Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.704786 | -4.8318 | 7e-06 |
2 | 0.158051 | 1.0835 | 0.142048 |
3 | 0.194163 | 1.3311 | 0.094786 |
4 | -0.232582 | -1.5945 | 0.058763 |
5 | 0.098205 | 0.6733 | 0.25204 |
6 | 0.066243 | 0.4541 | 0.32591 |
7 | -0.148579 | -1.0186 | 0.156802 |
8 | 0.103691 | 0.7109 | 0.240338 |
9 | 0.021718 | 0.1489 | 0.441138 |
10 | -0.125175 | -0.8582 | 0.19758 |
11 | 0.141739 | 0.9717 | 0.168083 |
12 | -0.084685 | -0.5806 | 0.282151 |
13 | 0.025929 | 0.1778 | 0.429838 |
14 | -0.031348 | -0.2149 | 0.415384 |
15 | 0.087408 | 0.5992 | 0.275945 |
16 | -0.127565 | -0.8745 | 0.193135 |
17 | 0.074454 | 0.5104 | 0.30607 |
18 | 0.057896 | 0.3969 | 0.346613 |
19 | -0.139514 | -0.9565 | 0.171867 |
20 | 0.074666 | 0.5119 | 0.305564 |
21 | 0.106022 | 0.7268 | 0.235462 |
22 | -0.309993 | -2.1252 | 0.019428 |
23 | 0.404062 | 2.7701 | 0.004 |
24 | -0.287702 | -1.9724 | 0.027233 |
25 | 0.031649 | 0.217 | 0.414584 |
26 | 0.145989 | 1.0008 | 0.161013 |
27 | -0.137761 | -0.9444 | 0.174888 |
28 | 0.037042 | 0.2539 | 0.400321 |
29 | 0.038415 | 0.2634 | 0.396711 |
30 | -0.052755 | -0.3617 | 0.359609 |
31 | 0.007211 | 0.0494 | 0.48039 |
32 | 0.056959 | 0.3905 | 0.34897 |
33 | -0.096817 | -0.6637 | 0.255049 |
34 | 0.10139 | 0.6951 | 0.24521 |
35 | -0.077729 | -0.5329 | 0.298312 |
36 | 0.034123 | 0.2339 | 0.408025 |
37 | 0.022116 | 0.1516 | 0.440067 |
38 | -0.060225 | -0.4129 | 0.340786 |
39 | 0.04494 | 0.3081 | 0.379686 |
40 | -0.007841 | -0.0538 | 0.478679 |
41 | -0.002237 | -0.0153 | 0.493915 |
42 | -0.019395 | -0.133 | 0.447395 |
43 | 0.004897 | 0.0336 | 0.486681 |
44 | 0.040824 | 0.2799 | 0.3904 |
45 | -0.048003 | -0.3291 | 0.371775 |
46 | 0.014891 | 0.1021 | 0.459562 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.704786 | -4.8318 | 7e-06 |
2 | -0.672935 | -4.6134 | 1.5e-05 |
3 | -0.340485 | -2.3343 | 0.011954 |
4 | -0.12046 | -0.8258 | 0.206535 |
5 | -0.03915 | -0.2684 | 0.394784 |
6 | 0.13778 | 0.9446 | 0.174854 |
7 | 0.113654 | 0.7792 | 0.219891 |
8 | -0.003687 | -0.0253 | 0.48997 |
9 | 0.047935 | 0.3286 | 0.37195 |
10 | -0.022855 | -0.1567 | 0.438081 |
11 | 0.002088 | 0.0143 | 0.49432 |
12 | -0.021946 | -0.1505 | 0.440526 |
13 | 0.067047 | 0.4597 | 0.323943 |
14 | -0.092551 | -0.6345 | 0.264416 |
15 | 0.010977 | 0.0753 | 0.470166 |
16 | -0.027083 | -0.1857 | 0.426751 |
17 | -0.147928 | -1.0141 | 0.157853 |
18 | 0.018512 | 0.1269 | 0.449776 |
19 | 0.116583 | 0.7993 | 0.214083 |
20 | -0.042996 | -0.2948 | 0.384737 |
21 | 0.175548 | 1.2035 | 0.117405 |
22 | -0.225674 | -1.5471 | 0.064268 |
23 | -0.024007 | -0.1646 | 0.434989 |
24 | 0.04278 | 0.2933 | 0.385298 |
25 | 0.04695 | 0.3219 | 0.374488 |
26 | -0.094991 | -0.6512 | 0.259037 |
27 | -0.038413 | -0.2633 | 0.396718 |
28 | 0.061263 | 0.42 | 0.3382 |
29 | 0.012543 | 0.086 | 0.465918 |
30 | 0.012632 | 0.0866 | 0.465678 |
31 | -0.027505 | -0.1886 | 0.425623 |
32 | -0.08521 | -0.5842 | 0.280949 |
33 | -0.04381 | -0.3003 | 0.382618 |
34 | 0.0417 | 0.2859 | 0.388112 |
35 | 0.042198 | 0.2893 | 0.386815 |
36 | -0.066206 | -0.4539 | 0.325999 |
37 | 0.114944 | 0.788 | 0.217321 |
38 | -0.00794 | -0.0544 | 0.478409 |
39 | -0.05591 | -0.3833 | 0.351613 |
40 | -0.035631 | -0.2443 | 0.404042 |
41 | -0.060269 | -0.4132 | 0.340676 |
42 | -0.077868 | -0.5338 | 0.297985 |
43 | -0.068861 | -0.4721 | 0.319526 |
44 | -0.132676 | -0.9096 | 0.183843 |
45 | 0.068159 | 0.4673 | 0.32123 |
46 | 0.043371 | 0.2973 | 0.383759 |
47 | NA | NA | NA |
48 | NA | NA | NA |