Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.244989 | -1.6616 | 0.051697 |
2 | 0.108788 | 0.7378 | 0.232181 |
3 | -0.002915 | -0.0198 | 0.492155 |
4 | 0.299192 | 2.0292 | 0.024123 |
5 | -0.130581 | -0.8856 | 0.190208 |
6 | -0.174063 | -1.1805 | 0.121925 |
7 | 0.244183 | 1.6561 | 0.052251 |
8 | -0.289147 | -1.9611 | 0.027969 |
9 | 0.27879 | 1.8908 | 0.032476 |
10 | -0.249154 | -1.6898 | 0.048912 |
11 | 0.290918 | 1.9731 | 0.027255 |
12 | -0.325782 | -2.2096 | 0.016076 |
13 | 0.155527 | 1.0548 | 0.148505 |
14 | -0.054854 | -0.372 | 0.355787 |
15 | -0.09653 | -0.6547 | 0.257962 |
16 | -0.068915 | -0.4674 | 0.321208 |
17 | -0.174103 | -1.1808 | 0.12187 |
18 | 0.266638 | 1.8084 | 0.03854 |
19 | -0.202434 | -1.373 | 0.088208 |
20 | 0.090026 | 0.6106 | 0.272239 |
21 | -0.130109 | -0.8824 | 0.191063 |
22 | 0.321991 | 2.1839 | 0.017055 |
23 | -0.133933 | -0.9084 | 0.184206 |
24 | -0.12955 | -0.8786 | 0.192079 |
25 | 0.049012 | 0.3324 | 0.370542 |
26 | 0.062246 | 0.4222 | 0.337432 |
27 | -0.045886 | -0.3112 | 0.378523 |
28 | -0.141418 | -0.9591 | 0.17125 |
29 | 0.175651 | 1.1913 | 0.119819 |
30 | -0.125456 | -0.8509 | 0.199621 |
31 | 0.025363 | 0.172 | 0.432089 |
32 | 0.003312 | 0.0225 | 0.491088 |
33 | -0.01504 | -0.102 | 0.459596 |
34 | -0.128445 | -0.8712 | 0.194097 |
35 | 0.00737 | 0.05 | 0.480176 |
36 | 0.003141 | 0.0213 | 0.491548 |
37 | -0.08717 | -0.5912 | 0.278636 |
38 | -0.038103 | -0.2584 | 0.398614 |
39 | 0.017884 | 0.1213 | 0.451993 |
40 | 0.077661 | 0.5267 | 0.30046 |
41 | -0.049247 | -0.334 | 0.369945 |
42 | 0.0015 | 0.0102 | 0.495964 |
43 | 0.065312 | 0.443 | 0.329933 |
44 | 0.013657 | 0.0926 | 0.463302 |
45 | -0.020336 | -0.1379 | 0.44545 |
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 | -0.244989 | -1.6616 | 0.051697 |
2 | 0.051882 | 0.3519 | 0.363268 |
3 | 0.037404 | 0.2537 | 0.400434 |
4 | 0.321623 | 2.1814 | 0.017153 |
5 | 0.011611 | 0.0787 | 0.468788 |
6 | -0.298783 | -2.0264 | 0.02427 |
7 | 0.144126 | 0.9775 | 0.166715 |
8 | -0.310025 | -2.1027 | 0.020497 |
9 | 0.316289 | 2.1452 | 0.018626 |
10 | -0.043682 | -0.2963 | 0.384181 |
11 | 0.136325 | 0.9246 | 0.18 |
12 | -0.202864 | -1.3759 | 0.087759 |
13 | -0.114974 | -0.7798 | 0.219753 |
14 | -0.030233 | -0.2051 | 0.419218 |
15 | -0.064824 | -0.4397 | 0.331122 |
16 | -0.101533 | -0.6886 | 0.247258 |
17 | -0.043311 | -0.2937 | 0.385136 |
18 | 0.062837 | 0.4262 | 0.335983 |
19 | 0.22195 | 1.5053 | 0.069536 |
20 | -0.180073 | -1.2213 | 0.114094 |
21 | 0.079104 | 0.5365 | 0.297096 |
22 | 0.049789 | 0.3377 | 0.368568 |
23 | 0.001225 | 0.0083 | 0.496702 |
24 | -0.196907 | -1.3355 | 0.094144 |
25 | -0.076601 | -0.5195 | 0.302941 |
26 | 0.143394 | 0.9725 | 0.167933 |
27 | -0.042787 | -0.2902 | 0.386486 |
28 | 0.063402 | 0.43 | 0.334596 |
29 | -0.055473 | -0.3762 | 0.354236 |
30 | -0.115316 | -0.7821 | 0.219078 |
31 | -0.055718 | -0.3779 | 0.353623 |
32 | -0.058126 | -0.3942 | 0.347616 |
33 | -0.060332 | -0.4092 | 0.342149 |
34 | 0.049606 | 0.3364 | 0.369033 |
35 | -0.024528 | -0.1664 | 0.434301 |
36 | -0.092876 | -0.6299 | 0.265934 |
37 | 0.003796 | 0.0257 | 0.489787 |
38 | 0.042414 | 0.2877 | 0.387448 |
39 | -0.051957 | -0.3524 | 0.363077 |
40 | 0.048663 | 0.33 | 0.371431 |
41 | -0.106706 | -0.7237 | 0.236452 |
42 | 0.081196 | 0.5507 | 0.292253 |
43 | 0.067709 | 0.4592 | 0.324118 |
44 | -0.125701 | -0.8525 | 0.199165 |
45 | 0.08028 | 0.5445 | 0.294368 |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |