Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.496339 | 3.4387 | 0.000609 |
2 | -0.061079 | -0.4232 | 0.337031 |
3 | -0.482081 | -3.34 | 0.000814 |
4 | -0.45395 | -3.1451 | 0.001424 |
5 | -0.122351 | -0.8477 | 0.200414 |
6 | 0.242197 | 1.678 | 0.049925 |
7 | 0.295761 | 2.0491 | 0.02297 |
8 | 0.141233 | 0.9785 | 0.166369 |
9 | -0.115029 | -0.7969 | 0.214704 |
10 | -0.199037 | -1.379 | 0.087149 |
11 | -0.125819 | -0.8717 | 0.193856 |
12 | -0.06763 | -0.4686 | 0.320754 |
13 | 0.051252 | 0.3551 | 0.36204 |
14 | 0.104817 | 0.7262 | 0.235623 |
15 | 0.030636 | 0.2123 | 0.416405 |
16 | -0.125626 | -0.8704 | 0.194217 |
17 | -0.184778 | -1.2802 | 0.103317 |
18 | -0.06185 | -0.4285 | 0.335099 |
19 | 0.105588 | 0.7315 | 0.234005 |
20 | 0.285164 | 1.9757 | 0.026978 |
21 | 0.268208 | 1.8582 | 0.03464 |
22 | 0.040848 | 0.283 | 0.389196 |
23 | -0.266281 | -1.8449 | 0.035617 |
24 | -0.356647 | -2.4709 | 0.008539 |
25 | -0.166089 | -1.1507 | 0.127779 |
26 | 0.073025 | 0.5059 | 0.30761 |
27 | 0.17341 | 1.2014 | 0.117741 |
28 | 0.125241 | 0.8677 | 0.19494 |
29 | 0.010019 | 0.0694 | 0.472474 |
30 | -0.162428 | -1.1253 | 0.133022 |
31 | -0.133141 | -0.9224 | 0.18046 |
32 | -0.08131 | -0.5633 | 0.287915 |
33 | 0.015607 | 0.1081 | 0.457172 |
34 | 0.012524 | 0.0868 | 0.465608 |
35 | 0.057418 | 0.3978 | 0.346269 |
36 | 0.04104 | 0.2843 | 0.388688 |
37 | 0.019461 | 0.1348 | 0.446656 |
38 | 0.014644 | 0.1015 | 0.459807 |
39 | 0.031214 | 0.2163 | 0.414852 |
40 | 0.047206 | 0.3271 | 0.372525 |
41 | 0.05395 | 0.3738 | 0.355108 |
42 | 0.003468 | 0.024 | 0.490465 |
43 | -0.013487 | -0.0934 | 0.46297 |
44 | -0.039114 | -0.271 | 0.393781 |
45 | -0.049133 | -0.3404 | 0.367519 |
46 | 0.00501 | 0.0347 | 0.486228 |
47 | 0.02158 | 0.1495 | 0.440889 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.496339 | 3.4387 | 0.000609 |
2 | -0.407925 | -2.8262 | 0.003423 |
3 | -0.377133 | -2.6129 | 0.005977 |
4 | -0.023873 | -0.1654 | 0.434662 |
5 | 0.072958 | 0.5055 | 0.307772 |
6 | 0.079413 | 0.5502 | 0.292371 |
7 | -0.109396 | -0.7579 | 0.226102 |
8 | -0.001945 | -0.0135 | 0.494652 |
9 | -0.038959 | -0.2699 | 0.394191 |
10 | 0.041306 | 0.2862 | 0.387987 |
11 | -0.007024 | -0.0487 | 0.480693 |
12 | -0.205495 | -1.4237 | 0.080499 |
13 | 0.073121 | 0.5066 | 0.307379 |
14 | 0.053253 | 0.3689 | 0.356895 |
15 | -0.130767 | -0.906 | 0.184737 |
16 | -0.218064 | -1.5108 | 0.068699 |
17 | -0.031353 | -0.2172 | 0.414478 |
18 | 0.176753 | 1.2246 | 0.113355 |
19 | -0.016649 | -0.1153 | 0.454326 |
20 | 0.12266 | 0.8498 | 0.199824 |
21 | 0.048211 | 0.334 | 0.36991 |
22 | -0.021997 | -0.1524 | 0.439756 |
23 | -0.106424 | -0.7373 | 0.232257 |
24 | -0.080991 | -0.5611 | 0.288663 |
25 | 0.055731 | 0.3861 | 0.350558 |
26 | -0.131152 | -0.9086 | 0.184037 |
27 | -0.141471 | -0.9801 | 0.165965 |
28 | -0.062694 | -0.4344 | 0.332989 |
29 | 0.077381 | 0.5361 | 0.29718 |
30 | -0.123762 | -0.8574 | 0.197729 |
31 | -0.022583 | -0.1565 | 0.438163 |
32 | -0.089394 | -0.6193 | 0.269312 |
33 | 0.009191 | 0.0637 | 0.474746 |
34 | -0.070935 | -0.4915 | 0.312673 |
35 | 0.002623 | 0.0182 | 0.492789 |
36 | -0.047172 | -0.3268 | 0.372612 |
37 | 0.006547 | 0.0454 | 0.482006 |
38 | 0.088771 | 0.615 | 0.270723 |
39 | -0.108011 | -0.7483 | 0.228959 |
40 | -0.061538 | -0.4263 | 0.335881 |
41 | 0.076507 | 0.5301 | 0.299258 |
42 | -0.053501 | -0.3707 | 0.35626 |
43 | 0.030525 | 0.2115 | 0.416703 |
44 | 0.010284 | 0.0712 | 0.471747 |
45 | 0.015724 | 0.1089 | 0.456854 |
46 | -0.049221 | -0.341 | 0.367292 |
47 | -0.084922 | -0.5884 | 0.279525 |
48 | NA | NA | NA |