Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.434239 | 3.0085 | 0.002086 |
2 | 0.142449 | 0.9869 | 0.164316 |
3 | -0.000884 | -0.0061 | 0.497569 |
4 | -0.029171 | -0.2021 | 0.420346 |
5 | 0.192418 | 1.3331 | 0.094394 |
6 | 0.148877 | 1.0314 | 0.15375 |
7 | 0.148478 | 1.0287 | 0.154392 |
8 | 0.080539 | 0.558 | 0.289722 |
9 | 0.040572 | 0.2811 | 0.389925 |
10 | 0.157349 | 1.0901 | 0.140545 |
11 | -0.024364 | -0.1688 | 0.433333 |
12 | -0.160837 | -1.1143 | 0.135347 |
13 | -0.108189 | -0.7496 | 0.228591 |
14 | 0.042896 | 0.2972 | 0.383802 |
15 | 0.188214 | 1.304 | 0.099229 |
16 | 0.127091 | 0.8805 | 0.191484 |
17 | 0.025759 | 0.1785 | 0.429556 |
18 | -0.05877 | -0.4072 | 0.342845 |
19 | -0.139363 | -0.9655 | 0.169559 |
20 | 0.052751 | 0.3655 | 0.358184 |
21 | 0.06854 | 0.4749 | 0.318521 |
22 | -0.009725 | -0.0674 | 0.47328 |
23 | 0.026632 | 0.1845 | 0.427193 |
24 | -0.030097 | -0.2085 | 0.417853 |
25 | -0.041891 | -0.2902 | 0.386445 |
26 | -0.095819 | -0.6639 | 0.25498 |
27 | -0.160973 | -1.1153 | 0.135147 |
28 | -0.131644 | -0.9121 | 0.183148 |
29 | -0.143162 | -0.9919 | 0.163121 |
30 | -0.124567 | -0.863 | 0.196207 |
31 | -0.030566 | -0.2118 | 0.416592 |
32 | -0.125579 | -0.87 | 0.194306 |
33 | -0.09086 | -0.6295 | 0.266005 |
34 | -0.076495 | -0.53 | 0.299287 |
35 | -0.120694 | -0.8362 | 0.203596 |
36 | -0.134366 | -0.9309 | 0.178279 |
37 | -0.187349 | -1.298 | 0.100246 |
38 | -0.10642 | -0.7373 | 0.232264 |
39 | -0.080763 | -0.5595 | 0.289196 |
40 | -0.032988 | -0.2286 | 0.410095 |
41 | 0.020369 | 0.1411 | 0.444182 |
42 | -0.023701 | -0.1642 | 0.435129 |
43 | 0.00941 | 0.0652 | 0.474145 |
44 | -0.04375 | -0.3031 | 0.381559 |
45 | -0.056636 | -0.3924 | 0.348254 |
46 | -0.04229 | -0.293 | 0.385394 |
47 | 0.005331 | 0.0369 | 0.485346 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.434239 | 3.0085 | 0.002086 |
2 | -0.05683 | -0.3937 | 0.347761 |
3 | -0.051407 | -0.3562 | 0.361642 |
4 | -0.00212 | -0.0147 | 0.494172 |
5 | 0.26503 | 1.8362 | 0.036264 |
6 | -0.049525 | -0.3431 | 0.366504 |
7 | 0.08384 | 0.5809 | 0.282027 |
8 | -0.003937 | -0.0273 | 0.489175 |
9 | 0.048163 | 0.3337 | 0.370037 |
10 | 0.121778 | 0.8437 | 0.201511 |
11 | -0.203051 | -1.4068 | 0.082968 |
12 | -0.171656 | -1.1893 | 0.120092 |
13 | 0.063167 | 0.4376 | 0.331808 |
14 | 0.153296 | 1.0621 | 0.146761 |
15 | 0.027206 | 0.1885 | 0.425645 |
16 | -0.025866 | -0.1792 | 0.429265 |
17 | 0.012509 | 0.0867 | 0.465649 |
18 | 0.018079 | 0.1253 | 0.450422 |
19 | -0.112867 | -0.782 | 0.219038 |
20 | 0.118111 | 0.8183 | 0.208617 |
21 | -0.017268 | -0.1196 | 0.452635 |
22 | -0.058142 | -0.4028 | 0.344435 |
23 | 0.049996 | 0.3464 | 0.365285 |
24 | -0.06955 | -0.4819 | 0.316048 |
25 | -0.11274 | -0.7811 | 0.219294 |
26 | -0.018496 | -0.1281 | 0.449284 |
27 | -0.050323 | -0.3486 | 0.36444 |
28 | -0.057673 | -0.3996 | 0.345624 |
29 | -0.044568 | -0.3088 | 0.379414 |
30 | -0.154108 | -1.0677 | 0.145499 |
31 | 0.069606 | 0.4822 | 0.315911 |
32 | -0.059789 | -0.4142 | 0.340275 |
33 | 0.055729 | 0.3861 | 0.350563 |
34 | -0.007711 | -0.0534 | 0.478809 |
35 | -0.057488 | -0.3983 | 0.346091 |
36 | -0.089991 | -0.6235 | 0.267962 |
37 | -0.076605 | -0.5307 | 0.299024 |
38 | -0.03241 | -0.2245 | 0.411644 |
39 | -0.004473 | -0.031 | 0.487703 |
40 | 0.051593 | 0.3574 | 0.361161 |
41 | -0.003658 | -0.0253 | 0.489943 |
42 | 0.073245 | 0.5075 | 0.307079 |
43 | 0.044178 | 0.3061 | 0.380436 |
44 | -0.051857 | -0.3593 | 0.360483 |
45 | 0.006787 | 0.047 | 0.481344 |
46 | 0.021598 | 0.1496 | 0.440838 |
47 | 0.088192 | 0.611 | 0.272038 |
48 | NA | NA | NA |