Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.17913 | 1.0896 | 0.141467 |
2 | -0.015148 | -0.0921 | 0.463542 |
3 | -0.006033 | -0.0367 | 0.485463 |
4 | 0.105926 | 0.6443 | 0.26167 |
5 | -0.046401 | -0.2822 | 0.389665 |
6 | -0.149734 | -0.9108 | 0.184149 |
7 | -0.006946 | -0.0423 | 0.483262 |
8 | -0.134874 | -0.8204 | 0.208619 |
9 | 0.020422 | 0.1242 | 0.450906 |
10 | -0.06538 | -0.3977 | 0.346571 |
11 | 0.056834 | 0.3457 | 0.365761 |
12 | -0.184943 | -1.125 | 0.133924 |
13 | 0.009432 | 0.0574 | 0.477278 |
14 | 0.038002 | 0.2312 | 0.409232 |
15 | 0.152782 | 0.9293 | 0.179369 |
16 | -0.02232 | -0.1358 | 0.446371 |
17 | -0.254369 | -1.5473 | 0.065155 |
18 | -0.075618 | -0.46 | 0.324116 |
19 | -0.154285 | -0.9385 | 0.177042 |
20 | -0.053192 | -0.3236 | 0.374049 |
21 | -0.046971 | -0.2857 | 0.388346 |
22 | 0.079565 | 0.484 | 0.315627 |
23 | -0.038419 | -0.2337 | 0.408256 |
24 | -0.061435 | -0.3737 | 0.355383 |
25 | 0.054865 | 0.3337 | 0.370233 |
26 | 0.006954 | 0.0423 | 0.483245 |
27 | -0.128901 | -0.7841 | 0.218994 |
28 | -0.002853 | -0.0174 | 0.493124 |
29 | 0.096048 | 0.5842 | 0.281304 |
30 | -0.022818 | -0.1388 | 0.445181 |
31 | 0.055697 | 0.3388 | 0.368342 |
32 | 0.009526 | 0.0579 | 0.477053 |
33 | 0.030848 | 0.1876 | 0.426092 |
34 | 0.013982 | 0.085 | 0.466342 |
35 | 0.025606 | 0.1558 | 0.438536 |
36 | 0.035023 | 0.213 | 0.416234 |
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 | 0.17913 | 1.0896 | 0.141467 |
2 | -0.048801 | -0.2968 | 0.384122 |
3 | 0.005753 | 0.035 | 0.486137 |
4 | 0.109029 | 0.6632 | 0.255658 |
5 | -0.090438 | -0.5501 | 0.292774 |
6 | -0.124413 | -0.7568 | 0.226989 |
7 | 0.04699 | 0.2858 | 0.388301 |
8 | -0.174806 | -1.0633 | 0.147268 |
9 | 0.096556 | 0.5873 | 0.280275 |
10 | -0.07262 | -0.4417 | 0.330627 |
11 | 0.064235 | 0.3907 | 0.349121 |
12 | -0.215836 | -1.3129 | 0.098654 |
13 | 0.092258 | 0.5612 | 0.289028 |
14 | -0.032215 | -0.196 | 0.422859 |
15 | 0.189235 | 1.1511 | 0.128544 |
16 | -0.126797 | -0.7713 | 0.222721 |
17 | -0.219305 | -1.334 | 0.095182 |
18 | -0.085949 | -0.5228 | 0.302113 |
19 | -0.145243 | -0.8835 | 0.191341 |
20 | -0.051383 | -0.3125 | 0.378189 |
21 | 0.128653 | 0.7826 | 0.219431 |
22 | -0.011309 | -0.0688 | 0.472764 |
23 | -0.029932 | -0.1821 | 0.42826 |
24 | -0.185981 | -1.1313 | 0.132609 |
25 | 0.024633 | 0.1498 | 0.440854 |
26 | -0.083377 | -0.5072 | 0.307524 |
27 | -0.0961 | -0.5846 | 0.281197 |
28 | 0.083277 | 0.5066 | 0.307738 |
29 | -0.093266 | -0.5673 | 0.286964 |
30 | -0.081241 | -0.4942 | 0.312055 |
31 | 0.065758 | 0.4 | 0.345733 |
32 | -0.011759 | -0.0715 | 0.471682 |
33 | 0.044059 | 0.268 | 0.395094 |
34 | 0.007368 | 0.0448 | 0.482246 |
35 | -0.083897 | -0.5103 | 0.306428 |
36 | -0.12425 | -0.7558 | 0.227282 |
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 |