Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.122539 | 0.8035 | 0.21304 |
2 | 0.014869 | 0.0975 | 0.46139 |
3 | 0.165029 | 1.0822 | 0.142605 |
4 | -0.071553 | -0.4692 | 0.320646 |
5 | -0.046228 | -0.3031 | 0.381624 |
6 | 0.053305 | 0.3495 | 0.364193 |
7 | -0.05072 | -0.3326 | 0.370528 |
8 | -0.039709 | -0.2604 | 0.397904 |
9 | 0.019508 | 0.1279 | 0.449403 |
10 | -0.049236 | -0.3229 | 0.374183 |
11 | -0.030564 | -0.2004 | 0.421048 |
12 | -0.12253 | -0.8035 | 0.213057 |
13 | -0.071999 | -0.4721 | 0.31961 |
14 | -0.169025 | -1.1084 | 0.136931 |
15 | -0.168942 | -1.1078 | 0.137047 |
16 | -0.037143 | -0.2436 | 0.404364 |
17 | 0.021957 | 0.144 | 0.443095 |
18 | -0.083854 | -0.5499 | 0.292627 |
19 | 0.057342 | 0.376 | 0.354377 |
20 | 0.07859 | 0.5153 | 0.304474 |
21 | -0.112913 | -0.7404 | 0.231535 |
22 | 0.028283 | 0.1855 | 0.426868 |
23 | 0.085159 | 0.5584 | 0.289726 |
24 | 0.019806 | 0.1299 | 0.448634 |
25 | 0.204568 | 1.3414 | 0.093409 |
26 | 0.142323 | 0.9333 | 0.177944 |
27 | -0.021719 | -0.1424 | 0.443706 |
28 | -0.029118 | -0.1909 | 0.424737 |
29 | 0.019313 | 0.1266 | 0.449907 |
30 | 0.025623 | 0.168 | 0.433678 |
31 | -0.014431 | -0.0946 | 0.462523 |
32 | -0.007578 | -0.0497 | 0.4803 |
33 | 0.073521 | 0.4821 | 0.316087 |
34 | -0.048087 | -0.3153 | 0.37702 |
35 | 0.033179 | 0.2176 | 0.414397 |
36 | -0.012924 | -0.0847 | 0.466429 |
37 | -0.053725 | -0.3523 | 0.363167 |
38 | -0.004134 | -0.0271 | 0.489251 |
39 | -0.169807 | -1.1135 | 0.13584 |
40 | -0.120821 | -0.7923 | 0.216275 |
41 | -0.109062 | -0.7152 | 0.239186 |
42 | -0.019092 | -0.1252 | 0.450477 |
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 | 0.122539 | 0.8035 | 0.21304 |
2 | -0.000149 | -0.001 | 0.499612 |
3 | 0.165713 | 1.0867 | 0.141622 |
4 | -0.116694 | -0.7652 | 0.224163 |
5 | -0.021886 | -0.1435 | 0.443276 |
6 | 0.03509 | 0.2301 | 0.409553 |
7 | -0.033661 | -0.2207 | 0.413174 |
8 | -0.024935 | -0.1635 | 0.435441 |
9 | 0.005963 | 0.0391 | 0.484494 |
10 | -0.033822 | -0.2218 | 0.412764 |
11 | -0.013562 | -0.0889 | 0.464775 |
12 | -0.140444 | -0.9209 | 0.181107 |
13 | -0.020944 | -0.1373 | 0.445703 |
14 | -0.169677 | -1.1126 | 0.136021 |
15 | -0.105671 | -0.6929 | 0.24604 |
16 | -0.017566 | -0.1152 | 0.454416 |
17 | 0.061146 | 0.401 | 0.345217 |
18 | -0.087333 | -0.5727 | 0.284921 |
19 | 0.048331 | 0.3169 | 0.376415 |
20 | 0.039591 | 0.2596 | 0.3982 |
21 | -0.106249 | -0.6967 | 0.244863 |
22 | -0.002238 | -0.0147 | 0.49418 |
23 | 0.058546 | 0.3839 | 0.351468 |
24 | 0.040633 | 0.2664 | 0.395585 |
25 | 0.175366 | 1.15 | 0.12826 |
26 | 0.031855 | 0.2089 | 0.417761 |
27 | -0.050205 | -0.3292 | 0.371796 |
28 | -0.14103 | -0.9248 | 0.180116 |
29 | -0.003533 | -0.0232 | 0.490812 |
30 | 0.042631 | 0.2796 | 0.39058 |
31 | 0.002446 | 0.016 | 0.493638 |
32 | -0.008218 | -0.0539 | 0.478637 |
33 | 0.085208 | 0.5587 | 0.289617 |
34 | -0.049537 | -0.3248 | 0.373441 |
35 | 0.055973 | 0.367 | 0.357696 |
36 | -0.092846 | -0.6088 | 0.27292 |
37 | 0.055937 | 0.3668 | 0.357782 |
38 | 0.050534 | 0.3314 | 0.370986 |
39 | -0.137762 | -0.9034 | 0.185683 |
40 | -0.025178 | -0.1651 | 0.434818 |
41 | -0.100345 | -0.658 | 0.257021 |
42 | -0.012797 | -0.0839 | 0.466757 |
43 | NA | NA | NA |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |