Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.063489 | 0.4353 | 0.332683 |
2 | 0.20934 | 1.4352 | 0.078931 |
3 | 0.418209 | 2.8671 | 0.003091 |
4 | 0.008375 | 0.0574 | 0.477228 |
5 | 0.066201 | 0.4539 | 0.326011 |
6 | 0.167096 | 1.1456 | 0.12889 |
7 | 0.025213 | 0.1729 | 0.431755 |
8 | -0.010602 | -0.0727 | 0.471183 |
9 | 0.02677 | 0.1835 | 0.427586 |
10 | -0.164612 | -1.1285 | 0.132413 |
11 | -0.028694 | -0.1967 | 0.422448 |
12 | -0.290877 | -1.9942 | 0.025977 |
13 | -0.084654 | -0.5804 | 0.282222 |
14 | -0.090993 | -0.6238 | 0.267881 |
15 | -0.16581 | -1.1367 | 0.130705 |
16 | -0.070486 | -0.4832 | 0.31559 |
17 | 0.017006 | 0.1166 | 0.453842 |
18 | -0.234133 | -1.6051 | 0.057582 |
19 | -0.08385 | -0.5748 | 0.284069 |
20 | -0.012486 | -0.0856 | 0.466073 |
21 | -0.24468 | -1.6774 | 0.050048 |
22 | -0.016296 | -0.1117 | 0.455762 |
23 | 0.012846 | 0.0881 | 0.465098 |
24 | -0.147053 | -1.0081 | 0.159274 |
25 | -0.031367 | -0.215 | 0.415333 |
26 | -0.028476 | -0.1952 | 0.42303 |
27 | -0.107152 | -0.7346 | 0.233118 |
28 | 0.145346 | 0.9964 | 0.162069 |
29 | -0.097734 | -0.67 | 0.253059 |
30 | 0.031008 | 0.2126 | 0.416286 |
31 | 0.088492 | 0.6067 | 0.273494 |
32 | -0.039937 | -0.2738 | 0.392721 |
33 | 0.063553 | 0.4357 | 0.332524 |
34 | 0.005244 | 0.036 | 0.485736 |
35 | 0.008371 | 0.0574 | 0.47724 |
36 | 0.014301 | 0.098 | 0.461157 |
37 | 0.018663 | 0.1279 | 0.449368 |
38 | 0.013633 | 0.0935 | 0.462966 |
39 | 0.034045 | 0.2334 | 0.408233 |
40 | -0.007859 | -0.0539 | 0.47863 |
41 | 0.006385 | 0.0438 | 0.482634 |
42 | 0.004862 | 0.0333 | 0.486775 |
43 | -0.008199 | -0.0562 | 0.477706 |
44 | 0.007946 | 0.0545 | 0.478393 |
45 | 0.002847 | 0.0195 | 0.492255 |
46 | 0.006705 | 0.046 | 0.481766 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.063489 | 0.4353 | 0.332683 |
2 | 0.20614 | 1.4132 | 0.082089 |
3 | 0.413749 | 2.8365 | 0.003354 |
4 | -0.053253 | -0.3651 | 0.358344 |
5 | -0.124532 | -0.8538 | 0.198787 |
6 | 0.004242 | 0.0291 | 0.488462 |
7 | 0.074201 | 0.5087 | 0.306674 |
8 | -0.035459 | -0.2431 | 0.404495 |
9 | -0.083664 | -0.5736 | 0.284496 |
10 | -0.226611 | -1.5536 | 0.063498 |
11 | 0.017675 | 0.1212 | 0.452034 |
12 | -0.264708 | -1.8147 | 0.037974 |
13 | 0.059108 | 0.4052 | 0.343576 |
14 | 0.021163 | 0.1451 | 0.442632 |
15 | 0.091543 | 0.6276 | 0.266656 |
16 | -0.061384 | -0.4208 | 0.3379 |
17 | 0.114938 | 0.788 | 0.217333 |
18 | -0.205099 | -1.4061 | 0.083138 |
19 | -0.031833 | -0.2182 | 0.414095 |
20 | -0.072684 | -0.4983 | 0.3103 |
21 | -0.049131 | -0.3368 | 0.368874 |
22 | -0.110279 | -0.756 | 0.226701 |
23 | 0.103798 | 0.7116 | 0.240113 |
24 | -0.16157 | -1.1077 | 0.13682 |
25 | 0.028757 | 0.1972 | 0.42228 |
26 | -0.142002 | -0.9735 | 0.167641 |
27 | 0.123898 | 0.8494 | 0.199981 |
28 | 0.174589 | 1.1969 | 0.11867 |
29 | -0.01752 | -0.1201 | 0.452454 |
30 | -0.180146 | -1.235 | 0.111481 |
31 | -0.049947 | -0.3424 | 0.366781 |
32 | -0.017262 | -0.1183 | 0.453151 |
33 | 0.049386 | 0.3386 | 0.368219 |
34 | -0.183731 | -1.2596 | 0.107018 |
35 | 0.068043 | 0.4665 | 0.321514 |
36 | -0.139477 | -0.9562 | 0.17193 |
37 | 0.053424 | 0.3663 | 0.357909 |
38 | -0.014093 | -0.0966 | 0.461722 |
39 | 0.04917 | 0.3371 | 0.368773 |
40 | 0.01242 | 0.0851 | 0.466253 |
41 | 0.017953 | 0.1231 | 0.451286 |
42 | -0.108722 | -0.7454 | 0.229883 |
43 | 0.014584 | 0.1 | 0.460392 |
44 | -0.089768 | -0.6154 | 0.270625 |
45 | -0.022974 | -0.1575 | 0.437762 |
46 | -0.054658 | -0.3747 | 0.354779 |
47 | NA | NA | NA |
48 | NA | NA | NA |