Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.243728 | -1.635 | 0.054515 |
2 | 0.138719 | 0.9306 | 0.178524 |
3 | 0.00837 | 0.0561 | 0.477735 |
4 | 0.291049 | 1.9524 | 0.028563 |
5 | -0.103181 | -0.6922 | 0.246197 |
6 | -0.173061 | -1.1609 | 0.125897 |
7 | 0.255001 | 1.7106 | 0.047021 |
8 | -0.285695 | -1.9165 | 0.030833 |
9 | 0.289763 | 1.9438 | 0.029095 |
10 | -0.250304 | -1.6791 | 0.050033 |
11 | 0.292178 | 1.96 | 0.028103 |
12 | -0.309274 | -2.0747 | 0.021882 |
13 | 0.146461 | 0.9825 | 0.165556 |
14 | -0.040484 | -0.2716 | 0.393594 |
15 | -0.104534 | -0.7012 | 0.243384 |
16 | -0.055723 | -0.3738 | 0.355153 |
17 | -0.205059 | -1.3756 | 0.08788 |
18 | 0.268067 | 1.7982 | 0.039424 |
19 | -0.212837 | -1.4278 | 0.080133 |
20 | 0.085639 | 0.5745 | 0.28425 |
21 | -0.137971 | -0.9255 | 0.179812 |
22 | 0.309417 | 2.0756 | 0.021836 |
23 | -0.112567 | -0.7551 | 0.227055 |
24 | -0.135622 | -0.9098 | 0.183893 |
25 | 0.048221 | 0.3235 | 0.373916 |
26 | 0.026025 | 0.1746 | 0.431095 |
27 | -0.032728 | -0.2195 | 0.413609 |
28 | -0.141388 | -0.9485 | 0.173981 |
29 | 0.163741 | 1.0984 | 0.138935 |
30 | -0.129348 | -0.8677 | 0.195083 |
31 | 0.031714 | 0.2127 | 0.416243 |
32 | 0.009494 | 0.0637 | 0.47475 |
33 | -0.025533 | -0.1713 | 0.432385 |
34 | -0.09876 | -0.6625 | 0.255514 |
35 | -0.012853 | -0.0862 | 0.465836 |
36 | -0.000706 | -0.0047 | 0.498122 |
37 | -0.08916 | -0.5981 | 0.276384 |
38 | -0.039962 | -0.2681 | 0.394934 |
39 | -0.008345 | -0.056 | 0.477801 |
40 | 0.065273 | 0.4379 | 0.331789 |
41 | -0.048213 | -0.3234 | 0.373936 |
42 | 0.000634 | 0.0043 | 0.498312 |
43 | 0.060518 | 0.406 | 0.343345 |
44 | 0.006749 | 0.0453 | 0.482044 |
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 | -0.243728 | -1.635 | 0.054515 |
2 | 0.084325 | 0.5657 | 0.287213 |
3 | 0.064119 | 0.4301 | 0.334579 |
4 | 0.317081 | 2.127 | 0.019466 |
5 | 0.032316 | 0.2168 | 0.41468 |
6 | -0.306899 | -2.0587 | 0.022668 |
7 | 0.140553 | 0.9429 | 0.175395 |
8 | -0.284631 | -1.9094 | 0.031302 |
9 | 0.309142 | 2.0738 | 0.021926 |
10 | -0.02482 | -0.1665 | 0.434257 |
11 | 0.136938 | 0.9186 | 0.1816 |
12 | -0.210219 | -1.4102 | 0.082679 |
13 | -0.108258 | -0.7262 | 0.235733 |
14 | -0.035796 | -0.2401 | 0.405661 |
15 | -0.037297 | -0.2502 | 0.401787 |
16 | -0.105714 | -0.7092 | 0.240945 |
17 | -0.074201 | -0.4978 | 0.31054 |
18 | 0.059247 | 0.3974 | 0.346461 |
19 | 0.214967 | 1.442 | 0.078108 |
20 | -0.140106 | -0.9399 | 0.176153 |
21 | 0.056535 | 0.3792 | 0.353144 |
22 | 0.059177 | 0.397 | 0.346631 |
23 | 0.020793 | 0.1395 | 0.444846 |
24 | -0.200883 | -1.3476 | 0.092272 |
25 | -0.105042 | -0.7046 | 0.242332 |
26 | 0.102399 | 0.6869 | 0.247831 |
27 | -0.037339 | -0.2505 | 0.401679 |
28 | 0.099539 | 0.6677 | 0.25386 |
29 | -0.04036 | -0.2707 | 0.393913 |
30 | -0.079138 | -0.5309 | 0.299059 |
31 | -0.090501 | -0.6071 | 0.273418 |
32 | -0.060934 | -0.4088 | 0.342328 |
33 | -0.09203 | -0.6174 | 0.270055 |
34 | 0.069359 | 0.4653 | 0.321989 |
35 | -0.005407 | -0.0363 | 0.485615 |
36 | -0.089661 | -0.6015 | 0.275275 |
37 | -0.007434 | -0.0499 | 0.480225 |
38 | 0.043665 | 0.2929 | 0.385468 |
39 | -0.046695 | -0.3132 | 0.377774 |
40 | 0.042832 | 0.2873 | 0.38759 |
41 | -0.145712 | -0.9775 | 0.166781 |
42 | 0.086017 | 0.577 | 0.283402 |
43 | 0.068961 | 0.4626 | 0.322938 |
44 | -0.088976 | -0.5969 | 0.276793 |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |