Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.562152 | 3.8947 | 0.000152 |
2 | 0.176847 | 1.2252 | 0.113233 |
3 | 0.031551 | 0.2186 | 0.413946 |
4 | -0.230745 | -1.5986 | 0.058231 |
5 | -0.554562 | -3.8421 | 0.000179 |
6 | -0.663669 | -4.598 | 1.6e-05 |
7 | -0.503865 | -3.4909 | 0.000522 |
8 | -0.194679 | -1.3488 | 0.091869 |
9 | 0.061111 | 0.4234 | 0.336951 |
10 | 0.191297 | 1.3253 | 0.095665 |
11 | 0.481945 | 3.339 | 0.000816 |
12 | 0.686421 | 4.7557 | 9e-06 |
13 | 0.363662 | 2.5195 | 0.007567 |
14 | 0.122892 | 0.8514 | 0.199382 |
15 | 0.051306 | 0.3555 | 0.361902 |
16 | -0.169645 | -1.1753 | 0.122828 |
17 | -0.426172 | -2.9526 | 0.002433 |
18 | -0.490707 | -3.3997 | 0.000683 |
19 | -0.338756 | -2.347 | 0.01155 |
20 | -0.106694 | -0.7392 | 0.231693 |
21 | 0.01185 | 0.0821 | 0.467454 |
22 | 0.101187 | 0.701 | 0.243331 |
23 | 0.324492 | 2.2481 | 0.014598 |
24 | 0.440595 | 3.0525 | 0.001847 |
25 | 0.216929 | 1.5029 | 0.069704 |
26 | 0.078616 | 0.5447 | 0.294253 |
27 | 0.044772 | 0.3102 | 0.378879 |
28 | -0.134664 | -0.933 | 0.17775 |
29 | -0.272961 | -1.8911 | 0.032325 |
30 | -0.271775 | -1.8829 | 0.03289 |
31 | -0.205484 | -1.4236 | 0.080511 |
32 | -0.098479 | -0.6823 | 0.24917 |
33 | -0.014076 | -0.0975 | 0.46136 |
34 | 0.052267 | 0.3621 | 0.359426 |
35 | 0.19005 | 1.3167 | 0.097095 |
36 | 0.230821 | 1.5992 | 0.058172 |
37 | 0.079141 | 0.5483 | 0.293011 |
38 | 0.007897 | 0.0547 | 0.478297 |
39 | -0.005581 | -0.0387 | 0.484659 |
40 | -0.057331 | -0.3972 | 0.34649 |
41 | -0.107032 | -0.7415 | 0.230989 |
42 | -0.099087 | -0.6865 | 0.247852 |
43 | -0.063437 | -0.4395 | 0.331135 |
44 | -0.031098 | -0.2155 | 0.415164 |
45 | 0.004587 | 0.0318 | 0.487391 |
46 | 0.002409 | 0.0167 | 0.493376 |
47 | 0.025701 | 0.1781 | 0.429713 |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.562152 | 3.8947 | 0.000152 |
2 | -0.203467 | -1.4097 | 0.082544 |
3 | 0.040093 | 0.2778 | 0.391189 |
4 | -0.357625 | -2.4777 | 0.008397 |
5 | -0.407681 | -2.8245 | 0.003439 |
6 | -0.347129 | -2.405 | 0.010039 |
7 | -0.160437 | -1.1115 | 0.135936 |
8 | 0.104134 | 0.7215 | 0.237062 |
9 | 0.076405 | 0.5293 | 0.299501 |
10 | -0.157531 | -1.0914 | 0.140271 |
11 | 0.189686 | 1.3142 | 0.097516 |
12 | 0.238871 | 1.6549 | 0.05223 |
13 | -0.278496 | -1.9295 | 0.029797 |
14 | 0.129441 | 0.8968 | 0.187152 |
15 | 0.121858 | 0.8443 | 0.201358 |
16 | 0.061978 | 0.4294 | 0.334777 |
17 | 0.056981 | 0.3948 | 0.347378 |
18 | -0.037856 | -0.2623 | 0.397115 |
19 | 0.056752 | 0.3932 | 0.347961 |
20 | 0.074791 | 0.5182 | 0.303362 |
21 | -0.083241 | -0.5767 | 0.283415 |
22 | 0.016323 | 0.1131 | 0.455215 |
23 | -0.064631 | -0.4478 | 0.328165 |
24 | -0.010677 | -0.074 | 0.470671 |
25 | -0.017955 | -0.1244 | 0.450762 |
26 | -0.028072 | -0.1945 | 0.423306 |
27 | -0.02589 | -0.1794 | 0.429201 |
28 | -0.086891 | -0.602 | 0.275005 |
29 | 0.075064 | 0.5201 | 0.302708 |
30 | 0.065803 | 0.4559 | 0.325261 |
31 | -0.125324 | -0.8683 | 0.194783 |
32 | -0.054105 | -0.3748 | 0.354712 |
33 | 0.049871 | 0.3455 | 0.365608 |
34 | -0.036673 | -0.2541 | 0.40026 |
35 | -0.016216 | -0.1123 | 0.455508 |
36 | -0.072709 | -0.5037 | 0.308373 |
37 | -0.059211 | -0.4102 | 0.341732 |
38 | -0.107605 | -0.7455 | 0.2298 |
39 | -0.13181 | -0.9132 | 0.18285 |
40 | 0.172811 | 1.1973 | 0.11854 |
41 | 0.003547 | 0.0246 | 0.490249 |
42 | -0.025386 | -0.1759 | 0.430564 |
43 | 0.033744 | 0.2338 | 0.408072 |
44 | -0.143462 | -0.9939 | 0.162619 |
45 | 0.036298 | 0.2515 | 0.401259 |
46 | -0.024274 | -0.1682 | 0.433576 |
47 | -0.04387 | -0.3039 | 0.381244 |
48 | NA | NA | NA |