Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.524067 | -3.5544 | 0.000445 |
2 | 0.148266 | 1.0056 | 0.159937 |
3 | 0.020886 | 0.1417 | 0.443984 |
4 | -0.108519 | -0.736 | 0.232729 |
5 | -0.061546 | -0.4174 | 0.339155 |
6 | 0.069291 | 0.47 | 0.320304 |
7 | -0.076813 | -0.521 | 0.302442 |
8 | 0.039916 | 0.2707 | 0.393908 |
9 | 0.023038 | 0.1562 | 0.43826 |
10 | 0.025898 | 0.1756 | 0.43067 |
11 | 0.055528 | 0.3766 | 0.354099 |
12 | -0.130776 | -0.887 | 0.189855 |
13 | 0.017695 | 0.12 | 0.452497 |
14 | -0.004464 | -0.0303 | 0.487989 |
15 | 0.039212 | 0.266 | 0.395733 |
16 | -0.008162 | -0.0554 | 0.478048 |
17 | 0.062212 | 0.4219 | 0.337517 |
18 | -0.05875 | -0.3985 | 0.346067 |
19 | -0.045023 | -0.3054 | 0.380735 |
20 | 0.104697 | 0.7101 | 0.240617 |
21 | -0.16977 | -1.1514 | 0.127751 |
22 | 0.14552 | 0.987 | 0.164412 |
23 | -0.073073 | -0.4956 | 0.311266 |
24 | -0.061007 | -0.4138 | 0.340483 |
25 | 0.16795 | 1.1391 | 0.130281 |
26 | -0.107645 | -0.7301 | 0.234521 |
27 | 0.035992 | 0.2441 | 0.404117 |
28 | -0.106021 | -0.7191 | 0.237867 |
29 | 0.063248 | 0.429 | 0.334974 |
30 | -0.012949 | -0.0878 | 0.465198 |
31 | 0.084268 | 0.5715 | 0.285211 |
32 | -0.053009 | -0.3595 | 0.360424 |
33 | 0.094211 | 0.639 | 0.263006 |
34 | -0.129834 | -0.8806 | 0.191563 |
35 | 0.092575 | 0.6279 | 0.266596 |
36 | -0.060772 | -0.4122 | 0.341063 |
37 | -0.023001 | -0.156 | 0.438359 |
38 | 0.006563 | 0.0445 | 0.482343 |
39 | 0.012842 | 0.0871 | 0.465486 |
40 | 0.007614 | 0.0516 | 0.479521 |
41 | 0.019075 | 0.1294 | 0.448814 |
42 | -0.007237 | -0.0491 | 0.480534 |
43 | -0.010575 | -0.0717 | 0.471567 |
44 | -0.005092 | -0.0345 | 0.4863 |
45 | 0.001608 | 0.0109 | 0.495672 |
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 | -0.524067 | -3.5544 | 0.000445 |
2 | -0.174233 | -1.1817 | 0.121698 |
3 | 0.029596 | 0.2007 | 0.420898 |
4 | -0.081301 | -0.5514 | 0.292012 |
5 | -0.23439 | -1.5897 | 0.059375 |
6 | -0.115992 | -0.7867 | 0.217746 |
7 | -0.093934 | -0.6371 | 0.263612 |
8 | -0.068375 | -0.4637 | 0.32251 |
9 | -0.03814 | -0.2587 | 0.398519 |
10 | 0.025055 | 0.1699 | 0.432904 |
11 | 0.118244 | 0.802 | 0.213347 |
12 | -0.089358 | -0.6061 | 0.273728 |
13 | -0.161236 | -1.0936 | 0.139922 |
14 | -0.078957 | -0.5355 | 0.297437 |
15 | 0.091015 | 0.6173 | 0.270043 |
16 | 0.072041 | 0.4886 | 0.313722 |
17 | 0.052424 | 0.3556 | 0.3619 |
18 | -0.019958 | -0.1354 | 0.446458 |
19 | -0.137768 | -0.9344 | 0.177491 |
20 | 0.027401 | 0.1858 | 0.426693 |
21 | -0.094515 | -0.641 | 0.26234 |
22 | 0.058582 | 0.3973 | 0.346483 |
23 | 0.041617 | 0.2823 | 0.389506 |
24 | -0.162196 | -1.1001 | 0.138514 |
25 | -0.0102 | -0.0692 | 0.472572 |
26 | -0.036355 | -0.2466 | 0.403169 |
27 | 0.026839 | 0.182 | 0.42818 |
28 | -0.190778 | -1.2939 | 0.101076 |
29 | -0.091455 | -0.6203 | 0.269067 |
30 | 0.016151 | 0.1095 | 0.456625 |
31 | 0.093772 | 0.636 | 0.263968 |
32 | 0.009074 | 0.0615 | 0.475596 |
33 | 0.028586 | 0.1939 | 0.423563 |
34 | -0.032913 | -0.2232 | 0.412173 |
35 | 0.010518 | 0.0713 | 0.471719 |
36 | -0.015629 | -0.106 | 0.45802 |
37 | -0.029056 | -0.1971 | 0.422323 |
38 | 0.030827 | 0.2091 | 0.417655 |
39 | 0.030099 | 0.2041 | 0.419571 |
40 | -0.074151 | -0.5029 | 0.308712 |
41 | -0.053422 | -0.3623 | 0.359384 |
42 | -0.066397 | -0.4503 | 0.327295 |
43 | 0.043367 | 0.2941 | 0.384992 |
44 | 0.03159 | 0.2143 | 0.415648 |
45 | -0.014907 | -0.1011 | 0.459954 |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |