Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189093 | 1.3101 | 0.098202 |
2 | -0.206369 | -1.4298 | 0.07963 |
3 | 0.182984 | 1.2677 | 0.105501 |
4 | 0.00177 | 0.0123 | 0.495134 |
5 | 0.029847 | 0.2068 | 0.418527 |
6 | 0.243894 | 1.6897 | 0.048781 |
7 | -0.016593 | -0.115 | 0.454479 |
8 | 0.063955 | 0.4431 | 0.329844 |
9 | 0.175316 | 1.2146 | 0.115225 |
10 | -0.209488 | -1.4514 | 0.07659 |
11 | 0.082074 | 0.5686 | 0.286131 |
12 | 0.576296 | 3.9927 | 0.000112 |
13 | 0.016018 | 0.111 | 0.45605 |
14 | -0.262525 | -1.8188 | 0.03759 |
15 | 0.000418 | 0.0029 | 0.49885 |
16 | -0.052392 | -0.363 | 0.359106 |
17 | -0.000295 | -0.002 | 0.49919 |
18 | 0.028379 | 0.1966 | 0.42248 |
19 | -0.112362 | -0.7785 | 0.220057 |
20 | -0.06346 | -0.4397 | 0.331077 |
21 | -0.033689 | -0.2334 | 0.408221 |
22 | -0.227817 | -1.5784 | 0.060525 |
23 | -0.046671 | -0.3233 | 0.373918 |
24 | 0.294111 | 2.0377 | 0.023558 |
25 | 0.008929 | 0.0619 | 0.475466 |
26 | -0.236842 | -1.6409 | 0.053679 |
27 | -0.094191 | -0.6526 | 0.258573 |
28 | -0.112039 | -0.7762 | 0.220711 |
29 | -0.103706 | -0.7185 | 0.237967 |
30 | -0.048774 | -0.3379 | 0.36845 |
31 | -0.126743 | -0.8781 | 0.192131 |
32 | -0.101527 | -0.7034 | 0.242603 |
33 | -0.038715 | -0.2682 | 0.394839 |
34 | -0.098714 | -0.6839 | 0.24866 |
35 | -0.032603 | -0.2259 | 0.411126 |
36 | 0.126054 | 0.8733 | 0.193417 |
37 | -0.008003 | -0.0554 | 0.478006 |
38 | -0.131293 | -0.9096 | 0.183784 |
39 | -0.078088 | -0.541 | 0.295501 |
40 | -0.034933 | -0.242 | 0.404898 |
41 | -0.024149 | -0.1673 | 0.433914 |
42 | -0.010859 | -0.0752 | 0.47017 |
43 | -0.025813 | -0.1788 | 0.42941 |
44 | 0.003155 | 0.0219 | 0.491325 |
45 | 0.005111 | 0.0354 | 0.485949 |
46 | 0.00774 | 0.0536 | 0.478729 |
47 | 0.003509 | 0.0243 | 0.490351 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189093 | 1.3101 | 0.098202 |
2 | -0.251104 | -1.7397 | 0.04416 |
3 | 0.309136 | 2.1418 | 0.018658 |
4 | -0.221626 | -1.5355 | 0.065617 |
5 | 0.285369 | 1.9771 | 0.026895 |
6 | 0.026968 | 0.1868 | 0.426286 |
7 | -0.000263 | -0.0018 | 0.499278 |
8 | 0.18779 | 1.301 | 0.099726 |
9 | -0.047026 | -0.3258 | 0.372994 |
10 | -0.177399 | -1.2291 | 0.112522 |
11 | 0.289008 | 2.0023 | 0.025459 |
12 | 0.374267 | 2.593 | 0.006287 |
13 | -0.193105 | -1.3379 | 0.093621 |
14 | -0.152832 | -1.0589 | 0.147483 |
15 | -0.14674 | -1.0166 | 0.157211 |
16 | 0.06116 | 0.4237 | 0.336829 |
17 | -0.10701 | -0.7414 | 0.231035 |
18 | -0.18655 | -1.2925 | 0.101194 |
19 | 0.047606 | 0.3298 | 0.371484 |
20 | -0.250184 | -1.7333 | 0.044729 |
21 | -0.020662 | -0.1431 | 0.443386 |
22 | -0.056514 | -0.3915 | 0.348566 |
23 | -0.02485 | -0.1722 | 0.432016 |
24 | 0.07801 | 0.5405 | 0.295686 |
25 | 0.032813 | 0.2273 | 0.410565 |
26 | 0.107712 | 0.7463 | 0.229578 |
27 | -0.027306 | -0.1892 | 0.425373 |
28 | -0.133201 | -0.9228 | 0.180352 |
29 | -0.030217 | -0.2094 | 0.41753 |
30 | -0.00288 | -0.02 | 0.492083 |
31 | -0.076003 | -0.5266 | 0.300461 |
32 | -0.028521 | -0.1976 | 0.422095 |
33 | -0.022568 | -0.1564 | 0.438205 |
34 | 0.124844 | 0.8649 | 0.195685 |
35 | -0.04027 | -0.279 | 0.390722 |
36 | -0.13624 | -0.9439 | 0.174974 |
37 | 0.056695 | 0.3928 | 0.348106 |
38 | 0.045339 | 0.3141 | 0.377397 |
39 | -0.027371 | -0.1896 | 0.425198 |
40 | 0.118108 | 0.8183 | 0.208621 |
41 | -0.065771 | -0.4557 | 0.325339 |
42 | 0.045352 | 0.3142 | 0.377362 |
43 | -0.0365 | -0.2529 | 0.40072 |
44 | 0.110509 | 0.7656 | 0.223822 |
45 | 0.000818 | 0.0057 | 0.497751 |
46 | -0.072818 | -0.5045 | 0.308109 |
47 | -0.062686 | -0.4343 | 0.333008 |
48 | NA | NA | NA |