Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.028826 | -0.1976 | 0.422097 |
2 | -0.30101 | -2.0636 | 0.0223 |
3 | 0.218697 | 1.4993 | 0.070241 |
4 | 0.107774 | 0.7389 | 0.231833 |
5 | -0.30086 | -2.0626 | 0.022351 |
6 | -0.30504 | -2.0912 | 0.020969 |
7 | -0.151657 | -1.0397 | 0.151897 |
8 | 0.02607 | 0.1787 | 0.429459 |
9 | 0.080746 | 0.5536 | 0.291249 |
10 | -0.220952 | -1.5148 | 0.068264 |
11 | 0.076115 | 0.5218 | 0.302125 |
12 | 0.649938 | 4.4558 | 2.6e-05 |
13 | -0.055519 | -0.3806 | 0.352601 |
14 | -0.192744 | -1.3214 | 0.096385 |
15 | 0.228478 | 1.5664 | 0.061986 |
16 | 0.075776 | 0.5195 | 0.302927 |
17 | -0.265658 | -1.8213 | 0.037468 |
18 | -0.224065 | -1.5361 | 0.065608 |
19 | -0.0755 | -0.5176 | 0.303582 |
20 | 0.060584 | 0.4153 | 0.33989 |
21 | -0.003827 | -0.0262 | 0.489589 |
22 | -0.183692 | -1.2593 | 0.107065 |
23 | 0.111754 | 0.7661 | 0.22371 |
24 | 0.399694 | 2.7402 | 0.004327 |
25 | -0.070706 | -0.4847 | 0.315058 |
26 | -0.091539 | -0.6276 | 0.266665 |
27 | 0.216696 | 1.4856 | 0.072032 |
28 | -0.005378 | -0.0369 | 0.485373 |
29 | -0.212613 | -1.4576 | 0.0758 |
30 | -0.051409 | -0.3524 | 0.363041 |
31 | -0.043445 | -0.2978 | 0.383567 |
32 | -0.023638 | -0.1621 | 0.435979 |
33 | -0.003028 | -0.0208 | 0.491763 |
34 | -0.092409 | -0.6335 | 0.264732 |
35 | 0.061648 | 0.4226 | 0.337244 |
36 | 0.223067 | 1.5293 | 0.066451 |
37 | -0.074215 | -0.5088 | 0.306639 |
38 | -0.038981 | -0.2672 | 0.395227 |
39 | 0.125872 | 0.8629 | 0.196278 |
40 | 0.012827 | 0.0879 | 0.46515 |
41 | -0.116139 | -0.7962 | 0.214956 |
42 | 0.013443 | 0.0922 | 0.463481 |
43 | 0.010812 | 0.0741 | 0.470614 |
44 | -0.055636 | -0.3814 | 0.352305 |
45 | -0.003928 | -0.0269 | 0.489316 |
46 | -0.007577 | -0.0519 | 0.479396 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.028826 | -0.1976 | 0.422097 |
2 | -0.302092 | -2.071 | 0.021936 |
3 | 0.218826 | 1.5002 | 0.070126 |
4 | 0.022409 | 0.1536 | 0.439279 |
5 | -0.201672 | -1.3826 | 0.086662 |
6 | -0.365551 | -2.5061 | 0.007864 |
7 | -0.437191 | -2.9972 | 0.002171 |
8 | -0.193122 | -1.324 | 0.095956 |
9 | 0.104699 | 0.7178 | 0.238224 |
10 | -0.219763 | -1.5066 | 0.0693 |
11 | -0.160368 | -1.0994 | 0.13859 |
12 | 0.393196 | 2.6956 | 0.004859 |
13 | -0.061372 | -0.4207 | 0.33793 |
14 | 0.049791 | 0.3413 | 0.367181 |
15 | -0.091094 | -0.6245 | 0.267657 |
16 | -0.081457 | -0.5584 | 0.289596 |
17 | 0.053599 | 0.3675 | 0.357463 |
18 | -0.011395 | -0.0781 | 0.469033 |
19 | -0.012097 | -0.0829 | 0.467129 |
20 | 0.136049 | 0.9327 | 0.17787 |
21 | -0.002995 | -0.0205 | 0.491854 |
22 | -0.000739 | -0.0051 | 0.49799 |
23 | -0.063903 | -0.4381 | 0.331661 |
24 | -0.121199 | -0.8309 | 0.205116 |
25 | 0.016876 | 0.1157 | 0.454192 |
26 | 0.070257 | 0.4817 | 0.316142 |
27 | 0.074751 | 0.5125 | 0.305362 |
28 | -0.061675 | -0.4228 | 0.337177 |
29 | -0.095885 | -0.6574 | 0.25708 |
30 | 0.111435 | 0.764 | 0.224354 |
31 | 0.04143 | 0.284 | 0.388817 |
32 | -0.039359 | -0.2698 | 0.394236 |
33 | 0.012433 | 0.0852 | 0.466218 |
34 | -0.005465 | -0.0375 | 0.485135 |
35 | 0.006947 | 0.0476 | 0.481109 |
36 | 0.013154 | 0.0902 | 0.464263 |
37 | -0.087511 | -0.5999 | 0.275712 |
38 | 0.003723 | 0.0255 | 0.489872 |
39 | -0.117345 | -0.8045 | 0.212586 |
40 | 0.067379 | 0.4619 | 0.323133 |
41 | 0.051173 | 0.3508 | 0.363645 |
42 | 0.019871 | 0.1362 | 0.44611 |
43 | 0.119162 | 0.8169 | 0.209045 |
44 | -0.043275 | -0.2967 | 0.384009 |
45 | -0.057192 | -0.3921 | 0.348383 |
46 | 0.0586 | 0.4017 | 0.344848 |
47 | NA | NA | NA |
48 | NA | NA | NA |