Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.537399 | -3.605 | 0.000389 |
2 | -0.065879 | -0.4419 | 0.330328 |
3 | 0.48726 | 3.2686 | 0.001037 |
4 | -0.393598 | -2.6403 | 0.005672 |
5 | 0.134359 | 0.9013 | 0.186111 |
6 | 0.151276 | 1.0148 | 0.157815 |
7 | -0.250365 | -1.6795 | 0.049993 |
8 | 0.250879 | 1.6829 | 0.049656 |
9 | -0.172456 | -1.1569 | 0.126715 |
10 | -0.00596 | -0.04 | 0.484143 |
11 | 0.151848 | 1.0186 | 0.156912 |
12 | -0.221881 | -1.4884 | 0.071808 |
13 | 0.103454 | 0.694 | 0.245627 |
14 | -0.025049 | -0.168 | 0.433656 |
15 | 0.014732 | 0.0988 | 0.460858 |
16 | -0.102356 | -0.6866 | 0.247921 |
17 | 0.051389 | 0.3447 | 0.365952 |
18 | -0.00304 | -0.0204 | 0.491909 |
19 | -0.062619 | -0.4201 | 0.33822 |
20 | 0.091232 | 0.612 | 0.271807 |
21 | -0.040771 | -0.2735 | 0.392859 |
22 | -0.113742 | -0.763 | 0.224721 |
23 | 0.174495 | 1.1705 | 0.123972 |
24 | -0.176402 | -1.1833 | 0.121444 |
25 | 0.040798 | 0.2737 | 0.392792 |
26 | 0.104593 | 0.7016 | 0.243261 |
27 | -0.170814 | -1.1459 | 0.128956 |
28 | 0.075112 | 0.5039 | 0.308407 |
29 | 0.040951 | 0.2747 | 0.3924 |
30 | -0.084967 | -0.57 | 0.285765 |
31 | 0.023708 | 0.159 | 0.437176 |
32 | 0.0376 | 0.2522 | 0.401006 |
33 | -0.035853 | -0.2405 | 0.405514 |
34 | 0.006245 | 0.0419 | 0.483383 |
35 | 0.021789 | 0.1462 | 0.442223 |
36 | -0.023922 | -0.1605 | 0.436614 |
37 | -0.01265 | -0.0849 | 0.466375 |
38 | 0.054142 | 0.3632 | 0.359079 |
39 | -0.018672 | -0.1253 | 0.45044 |
40 | -0.003267 | -0.0219 | 0.491307 |
41 | 0.014933 | 0.1002 | 0.460326 |
42 | -0.020067 | -0.1346 | 0.446759 |
43 | 0.00513 | 0.0344 | 0.486351 |
44 | 0.005802 | 0.0389 | 0.484562 |
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 | -0.537399 | -3.605 | 0.000389 |
2 | -0.498701 | -3.3454 | 0.000833 |
3 | 0.311045 | 2.0866 | 0.021313 |
4 | 0.153459 | 1.0294 | 0.154389 |
5 | 0.151781 | 1.0182 | 0.157018 |
6 | 0.051881 | 0.348 | 0.364721 |
7 | -0.063954 | -0.429 | 0.334979 |
8 | 0.115347 | 0.7738 | 0.221556 |
9 | -0.148512 | -0.9963 | 0.162227 |
10 | -0.107442 | -0.7207 | 0.237399 |
11 | -0.064197 | -0.4306 | 0.334391 |
12 | -0.047621 | -0.3195 | 0.37543 |
13 | -0.042952 | -0.2881 | 0.387284 |
14 | -0.171466 | -1.1502 | 0.128063 |
15 | 0.192347 | 1.2903 | 0.101768 |
16 | -0.128058 | -0.859 | 0.197435 |
17 | -0.018545 | -0.1244 | 0.450774 |
18 | -0.153394 | -1.029 | 0.154491 |
19 | 0.021056 | 0.1412 | 0.444152 |
20 | 0.186229 | 1.2493 | 0.109014 |
21 | 0.052506 | 0.3522 | 0.363158 |
22 | -0.135833 | -0.9112 | 0.183523 |
23 | -0.145349 | -0.975 | 0.167379 |
24 | -0.12254 | -0.822 | 0.207699 |
25 | -0.079952 | -0.5363 | 0.297185 |
26 | -0.025374 | -0.1702 | 0.432804 |
27 | 0.086623 | 0.5811 | 0.28204 |
28 | -0.071425 | -0.4791 | 0.317083 |
29 | 0.014735 | 0.0988 | 0.460849 |
30 | 0.009578 | 0.0643 | 0.474527 |
31 | -0.032779 | -0.2199 | 0.413475 |
32 | 0.009841 | 0.066 | 0.473828 |
33 | -0.019201 | -0.1288 | 0.449044 |
34 | -0.054269 | -0.364 | 0.358765 |
35 | -0.013933 | -0.0935 | 0.462975 |
36 | -0.013169 | -0.0883 | 0.464999 |
37 | -0.032902 | -0.2207 | 0.413157 |
38 | -0.071405 | -0.479 | 0.31713 |
39 | 0.0736 | 0.4937 | 0.311951 |
40 | -0.055383 | -0.3715 | 0.355997 |
41 | -0.010835 | -0.0727 | 0.471189 |
42 | -0.003186 | -0.0214 | 0.491522 |
43 | -0.045361 | -0.3043 | 0.381155 |
44 | -0.031052 | -0.2083 | 0.417966 |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |