Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.069247 | 0.4747 | 0.318588 |
2 | -0.046377 | -0.3179 | 0.375968 |
3 | 0.017335 | 0.1188 | 0.452952 |
4 | -0.040601 | -0.2783 | 0.390984 |
5 | 0.115608 | 0.7926 | 0.216006 |
6 | 0.046479 | 0.3186 | 0.375705 |
7 | -0.091777 | -0.6292 | 0.266135 |
8 | 0.104776 | 0.7183 | 0.238061 |
9 | -0.00519 | -0.0356 | 0.485885 |
10 | 0.000712 | 0.0049 | 0.498063 |
11 | 0.007474 | 0.0512 | 0.479675 |
12 | -0.437793 | -3.0014 | 0.002147 |
13 | -0.044683 | -0.3063 | 0.380351 |
14 | 0.053592 | 0.3674 | 0.357482 |
15 | -0.004344 | -0.0298 | 0.488183 |
16 | -0.004347 | -0.0298 | 0.488176 |
17 | -0.056502 | -0.3874 | 0.35012 |
18 | -0.253184 | -1.7357 | 0.044581 |
19 | -0.027725 | -0.1901 | 0.425035 |
20 | -0.056633 | -0.3883 | 0.34979 |
21 | 0.001175 | 0.0081 | 0.496803 |
22 | 0.001049 | 0.0072 | 0.497145 |
23 | -0.023184 | -0.1589 | 0.437197 |
24 | -0.028968 | -0.1986 | 0.421718 |
25 | -0.006953 | -0.0477 | 0.48109 |
26 | -0.024422 | -0.1674 | 0.433875 |
27 | -0.007082 | -0.0485 | 0.480742 |
28 | -0.001303 | -0.0089 | 0.496454 |
29 | -0.02443 | -0.1675 | 0.433854 |
30 | 0.177781 | 1.2188 | 0.1145 |
31 | 0.067816 | 0.4649 | 0.322068 |
32 | -0.018903 | -0.1296 | 0.448721 |
33 | -0.007466 | -0.0512 | 0.479697 |
34 | -0.001688 | -0.0116 | 0.495408 |
35 | 0.021434 | 0.1469 | 0.441903 |
36 | 0.027089 | 0.1857 | 0.426734 |
37 | -0.018178 | -0.1246 | 0.450677 |
38 | 0.016629 | 0.114 | 0.454861 |
39 | 0.004941 | 0.0339 | 0.486561 |
40 | -0.000843 | -0.0058 | 0.497707 |
41 | -0.000353 | -0.0024 | 0.499039 |
42 | -0.00011 | -8e-04 | 0.499701 |
43 | 1e-05 | 1e-04 | 0.499972 |
44 | -0.000115 | -8e-04 | 0.499687 |
45 | 5e-06 | 0 | 0.499986 |
46 | 3e-06 | 0 | 0.499993 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.069247 | 0.4747 | 0.318588 |
2 | -0.051418 | -0.3525 | 0.363017 |
3 | 0.024454 | 0.1676 | 0.433789 |
4 | -0.046418 | -0.3182 | 0.375863 |
5 | 0.125408 | 0.8598 | 0.197145 |
6 | 0.023434 | 0.1607 | 0.436527 |
7 | -0.084505 | -0.5793 | 0.282565 |
8 | 0.117934 | 0.8085 | 0.211434 |
9 | -0.024361 | -0.167 | 0.434039 |
10 | 0.007812 | 0.0536 | 0.478759 |
11 | -0.016511 | -0.1132 | 0.45518 |
12 | -0.427301 | -2.9294 | 0.002613 |
13 | 0.01472 | 0.1009 | 0.460024 |
14 | 0.001305 | 0.0089 | 0.49645 |
15 | 0.023045 | 0.158 | 0.437572 |
16 | -0.041202 | -0.2825 | 0.389412 |
17 | 0.036361 | 0.2493 | 0.402115 |
18 | -0.26212 | -1.797 | 0.039381 |
19 | -0.068772 | -0.4715 | 0.31974 |
20 | 0.015842 | 0.1086 | 0.456987 |
21 | 0.008669 | 0.0594 | 0.476429 |
22 | -0.014203 | -0.0974 | 0.461423 |
23 | 0.039067 | 0.2678 | 0.395 |
24 | -0.277312 | -1.9012 | 0.031712 |
25 | -0.03774 | -0.2587 | 0.398486 |
26 | 0.048395 | 0.3318 | 0.370765 |
27 | 0.007577 | 0.0519 | 0.479397 |
28 | -0.028403 | -0.1947 | 0.423225 |
29 | -0.001944 | -0.0133 | 0.49471 |
30 | -0.074838 | -0.5131 | 0.305155 |
31 | -0.024055 | -0.1649 | 0.434859 |
32 | 0.009343 | 0.0641 | 0.474601 |
33 | 0.022379 | 0.1534 | 0.439361 |
34 | -0.034412 | -0.2359 | 0.407262 |
35 | 0.028619 | 0.1962 | 0.422648 |
36 | -0.255184 | -1.7495 | 0.04337 |
37 | -0.058002 | -0.3976 | 0.346348 |
38 | 0.019212 | 0.1317 | 0.447889 |
39 | 0.013889 | 0.0952 | 0.462273 |
40 | -0.033929 | -0.2326 | 0.408538 |
41 | -0.021816 | -0.1496 | 0.440874 |
42 | -0.048914 | -0.3353 | 0.369432 |
43 | -0.033768 | -0.2315 | 0.408966 |
44 | -0.011784 | -0.0808 | 0.467977 |
45 | 0.016991 | 0.1165 | 0.453883 |
46 | -0.031982 | -0.2193 | 0.413699 |
47 | NA | NA | NA |
48 | NA | NA | NA |