Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.293643 | 1.7122 | 0.047982 |
2 | -0.052933 | -0.3087 | 0.379735 |
3 | -0.432249 | -2.5204 | 0.008291 |
4 | -0.496611 | -2.8957 | 0.003284 |
5 | -0.279371 | -1.629 | 0.056273 |
6 | 0.01034 | 0.0603 | 0.476137 |
7 | 0.356374 | 2.078 | 0.022665 |
8 | 0.406248 | 2.3688 | 0.011834 |
9 | 0.312463 | 1.822 | 0.038634 |
10 | -0.104304 | -0.6082 | 0.273552 |
11 | -0.219999 | -1.2828 | 0.104119 |
12 | -0.499056 | -2.91 | 0.003167 |
13 | -0.157689 | -0.9195 | 0.182162 |
14 | 0.082545 | 0.4813 | 0.316689 |
15 | 0.29184 | 1.7017 | 0.04897 |
16 | 0.164073 | 0.9567 | 0.172736 |
17 | 0.075545 | 0.4405 | 0.331182 |
18 | 0.047726 | 0.2783 | 0.391239 |
19 | -0.171718 | -1.0013 | 0.161882 |
20 | -0.079942 | -0.4661 | 0.322046 |
21 | -0.150253 | -0.8761 | 0.193557 |
22 | 0.036707 | 0.214 | 0.415898 |
23 | 0.05282 | 0.308 | 0.379984 |
24 | 0.104669 | 0.6103 | 0.272854 |
25 | 0.072366 | 0.422 | 0.337855 |
26 | 0.042321 | 0.2468 | 0.403284 |
27 | -0.094983 | -0.5538 | 0.291656 |
28 | -0.039066 | -0.2278 | 0.410586 |
29 | -0.006338 | -0.037 | 0.485368 |
30 | -0.103685 | -0.6046 | 0.274734 |
31 | 0.025339 | 0.1478 | 0.441706 |
32 | -0.017227 | -0.1005 | 0.460288 |
33 | 0.030405 | 0.1773 | 0.430166 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.293643 | 1.7122 | 0.047982 |
2 | -0.152291 | -0.888 | 0.190389 |
3 | -0.414101 | -2.4146 | 0.010641 |
4 | -0.347063 | -2.0237 | 0.025458 |
5 | -0.209189 | -1.2198 | 0.115473 |
6 | -0.175385 | -1.0227 | 0.156844 |
7 | 0.042966 | 0.2505 | 0.401841 |
8 | 0.053325 | 0.3109 | 0.378873 |
9 | 0.152032 | 0.8865 | 0.190791 |
10 | -0.082117 | -0.4788 | 0.317566 |
11 | 0.141697 | 0.8262 | 0.207218 |
12 | -0.264714 | -1.5435 | 0.065979 |
13 | 0.129259 | 0.7537 | 0.228107 |
14 | 0.007705 | 0.0449 | 0.482214 |
15 | 0.024112 | 0.1406 | 0.444509 |
16 | -0.334386 | -1.9498 | 0.029744 |
17 | -0.002571 | -0.015 | 0.494064 |
18 | 0.093833 | 0.5471 | 0.29393 |
19 | 7.1e-05 | 4e-04 | 0.499836 |
20 | 0.090947 | 0.5303 | 0.299673 |
21 | 0.01365 | 0.0796 | 0.468514 |
22 | -0.034945 | -0.2038 | 0.419878 |
23 | 0.056819 | 0.3313 | 0.371222 |
24 | -0.047398 | -0.2764 | 0.391967 |
25 | 0.096161 | 0.5607 | 0.289335 |
26 | 0.020482 | 0.1194 | 0.452818 |
27 | -0.093709 | -0.5464 | 0.294175 |
28 | -0.041066 | -0.2395 | 0.406095 |
29 | 0.006814 | 0.0397 | 0.48427 |
30 | -0.02435 | -0.142 | 0.443965 |
31 | 0.019753 | 0.1152 | 0.454491 |
32 | -0.042223 | -0.2462 | 0.403504 |
33 | -0.177473 | -1.0348 | 0.154026 |
34 | NA | NA | NA |
35 | NA | NA | NA |
36 | NA | NA | NA |