Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.452149 | 3.1326 | 0.001475 |
2 | 0.449559 | 3.1146 | 0.001552 |
3 | 0.281776 | 1.9522 | 0.02838 |
4 | 0.223751 | 1.5502 | 0.063832 |
5 | 0.211957 | 1.4685 | 0.074249 |
6 | 0.168084 | 1.1645 | 0.124984 |
7 | -0.07462 | -0.517 | 0.303772 |
8 | -0.001694 | -0.0117 | 0.495341 |
9 | -0.08244 | -0.5712 | 0.285278 |
10 | -0.089797 | -0.6221 | 0.268399 |
11 | -0.056428 | -0.3909 | 0.348784 |
12 | -0.319891 | -2.2163 | 0.015723 |
13 | -0.241563 | -1.6736 | 0.050358 |
14 | -0.108713 | -0.7532 | 0.227508 |
15 | -0.004293 | -0.0297 | 0.488199 |
16 | -0.02973 | -0.206 | 0.418842 |
17 | -0.063121 | -0.4373 | 0.331923 |
18 | -0.234749 | -1.6264 | 0.055208 |
19 | -0.064146 | -0.4444 | 0.329368 |
20 | -0.139695 | -0.9678 | 0.168989 |
21 | -0.038597 | -0.2674 | 0.395152 |
22 | -0.107506 | -0.7448 | 0.230004 |
23 | -0.026425 | -0.1831 | 0.427754 |
24 | -0.02943 | -0.2039 | 0.419647 |
25 | 0.134139 | 0.9293 | 0.178681 |
26 | 0.094158 | 0.6523 | 0.258646 |
27 | 0.044696 | 0.3097 | 0.379079 |
28 | 0.022366 | 0.155 | 0.438754 |
29 | 0.048236 | 0.3342 | 0.369846 |
30 | 0.118709 | 0.8224 | 0.207448 |
31 | 0.079834 | 0.5531 | 0.29138 |
32 | 0.02569 | 0.178 | 0.429743 |
33 | -0.045526 | -0.3154 | 0.376907 |
34 | -0.081882 | -0.5673 | 0.286579 |
35 | -0.111849 | -0.7749 | 0.221096 |
36 | -0.128399 | -0.8896 | 0.189065 |
37 | -0.170234 | -1.1794 | 0.122023 |
38 | -0.166765 | -1.1554 | 0.126827 |
39 | -0.164184 | -1.1375 | 0.130487 |
40 | -0.101062 | -0.7002 | 0.243598 |
41 | -0.078376 | -0.543 | 0.29482 |
42 | -0.065464 | -0.4536 | 0.326098 |
43 | -0.06116 | -0.4237 | 0.336829 |
44 | -0.015532 | -0.1076 | 0.457377 |
45 | 0.013235 | 0.0917 | 0.463662 |
46 | 0.023357 | 0.1618 | 0.436064 |
47 | 0.011578 | 0.0802 | 0.4682 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.452149 | 3.1326 | 0.001475 |
2 | 0.30811 | 2.1346 | 0.018962 |
3 | 0.002536 | 0.0176 | 0.493029 |
4 | -0.004837 | -0.0335 | 0.486704 |
5 | 0.077062 | 0.5339 | 0.297936 |
6 | 0.023113 | 0.1601 | 0.436725 |
7 | -0.307185 | -2.1282 | 0.019239 |
8 | 0.033074 | 0.2291 | 0.409865 |
9 | 0.027126 | 0.1879 | 0.425861 |
10 | -0.074812 | -0.5183 | 0.30331 |
11 | 0.024978 | 0.1731 | 0.43167 |
12 | -0.323708 | -2.2427 | 0.014785 |
13 | 0.000678 | 0.0047 | 0.498136 |
14 | 0.251276 | 1.7409 | 0.044055 |
15 | 0.210731 | 1.46 | 0.075404 |
16 | -0.157215 | -1.0892 | 0.140748 |
17 | -0.15507 | -1.0744 | 0.144017 |
18 | -0.173177 | -1.1998 | 0.118052 |
19 | 0.020602 | 0.1427 | 0.443549 |
20 | -0.062048 | -0.4299 | 0.334603 |
21 | 0.086679 | 0.6005 | 0.27549 |
22 | -0.003507 | -0.0243 | 0.490359 |
23 | 0.181045 | 1.2543 | 0.107901 |
24 | -0.059894 | -0.415 | 0.340011 |
25 | -0.038662 | -0.2679 | 0.394979 |
26 | 0.117099 | 0.8113 | 0.210602 |
27 | 0.028354 | 0.1964 | 0.422546 |
28 | -0.009174 | -0.0636 | 0.474792 |
29 | -0.094346 | -0.6536 | 0.25823 |
30 | -0.103321 | -0.7158 | 0.238782 |
31 | -0.100877 | -0.6989 | 0.243994 |
32 | -0.020349 | -0.141 | 0.444237 |
33 | 0.06623 | 0.4589 | 0.324205 |
34 | -0.109832 | -0.7609 | 0.225207 |
35 | 0.024565 | 0.1702 | 0.432788 |
36 | -0.098776 | -0.6843 | 0.248526 |
37 | 0.001833 | 0.0127 | 0.494961 |
38 | 0.035388 | 0.2452 | 0.403684 |
39 | 0.003372 | 0.0234 | 0.490729 |
40 | -0.077711 | -0.5384 | 0.296396 |
41 | 0.025769 | 0.1785 | 0.429528 |
42 | 0.020277 | 0.1405 | 0.444432 |
43 | 0.024657 | 0.1708 | 0.432539 |
44 | -0.007008 | -0.0485 | 0.48074 |
45 | 0.038788 | 0.2687 | 0.394645 |
46 | -0.090011 | -0.6236 | 0.267917 |
47 | -0.054275 | -0.376 | 0.354277 |
48 | NA | NA | NA |