Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.027018 | 0.1812 | 0.428497 |
2 | -0.129154 | -0.8664 | 0.195436 |
3 | -0.234797 | -1.5751 | 0.061123 |
4 | -0.02222 | -0.1491 | 0.441088 |
5 | -0.032196 | -0.216 | 0.414992 |
6 | 0.076041 | 0.5101 | 0.306237 |
7 | 0.14538 | 0.9752 | 0.167327 |
8 | -0.195052 | -1.3085 | 0.098682 |
9 | 0.106531 | 0.7146 | 0.239264 |
10 | -0.163883 | -1.0994 | 0.138729 |
11 | -2.2e-05 | -1e-04 | 0.499942 |
12 | -0.143882 | -0.9652 | 0.169804 |
13 | 0.190499 | 1.2779 | 0.103918 |
14 | -0.047453 | -0.3183 | 0.375855 |
15 | 0.083811 | 0.5622 | 0.288377 |
16 | 0.088758 | 0.5954 | 0.277277 |
17 | -0.045918 | -0.308 | 0.379742 |
18 | 0.014547 | 0.0976 | 0.461347 |
19 | -0.16105 | -1.0804 | 0.142869 |
20 | 0.104462 | 0.7008 | 0.243532 |
21 | -0.137138 | -0.92 | 0.181252 |
22 | 0.107719 | 0.7226 | 0.236832 |
23 | 0.049093 | 0.3293 | 0.371718 |
24 | -0.082554 | -0.5538 | 0.291232 |
25 | -0.224366 | -1.5051 | 0.069644 |
26 | 0.085153 | 0.5712 | 0.285345 |
27 | 0.125056 | 0.8389 | 0.20298 |
28 | -0.057107 | -0.3831 | 0.351731 |
29 | 0.046145 | 0.3096 | 0.379165 |
30 | 0.003719 | 0.0249 | 0.490103 |
31 | 0.038334 | 0.2572 | 0.399116 |
32 | 0.019708 | 0.1322 | 0.447706 |
33 | 0.106889 | 0.717 | 0.23853 |
34 | -0.045635 | -0.3061 | 0.38046 |
35 | -0.0198 | -0.1328 | 0.447464 |
36 | -0.02452 | -0.1645 | 0.435044 |
37 | -0.130251 | -0.8738 | 0.193446 |
38 | -0.022051 | -0.1479 | 0.441531 |
39 | 0.020965 | 0.1406 | 0.444391 |
40 | -0.009823 | -0.0659 | 0.473878 |
41 | -0.029161 | -0.1956 | 0.422895 |
42 | 0.018412 | 0.1235 | 0.451125 |
43 | 0.002973 | 0.0199 | 0.492087 |
44 | -0.003184 | -0.0214 | 0.491527 |
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 | 0.027018 | 0.1812 | 0.428497 |
2 | -0.129979 | -0.8719 | 0.193939 |
3 | -0.231418 | -1.5524 | 0.063786 |
4 | -0.034134 | -0.229 | 0.409963 |
5 | -0.09817 | -0.6585 | 0.256771 |
6 | 0.014408 | 0.0967 | 0.461717 |
7 | 0.125298 | 0.8405 | 0.202529 |
8 | -0.232746 | -1.5613 | 0.062729 |
9 | 0.191593 | 1.2852 | 0.102641 |
10 | -0.207049 | -1.3889 | 0.085845 |
11 | -0.030601 | -0.2053 | 0.41914 |
12 | -0.135699 | -0.9103 | 0.183758 |
13 | 0.094977 | 0.6371 | 0.263636 |
14 | -0.123992 | -0.8318 | 0.204967 |
15 | 0.137873 | 0.9249 | 0.17998 |
16 | 0.029124 | 0.1954 | 0.422992 |
17 | 0.057217 | 0.3838 | 0.351457 |
18 | 0.017042 | 0.1143 | 0.454745 |
19 | -0.098365 | -0.6599 | 0.256356 |
20 | 0.037353 | 0.2506 | 0.401642 |
21 | -0.099807 | -0.6695 | 0.25329 |
22 | -0.055202 | -0.3703 | 0.356445 |
23 | 0.16107 | 1.0805 | 0.142841 |
24 | -0.259293 | -1.7394 | 0.044401 |
25 | -0.096676 | -0.6485 | 0.259972 |
26 | 0.161565 | 1.0838 | 0.142111 |
27 | -0.073945 | -0.496 | 0.31114 |
28 | -0.016074 | -0.1078 | 0.457305 |
29 | -0.01581 | -0.1061 | 0.458004 |
30 | 0.041334 | 0.2773 | 0.391418 |
31 | 0.021823 | 0.1464 | 0.442133 |
32 | 0.085161 | 0.5713 | 0.285328 |
33 | -0.029135 | -0.1954 | 0.422964 |
34 | 0.170312 | 1.1425 | 0.129646 |
35 | -0.091302 | -0.6125 | 0.271654 |
36 | -0.056146 | -0.3766 | 0.354106 |
37 | -0.044908 | -0.3013 | 0.382304 |
38 | -0.055366 | -0.3714 | 0.356039 |
39 | -0.086223 | -0.5784 | 0.282939 |
40 | -0.003117 | -0.0209 | 0.491704 |
41 | -0.055044 | -0.3692 | 0.356838 |
42 | 0.036188 | 0.2428 | 0.40465 |
43 | -0.044014 | -0.2953 | 0.384577 |
44 | 0.022002 | 0.1476 | 0.44166 |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |