0276 | 0.489036 |
32 | 0.019123 | 0.1325 | 0.447576 |
33 | 0.021397 | 0.1482 | 0.441385 |
34 | -0.040806 | -0.2827 | 0.389307 |
35 | 0.037369 | 0.2589 | 0.398411 |
36 | -0.110177 | -0.7633 | 0.224501 |
37 | -0.022329 | -0.1547 | 0.438853 |
38 | 0.018878 | 0.1308 | 0.448245 |
39 | -0.067868 | -0.4702 | 0.320168 |
40 | -0.042257 | -0.2928 | 0.385481 |
41 | -0.039926 | -0.2766 | 0.391632 |
42 | 7.9e-05 | 5e-04 | 0.499783 |
43 | -0.034442 | -0.2386 | 0.406207 |
44 | -0.060298 | -0.4178 | 0.338993 |
45 | -0.015666 | -0.1085 | 0.457012 |
46 | -0.058973 | -0.4086 | 0.342335 |
47 | 0.072692 | 0.5036 | 0.308413 |
48 | NA | NA | NA |