Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.379564 | -2.489 | 0.00838 |
2 | -0.171433 | -1.1242 | 0.133591 |
3 | 0.234813 | 1.5398 | 0.065472 |
4 | -0.129013 | -0.846 | 0.201119 |
5 | -0.169799 | -1.1134 | 0.135851 |
6 | 0.140483 | 0.9212 | 0.18104 |
7 | 0.030391 | 0.1993 | 0.421489 |
8 | 0.016657 | 0.1092 | 0.456764 |
9 | -0.100238 | -0.6573 | 0.257244 |
10 | 0.121008 | 0.7935 | 0.215921 |
11 | -0.075545 | -0.4954 | 0.311427 |
12 | 0.032367 | 0.2122 | 0.416459 |
13 | -0.081919 | -0.5372 | 0.296956 |
14 | 0.082848 | 0.5433 | 0.294874 |
15 | -0.107506 | -0.705 | 0.242317 |
16 | 0.056169 | 0.3683 | 0.35722 |
17 | -0.043345 | -0.2842 | 0.388799 |
18 | 0.109926 | 0.7208 | 0.237456 |
19 | -0.030445 | -0.1996 | 0.421351 |
20 | -0.023669 | -0.1552 | 0.438691 |
21 | 0.087889 | 0.5763 | 0.2837 |
22 | -0.042018 | -0.2755 | 0.392114 |
23 | -0.240475 | -1.5769 | 0.061074 |
24 | 0.226567 | 1.4857 | 0.072327 |
25 | -0.052499 | -0.3443 | 0.366164 |
26 | -0.129949 | -0.8521 | 0.199431 |
27 | 0.177343 | 1.1629 | 0.125639 |
28 | 0.010148 | 0.0665 | 0.473626 |
29 | -0.116052 | -0.761 | 0.225403 |
30 | 0.025172 | 0.1651 | 0.434832 |
31 | 0.045527 | 0.2985 | 0.383363 |
32 | 0.037088 | 0.2432 | 0.404504 |
33 | -0.094417 | -0.6191 | 0.269547 |
34 | 0.036547 | 0.2397 | 0.405869 |
35 | 0.056052 | 0.3676 | 0.357503 |
36 | -0.019784 | -0.1297 | 0.448691 |
37 | -0.018663 | -0.1224 | 0.451583 |
38 | 0.020643 | 0.1354 | 0.446476 |
39 | -0.01567 | -0.1028 | 0.459316 |
40 | 0.003214 | 0.0211 | 0.491642 |
41 | -0.009977 | -0.0654 | 0.474071 |
42 | 0.001129 | 0.0074 | 0.497063 |
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 | -0.379564 | -2.489 | 0.00838 |
2 | -0.368606 | -2.4171 | 0.009979 |
3 | 0.007907 | 0.0518 | 0.479444 |
4 | -0.090867 | -0.5959 | 0.277197 |
5 | -0.251082 | -1.6465 | 0.05348 |
6 | -0.151356 | -0.9925 | 0.163251 |
7 | -0.048116 | -0.3155 | 0.376946 |
8 | 0.098298 | 0.6446 | 0.261311 |
9 | -0.113279 | -0.7428 | 0.230815 |
10 | 0.013224 | 0.0867 | 0.46565 |
11 | -0.061774 | -0.4051 | 0.343714 |
12 | 0.10173 | 0.6671 | 0.25414 |
13 | -0.108911 | -0.7142 | 0.239489 |
14 | -0.001988 | -0.013 | 0.49483 |
15 | -0.161464 | -1.0588 | 0.147804 |
16 | -0.017305 | -0.1135 | 0.45509 |
17 | -0.141994 | -0.9311 | 0.178495 |
18 | 0.042388 | 0.278 | 0.391188 |
19 | 0.011547 | 0.0757 | 0.469996 |
20 | -0.009006 | -0.0591 | 0.47659 |
21 | 0.123332 | 0.8087 | 0.211558 |
22 | 0.04056 | 0.266 | 0.395768 |
23 | -0.195395 | -1.2813 | 0.103479 |
24 | -0.071067 | -0.466 | 0.321777 |
25 | -0.043622 | -0.286 | 0.388108 |
26 | -0.181921 | -1.1929 | 0.119717 |
27 | -0.040906 | -0.2682 | 0.394899 |
28 | -0.123535 | -0.8101 | 0.21118 |
29 | -0.018583 | -0.1219 | 0.451791 |
30 | -0.1486 | -0.9744 | 0.167645 |
31 | -0.011811 | -0.0775 | 0.469312 |
32 | 0.049382 | 0.3238 | 0.373821 |
33 | 0.047418 | 0.3109 | 0.378673 |
34 | -0.060863 | -0.3991 | 0.345895 |
35 | 0.011101 | 0.0728 | 0.471155 |
36 | 0.063811 | 0.4184 | 0.338855 |
37 | 0.035437 | 0.2324 | 0.408675 |
38 | -0.07803 | -0.5117 | 0.305746 |
39 | -0.116654 | -0.765 | 0.224239 |
40 | -0.004351 | -0.0285 | 0.488684 |
41 | 0.013906 | 0.0912 | 0.463882 |
42 | -0.003241 | -0.0213 | 0.49157 |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |