Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.302191 | 2.0045 | 0.025597 |
2 | 0.153111 | 1.0156 | 0.15768 |
3 | 0.208248 | 1.3814 | 0.087072 |
4 | -0.039812 | -0.2641 | 0.396475 |
5 | -0.121433 | -0.8055 | 0.212433 |
6 | 0.083816 | 0.556 | 0.290523 |
7 | 0.083094 | 0.5512 | 0.292149 |
8 | -0.029352 | -0.1947 | 0.423262 |
9 | -0.114348 | -0.7585 | 0.226099 |
10 | 0.009956 | 0.066 | 0.473823 |
11 | -0.169247 | -1.1227 | 0.133836 |
12 | -0.181174 | -1.2018 | 0.11794 |
13 | -0.202138 | -1.3408 | 0.093428 |
14 | -0.146016 | -0.9686 | 0.16903 |
15 | -0.155523 | -1.0316 | 0.153943 |
16 | -0.016968 | -0.1126 | 0.455448 |
17 | 0.021523 | 0.1428 | 0.443562 |
18 | 0.106387 | 0.7057 | 0.242049 |
19 | 0.014027 | 0.093 | 0.463144 |
20 | 0.003546 | 0.0235 | 0.49067 |
21 | -0.019363 | -0.1284 | 0.449194 |
22 | -0.105372 | -0.699 | 0.244129 |
23 | -0.196232 | -1.3017 | 0.099904 |
24 | 0.092925 | 0.6164 | 0.270405 |
25 | 0.016769 | 0.1112 | 0.45597 |
26 | 0.04827 | 0.3202 | 0.375172 |
27 | 0.209077 | 1.3869 | 0.086235 |
28 | 0.106761 | 0.7082 | 0.241286 |
29 | -0.043365 | -0.2877 | 0.387482 |
30 | -0.038774 | -0.2572 | 0.399113 |
31 | 0.029593 | 0.1963 | 0.422641 |
32 | -0.008576 | -0.0569 | 0.477447 |
33 | -0.057529 | -0.3816 | 0.352296 |
34 | 0.086061 | 0.5709 | 0.285499 |
35 | 0.004748 | 0.0315 | 0.487508 |
36 | -0.074835 | -0.4964 | 0.311041 |
37 | -0.040169 | -0.2665 | 0.395569 |
38 | -0.045243 | -0.3001 | 0.382754 |
39 | -0.091894 | -0.6096 | 0.272646 |
40 | -0.063412 | -0.4206 | 0.338038 |
41 | -0.056924 | -0.3776 | 0.353774 |
42 | -0.031888 | -0.2115 | 0.416729 |
43 | -0.030518 | -0.2024 | 0.420255 |
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 | 0.302191 | 2.0045 | 0.025597 |
2 | 0.068002 | 0.4511 | 0.327076 |
3 | 0.159844 | 1.0603 | 0.1474 |
4 | -0.167945 | -1.114 | 0.135659 |
5 | -0.111919 | -0.7424 | 0.2309 |
6 | 0.154544 | 1.0251 | 0.155453 |
7 | 0.097551 | 0.6471 | 0.260471 |
8 | -0.071139 | -0.4719 | 0.31967 |
9 | -0.220404 | -1.462 | 0.075424 |
10 | 0.087362 | 0.5795 | 0.282605 |
11 | -0.10109 | -0.6706 | 0.253004 |
12 | -0.058057 | -0.3851 | 0.351008 |
13 | -0.249046 | -1.652 | 0.052829 |
14 | 0.005933 | 0.0394 | 0.484394 |
15 | 0.004486 | 0.0298 | 0.488197 |
16 | 0.103212 | 0.6846 | 0.248583 |
17 | -0.04172 | -0.2767 | 0.391639 |
18 | 0.099426 | 0.6595 | 0.2565 |
19 | -0.022674 | -0.1504 | 0.440569 |
20 | -0.021462 | -0.1424 | 0.443721 |
21 | -0.045459 | -0.3015 | 0.382211 |
22 | -0.155471 | -1.0313 | 0.154023 |
23 | -0.178682 | -1.1852 | 0.121142 |
24 | 0.179002 | 1.1874 | 0.120728 |
25 | -0.006692 | -0.0444 | 0.482398 |
26 | 0.008889 | 0.059 | 0.476625 |
27 | 0.104302 | 0.6919 | 0.246329 |
28 | 0.008141 | 0.054 | 0.478589 |
29 | 0.030364 | 0.2014 | 0.420652 |
30 | -0.127404 | -0.8451 | 0.201312 |
31 | 0.099066 | 0.6571 | 0.257261 |
32 | -0.019876 | -0.1318 | 0.447854 |
33 | -0.034868 | -0.2313 | 0.409083 |
34 | -0.123709 | -0.8206 | 0.208151 |
35 | -0.011593 | -0.0769 | 0.469527 |
36 | -0.057051 | -0.3784 | 0.353463 |
37 | -0.019133 | -0.1269 | 0.449794 |
38 | -0.042943 | -0.2849 | 0.388547 |
39 | 0.062051 | 0.4116 | 0.341315 |
40 | 0.07683 | 0.5096 | 0.306429 |
41 | -0.007737 | -0.0513 | 0.479651 |
42 | -0.04204 | -0.2789 | 0.390828 |
43 | -0.042194 | -0.2799 | 0.390439 |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |