Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.066468 | 0.4605 | 0.323617 |
2 | -0.426653 | -2.9559 | 0.002411 |
3 | 0.10867 | 0.7529 | 0.227596 |
4 | -0.017821 | -0.1235 | 0.451126 |
5 | -0.073737 | -0.5109 | 0.305895 |
6 | 0.075434 | 0.5226 | 0.30182 |
7 | -0.064242 | -0.4451 | 0.329132 |
8 | 0.069295 | 0.4801 | 0.316672 |
9 | 0.048332 | 0.3349 | 0.369597 |
10 | -0.302976 | -2.0991 | 0.020547 |
11 | 0.047269 | 0.3275 | 0.37236 |
12 | 0.607039 | 4.2057 | 5.6e-05 |
13 | 0.073672 | 0.5104 | 0.30605 |
14 | -0.34587 | -2.3963 | 0.010254 |
15 | -0.049481 | -0.3428 | 0.366619 |
16 | -0.041501 | -0.2875 | 0.387474 |
17 | -0.09926 | -0.6877 | 0.247477 |
18 | 0.022238 | 0.1541 | 0.439101 |
19 | -0.05093 | -0.3529 | 0.362872 |
20 | -0.015221 | -0.1055 | 0.458227 |
21 | 0.067437 | 0.4672 | 0.321229 |
22 | -0.166173 | -1.1513 | 0.127659 |
23 | -0.044371 | -0.3074 | 0.379931 |
24 | 0.372706 | 2.5822 | 0.006462 |
25 | 0.040405 | 0.2799 | 0.390365 |
26 | -0.328671 | -2.2771 | 0.013638 |
27 | -0.06115 | -0.4237 | 0.336853 |
28 | 0.009445 | 0.0654 | 0.47405 |
29 | -0.073504 | -0.5093 | 0.306454 |
30 | 0.01534 | 0.1063 | 0.457902 |
31 | -0.007374 | -0.0511 | 0.479733 |
32 | -0.017291 | -0.1198 | 0.452572 |
33 | 0.087783 | 0.6082 | 0.272968 |
34 | -0.081283 | -0.5631 | 0.287978 |
35 | -0.070133 | -0.4859 | 0.314626 |
36 | 0.221927 | 1.5376 | 0.065362 |
37 | 0.009794 | 0.0679 | 0.473092 |
38 | -0.173906 | -1.2049 | 0.117083 |
39 | 0.041532 | 0.2877 | 0.38739 |
40 | -0.033593 | -0.2327 | 0.408476 |
41 | -0.05368 | -0.3719 | 0.3558 |
42 | 0.066106 | 0.458 | 0.32451 |
43 | 0.012133 | 0.0841 | 0.466679 |
44 | 0.005757 | 0.0399 | 0.484174 |
45 | 0.025448 | 0.1763 | 0.430396 |
46 | -0.002516 | -0.0174 | 0.493081 |
47 | 0.007105 | 0.0492 | 0.480473 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.066468 | 0.4605 | 0.323617 |
2 | -0.432984 | -2.9998 | 0.002137 |
3 | 0.220151 | 1.5252 | 0.06688 |
4 | -0.320688 | -2.2218 | 0.015523 |
5 | 0.198946 | 1.3783 | 0.087245 |
6 | -0.193032 | -1.3374 | 0.093703 |
7 | 0.065694 | 0.4551 | 0.32553 |
8 | 0.07437 | 0.5153 | 0.304372 |
9 | -0.100655 | -0.6974 | 0.244471 |
10 | -0.212825 | -1.4745 | 0.073439 |
11 | 0.169671 | 1.1755 | 0.122793 |
12 | 0.513396 | 3.5569 | 0.000428 |
13 | -0.024326 | -0.1685 | 0.433434 |
14 | 0.049856 | 0.3454 | 0.365647 |
15 | -0.242502 | -1.6801 | 0.049717 |
16 | -0.011482 | -0.0795 | 0.468464 |
17 | -0.188499 | -1.306 | 0.098896 |
18 | 0.001247 | 0.0086 | 0.496571 |
19 | -0.17431 | -1.2077 | 0.116549 |
20 | -0.161073 | -1.1159 | 0.135 |
21 | 0.093931 | 0.6508 | 0.259148 |
22 | -0.107502 | -0.7448 | 0.230014 |
23 | 0.095903 | 0.6644 | 0.254795 |
24 | -0.147587 | -1.0225 | 0.155832 |
25 | -0.002351 | -0.0163 | 0.493536 |
26 | -0.164835 | -1.142 | 0.129558 |
27 | 0.083025 | 0.5752 | 0.283916 |
28 | 0.02221 | 0.1539 | 0.439177 |
29 | -0.013484 | -0.0934 | 0.46298 |
30 | 0.012671 | 0.0878 | 0.465205 |
31 | -0.018941 | -0.1312 | 0.448072 |
32 | 0.03057 | 0.2118 | 0.416581 |
33 | 0.023387 | 0.162 | 0.43598 |
34 | -0.081527 | -0.5648 | 0.287409 |
35 | -0.015214 | -0.1054 | 0.458247 |
36 | -0.172273 | -1.1935 | 0.119262 |
37 | 0.017244 | 0.1195 | 0.452701 |
38 | 0.158492 | 1.0981 | 0.138826 |
39 | 0.044191 | 0.3062 | 0.380403 |
40 | -0.056658 | -0.3925 | 0.3482 |
41 | -0.085896 | -0.5951 | 0.277284 |
42 | -0.005152 | -0.0357 | 0.485838 |
43 | 0.061766 | 0.4279 | 0.33531 |
44 | -0.020585 | -0.1426 | 0.443595 |
45 | -0.176289 | -1.2214 | 0.113956 |
46 | 0.084916 | 0.5883 | 0.27954 |
47 | -0.059744 | -0.4139 | 0.34039 |
48 | NA | NA | NA |