Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.203267 | -1.3935 | 0.085007 |
2 | -0.026792 | -0.1837 | 0.427528 |
3 | 0.0881 | 0.604 | 0.274379 |
4 | 0.045968 | 0.3151 | 0.377025 |
5 | 0.069192 | 0.4744 | 0.31872 |
6 | -0.187889 | -1.2881 | 0.102008 |
7 | 0.284712 | 1.9519 | 0.028462 |
8 | -0.070229 | -0.4815 | 0.316209 |
9 | 0.09894 | 0.6783 | 0.250454 |
10 | 0.043539 | 0.2985 | 0.383324 |
11 | -0.049644 | -0.3403 | 0.367558 |
12 | -0.148797 | -1.0201 | 0.156452 |
13 | 0.070327 | 0.4821 | 0.315973 |
14 | -0.07476 | -0.5125 | 0.305341 |
15 | -0.088585 | -0.6073 | 0.273284 |
16 | 0.048832 | 0.3348 | 0.369641 |
17 | -0.046983 | -0.3221 | 0.374403 |
18 | 0.07117 | 0.4879 | 0.313939 |
19 | -0.249998 | -1.7139 | 0.046568 |
20 | 0.181762 | 1.2461 | 0.109452 |
21 | -0.017605 | -0.1207 | 0.452223 |
22 | -0.145687 | -0.9988 | 0.161507 |
23 | 0.085279 | 0.5846 | 0.280791 |
24 | -0.029689 | -0.2035 | 0.419797 |
25 | 0.035054 | 0.2403 | 0.405564 |
26 | -0.222588 | -1.526 | 0.066858 |
27 | 0.096068 | 0.6586 | 0.25668 |
28 | 0.021941 | 0.1504 | 0.440539 |
29 | 0.077466 | 0.5311 | 0.298933 |
30 | 0.009127 | 0.0626 | 0.475186 |
31 | -0.059084 | -0.4051 | 0.343636 |
32 | 0.003574 | 0.0245 | 0.490279 |
33 | -0.016772 | -0.115 | 0.454473 |
34 | 0.043125 | 0.2956 | 0.384401 |
35 | -0.166694 | -1.1428 | 0.129455 |
36 | 0.038984 | 0.2673 | 0.395218 |
37 | 0.034353 | 0.2355 | 0.407417 |
38 | 0.032554 | 0.2232 | 0.412182 |
39 | -0.044202 | -0.303 | 0.381602 |
40 | -0.060711 | -0.4162 | 0.339574 |
41 | 0.056278 | 0.3858 | 0.350683 |
42 | -0.090454 | -0.6201 | 0.269086 |
43 | -0.043023 | -0.2949 | 0.384666 |
44 | 0.016857 | 0.1156 | 0.454244 |
45 | -0.01035 | -0.071 | 0.471868 |
46 | 6e-04 | 0.0041 | 0.498367 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.203267 | -1.3935 | 0.085007 |
2 | -0.071045 | -0.4871 | 0.314239 |
3 | 0.071108 | 0.4875 | 0.314087 |
4 | 0.081841 | 0.5611 | 0.288707 |
5 | 0.108986 | 0.7472 | 0.229342 |
6 | -0.163903 | -1.1237 | 0.133431 |
7 | 0.224484 | 1.539 | 0.065257 |
8 | -0.007264 | -0.0498 | 0.480246 |
9 | 0.14737 | 1.0103 | 0.158759 |
10 | 0.054499 | 0.3736 | 0.355181 |
11 | -0.024075 | -0.165 | 0.434807 |
12 | -0.280165 | -1.9207 | 0.030423 |
13 | 0.072685 | 0.4983 | 0.310298 |
14 | -0.209862 | -1.4387 | 0.078425 |
15 | -0.020346 | -0.1395 | 0.444832 |
16 | -0.047238 | -0.3238 | 0.373745 |
17 | -0.023583 | -0.1617 | 0.436125 |
18 | 0.009591 | 0.0658 | 0.473926 |
19 | -0.111571 | -0.7649 | 0.224079 |
20 | 0.097083 | 0.6656 | 0.254471 |
21 | 0.133619 | 0.916 | 0.182161 |
22 | -0.056141 | -0.3849 | 0.35103 |
23 | 0.055245 | 0.3787 | 0.353293 |
24 | 0.02237 | 0.1534 | 0.439384 |
25 | -0.059388 | -0.4071 | 0.342875 |
26 | -0.186987 | -1.2819 | 0.103079 |
27 | -0.042483 | -0.2912 | 0.386071 |
28 | -0.045045 | -0.3088 | 0.379415 |
29 | 0.215576 | 1.4779 | 0.07305 |
30 | 0.003291 | 0.0226 | 0.491047 |
31 | -0.046935 | -0.3218 | 0.374528 |
32 | -0.049972 | -0.3426 | 0.366718 |
33 | 0.013501 | 0.0926 | 0.463325 |
34 | -0.002024 | -0.0139 | 0.494494 |
35 | -0.003732 | -0.0256 | 0.489847 |
36 | -0.13787 | -0.9452 | 0.174698 |
37 | -0.018188 | -0.1247 | 0.45065 |
38 | -0.099597 | -0.6828 | 0.249041 |
39 | 0.0249 | 0.1707 | 0.432594 |
40 | -0.067479 | -0.4626 | 0.322889 |
41 | 0.044713 | 0.3065 | 0.380276 |
42 | -0.027234 | -0.1867 | 0.426348 |
43 | 0.004049 | 0.0278 | 0.488987 |
44 | 0.014344 | 0.0983 | 0.461043 |
45 | -0.020143 | -0.1381 | 0.445377 |
46 | 0.024402 | 0.1673 | 0.433929 |
47 | NA | NA | NA |
48 | NA | NA | NA |