Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.061301 | 0.4203 | 0.338106 |
2 | 0.198398 | 1.3602 | 0.090135 |
3 | 0.420398 | 2.8821 | 0.002969 |
4 | 0.003998 | 0.0274 | 0.489124 |
5 | 0.085897 | 0.5889 | 0.279382 |
6 | 0.182415 | 1.2506 | 0.10864 |
7 | 0.023025 | 0.1578 | 0.437626 |
8 | 0.022223 | 0.1524 | 0.439779 |
9 | 0.035524 | 0.2435 | 0.404324 |
10 | -0.147105 | -1.0085 | 0.159189 |
11 | -0.089968 | -0.6168 | 0.270174 |
12 | -0.24711 | -1.6941 | 0.048432 |
13 | -0.045264 | -0.3103 | 0.378848 |
14 | -0.053791 | -0.3688 | 0.356976 |
15 | -0.130796 | -0.8967 | 0.187226 |
16 | -0.044225 | -0.3032 | 0.38154 |
17 | 0.03889 | 0.2666 | 0.395467 |
18 | -0.223191 | -1.5301 | 0.066345 |
19 | -0.051024 | -0.3498 | 0.364023 |
20 | 0.007209 | 0.0494 | 0.480396 |
21 | -0.192159 | -1.3174 | 0.097049 |
22 | -0.009731 | -0.0667 | 0.473548 |
23 | 0.036918 | 0.2531 | 0.400649 |
24 | -0.171125 | -1.1732 | 0.123319 |
25 | -0.037932 | -0.26 | 0.397981 |
26 | -0.080997 | -0.5553 | 0.290666 |
27 | -0.126847 | -0.8696 | 0.194464 |
28 | 0.112521 | 0.7714 | 0.222165 |
29 | -0.108675 | -0.745 | 0.229978 |
30 | 0.009125 | 0.0626 | 0.475193 |
31 | 0.062232 | 0.4266 | 0.335794 |
32 | -0.074951 | -0.5138 | 0.304887 |
33 | 0.026351 | 0.1807 | 0.428707 |
34 | -0.034146 | -0.2341 | 0.407964 |
35 | -0.035396 | -0.2427 | 0.40466 |
36 | 0.075575 | 0.5181 | 0.303404 |
37 | 0.001156 | 0.0079 | 0.496854 |
38 | 0.00488 | 0.0335 | 0.486727 |
39 | 0.001219 | 0.0084 | 0.496683 |
40 | -0.005671 | -0.0389 | 0.484577 |
41 | -0.008933 | -0.0612 | 0.475713 |
42 | -0.014833 | -0.1017 | 0.459718 |
43 | -0.003823 | -0.0262 | 0.489602 |
44 | 0.005758 | 0.0395 | 0.484339 |
45 | 0.013789 | 0.0945 | 0.462544 |
46 | 0.008893 | 0.061 | 0.475822 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.061301 | 0.4203 | 0.338106 |
2 | 0.195375 | 1.3394 | 0.093437 |
3 | 0.416019 | 2.8521 | 0.003218 |
4 | -0.053965 | -0.37 | 0.356534 |
5 | -0.089142 | -0.6111 | 0.27203 |
6 | 0.022997 | 0.1577 | 0.437702 |
7 | 0.058543 | 0.4014 | 0.344989 |
8 | -0.02637 | -0.1808 | 0.428656 |
9 | -0.078169 | -0.5359 | 0.297278 |
10 | -0.203841 | -1.3975 | 0.084418 |
11 | -0.098572 | -0.6758 | 0.251247 |
12 | -0.242718 | -1.664 | 0.051384 |
13 | 0.131345 | 0.9005 | 0.186234 |
14 | 0.148316 | 1.0168 | 0.157226 |
15 | 0.075862 | 0.5201 | 0.302724 |
16 | -0.100718 | -0.6905 | 0.246641 |
17 | 0.098012 | 0.6719 | 0.252456 |
18 | -0.150282 | -1.0303 | 0.154075 |
19 | -0.03725 | -0.2554 | 0.399775 |
20 | -0.03574 | -0.245 | 0.403753 |
21 | -0.066759 | -0.4577 | 0.324647 |
22 | -0.137833 | -0.9449 | 0.174762 |
23 | 0.032119 | 0.2202 | 0.413337 |
24 | -0.113392 | -0.7774 | 0.220415 |
25 | 0.04614 | 0.3163 | 0.376581 |
26 | -0.109369 | -0.7498 | 0.228558 |
27 | 0.07251 | 0.4971 | 0.310717 |
28 | 0.213746 | 1.4654 | 0.074739 |
29 | 0.0088 | 0.0603 | 0.476074 |
30 | -0.138445 | -0.9491 | 0.173704 |
31 | -0.061557 | -0.422 | 0.33747 |
32 | -0.04741 | -0.325 | 0.373302 |
33 | 0.009066 | 0.0622 | 0.475352 |
34 | -0.174618 | -1.1971 | 0.118632 |
35 | 0.011031 | 0.0756 | 0.470018 |
36 | -0.034349 | -0.2355 | 0.407427 |
37 | 0.012668 | 0.0868 | 0.465581 |
38 | 0.046675 | 0.32 | 0.375198 |
39 | 0.016805 | 0.1152 | 0.454385 |
40 | 0.062635 | 0.4294 | 0.334796 |
41 | 0.014519 | 0.0995 | 0.460569 |
42 | -0.065617 | -0.4498 | 0.327444 |
43 | -0.027478 | -0.1884 | 0.425695 |
44 | -0.103722 | -0.7111 | 0.240273 |
45 | -0.10587 | -0.7258 | 0.235777 |
46 | -0.001476 | -0.0101 | 0.495986 |
47 | NA | NA | NA |
48 | NA | NA | NA |