Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.231351 | -1.3881 | 0.086818 |
2 | 0.182943 | 1.0977 | 0.139821 |
3 | 0.000594 | 0.0036 | 0.498588 |
4 | -0.037048 | -0.2223 | 0.412674 |
5 | -0.155807 | -0.9348 | 0.178048 |
6 | 0.018386 | 0.1103 | 0.456385 |
7 | 0.025616 | 0.1537 | 0.439354 |
8 | -0.208645 | -1.2519 | 0.109345 |
9 | 0.277505 | 1.665 | 0.052294 |
10 | -0.258095 | -1.5486 | 0.065116 |
11 | 0.182621 | 1.0957 | 0.140237 |
12 | -0.289607 | -1.7376 | 0.045412 |
13 | -0.053347 | -0.3201 | 0.375378 |
14 | -0.071834 | -0.431 | 0.334519 |
15 | -0.162476 | -0.9749 | 0.168068 |
16 | -0.09194 | -0.5516 | 0.292302 |
17 | 0.056752 | 0.3405 | 0.367726 |
18 | 0.08305 | 0.4983 | 0.310651 |
19 | -0.076557 | -0.4593 | 0.324374 |
20 | 0.320428 | 1.9226 | 0.031237 |
21 | -0.12228 | -0.7337 | 0.233948 |
22 | 0.078238 | 0.4694 | 0.320797 |
23 | 0.060459 | 0.3628 | 0.359455 |
24 | 0.011918 | 0.0715 | 0.471694 |
25 | -0.091549 | -0.5493 | 0.293098 |
26 | 0.017228 | 0.1034 | 0.459123 |
27 | 0.066937 | 0.4016 | 0.345168 |
28 | 0.033317 | 0.1999 | 0.421341 |
29 | 0.062088 | 0.3725 | 0.355843 |
30 | -0.011675 | -0.07 | 0.472272 |
31 | -0.005432 | -0.0326 | 0.487091 |
32 | -0.055112 | -0.3307 | 0.371404 |
33 | -0.02543 | -0.1526 | 0.439791 |
34 | -0.012069 | -0.0724 | 0.471336 |
35 | -0.017827 | -0.107 | 0.457707 |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
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 | -0.231351 | -1.3881 | 0.086818 |
2 | 0.136738 | 0.8204 | 0.208685 |
3 | 0.074038 | 0.4442 | 0.329768 |
4 | -0.05144 | -0.3086 | 0.379687 |
5 | -0.202993 | -1.218 | 0.115582 |
6 | -0.044064 | -0.2644 | 0.396495 |
7 | 0.100251 | 0.6015 | 0.275635 |
8 | -0.190059 | -1.1404 | 0.130834 |
9 | 0.177513 | 1.0651 | 0.146966 |
10 | -0.165834 | -0.995 | 0.163187 |
11 | 0.074918 | 0.4495 | 0.32788 |
12 | -0.273649 | -1.6419 | 0.054661 |
13 | -0.235891 | -1.4153 | 0.08278 |
14 | 0.005491 | 0.0329 | 0.48695 |
15 | -0.236505 | -1.419 | 0.082246 |
16 | -0.233919 | -1.4035 | 0.084515 |
17 | -0.010958 | -0.0658 | 0.47397 |
18 | -0.057461 | -0.3448 | 0.366139 |
19 | -0.015634 | -0.0938 | 0.462892 |
20 | 0.022493 | 0.135 | 0.446698 |
21 | -0.020744 | -0.1245 | 0.450821 |
22 | -0.026065 | -0.1564 | 0.4383 |
23 | 0.004334 | 0.026 | 0.489698 |
24 | 0.004555 | 0.0273 | 0.489174 |
25 | -0.15975 | -0.9585 | 0.172101 |
26 | -0.184104 | -1.1046 | 0.138326 |
27 | -0.047726 | -0.2864 | 0.388123 |
28 | 0.0098 | 0.0588 | 0.476719 |
29 | -0.138982 | -0.8339 | 0.204921 |
30 | -0.059132 | -0.3548 | 0.362408 |
31 | -0.17563 | -1.0538 | 0.149503 |
32 | -0.006886 | -0.0413 | 0.483637 |
33 | -0.021864 | -0.1312 | 0.448181 |
34 | -0.046343 | -0.2781 | 0.391278 |
35 | 0.097849 | 0.5871 | 0.280402 |
36 | NA | NA | NA |
37 | NA | NA | NA |
38 | NA | NA | NA |
39 | NA | NA | NA |
40 | NA | NA | NA |
41 | NA | NA | NA |
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 |