Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.306729 | -2.0114 | 0.025291 |
2 | 0.10379 | 0.6806 | 0.249888 |
3 | -0.186979 | -1.2261 | 0.113416 |
4 | 0.130591 | 0.8563 | 0.198278 |
5 | 0.119185 | 0.7815 | 0.219382 |
6 | -0.00131 | -0.0086 | 0.496593 |
7 | -0.177126 | -1.1615 | 0.125924 |
8 | -0.037587 | -0.2465 | 0.403244 |
9 | -0.049031 | -0.3215 | 0.374688 |
10 | -0.026852 | -0.1761 | 0.43053 |
11 | 0.153461 | 1.0063 | 0.159947 |
12 | -0.175391 | -1.1501 | 0.128226 |
13 | 0.040632 | 0.2664 | 0.395586 |
14 | -0.069926 | -0.4585 | 0.324438 |
15 | 0.054425 | 0.3569 | 0.36146 |
16 | -0.155896 | -1.0223 | 0.156183 |
17 | 0.177486 | 1.1639 | 0.12545 |
18 | -0.236335 | -1.5497 | 0.064266 |
19 | 0.160093 | 1.0498 | 0.149838 |
20 | -0.035719 | -0.2342 | 0.407961 |
21 | -0.068849 | -0.4515 | 0.326958 |
22 | -0.015939 | -0.1045 | 0.458621 |
23 | 0.022203 | 0.1456 | 0.442461 |
24 | 0.150396 | 0.9862 | 0.164772 |
25 | -0.015605 | -0.1023 | 0.459487 |
26 | -0.070177 | -0.4602 | 0.323853 |
27 | -0.104416 | -0.6847 | 0.248604 |
28 | 0.259354 | 1.7007 | 0.048111 |
29 | -0.150833 | -0.9891 | 0.164078 |
30 | 0.133794 | 0.8773 | 0.192587 |
31 | -0.169063 | -1.1086 | 0.136878 |
32 | -0.000881 | -0.0058 | 0.497709 |
33 | -0.002307 | -0.0151 | 0.494 |
34 | 0.050123 | 0.3287 | 0.371996 |
35 | -0.031531 | -0.2068 | 0.418585 |
36 | 0.018178 | 0.1192 | 0.452835 |
37 | -0.073751 | -0.4836 | 0.315556 |
38 | 0.071068 | 0.466 | 0.321774 |
39 | 0.02966 | 0.1945 | 0.423353 |
40 | 0.007049 | 0.0462 | 0.481673 |
41 | 0.008018 | 0.0526 | 0.479155 |
42 | -0.027274 | -0.1788 | 0.429448 |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.306729 | -2.0114 | 0.025291 |
2 | 0.010715 | 0.0703 | 0.472155 |
3 | -0.168024 | -1.1018 | 0.138337 |
4 | 0.030482 | 0.1999 | 0.421256 |
5 | 0.200634 | 1.3156 | 0.097633 |
6 | 0.070692 | 0.4636 | 0.322652 |
7 | -0.169142 | -1.1091 | 0.136768 |
8 | -0.120058 | -0.7873 | 0.21772 |
9 | -0.12953 | -0.8494 | 0.200187 |
10 | -0.186826 | -1.2251 | 0.113603 |
11 | 0.149011 | 0.9771 | 0.166985 |
12 | -0.011764 | -0.0771 | 0.469434 |
13 | -0.012108 | -0.0794 | 0.468543 |
14 | -0.000842 | -0.0055 | 0.49781 |
15 | -0.055576 | -0.3644 | 0.35866 |
16 | -0.308939 | -2.0258 | 0.024507 |
17 | 0.060594 | 0.3973 | 0.346542 |
18 | -0.141427 | -0.9274 | 0.179449 |
19 | -0.025024 | -0.1641 | 0.435213 |
20 | 0.190508 | 1.2492 | 0.109166 |
21 | -0.110784 | -0.7265 | 0.235746 |
22 | -0.221734 | -1.454 | 0.076602 |
23 | 0.013929 | 0.0913 | 0.463825 |
24 | 0.106105 | 0.6958 | 0.245156 |
25 | -0.077279 | -0.5068 | 0.307459 |
26 | 0.052861 | 0.3466 | 0.365279 |
27 | -0.062408 | -0.4092 | 0.342199 |
28 | 0.012903 | 0.0846 | 0.466482 |
29 | -0.083993 | -0.5508 | 0.292317 |
30 | -0.035685 | -0.234 | 0.408047 |
31 | -0.077208 | -0.5063 | 0.30762 |
32 | -0.061476 | -0.4031 | 0.344427 |
33 | -0.001504 | -0.0099 | 0.496087 |
34 | -0.097235 | -0.6376 | 0.263554 |
35 | -0.002777 | -0.0182 | 0.492779 |
36 | 0.002103 | 0.0138 | 0.494531 |
37 | -0.07766 | -0.5092 | 0.30659 |
38 | 0.060543 | 0.397 | 0.346663 |
39 | -0.016692 | -0.1095 | 0.456674 |
40 | 0.004049 | 0.0266 | 0.48947 |
41 | -0.037238 | -0.2442 | 0.404125 |
42 | 0.002671 | 0.0175 | 0.493055 |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |