Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.138193 | 0.9474 | 0.17414 |
2 | 0.235803 | 1.6166 | 0.05633 |
3 | 0.332409 | 2.2789 | 0.01363 |
4 | 0.224962 | 1.5423 | 0.064858 |
5 | 0.060948 | 0.4178 | 0.338985 |
6 | 0.177345 | 1.2158 | 0.115063 |
7 | 0.018136 | 0.1243 | 0.450791 |
8 | 0.123797 | 0.8487 | 0.200172 |
9 | 0.00358 | 0.0245 | 0.490262 |
10 | -0.090501 | -0.6204 | 0.268982 |
11 | 0.273327 | 1.8738 | 0.033589 |
12 | -0.161965 | -1.1104 | 0.136243 |
13 | -0.075601 | -0.5183 | 0.303341 |
14 | 0.088631 | 0.6076 | 0.273182 |
15 | 0.078375 | 0.5373 | 0.296794 |
16 | -0.104505 | -0.7165 | 0.238628 |
17 | 0.048083 | 0.3296 | 0.371568 |
18 | -0.139912 | -0.9592 | 0.171185 |
19 | -0.032053 | -0.2197 | 0.413512 |
20 | -0.152367 | -1.0446 | 0.15078 |
21 | -0.202231 | -1.3864 | 0.08608 |
22 | -0.084018 | -0.576 | 0.283682 |
23 | -0.19881 | -1.363 | 0.089693 |
24 | -0.196204 | -1.3451 | 0.092523 |
25 | -0.098624 | -0.6761 | 0.251136 |
26 | -0.089173 | -0.6113 | 0.27196 |
27 | -0.25066 | -1.7184 | 0.046149 |
28 | -0.115671 | -0.793 | 0.215881 |
29 | -0.104552 | -0.7168 | 0.238531 |
30 | -0.084183 | -0.5771 | 0.283304 |
31 | -0.053808 | -0.3689 | 0.356933 |
32 | -0.0558 | -0.3825 | 0.35189 |
33 | -0.037148 | -0.2547 | 0.400042 |
34 | -0.004575 | -0.0314 | 0.487555 |
35 | 0.011093 | 0.076 | 0.469852 |
36 | 0.000831 | 0.0057 | 0.49774 |
37 | 0.013758 | 0.0943 | 0.462627 |
38 | -0.009913 | -0.068 | 0.473053 |
39 | 0.007253 | 0.0497 | 0.480277 |
40 | 0.010735 | 0.0736 | 0.470821 |
41 | -0.013094 | -0.0898 | 0.464426 |
42 | -0.011469 | -0.0786 | 0.468831 |
43 | 0.01027 | 0.0704 | 0.472083 |
44 | 0.011585 | 0.0794 | 0.468517 |
45 | -0.001143 | -0.0078 | 0.49689 |
46 | -0.001132 | -0.0078 | 0.496921 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.138193 | 0.9474 | 0.17414 |
2 | 0.220925 | 1.5146 | 0.068287 |
3 | 0.296339 | 2.0316 | 0.023935 |
4 | 0.147356 | 1.0102 | 0.158782 |
5 | -0.097368 | -0.6675 | 0.253853 |
6 | 0.013382 | 0.0917 | 0.463647 |
7 | -0.1099 | -0.7534 | 0.227473 |
8 | 0.085988 | 0.5895 | 0.279173 |
9 | -0.039861 | -0.2733 | 0.392921 |
10 | -0.152338 | -1.0444 | 0.150827 |
11 | 0.324069 | 2.2217 | 0.015578 |
12 | -0.240271 | -1.6472 | 0.053092 |
13 | -0.056903 | -0.3901 | 0.349109 |
14 | 0.047032 | 0.3224 | 0.374277 |
15 | 0.133827 | 0.9175 | 0.18179 |
16 | 0.012324 | 0.0845 | 0.466514 |
17 | -0.121325 | -0.8318 | 0.204875 |
18 | -0.152159 | -1.0432 | 0.151107 |
19 | -0.08328 | -0.5709 | 0.285381 |
20 | -0.072675 | -0.4982 | 0.310321 |
21 | -0.073663 | -0.505 | 0.307956 |
22 | -0.092819 | -0.6363 | 0.263823 |
23 | 0.01704 | 0.1168 | 0.453751 |
24 | 0.026498 | 0.1817 | 0.428316 |
25 | -0.049065 | -0.3364 | 0.369044 |
26 | -0.002962 | -0.0203 | 0.491942 |
27 | -0.095509 | -0.6548 | 0.257901 |
28 | -0.073711 | -0.5053 | 0.307842 |
29 | 0.078234 | 0.5363 | 0.297125 |
30 | -0.054857 | -0.3761 | 0.354276 |
31 | 0.109893 | 0.7534 | 0.227488 |
32 | -0.0022 | -0.0151 | 0.494015 |
33 | -0.026116 | -0.179 | 0.429338 |
34 | 0.025587 | 0.1754 | 0.430753 |
35 | 0.059854 | 0.4103 | 0.341711 |
36 | 0.049928 | 0.3423 | 0.36683 |
37 | -0.073717 | -0.5054 | 0.307829 |
38 | 0.043361 | 0.2973 | 0.383786 |
39 | -0.055699 | -0.3819 | 0.352145 |
40 | -0.102184 | -0.7005 | 0.243522 |
41 | -0.031648 | -0.217 | 0.414586 |
42 | -0.048609 | -0.3332 | 0.370214 |
43 | 0.062189 | 0.4263 | 0.3359 |
44 | 0.044809 | 0.3072 | 0.380027 |
45 | -0.080285 | -0.5504 | 0.292324 |
46 | -0.121715 | -0.8344 | 0.204128 |
47 | NA | NA | NA |
48 | NA | NA | NA |