Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.345392 | 2.0724 | 0.022726 |
2 | 0.413195 | 2.4792 | 0.008994 |
3 | 0.372522 | 2.2351 | 0.015852 |
4 | 0.193734 | 1.1624 | 0.12636 |
5 | 0.224482 | 1.3469 | 0.093217 |
6 | 0.279043 | 1.6743 | 0.051374 |
7 | 0.077992 | 0.468 | 0.32132 |
8 | 0.032855 | 0.1971 | 0.422418 |
9 | 0.137151 | 0.8229 | 0.20799 |
10 | -0.170403 | -1.0224 | 0.156702 |
11 | -0.051001 | -0.306 | 0.380682 |
12 | -0.171445 | -1.0287 | 0.155248 |
13 | -0.220577 | -1.3235 | 0.097013 |
14 | -0.129256 | -0.7755 | 0.221543 |
15 | -0.158985 | -0.9539 | 0.173245 |
16 | -0.201944 | -1.2117 | 0.116768 |
17 | -0.169842 | -1.0191 | 0.157488 |
18 | -0.074821 | -0.4489 | 0.328089 |
19 | -0.16996 | -1.0198 | 0.157324 |
20 | -0.10243 | -0.6146 | 0.271348 |
21 | -0.197485 | -1.1849 | 0.121908 |
22 | -0.134948 | -0.8097 | 0.211719 |
23 | -0.106565 | -0.6394 | 0.263309 |
24 | -0.100746 | -0.6045 | 0.274659 |
25 | 0.016071 | 0.0964 | 0.461859 |
26 | -0.122572 | -0.7354 | 0.23342 |
27 | -0.027596 | -0.1656 | 0.434708 |
28 | -0.08944 | -0.5366 | 0.297408 |
29 | -0.063366 | -0.3802 | 0.353016 |
30 | -0.016226 | -0.0974 | 0.461492 |
31 | 0.015638 | 0.0938 | 0.462883 |
32 | -0.041275 | -0.2477 | 0.402906 |
33 | -0.014366 | -0.0862 | 0.465894 |
34 | -0.028615 | -0.1717 | 0.432322 |
35 | -0.044208 | -0.2652 | 0.396165 |
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 | 0.345392 | 2.0724 | 0.022726 |
2 | 0.33371 | 2.0023 | 0.026417 |
3 | 0.207215 | 1.2433 | 0.110899 |
4 | -0.074749 | -0.4485 | 0.328242 |
5 | 0.014774 | 0.0886 | 0.464927 |
6 | 0.17072 | 1.0243 | 0.156259 |
7 | -0.112006 | -0.672 | 0.252926 |
8 | -0.186732 | -1.1204 | 0.134982 |
9 | 0.11561 | 0.6937 | 0.246173 |
10 | -0.22408 | -1.3445 | 0.093602 |
11 | -0.070656 | -0.4239 | 0.337068 |
12 | -0.148113 | -0.8887 | 0.190038 |
13 | -0.025114 | -0.1507 | 0.440532 |
14 | 0.067476 | 0.4049 | 0.34399 |
15 | -0.026567 | -0.1594 | 0.437121 |
16 | -0.005788 | -0.0347 | 0.486245 |
17 | -0.019757 | -0.1185 | 0.453149 |
18 | 0.137922 | 0.8275 | 0.206694 |
19 | 0.002935 | 0.0176 | 0.493023 |
20 | -0.140463 | -0.8428 | 0.202458 |
21 | -0.139423 | -0.8365 | 0.204186 |
22 | 0.022393 | 0.1344 | 0.446934 |
23 | -0.018869 | -0.1132 | 0.455246 |
24 | -0.083954 | -0.5037 | 0.308762 |
25 | 0.128721 | 0.7723 | 0.222481 |
26 | -0.091932 | -0.5516 | 0.292318 |
27 | -0.015169 | -0.091 | 0.463994 |
28 | -0.065215 | -0.3913 | 0.348944 |
29 | -0.013206 | -0.0792 | 0.468641 |
30 | 0.115008 | 0.6901 | 0.247294 |
31 | -0.004106 | -0.0246 | 0.49024 |
32 | -0.088634 | -0.5318 | 0.299064 |
33 | -0.092036 | -0.5522 | 0.292107 |
34 | -0.064976 | -0.3899 | 0.34947 |
35 | 0.097725 | 0.5863 | 0.28065 |
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 |