Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.019582 | -0.1342 | 0.446891 |
2 | 0.001004 | 0.0069 | 0.497268 |
3 | -0.083324 | -0.5712 | 0.285279 |
4 | -0.044485 | -0.305 | 0.380867 |
5 | -0.032223 | -0.2209 | 0.41306 |
6 | 0.103123 | 0.707 | 0.241536 |
7 | -0.062495 | -0.4284 | 0.335142 |
8 | 0.112026 | 0.768 | 0.22316 |
9 | 0.163358 | 1.1199 | 0.134218 |
10 | 0.165554 | 1.135 | 0.131069 |
11 | 0.074122 | 0.5082 | 0.306862 |
12 | -0.313359 | -2.1483 | 0.018438 |
13 | -0.067883 | -0.4654 | 0.321904 |
14 | -0.023786 | -0.1631 | 0.435582 |
15 | -0.014943 | -0.1024 | 0.459421 |
16 | 0.131292 | 0.9001 | 0.18633 |
17 | 0.013363 | 0.0916 | 0.463698 |
18 | -0.016112 | -0.1105 | 0.456259 |
19 | 0.133695 | 0.9166 | 0.182025 |
20 | -0.111763 | -0.7662 | 0.223692 |
21 | -0.12664 | -0.8682 | 0.194848 |
22 | -0.113979 | -0.7814 | 0.219242 |
23 | -0.169564 | -1.1625 | 0.125456 |
24 | 0.162382 | 1.1132 | 0.135635 |
25 | 0.026763 | 0.1835 | 0.427606 |
26 | 0.007073 | 0.0485 | 0.480765 |
27 | -0.140808 | -0.9653 | 0.169659 |
28 | 0.012657 | 0.0868 | 0.465611 |
29 | 0.017896 | 0.1227 | 0.451438 |
30 | -0.066891 | -0.4586 | 0.324324 |
31 | -0.156063 | -1.0699 | 0.145061 |
32 | -0.013413 | -0.092 | 0.463563 |
33 | -0.034579 | -0.2371 | 0.406818 |
34 | -0.017818 | -0.1222 | 0.451649 |
35 | 0.099001 | 0.6787 | 0.250323 |
36 | -0.121286 | -0.8315 | 0.204948 |
37 | -0.110868 | -0.7601 | 0.225503 |
38 | 0.067523 | 0.4629 | 0.322781 |
39 | 0.021645 | 0.1484 | 0.441334 |
40 | -0.009108 | -0.0624 | 0.475237 |
41 | -0.005287 | -0.0362 | 0.48562 |
42 | 0.03753 | 0.2573 | 0.399038 |
43 | -0.027029 | -0.1853 | 0.426896 |
44 | 0.021176 | 0.1452 | 0.442597 |
45 | 0.041175 | 0.2823 | 0.389483 |
46 | -0.00907 | -0.0622 | 0.475342 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.019582 | -0.1342 | 0.446891 |
2 | 0.000621 | 0.0043 | 0.498311 |
3 | -0.083324 | -0.5712 | 0.285279 |
4 | -0.048094 | -0.3297 | 0.37154 |
5 | -0.034547 | -0.2368 | 0.406904 |
6 | 0.095515 | 0.6548 | 0.257888 |
7 | -0.067078 | -0.4599 | 0.323866 |
8 | 0.104717 | 0.7179 | 0.238186 |
9 | 0.185285 | 1.2702 | 0.105124 |
10 | 0.18375 | 1.2597 | 0.106994 |
11 | 0.119752 | 0.821 | 0.207901 |
12 | -0.304165 | -2.0852 | 0.021252 |
13 | -0.045196 | -0.3098 | 0.379023 |
14 | -0.025236 | -0.173 | 0.431694 |
15 | -0.0809 | -0.5546 | 0.290891 |
16 | 0.08883 | 0.609 | 0.272732 |
17 | -0.045034 | -0.3087 | 0.379444 |
18 | -0.003006 | -0.0206 | 0.491822 |
19 | 0.062765 | 0.4303 | 0.334473 |
20 | -0.122455 | -0.8395 | 0.202717 |
21 | -0.048516 | -0.3326 | 0.370454 |
22 | -0.036365 | -0.2493 | 0.402107 |
23 | -0.113133 | -0.7756 | 0.220936 |
24 | 0.092893 | 0.6368 | 0.263658 |
25 | -0.063308 | -0.434 | 0.333132 |
26 | -0.018004 | -0.1234 | 0.451147 |
27 | -0.219554 | -1.5052 | 0.069484 |
28 | 0.060095 | 0.412 | 0.341111 |
29 | 0.119645 | 0.8202 | 0.208109 |
30 | -0.108314 | -0.7426 | 0.23072 |
31 | 0.026611 | 0.1824 | 0.428013 |
32 | -0.049519 | -0.3395 | 0.367879 |
33 | -0.044377 | -0.3042 | 0.381146 |
34 | -0.121272 | -0.8314 | 0.204977 |
35 | -0.058742 | -0.4027 | 0.344492 |
36 | 0.038803 | 0.266 | 0.395693 |
37 | -0.107919 | -0.7399 | 0.231533 |
38 | 0.096099 | 0.6588 | 0.256612 |
39 | 0.011201 | 0.0768 | 0.469558 |
40 | -0.000324 | -0.0022 | 0.499118 |
41 | 0.09268 | 0.6354 | 0.264131 |
42 | 0.041441 | 0.2841 | 0.388788 |
43 | -0.031138 | -0.2135 | 0.41594 |
44 | 0.001004 | 0.0069 | 0.497269 |
45 | 0.018648 | 0.1278 | 0.44941 |
46 | 0.028477 | 0.1952 | 0.423027 |
47 | NA | NA | NA |
48 | NA | NA | NA |