Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.346923 | 2.4036 | 0.010074 |
2 | -0.125871 | -0.8721 | 0.193759 |
3 | -0.124839 | -0.8649 | 0.195696 |
4 | -0.172303 | -1.1938 | 0.119221 |
5 | -0.248 | -1.7182 | 0.046103 |
6 | -0.35013 | -2.4258 | 0.009542 |
7 | -0.20723 | -1.4357 | 0.078782 |
8 | -0.082669 | -0.5727 | 0.284744 |
9 | -0.056331 | -0.3903 | 0.34903 |
10 | -0.074847 | -0.5186 | 0.303227 |
11 | 0.236089 | 1.6357 | 0.054225 |
12 | 0.659897 | 4.5719 | 1.7e-05 |
13 | 0.305827 | 2.1188 | 0.019653 |
14 | -0.090201 | -0.6249 | 0.267489 |
15 | -0.088017 | -0.6098 | 0.272434 |
16 | -0.082664 | -0.5727 | 0.284756 |
17 | -0.147864 | -1.0244 | 0.155383 |
18 | -0.262547 | -1.819 | 0.037578 |
19 | -0.163064 | -1.1297 | 0.1321 |
20 | -0.077419 | -0.5364 | 0.297089 |
21 | -0.098701 | -0.6838 | 0.248688 |
22 | -0.051802 | -0.3589 | 0.360625 |
23 | 0.126178 | 0.8742 | 0.193184 |
24 | 0.459397 | 3.1828 | 0.00128 |
25 | 0.238893 | 1.6551 | 0.052215 |
26 | -0.058977 | -0.4086 | 0.342324 |
27 | -0.018182 | -0.126 | 0.450142 |
28 | -0.034074 | -0.2361 | 0.407191 |
29 | -0.102411 | -0.7095 | 0.240715 |
30 | -0.162355 | -1.1248 | 0.133128 |
31 | -0.10308 | -0.7142 | 0.239295 |
32 | -0.0643 | -0.4455 | 0.328988 |
33 | -0.029867 | -0.2069 | 0.418472 |
34 | -0.022 | -0.1524 | 0.439746 |
35 | 0.04503 | 0.312 | 0.378203 |
36 | 0.266528 | 1.8466 | 0.03549 |
37 | 0.152545 | 1.0569 | 0.147933 |
38 | -0.04654 | -0.3224 | 0.37426 |
39 | -0.036889 | -0.2556 | 0.399686 |
40 | -0.056337 | -0.3903 | 0.349014 |
41 | -0.067461 | -0.4674 | 0.321169 |
42 | -0.067816 | -0.4698 | 0.320297 |
43 | -0.030722 | -0.2128 | 0.416174 |
44 | 0.026927 | 0.1866 | 0.426397 |
45 | 0.021887 | 0.1516 | 0.440053 |
46 | 0.016004 | 0.1109 | 0.456087 |
47 | 0.003384 | 0.0234 | 0.490697 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.346923 | 2.4036 | 0.010074 |
2 | -0.279916 | -1.9393 | 0.029176 |
3 | 0.034737 | 0.2407 | 0.405421 |
4 | -0.203623 | -1.4107 | 0.082384 |
5 | -0.162762 | -1.1277 | 0.132536 |
6 | -0.334597 | -2.3182 | 0.012374 |
7 | -0.105449 | -0.7306 | 0.234296 |
8 | -0.266452 | -1.846 | 0.03553 |
9 | -0.237644 | -1.6464 | 0.053102 |
10 | -0.455703 | -3.1572 | 0.001376 |
11 | -0.023181 | -0.1606 | 0.43654 |
12 | 0.320979 | 2.2238 | 0.015451 |
13 | -0.156176 | -1.082 | 0.142325 |
14 | -0.11688 | -0.8098 | 0.211035 |
15 | -0.012989 | -0.09 | 0.464335 |
16 | 0.02482 | 0.172 | 0.432097 |
17 | 0.071576 | 0.4959 | 0.311117 |
18 | 0.010891 | 0.0755 | 0.470083 |
19 | 0.066799 | 0.4628 | 0.322801 |
20 | -0.055866 | -0.387 | 0.350215 |
21 | -0.050724 | -0.3514 | 0.363402 |
22 | 0.063285 | 0.4385 | 0.331513 |
23 | -0.095019 | -0.6583 | 0.256742 |
24 | 0.064935 | 0.4499 | 0.32741 |
25 | -0.154621 | -1.0712 | 0.144708 |
26 | -0.009053 | -0.0627 | 0.475125 |
27 | -0.022078 | -0.153 | 0.439535 |
28 | -0.083062 | -0.5755 | 0.283831 |
29 | -0.088742 | -0.6148 | 0.270788 |
30 | 0.020389 | 0.1413 | 0.444127 |
31 | -0.050843 | -0.3523 | 0.363096 |
32 | -0.015583 | -0.108 | 0.457237 |
33 | 0.147019 | 1.0186 | 0.156756 |
34 | 0.034627 | 0.2399 | 0.405713 |
35 | 0.018583 | 0.1287 | 0.449047 |
36 | 0.032613 | 0.226 | 0.4111 |
37 | 0.079092 | 0.548 | 0.293127 |
38 | 0.078408 | 0.5432 | 0.294743 |
39 | -0.041282 | -0.286 | 0.388051 |
40 | -0.052861 | -0.3662 | 0.357901 |
41 | -0.018915 | -0.131 | 0.448142 |
42 | -0.021996 | -0.1524 | 0.439757 |
43 | -0.016964 | -0.1175 | 0.453464 |
44 | 0.057123 | 0.3958 | 0.347017 |
45 | -0.010874 | -0.0753 | 0.47013 |
46 | 0.021585 | 0.1495 | 0.440875 |
47 | 0.025386 | 0.1759 | 0.430565 |
48 | NA | NA | NA |