Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.36191 | -2.3454 | 0.011901 |
2 | 0.029211 | 0.1893 | 0.425382 |
3 | 0.453577 | 2.9395 | 0.002662 |
4 | -0.270871 | -1.7554 | 0.043238 |
5 | 0.127477 | 0.8261 | 0.206694 |
6 | 0.18569 | 1.2034 | 0.117779 |
7 | -0.303044 | -1.9639 | 0.028089 |
8 | 0.160679 | 1.0413 | 0.151842 |
9 | -0.104298 | -0.6759 | 0.251396 |
10 | -0.143724 | -0.9314 | 0.178475 |
11 | 0.08584 | 0.5563 | 0.290476 |
12 | -0.15516 | -1.0055 | 0.160195 |
13 | -0.156656 | -1.0152 | 0.157901 |
14 | 0.079885 | 0.5177 | 0.303686 |
15 | -0.070628 | -0.4577 | 0.324755 |
16 | -0.065909 | -0.4271 | 0.33573 |
17 | 0.016214 | 0.1051 | 0.458407 |
18 | -0.036065 | -0.2337 | 0.408165 |
19 | -0.027517 | -0.1783 | 0.429661 |
20 | 0.101391 | 0.6571 | 0.257355 |
21 | -0.04808 | -0.3116 | 0.378446 |
22 | -0.015713 | -0.1018 | 0.459688 |
23 | 0.155912 | 1.0104 | 0.159039 |
24 | -0.198392 | -1.2857 | 0.102791 |
25 | 0.103917 | 0.6735 | 0.252173 |
26 | 0.058515 | 0.3792 | 0.353218 |
27 | -0.134416 | -0.8711 | 0.194322 |
28 | 0.057722 | 0.3741 | 0.355114 |
29 | 0.070484 | 0.4568 | 0.325087 |
30 | -0.098695 | -0.6396 | 0.262948 |
31 | 0.032726 | 0.2121 | 0.416531 |
32 | 0.041159 | 0.2667 | 0.395487 |
33 | -0.065099 | -0.4219 | 0.337628 |
34 | -0.017166 | -0.1112 | 0.455974 |
35 | 0.053055 | 0.3438 | 0.366343 |
36 | -0.035511 | -0.2301 | 0.409552 |
37 | -0.016069 | -0.1041 | 0.458778 |
38 | 0.025132 | 0.1629 | 0.4357 |
39 | -0.022732 | -0.1473 | 0.441792 |
40 | 0.001233 | 0.008 | 0.496831 |
41 | 0.007834 | 0.0508 | 0.479876 |
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 | -0.36191 | -2.3454 | 0.011901 |
2 | -0.117107 | -0.7589 | 0.226064 |
3 | 0.493528 | 3.1984 | 0.001314 |
4 | 0.096396 | 0.6247 | 0.267768 |
5 | 0.01004 | 0.0651 | 0.474216 |
6 | 0.026202 | 0.1698 | 0.432988 |
7 | -0.210561 | -1.3646 | 0.089824 |
8 | -0.118676 | -0.7691 | 0.223066 |
9 | -0.222193 | -1.44 | 0.078644 |
10 | -0.073585 | -0.4769 | 0.317957 |
11 | -0.007837 | -0.0508 | 0.479868 |
12 | 0.019252 | 0.1248 | 0.45065 |
13 | -0.158448 | -1.0269 | 0.155182 |
14 | -0.088122 | -0.5711 | 0.285488 |
15 | 0.12474 | 0.8084 | 0.211706 |
16 | 0.097838 | 0.6341 | 0.26474 |
17 | -0.03857 | -0.25 | 0.401918 |
18 | -0.088625 | -0.5744 | 0.284395 |
19 | -0.080073 | -0.5189 | 0.303265 |
20 | 0.049645 | 0.3217 | 0.374625 |
21 | -0.002396 | -0.0155 | 0.493843 |
22 | -0.092746 | -0.6011 | 0.275514 |
23 | 0.090294 | 0.5852 | 0.280781 |
24 | -0.163696 | -1.0609 | 0.147406 |
25 | -0.116514 | -0.7551 | 0.227202 |
26 | -0.111109 | -0.7201 | 0.237736 |
27 | 0.093428 | 0.6055 | 0.274057 |
28 | 0.02914 | 0.1888 | 0.42556 |
29 | 0.098659 | 0.6394 | 0.263023 |
30 | 0.056872 | 0.3686 | 0.35715 |
31 | -0.127507 | -0.8263 | 0.20664 |
32 | -0.009054 | -0.0587 | 0.476744 |
33 | -0.039677 | -0.2571 | 0.399164 |
34 | -0.114737 | -0.7436 | 0.230635 |
35 | -0.07051 | -0.457 | 0.325028 |
36 | 0.054552 | 0.3535 | 0.362727 |
37 | -0.035122 | -0.2276 | 0.410524 |
38 | -0.051305 | -0.3325 | 0.370586 |
39 | 0.035041 | 0.2271 | 0.410727 |
40 | 0.046266 | 0.2998 | 0.38289 |
41 | -0.034143 | -0.2213 | 0.412976 |
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 |