Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.011205 | -0.0776 | 0.469222 |
2 | 0.176534 | 1.2231 | 0.113638 |
3 | 0.248128 | 1.7191 | 0.046022 |
4 | -0.05295 | -0.3669 | 0.357671 |
5 | 0.117348 | 0.813 | 0.210114 |
6 | -0.124443 | -0.8622 | 0.196442 |
7 | -0.192801 | -1.3358 | 0.093963 |
8 | -0.02975 | -0.2061 | 0.418788 |
9 | -0.207338 | -1.4365 | 0.078676 |
10 | -0.211551 | -1.4657 | 0.07463 |
11 | -0.174225 | -1.2071 | 0.116661 |
12 | -0.487314 | -3.3762 | 0.000732 |
13 | -0.031793 | -0.2203 | 0.413299 |
14 | -0.06605 | -0.4576 | 0.324649 |
15 | -0.048555 | -0.3364 | 0.369019 |
16 | -0.003329 | -0.0231 | 0.490846 |
17 | 0.041029 | 0.2843 | 0.388719 |
18 | 0.259956 | 1.801 | 0.038991 |
19 | 0.010906 | 0.0756 | 0.470043 |
20 | 0.102044 | 0.707 | 0.241498 |
21 | 0.1408 | 0.9755 | 0.167104 |
22 | -0.00836 | -0.0579 | 0.477027 |
23 | 0.285402 | 1.9773 | 0.026882 |
24 | -0.044415 | -0.3077 | 0.379816 |
25 | 0.029817 | 0.2066 | 0.418606 |
26 | 0.034994 | 0.2424 | 0.404734 |
27 | -0.08759 | -0.6068 | 0.273409 |
28 | 0.043515 | 0.3015 | 0.382176 |
29 | -0.029072 | -0.2014 | 0.420611 |
30 | -0.185874 | -1.2878 | 0.102 |
31 | 0.072704 | 0.5037 | 0.308385 |
32 | -0.025888 | -0.1794 | 0.429207 |
33 | -0.095169 | -0.6594 | 0.256411 |
34 | 0.083394 | 0.5778 | 0.28306 |
35 | -0.14093 | -0.9764 | 0.166883 |
36 | 0.095185 | 0.6595 | 0.256376 |
37 | 0.01456 | 0.1009 | 0.460034 |
38 | -0.048312 | -0.3347 | 0.369648 |
39 | 0.035334 | 0.2448 | 0.403826 |
40 | 0.014979 | 0.1038 | 0.458889 |
41 | -0.009657 | -0.0669 | 0.473466 |
42 | 0.015373 | 0.1065 | 0.457812 |
43 | -0.011564 | -0.0801 | 0.468239 |
44 | 0.003827 | 0.0265 | 0.489478 |
45 | 0.008552 | 0.0592 | 0.4765 |
46 | -0.006583 | -0.0456 | 0.481907 |
47 | 0.000336 | 0.0023 | 0.499077 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.011205 | -0.0776 | 0.469222 |
2 | 0.176431 | 1.2223 | 0.113772 |
3 | 0.259854 | 1.8003 | 0.039048 |
4 | -0.075213 | -0.5211 | 0.30235 |
5 | 0.024239 | 0.1679 | 0.433672 |
6 | -0.17771 | -1.2312 | 0.112122 |
7 | -0.225523 | -1.5625 | 0.062373 |
8 | -0.045526 | -0.3154 | 0.376907 |
9 | -0.069272 | -0.4799 | 0.316728 |
10 | -0.148366 | -1.0279 | 0.154573 |
11 | -0.145255 | -1.0064 | 0.159645 |
12 | -0.474895 | -3.2902 | 0.00094 |
13 | -0.116389 | -0.8064 | 0.212004 |
14 | 0.092658 | 0.642 | 0.261979 |
15 | 0.231488 | 1.6038 | 0.05766 |
16 | -0.079663 | -0.5519 | 0.291781 |
17 | -0.115617 | -0.801 | 0.213535 |
18 | 0.047058 | 0.326 | 0.372911 |
19 | -0.169492 | -1.1743 | 0.12304 |
20 | -0.058713 | -0.4068 | 0.34299 |
21 | -0.016671 | -0.1155 | 0.454264 |
22 | -0.256665 | -1.7782 | 0.04085 |
23 | 0.033565 | 0.2325 | 0.408551 |
24 | -0.287442 | -1.9915 | 0.026069 |
25 | -0.023915 | -0.1657 | 0.434549 |
26 | -0.041654 | -0.2886 | 0.387071 |
27 | 0.054441 | 0.3772 | 0.353851 |
28 | -0.015162 | -0.105 | 0.458388 |
29 | 0.086315 | 0.598 | 0.276324 |
30 | -0.020063 | -0.139 | 0.445016 |
31 | -0.11073 | -0.7672 | 0.223372 |
32 | -0.07592 | -0.526 | 0.300658 |
33 | -0.08714 | -0.6037 | 0.274435 |
34 | -0.056529 | -0.3916 | 0.348527 |
35 | 0.01064 | 0.0737 | 0.47077 |
36 | -0.131981 | -0.9144 | 0.182541 |
37 | -0.030525 | -0.2115 | 0.416704 |
38 | -0.113786 | -0.7883 | 0.217189 |
39 | 0.001773 | 0.0123 | 0.495126 |
40 | 0.123426 | 0.8551 | 0.198367 |
41 | 0.038567 | 0.2672 | 0.395231 |
42 | -0.032132 | -0.2226 | 0.412389 |
43 | -0.102387 | -0.7094 | 0.240768 |
44 | -0.012613 | -0.0874 | 0.465364 |
45 | -0.000217 | -0.0015 | 0.499404 |
46 | -0.075382 | -0.5223 | 0.301945 |
47 | 0.004064 | 0.0282 | 0.488827 |
48 | NA | NA | NA |