Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.494936 | 3.429 | 0.000627 |
2 | 0.283739 | 1.9658 | 0.02756 |
3 | 0.218035 | 1.5106 | 0.068724 |
4 | -0.001798 | -0.0125 | 0.495056 |
5 | -0.149361 | -1.0348 | 0.152973 |
6 | -0.206254 | -1.429 | 0.079745 |
7 | -0.225854 | -1.5648 | 0.062104 |
8 | -0.106377 | -0.737 | 0.232354 |
9 | 0.029849 | 0.2068 | 0.418521 |
10 | 0.02268 | 0.1571 | 0.437901 |
11 | 0.188486 | 1.3059 | 0.098911 |
12 | 0.590249 | 4.0894 | 8.2e-05 |
13 | 0.218269 | 1.5122 | 0.068518 |
14 | 0.083731 | 0.5801 | 0.282278 |
15 | 0.061903 | 0.4289 | 0.334966 |
16 | -0.095548 | -0.662 | 0.255576 |
17 | -0.158169 | -1.0958 | 0.139311 |
18 | -0.211829 | -1.4676 | 0.074368 |
19 | -0.239952 | -1.6624 | 0.051471 |
20 | -0.114991 | -0.7967 | 0.21478 |
21 | -0.028916 | -0.2003 | 0.421032 |
22 | -0.008896 | -0.0616 | 0.475555 |
23 | 0.141131 | 0.9778 | 0.166542 |
24 | 0.407851 | 2.8257 | 0.003428 |
25 | 0.161679 | 1.1201 | 0.134112 |
26 | 0.063076 | 0.437 | 0.332034 |
27 | 0.008895 | 0.0616 | 0.475559 |
28 | -0.10578 | -0.7329 | 0.233602 |
29 | -0.151492 | -1.0496 | 0.149586 |
30 | -0.204282 | -1.4153 | 0.081717 |
31 | -0.219858 | -1.5232 | 0.067132 |
32 | -0.142579 | -0.9878 | 0.164098 |
33 | -0.109548 | -0.759 | 0.225791 |
34 | -0.101456 | -0.7029 | 0.242755 |
35 | -0.023122 | -0.1602 | 0.436699 |
36 | 0.124031 | 0.8593 | 0.19722 |
37 | 0.017744 | 0.1229 | 0.451336 |
38 | -0.028217 | -0.1955 | 0.422917 |
39 | -0.058785 | -0.4073 | 0.342808 |
40 | -0.096702 | -0.67 | 0.253043 |
41 | -0.117382 | -0.8132 | 0.210045 |
42 | -0.146666 | -1.0161 | 0.157331 |
43 | -0.153876 | -1.0661 | 0.145859 |
44 | -0.134992 | -0.9353 | 0.177169 |
45 | -0.115118 | -0.7976 | 0.214527 |
46 | -0.099926 | -0.6923 | 0.24604 |
47 | -0.058557 | -0.4057 | 0.343385 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.494936 | 3.429 | 0.000627 |
2 | 0.051358 | 0.3558 | 0.361767 |
3 | 0.078874 | 0.5465 | 0.293642 |
4 | -0.195612 | -1.3552 | 0.090843 |
5 | -0.143985 | -0.9976 | 0.161748 |
6 | -0.097937 | -0.6785 | 0.250349 |
7 | -0.039067 | -0.2707 | 0.393906 |
8 | 0.126456 | 0.8761 | 0.192666 |
9 | 0.134843 | 0.9342 | 0.177433 |
10 | -0.053014 | -0.3673 | 0.357508 |
11 | 0.154987 | 1.0738 | 0.144145 |
12 | 0.557179 | 3.8603 | 0.000169 |
13 | -0.520776 | -3.608 | 0.000367 |
14 | -0.119492 | -0.8279 | 0.205923 |
15 | -0.019058 | -0.132 | 0.447753 |
16 | 0.06142 | 0.4255 | 0.336175 |
17 | 0.066204 | 0.4587 | 0.324269 |
18 | -0.036439 | -0.2525 | 0.400884 |
19 | -0.025487 | -0.1766 | 0.430292 |
20 | -0.017174 | -0.119 | 0.452892 |
21 | -0.027083 | -0.1876 | 0.425977 |
22 | 0.191211 | 1.3248 | 0.095763 |
23 | 0.017456 | 0.1209 | 0.452121 |
24 | -0.191382 | -1.3259 | 0.095568 |
25 | 0.07913 | 0.5482 | 0.293039 |
26 | -0.012186 | -0.0844 | 0.466534 |
27 | -0.095019 | -0.6583 | 0.256742 |
28 | 0.049529 | 0.3431 | 0.366494 |
29 | -0.074573 | -0.5167 | 0.303885 |
30 | 0.032261 | 0.2235 | 0.412044 |
31 | 0.026989 | 0.187 | 0.42623 |
32 | -0.132328 | -0.9168 | 0.181917 |
33 | -0.002102 | -0.0146 | 0.49422 |
34 | -0.156607 | -1.085 | 0.14167 |
35 | -0.158982 | -1.1015 | 0.138094 |
36 | 0.024489 | 0.1697 | 0.432994 |
37 | 0.104501 | 0.724 | 0.236289 |
38 | 0.000478 | 0.0033 | 0.498686 |
39 | 0.002056 | 0.0142 | 0.494346 |
40 | -0.086022 | -0.596 | 0.276996 |
41 | -0.00592 | -0.041 | 0.483727 |
42 | -0.013715 | -0.095 | 0.462348 |
43 | -0.095031 | -0.6584 | 0.256714 |
44 | -0.02469 | -0.1711 | 0.432448 |
45 | -0.037011 | -0.2564 | 0.399362 |
46 | -0.057706 | -0.3998 | 0.345539 |
47 | 0.096014 | 0.6652 | 0.254551 |
48 | NA | NA | NA |