Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.10433 | 0.7152 | 0.238996 |
2 | 0.259034 | 1.7758 | 0.041116 |
3 | 0.270825 | 1.8567 | 0.034815 |
4 | 0.250403 | 1.7167 | 0.046312 |
5 | 0.187696 | 1.2868 | 0.102237 |
6 | 0.034221 | 0.2346 | 0.407767 |
7 | 0.018322 | 0.1256 | 0.45029 |
8 | 0.101258 | 0.6942 | 0.24549 |
9 | 0.011592 | 0.0795 | 0.468498 |
10 | 0.10551 | 0.7233 | 0.236528 |
11 | -0.002928 | -0.0201 | 0.492035 |
12 | -0.005246 | -0.036 | 0.485731 |
13 | -0.030627 | -0.21 | 0.4173 |
14 | 0.013404 | 0.0919 | 0.463586 |
15 | 0.065485 | 0.4489 | 0.327769 |
16 | -0.067201 | -0.4607 | 0.323567 |
17 | -0.009536 | -0.0654 | 0.474076 |
18 | 0.023007 | 0.1577 | 0.437672 |
19 | 0.08691 | 0.5958 | 0.277076 |
20 | -0.087798 | -0.6019 | 0.275063 |
21 | -0.035969 | -0.2466 | 0.40315 |
22 | -0.140491 | -0.9632 | 0.170199 |
23 | 0.154399 | 1.0585 | 0.147617 |
24 | -0.169409 | -1.1614 | 0.12567 |
25 | -0.061021 | -0.4183 | 0.338802 |
26 | 0.033122 | 0.2271 | 0.410676 |
27 | -0.036857 | -0.2527 | 0.400809 |
28 | -0.015191 | -0.1041 | 0.45875 |
29 | -0.038194 | -0.2618 | 0.397294 |
30 | -0.065585 | -0.4496 | 0.327523 |
31 | -0.037182 | -0.2549 | 0.399954 |
32 | -0.23086 | -1.5827 | 0.060099 |
33 | -0.0196 | -0.1344 | 0.446841 |
34 | -0.198737 | -1.3625 | 0.089771 |
35 | -0.18093 | -1.2404 | 0.110494 |
36 | -0.146053 | -1.0013 | 0.160906 |
37 | -0.173051 | -1.1864 | 0.120718 |
38 | -0.136776 | -0.9377 | 0.1766 |
39 | -0.131957 | -0.9046 | 0.185133 |
40 | -0.062417 | -0.4279 | 0.335335 |
41 | -0.123973 | -0.8499 | 0.199841 |
42 | 0.009357 | 0.0641 | 0.474563 |
43 | -0.030258 | -0.2074 | 0.418283 |
44 | -0.017011 | -0.1166 | 0.453828 |
45 | 0.009235 | 0.0633 | 0.474893 |
46 | 0.016747 | 0.1148 | 0.454542 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.10433 | 0.7152 | 0.238996 |
2 | 0.25088 | 1.7199 | 0.046011 |
3 | 0.242115 | 1.6599 | 0.051801 |
4 | 0.183767 | 1.2598 | 0.106973 |
5 | 0.073709 | 0.5053 | 0.307846 |
6 | -0.140596 | -0.9639 | 0.17002 |
7 | -0.17255 | -1.1829 | 0.121391 |
8 | 0.005759 | 0.0395 | 0.484338 |
9 | 0.018062 | 0.1238 | 0.450991 |
10 | 0.168991 | 1.1585 | 0.126248 |
11 | 0.046904 | 0.3216 | 0.374607 |
12 | -0.069137 | -0.474 | 0.318854 |
13 | -0.160083 | -1.0975 | 0.139012 |
14 | -0.062944 | -0.4315 | 0.33403 |
15 | 0.121707 | 0.8344 | 0.204143 |
16 | 0.047917 | 0.3285 | 0.371996 |
17 | 0.051246 | 0.3513 | 0.363458 |
18 | -0.005609 | -0.0385 | 0.484744 |
19 | 0.042239 | 0.2896 | 0.386708 |
20 | -0.170509 | -1.1689 | 0.12416 |
21 | -0.095337 | -0.6536 | 0.258278 |
22 | -0.184163 | -1.2626 | 0.106489 |
23 | 0.27698 | 1.8989 | 0.031864 |
24 | 0.014649 | 0.1004 | 0.460217 |
25 | 0.011254 | 0.0772 | 0.469413 |
26 | 0.05147 | 0.3529 | 0.362885 |
27 | -0.099295 | -0.6807 | 0.249691 |
28 | -0.101325 | -0.6947 | 0.245347 |
29 | -0.078285 | -0.5367 | 0.297004 |
30 | 0.016967 | 0.1163 | 0.453946 |
31 | 0.025958 | 0.178 | 0.42976 |
32 | -0.154754 | -1.0609 | 0.147069 |
33 | -0.052188 | -0.3578 | 0.361053 |
34 | -0.165169 | -1.1323 | 0.131617 |
35 | -0.088235 | -0.6049 | 0.274074 |
36 | 0.010557 | 0.0724 | 0.471305 |
37 | 0.035955 | 0.2465 | 0.403186 |
38 | -0.03204 | -0.2197 | 0.413546 |
39 | 0.100596 | 0.6897 | 0.246902 |
40 | 0.097917 | 0.6713 | 0.252663 |
41 | -0.098083 | -0.6724 | 0.252304 |
42 | 0.013797 | 0.0946 | 0.462523 |
43 | 0.038814 | 0.2661 | 0.395666 |
44 | -0.026448 | -0.1813 | 0.428447 |
45 | 0.018568 | 0.1273 | 0.449626 |
46 | -0.037374 | -0.2562 | 0.399447 |
47 | NA | NA | NA |
48 | NA | NA | NA |