Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.206269 | 1.4141 | 0.08196 |
2 | 0.231701 | 1.5885 | 0.059444 |
3 | 0.245675 | 1.6843 | 0.049381 |
4 | -0.072065 | -0.4941 | 0.311785 |
5 | 0.158765 | 1.0884 | 0.140975 |
6 | 0.117445 | 0.8052 | 0.21239 |
7 | -0.162382 | -1.1132 | 0.135634 |
8 | 0.208442 | 1.429 | 0.079808 |
9 | 0.036423 | 0.2497 | 0.401951 |
10 | -0.081678 | -0.56 | 0.289085 |
11 | 0.074791 | 0.5127 | 0.305267 |
12 | -0.413371 | -2.8339 | 0.003378 |
13 | -0.143638 | -0.9847 | 0.164899 |
14 | -0.086352 | -0.592 | 0.278343 |
15 | -0.131096 | -0.8988 | 0.186683 |
16 | 0.01936 | 0.1327 | 0.447487 |
17 | -0.031698 | -0.2173 | 0.414453 |
18 | -0.12381 | -0.8488 | 0.200149 |
19 | -0.043202 | -0.2962 | 0.3842 |
20 | -0.28588 | -1.9599 | 0.027976 |
21 | -0.153617 | -1.0531 | 0.14883 |
22 | -0.138683 | -0.9508 | 0.173294 |
23 | -0.25856 | -1.7726 | 0.041388 |
24 | -0.026531 | -0.1819 | 0.428228 |
25 | -0.009281 | -0.0636 | 0.474769 |
26 | -0.007056 | -0.0484 | 0.480813 |
27 | 0.032735 | 0.2244 | 0.411701 |
28 | -0.115751 | -0.7935 | 0.215724 |
29 | -0.024065 | -0.165 | 0.434833 |
30 | 0.05769 | 0.3955 | 0.34713 |
31 | 0.007793 | 0.0534 | 0.47881 |
32 | 0.066894 | 0.4586 | 0.324316 |
33 | 0.022977 | 0.1575 | 0.437755 |
34 | 0.010259 | 0.0703 | 0.472115 |
35 | 0.120843 | 0.8285 | 0.2058 |
36 | 0.04272 | 0.2929 | 0.385453 |
37 | -0.053251 | -0.3651 | 0.358349 |
38 | -0.017147 | -0.1176 | 0.453462 |
39 | -0.002508 | -0.0172 | 0.493176 |
40 | 0.062541 | 0.4288 | 0.335028 |
41 | 0.042375 | 0.2905 | 0.386352 |
42 | 0.005902 | 0.0405 | 0.483949 |
43 | 0.013737 | 0.0942 | 0.462686 |
44 | 0.022409 | 0.1536 | 0.439281 |
45 | 0.047758 | 0.3274 | 0.372405 |
46 | 0.026116 | 0.179 | 0.429336 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.206269 | 1.4141 | 0.08196 |
2 | 0.19756 | 1.3544 | 0.091042 |
3 | 0.181041 | 1.2412 | 0.110353 |
4 | -0.202395 | -1.3875 | 0.085909 |
5 | 0.134703 | 0.9235 | 0.180238 |
6 | 0.094574 | 0.6484 | 0.259951 |
7 | -0.228807 | -1.5686 | 0.061723 |
8 | 0.20284 | 1.3906 | 0.085448 |
9 | 0.054769 | 0.3755 | 0.354498 |
10 | -0.140746 | -0.9649 | 0.169765 |
11 | -0.054549 | -0.374 | 0.355054 |
12 | -0.382835 | -2.6246 | 0.005833 |
13 | 0.051724 | 0.3546 | 0.362237 |
14 | -0.023105 | -0.1584 | 0.437409 |
15 | 0.177243 | 1.2151 | 0.115195 |
16 | -0.038671 | -0.2651 | 0.39604 |
17 | -0.016947 | -0.1162 | 0.454001 |
18 | -0.012881 | -0.0883 | 0.465004 |
19 | -0.260065 | -1.7829 | 0.04053 |
20 | -0.15647 | -1.0727 | 0.144441 |
21 | 0.078774 | 0.54 | 0.295858 |
22 | -0.038661 | -0.265 | 0.396067 |
23 | -0.144647 | -0.9917 | 0.163222 |
24 | -0.129717 | -0.8893 | 0.189187 |
25 | 0.160511 | 1.1004 | 0.138379 |
26 | 0.001511 | 0.0104 | 0.495889 |
27 | -0.035349 | -0.2423 | 0.404784 |
28 | -0.036256 | -0.2486 | 0.402394 |
29 | 0.110281 | 0.756 | 0.226697 |
30 | 0.017409 | 0.1193 | 0.452754 |
31 | -0.064188 | -0.4401 | 0.330958 |
32 | -0.188322 | -1.2911 | 0.101497 |
33 | -0.027251 | -0.1868 | 0.426301 |
34 | -0.041024 | -0.2812 | 0.389878 |
35 | -0.038851 | -0.2664 | 0.395567 |
36 | -0.007421 | -0.0509 | 0.479819 |
37 | -0.010659 | -0.0731 | 0.471028 |
38 | 0.01031 | 0.0707 | 0.471976 |
39 | -0.028945 | -0.1984 | 0.421781 |
40 | -0.068596 | -0.4703 | 0.320167 |
41 | 0.031923 | 0.2189 | 0.413855 |
42 | -0.030439 | -0.2087 | 0.4178 |
43 | -0.04734 | -0.3245 | 0.373482 |
44 | -0.134403 | -0.9214 | 0.180769 |
45 | 0.087883 | 0.6025 | 0.27487 |
46 | -0.030873 | -0.2117 | 0.416646 |
47 | NA | NA | NA |
48 | NA | NA | NA |