Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.317498 | -2.1997 | 0.016339 |
2 | 0.23709 | 1.6426 | 0.0535 |
3 | 0.073833 | 0.5115 | 0.305662 |
4 | -0.0085 | -0.0589 | 0.476642 |
5 | 0.087561 | 0.6066 | 0.273473 |
6 | -0.094228 | -0.6528 | 0.258489 |
7 | -0.167911 | -1.1633 | 0.125224 |
8 | -0.021706 | -0.1504 | 0.440547 |
9 | -0.105651 | -0.732 | 0.233873 |
10 | -0.199022 | -1.3789 | 0.087165 |
11 | 0.074402 | 0.5155 | 0.304295 |
12 | -0.439446 | -3.0446 | 0.001888 |
13 | 0.1164 | 0.8064 | 0.211982 |
14 | -0.10566 | -0.732 | 0.233854 |
15 | 0.001204 | 0.0083 | 0.49669 |
16 | 0.004919 | 0.0341 | 0.486477 |
17 | 0.034048 | 0.2359 | 0.40726 |
18 | 0.203636 | 1.4108 | 0.082372 |
19 | 0.023393 | 0.1621 | 0.435966 |
20 | -0.004005 | -0.0277 | 0.48899 |
21 | 0.216836 | 1.5023 | 0.069788 |
22 | -0.089567 | -0.6205 | 0.268921 |
23 | 0.183417 | 1.2708 | 0.10497 |
24 | -0.067755 | -0.4694 | 0.320447 |
25 | -0.012621 | -0.0874 | 0.465342 |
26 | 0.04516 | 0.3129 | 0.377865 |
27 | -0.057715 | -0.3999 | 0.345517 |
28 | 0.010733 | 0.0744 | 0.470516 |
29 | -0.015257 | -0.1057 | 0.458128 |
30 | -0.15548 | -1.0772 | 0.143388 |
31 | 0.056401 | 0.3908 | 0.348852 |
32 | 0.05461 | 0.3784 | 0.353419 |
33 | -0.185412 | -1.2846 | 0.102554 |
34 | 0.1447 | 1.0025 | 0.160562 |
35 | -0.123601 | -0.8563 | 0.198035 |
36 | 0.080706 | 0.5591 | 0.289331 |
37 | 0.013414 | 0.0929 | 0.46317 |
38 | -0.025656 | -0.1777 | 0.429834 |
39 | 0.025939 | 0.1797 | 0.429069 |
40 | 0.014526 | 0.1006 | 0.460129 |
41 | -0.011891 | -0.0824 | 0.467343 |
42 | 0.010509 | 0.0728 | 0.47113 |
43 | -0.008081 | -0.056 | 0.477792 |
44 | 0.002466 | 0.0171 | 0.493221 |
45 | 0.002964 | 0.0205 | 0.491849 |
46 | -0.002432 | -0.0168 | 0.493314 |
47 | 0.000224 | 0.0016 | 0.499384 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.317498 | -2.1997 | 0.016339 |
2 | 0.151564 | 1.0501 | 0.149473 |
3 | 0.211511 | 1.4654 | 0.074667 |
4 | 0.037495 | 0.2598 | 0.398075 |
5 | 0.03483 | 0.2413 | 0.405171 |
6 | -0.097613 | -0.6763 | 0.251053 |
7 | -0.300549 | -2.0823 | 0.021336 |
8 | -0.180209 | -1.2485 | 0.108947 |
9 | -0.047568 | -0.3296 | 0.371584 |
10 | -0.180872 | -1.2531 | 0.108116 |
11 | 0.052832 | 0.366 | 0.357975 |
12 | -0.367502 | -2.5461 | 0.007078 |
13 | -0.229612 | -1.5908 | 0.05911 |
14 | -0.090358 | -0.626 | 0.267135 |
15 | 0.030986 | 0.2147 | 0.415465 |
16 | -0.035251 | -0.2442 | 0.404048 |
17 | -0.017644 | -0.1222 | 0.451608 |
18 | 0.152573 | 1.0571 | 0.147889 |
19 | -0.086426 | -0.5988 | 0.27607 |
20 | -0.308332 | -2.1362 | 0.018896 |
21 | 0.026608 | 0.1843 | 0.427259 |
22 | -0.208952 | -1.4477 | 0.077106 |
23 | 0.057579 | 0.3989 | 0.34586 |
24 | -0.164161 | -1.1373 | 0.130521 |
25 | -0.1566 | -1.085 | 0.14168 |
26 | -0.145022 | -1.0047 | 0.16003 |
27 | -0.080718 | -0.5592 | 0.289302 |
28 | 0.028924 | 0.2004 | 0.42101 |
29 | 0.054955 | 0.3807 | 0.352539 |
30 | -0.008544 | -0.0592 | 0.476521 |
31 | -0.050272 | -0.3483 | 0.364571 |
32 | -0.079047 | -0.5477 | 0.293234 |
33 | -0.069694 | -0.4829 | 0.315697 |
34 | -0.113372 | -0.7855 | 0.218021 |
35 | 0.00982 | 0.068 | 0.473021 |
36 | -0.130569 | -0.9046 | 0.185095 |
37 | -0.07486 | -0.5186 | 0.303195 |
38 | -0.033763 | -0.2339 | 0.408022 |
39 | -0.094531 | -0.6549 | 0.25782 |
40 | 0.002122 | 0.0147 | 0.494165 |
41 | 0.03636 | 0.2519 | 0.401094 |
42 | -0.068021 | -0.4713 | 0.319795 |
43 | -0.010315 | -0.0715 | 0.471664 |
44 | 0.02142 | 0.1484 | 0.441324 |
45 | -0.045552 | -0.3156 | 0.376841 |
46 | -0.095524 | -0.6618 | 0.255628 |
47 | -0.000613 | -0.0042 | 0.498316 |
48 | NA | NA | NA |