Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.114187 | 0.6851 | 0.248828 |
2 | -0.288918 | -1.7335 | 0.045782 |
3 | -0.201177 | -1.2071 | 0.11764 |
4 | -0.11053 | -0.6632 | 0.25572 |
5 | -0.086143 | -0.5169 | 0.304209 |
6 | -0.123656 | -0.7419 | 0.23147 |
7 | 0.110554 | 0.6633 | 0.255674 |
8 | 0.065194 | 0.3912 | 0.34899 |
9 | 0.057033 | 0.3422 | 0.367096 |
10 | 0.211905 | 1.2714 | 0.105864 |
11 | 0.043616 | 0.2617 | 0.397523 |
12 | -0.167684 | -1.0061 | 0.160541 |
13 | -0.092439 | -0.5546 | 0.291287 |
14 | -0.083745 | -0.5025 | 0.309198 |
15 | 0.00603 | 0.0362 | 0.485669 |
16 | 0.061804 | 0.3708 | 0.356472 |
17 | -0.041098 | -0.2466 | 0.403315 |
18 | -0.007411 | -0.0445 | 0.48239 |
19 | -0.008597 | -0.0516 | 0.479573 |
20 | 0.143079 | 0.8585 | 0.198156 |
21 | 0.034946 | 0.2097 | 0.417551 |
22 | -0.105444 | -0.6327 | 0.265475 |
23 | -0.013053 | -0.0783 | 0.469004 |
24 | -0.070328 | -0.422 | 0.337778 |
25 | 0.053158 | 0.3189 | 0.375805 |
26 | -0.048871 | -0.2932 | 0.385516 |
27 | -0.068367 | -0.4102 | 0.342045 |
28 | 0.042042 | 0.2523 | 0.40114 |
29 | 0.05248 | 0.3149 | 0.377336 |
30 | 0.011189 | 0.0671 | 0.473424 |
31 | -0.040274 | -0.2416 | 0.405213 |
32 | 0.018987 | 0.1139 | 0.454967 |
33 | 0.039887 | 0.2393 | 0.406107 |
34 | -0.004892 | -0.0294 | 0.488373 |
35 | -0.003463 | -0.0208 | 0.491768 |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
42 | NA | NA | NA |
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 | 0.114187 | 0.6851 | 0.248828 |
2 | -0.305946 | -1.8357 | 0.037339 |
3 | -0.137672 | -0.826 | 0.207114 |
4 | -0.177462 | -1.0648 | 0.147034 |
5 | -0.186651 | -1.1199 | 0.135085 |
6 | -0.26938 | -1.6163 | 0.057382 |
7 | -0.027539 | -0.1652 | 0.434843 |
8 | -0.191635 | -1.1498 | 0.128902 |
9 | -0.046636 | -0.2798 | 0.39061 |
10 | 0.155302 | 0.9318 | 0.17882 |
11 | 0.017163 | 0.103 | 0.459276 |
12 | -0.049282 | -0.2957 | 0.384582 |
13 | 0.093275 | 0.5596 | 0.289593 |
14 | -0.095267 | -0.5716 | 0.285573 |
15 | 0.045877 | 0.2753 | 0.392345 |
16 | 0.068492 | 0.411 | 0.341772 |
17 | -0.161075 | -0.9665 | 0.170133 |
18 | -0.055011 | -0.3301 | 0.371631 |
19 | -0.091075 | -0.5464 | 0.294064 |
20 | 0.004033 | 0.0242 | 0.490414 |
21 | -0.045684 | -0.2741 | 0.392785 |
22 | -0.04138 | -0.2483 | 0.402665 |
23 | -0.019031 | -0.1142 | 0.454862 |
24 | -0.079465 | -0.4768 | 0.318197 |
25 | 0.084656 | 0.5079 | 0.307299 |
26 | -0.147537 | -0.8852 | 0.190956 |
27 | -0.0689 | -0.4134 | 0.340884 |
28 | -0.014721 | -0.0883 | 0.465053 |
29 | -0.06291 | -0.3775 | 0.354024 |
30 | -0.136412 | -0.8185 | 0.209236 |
31 | -0.101169 | -0.607 | 0.273826 |
32 | -0.069278 | -0.4157 | 0.340059 |
33 | -0.050859 | -0.3052 | 0.381002 |
34 | 0.002414 | 0.0145 | 0.494261 |
35 | -0.028846 | -0.1731 | 0.431782 |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
42 | NA | NA | NA |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |