Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.286057 | -1.8758 | 0.033741 |
2 | -0.00116 | -0.0076 | 0.496982 |
3 | -7.7e-05 | -5e-04 | 0.499799 |
4 | 0.238256 | 1.5623 | 0.062768 |
5 | -0.33494 | -2.1964 | 0.016754 |
6 | 0.047517 | 0.3116 | 0.378429 |
7 | 0.238179 | 1.5618 | 0.062828 |
8 | 0.095137 | 0.6239 | 0.268008 |
9 | -0.333935 | -2.1898 | 0.017007 |
10 | 0.048523 | 0.3182 | 0.375943 |
11 | 0.096169 | 0.6306 | 0.265813 |
12 | -0.285232 | -1.8704 | 0.034123 |
13 | -0.04579 | -0.3003 | 0.382712 |
14 | 0.0972 | 0.6374 | 0.263627 |
15 | 0.143737 | 0.9425 | 0.175589 |
16 | -0.331898 | -2.1764 | 0.017532 |
17 | 0.144795 | 0.9495 | 0.173841 |
18 | -0.04481 | -0.2938 | 0.385147 |
19 | -0.047053 | -0.3085 | 0.379578 |
20 | -0.04597 | -0.3014 | 0.382263 |
21 | 0.143583 | 0.9415 | 0.175845 |
22 | -0.001676 | -0.011 | 0.495641 |
23 | -0.050482 | -0.331 | 0.371114 |
24 | -0.097071 | -0.6365 | 0.2639 |
25 | 0.091373 | 0.5992 | 0.2761 |
26 | -0.050559 | -0.3315 | 0.370923 |
27 | -0.002913 | -0.0191 | 0.492423 |
28 | 0.093513 | 0.6132 | 0.271485 |
29 | -0.002965 | -0.0194 | 0.492289 |
30 | 0.044681 | 0.293 | 0.385468 |
31 | -0.097252 | -0.6377 | 0.263518 |
32 | -0.001934 | -0.0127 | 0.494971 |
33 | -0.001959 | -0.0128 | 0.494904 |
34 | -0.000877 | -0.0057 | 0.49772 |
35 | 0.046769 | 0.3067 | 0.380281 |
36 | -0.000928 | -0.0061 | 0.497586 |
37 | 0.046718 | 0.3063 | 0.380408 |
38 | -0.047543 | -0.3118 | 0.378365 |
39 | -0.048677 | -0.3192 | 0.375561 |
40 | 0.046641 | 0.3058 | 0.3806 |
41 | 5.2e-05 | 3e-04 | 0.499866 |
42 | -0.001083 | -0.0071 | 0.497184 |
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 | -0.286057 | -1.8758 | 0.033741 |
2 | -0.090385 | -0.5927 | 0.278246 |
3 | -0.028874 | -0.1893 | 0.42536 |
4 | 0.252615 | 1.6565 | 0.05245 |
5 | -0.222372 | -1.4582 | 0.076027 |
6 | -0.104908 | -0.6879 | 0.247596 |
7 | 0.24641 | 1.6158 | 0.056724 |
8 | 0.241613 | 1.5844 | 0.06022 |
9 | -0.204464 | -1.3408 | 0.093519 |
10 | -0.267634 | -1.755 | 0.043192 |
11 | -0.025898 | -0.1698 | 0.432971 |
12 | -0.171291 | -1.1232 | 0.133787 |
13 | -0.028438 | -0.1865 | 0.426471 |
14 | -0.13422 | -0.8801 | 0.191838 |
15 | 0.064882 | 0.4255 | 0.336312 |
16 | -0.086352 | -0.5662 | 0.287085 |
17 | 0.054373 | 0.3565 | 0.361588 |
18 | -0.102489 | -0.6721 | 0.252568 |
19 | -0.082658 | -0.542 | 0.295299 |
20 | 0.210277 | 1.3789 | 0.087532 |
21 | -0.047547 | -0.3118 | 0.378355 |
22 | -0.105027 | -0.6887 | 0.247354 |
23 | -0.081557 | -0.5348 | 0.29777 |
24 | -0.14994 | -0.9832 | 0.1655 |
25 | -0.049542 | -0.3249 | 0.373429 |
26 | 0.010924 | 0.0716 | 0.471612 |
27 | -0.009249 | -0.0607 | 0.475959 |
28 | -0.045191 | -0.2963 | 0.3842 |
29 | 0.007858 | 0.0515 | 0.479573 |
30 | 0.091195 | 0.598 | 0.276487 |
31 | -0.008439 | -0.0553 | 0.478063 |
32 | -0.118079 | -0.7743 | 0.221496 |
33 | -0.045444 | -0.298 | 0.38357 |
34 | -0.094964 | -0.6227 | 0.268378 |
35 | 0.040419 | 0.265 | 0.39612 |
36 | -0.068996 | -0.4524 | 0.326615 |
37 | -0.07471 | -0.4899 | 0.313346 |
38 | 0.001706 | 0.0112 | 0.495563 |
39 | 0.047465 | 0.3112 | 0.378558 |
40 | 0.050486 | 0.3311 | 0.371104 |
41 | -0.068076 | -0.4464 | 0.328773 |
42 | -0.01083 | -0.071 | 0.471856 |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |