Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.087494 | 0.6062 | 0.273628 |
2 | 0.370404 | 2.5662 | 0.006728 |
3 | 0.160457 | 1.1117 | 0.135906 |
4 | 0.27658 | 1.9162 | 0.030653 |
5 | 0.217255 | 1.5052 | 0.069414 |
6 | 0.083782 | 0.5805 | 0.282161 |
7 | 0.0594 | 0.4115 | 0.341255 |
8 | -0.07565 | -0.5241 | 0.301305 |
9 | 0.13425 | 0.9301 | 0.178484 |
10 | -0.082935 | -0.5746 | 0.284125 |
11 | 0.092959 | 0.644 | 0.261308 |
12 | -0.244621 | -1.6948 | 0.048298 |
13 | -0.083886 | -0.5812 | 0.281919 |
14 | -0.053459 | -0.3704 | 0.356366 |
15 | 0.002267 | 0.0157 | 0.493768 |
16 | -0.216435 | -1.4995 | 0.070146 |
17 | -0.064561 | -0.4473 | 0.328338 |
18 | -0.118177 | -0.8188 | 0.208486 |
19 | -0.112817 | -0.7816 | 0.219138 |
20 | -0.026056 | -0.1805 | 0.428752 |
21 | -0.223432 | -1.548 | 0.064098 |
22 | -0.092262 | -0.6392 | 0.262862 |
23 | -0.194909 | -1.3504 | 0.091615 |
24 | -0.039835 | -0.276 | 0.391871 |
25 | -0.096804 | -0.6707 | 0.25282 |
26 | -0.024266 | -0.1681 | 0.433597 |
27 | -0.265895 | -1.8422 | 0.035816 |
28 | 0.041822 | 0.2898 | 0.386626 |
29 | -0.044987 | -0.3117 | 0.378317 |
30 | -0.068186 | -0.4724 | 0.319389 |
31 | -0.019845 | -0.1375 | 0.44561 |
32 | -0.103444 | -0.7167 | 0.238523 |
33 | 0.086176 | 0.597 | 0.276642 |
34 | -0.05382 | -0.3729 | 0.35544 |
35 | 0.111843 | 0.7749 | 0.221108 |
36 | -0.078606 | -0.5446 | 0.294275 |
37 | 0.0625 | 0.433 | 0.333473 |
38 | -0.012653 | -0.0877 | 0.465255 |
39 | 0.024743 | 0.1714 | 0.432305 |
40 | 0.01964 | 0.1361 | 0.446169 |
41 | -0.036863 | -0.2554 | 0.399756 |
42 | 0.088169 | 0.6109 | 0.272089 |
43 | 0.011624 | 0.0805 | 0.468074 |
44 | -0.010798 | -0.0748 | 0.470338 |
45 | 0.028613 | 0.1982 | 0.421849 |
46 | -0.03085 | -0.2137 | 0.415831 |
47 | 0.016074 | 0.1114 | 0.455895 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.087494 | 0.6062 | 0.273628 |
2 | 0.365547 | 2.5326 | 0.007323 |
3 | 0.125518 | 0.8696 | 0.19442 |
4 | 0.155086 | 1.0745 | 0.143993 |
5 | 0.135442 | 0.9384 | 0.176376 |
6 | -0.08853 | -0.6134 | 0.271268 |
7 | -0.124028 | -0.8593 | 0.197225 |
8 | -0.203341 | -1.4088 | 0.082671 |
9 | 0.087555 | 0.6066 | 0.273487 |
10 | -0.022713 | -0.1574 | 0.43781 |
11 | 0.110224 | 0.7637 | 0.224405 |
12 | -0.193152 | -1.3382 | 0.093569 |
13 | -0.159101 | -1.1023 | 0.137917 |
14 | 0.049828 | 0.3452 | 0.365719 |
15 | 0.137748 | 0.9543 | 0.172346 |
16 | -0.17057 | -1.1817 | 0.121564 |
17 | 0.051187 | 0.3546 | 0.362207 |
18 | -0.005909 | -0.0409 | 0.483758 |
19 | -0.110991 | -0.769 | 0.222839 |
20 | -0.02624 | -0.1818 | 0.428255 |
21 | -0.093407 | -0.6471 | 0.260311 |
22 | -0.058691 | -0.4066 | 0.343046 |
23 | -0.031179 | -0.216 | 0.414946 |
24 | -0.007478 | -0.0518 | 0.479448 |
25 | 0.035936 | 0.249 | 0.402222 |
26 | 0.078398 | 0.5432 | 0.294768 |
27 | -0.191825 | -1.329 | 0.095065 |
28 | 0.012369 | 0.0857 | 0.466033 |
29 | 0.027486 | 0.1904 | 0.424889 |
30 | -0.048473 | -0.3358 | 0.369231 |
31 | 0.007038 | 0.0488 | 0.480656 |
32 | -0.035305 | -0.2446 | 0.403905 |
33 | 0.077452 | 0.5366 | 0.297009 |
34 | -0.067139 | -0.4652 | 0.321962 |
35 | -0.010651 | -0.0738 | 0.47074 |
36 | -0.001859 | -0.0129 | 0.494889 |
37 | -0.044735 | -0.3099 | 0.378976 |
38 | 0.035217 | 0.244 | 0.404138 |
39 | -0.130987 | -0.9075 | 0.184336 |
40 | -0.074181 | -0.5139 | 0.304826 |
41 | 0.093974 | 0.6511 | 0.259052 |
42 | 0.093661 | 0.6489 | 0.259747 |
43 | -0.061444 | -0.4257 | 0.336116 |
44 | -0.133082 | -0.922 | 0.180565 |
45 | 0.052888 | 0.3664 | 0.35783 |
46 | -0.114297 | -0.7919 | 0.216165 |
47 | 0.020828 | 0.1443 | 0.442933 |
48 | NA | NA | NA |