Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.450199 | 3.1191 | 0.001533 |
2 | -0.010737 | -0.0744 | 0.470504 |
3 | 0.021445 | 0.1486 | 0.441254 |
4 | -0.119751 | -0.8297 | 0.20542 |
5 | -0.145657 | -1.0091 | 0.158984 |
6 | -0.08893 | -0.6161 | 0.270361 |
7 | -0.035724 | -0.2475 | 0.402786 |
8 | 0.111377 | 0.7716 | 0.222055 |
9 | 0.068378 | 0.4737 | 0.318917 |
10 | -0.006226 | -0.0431 | 0.482887 |
11 | -0.05388 | -0.3733 | 0.355288 |
12 | -0.182496 | -1.2644 | 0.106101 |
13 | -0.014628 | -0.1013 | 0.45985 |
14 | 0.104573 | 0.7245 | 0.236136 |
15 | -0.028749 | -0.1992 | 0.421482 |
16 | 0.051336 | 0.3557 | 0.361823 |
17 | 0.201163 | 1.3937 | 0.084914 |
18 | 0.071596 | 0.496 | 0.311069 |
19 | -0.087801 | -0.6083 | 0.272927 |
20 | -0.096863 | -0.6711 | 0.252692 |
21 | -0.069681 | -0.4828 | 0.315729 |
22 | -0.122245 | -0.8469 | 0.200617 |
23 | -0.104121 | -0.7214 | 0.23709 |
24 | 0.027982 | 0.1939 | 0.42355 |
25 | 0.032507 | 0.2252 | 0.411383 |
26 | 0.019076 | 0.1322 | 0.447704 |
27 | 0.080889 | 0.5604 | 0.288902 |
28 | 0.078869 | 0.5464 | 0.293653 |
29 | -0.003519 | -0.0244 | 0.490324 |
30 | -0.061298 | -0.4247 | 0.336481 |
31 | -0.121495 | -0.8417 | 0.202054 |
32 | -0.131772 | -0.9129 | 0.182918 |
33 | -0.097199 | -0.6734 | 0.251956 |
34 | -0.067534 | -0.4679 | 0.320991 |
35 | -0.055209 | -0.3825 | 0.351891 |
36 | -0.062055 | -0.4299 | 0.334586 |
37 | -0.017182 | -0.119 | 0.45287 |
38 | -0.041416 | -0.2869 | 0.387698 |
39 | -0.137642 | -0.9536 | 0.17253 |
40 | -0.113513 | -0.7864 | 0.217738 |
41 | 0.002497 | 0.0173 | 0.493134 |
42 | 0.077978 | 0.5402 | 0.295762 |
43 | 0.11066 | 0.7667 | 0.223514 |
44 | 0.06783 | 0.4699 | 0.320264 |
45 | 0.008569 | 0.0594 | 0.476453 |
46 | -0.005719 | -0.0396 | 0.484279 |
47 | -0.003885 | -0.0269 | 0.48932 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.450199 | 3.1191 | 0.001533 |
2 | -0.267667 | -1.8545 | 0.034912 |
3 | 0.20005 | 1.386 | 0.086078 |
4 | -0.319883 | -2.2162 | 0.015725 |
5 | 0.150301 | 1.0413 | 0.151473 |
6 | -0.211137 | -1.4628 | 0.07502 |
7 | 0.195299 | 1.3531 | 0.091186 |
8 | -0.005831 | -0.0404 | 0.483971 |
9 | -0.03062 | -0.2121 | 0.416448 |
10 | 0.023956 | 0.166 | 0.434439 |
11 | -0.178224 | -1.2348 | 0.111463 |
12 | -0.036742 | -0.2546 | 0.400078 |
13 | 0.19879 | 1.3773 | 0.087411 |
14 | -0.101053 | -0.7001 | 0.243618 |
15 | 0.040917 | 0.2835 | 0.389014 |
16 | 0.007779 | 0.0539 | 0.478622 |
17 | 0.194571 | 1.348 | 0.091989 |
18 | -0.18719 | -1.2969 | 0.100434 |
19 | 0.028672 | 0.1986 | 0.42169 |
20 | -0.028537 | -0.1977 | 0.422052 |
21 | -0.029605 | -0.2051 | 0.419178 |
22 | -0.13948 | -0.9663 | 0.169357 |
23 | 0.09344 | 0.6474 | 0.260238 |
24 | -0.052224 | -0.3618 | 0.359538 |
25 | 0.025113 | 0.174 | 0.431304 |
26 | -0.008795 | -0.0609 | 0.475832 |
27 | 0.067621 | 0.4685 | 0.320778 |
28 | 0.045513 | 0.3153 | 0.376941 |
29 | -0.024136 | -0.1672 | 0.433951 |
30 | -0.09872 | -0.684 | 0.248647 |
31 | -0.143714 | -0.9957 | 0.1622 |
32 | 0.048576 | 0.3365 | 0.368963 |
33 | -0.100214 | -0.6943 | 0.24542 |
34 | -0.080215 | -0.5557 | 0.290484 |
35 | -0.030703 | -0.2127 | 0.416225 |
36 | 0.008495 | 0.0589 | 0.476657 |
37 | -0.037391 | -0.2591 | 0.398351 |
38 | -0.123046 | -0.8525 | 0.199089 |
39 | 0.007497 | 0.0519 | 0.479395 |
40 | -0.049548 | -0.3433 | 0.366443 |
41 | -0.006421 | -0.0445 | 0.482352 |
42 | 0.062216 | 0.431 | 0.334182 |
43 | -0.013522 | -0.0937 | 0.462875 |
44 | -0.02799 | -0.1939 | 0.423527 |
45 | -0.077226 | -0.535 | 0.297548 |
46 | 0.048126 | 0.3334 | 0.370132 |
47 | 0.061465 | 0.4258 | 0.336063 |
48 | NA | NA | NA |