Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.177572 | 1.0654 | 0.146888 |
2 | 0.167286 | 1.0037 | 0.161108 |
3 | 0.226848 | 1.3611 | 0.090973 |
4 | -0.121236 | -0.7274 | 0.235838 |
5 | 0.00559 | 0.0335 | 0.486715 |
6 | 0.214366 | 1.2862 | 0.103293 |
7 | -0.101232 | -0.6074 | 0.273701 |
8 | 0.257485 | 1.5449 | 0.065557 |
9 | 0.08133 | 0.488 | 0.314262 |
10 | -0.050862 | -0.3052 | 0.380997 |
11 | 0.082242 | 0.4935 | 0.312346 |
12 | -0.225555 | -1.3533 | 0.092194 |
13 | -0.232051 | -1.3923 | 0.086186 |
14 | 0.06331 | 0.3799 | 0.353141 |
15 | -0.081983 | -0.4919 | 0.312888 |
16 | -0.030955 | -0.1857 | 0.426851 |
17 | 0.027663 | 0.166 | 0.434552 |
18 | -0.142566 | -0.8554 | 0.198995 |
19 | -0.078551 | -0.4713 | 0.320132 |
20 | -0.108429 | -0.6506 | 0.259726 |
21 | -0.125481 | -0.7529 | 0.228206 |
22 | -0.174531 | -1.0472 | 0.150997 |
23 | -0.1332 | -0.7992 | 0.214709 |
24 | -0.085521 | -0.5131 | 0.305499 |
25 | -0.042988 | -0.2579 | 0.398966 |
26 | -0.132941 | -0.7976 | 0.215153 |
27 | -0.052387 | -0.3143 | 0.377545 |
28 | -0.016399 | -0.0984 | 0.461083 |
29 | 0.066662 | 0.4 | 0.345769 |
30 | -0.017435 | -0.1046 | 0.458634 |
31 | 0.075625 | 0.4538 | 0.326365 |
32 | -0.011368 | -0.0682 | 0.472999 |
33 | -0.020578 | -0.1235 | 0.451212 |
34 | -0.026764 | -0.1606 | 0.436659 |
35 | 0.067035 | 0.4022 | 0.344954 |
36 | NA | NA | NA |
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 | 0.177572 | 1.0654 | 0.146888 |
2 | 0.140174 | 0.841 | 0.202938 |
3 | 0.18581 | 1.1149 | 0.136149 |
4 | -0.219995 | -1.32 | 0.097588 |
5 | -0.001975 | -0.0119 | 0.495305 |
6 | 0.250588 | 1.5035 | 0.070713 |
7 | -0.120296 | -0.7218 | 0.237547 |
8 | 0.234712 | 1.4083 | 0.083814 |
9 | -0.083723 | -0.5023 | 0.309244 |
10 | -0.008976 | -0.0539 | 0.478674 |
11 | -0.02682 | -0.1609 | 0.436527 |
12 | -0.27326 | -1.6396 | 0.054904 |
13 | -0.065784 | -0.3947 | 0.347696 |
14 | 0.064642 | 0.3879 | 0.350204 |
15 | 0.112306 | 0.6738 | 0.25236 |
16 | -0.124214 | -0.7453 | 0.230469 |
17 | -0.101673 | -0.61 | 0.272834 |
18 | 0.0172 | 0.1032 | 0.459188 |
19 | -0.036161 | -0.217 | 0.414731 |
20 | -0.040022 | -0.2401 | 0.405796 |
21 | 0.029745 | 0.1785 | 0.429676 |
22 | -0.215989 | -1.2959 | 0.101622 |
23 | -0.041369 | -0.2482 | 0.402689 |
24 | -0.013566 | -0.0814 | 0.467789 |
25 | -0.044901 | -0.2694 | 0.394578 |
26 | -0.096063 | -0.5764 | 0.283973 |
27 | 0.023395 | 0.1404 | 0.444574 |
28 | 0.157372 | 0.9442 | 0.175673 |
29 | 0.081866 | 0.4912 | 0.313134 |
30 | -0.089096 | -0.5346 | 0.298115 |
31 | 0.073853 | 0.4431 | 0.330166 |
32 | -0.053049 | -0.3183 | 0.376051 |
33 | 0.027469 | 0.1648 | 0.435007 |
34 | -0.121545 | -0.7293 | 0.235278 |
35 | -0.017451 | -0.1047 | 0.458595 |
36 | NA | NA | NA |
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 |