Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.665978 | -4.5169 | 2.2e-05 |
2 | 0.234251 | 1.5888 | 0.059482 |
3 | -0.081335 | -0.5516 | 0.291932 |
4 | 0.050805 | 0.3446 | 0.365992 |
5 | -0.015595 | -0.1058 | 0.458112 |
6 | -0.03046 | -0.2066 | 0.418621 |
7 | 0.00256 | 0.0174 | 0.493112 |
8 | 0.069417 | 0.4708 | 0.320001 |
9 | -0.051192 | -0.3472 | 0.365012 |
10 | -0.144577 | -0.9806 | 0.165967 |
11 | 0.427953 | 2.9025 | 0.002833 |
12 | -0.443988 | -3.0113 | 0.002108 |
13 | 0.16377 | 1.1107 | 0.136226 |
14 | 0.041675 | 0.2827 | 0.389356 |
15 | -0.086173 | -0.5845 | 0.280886 |
16 | 0.125561 | 0.8516 | 0.199426 |
17 | -0.190712 | -1.2935 | 0.101153 |
18 | 0.171633 | 1.1641 | 0.125198 |
19 | -0.026986 | -0.183 | 0.427791 |
20 | -0.08378 | -0.5682 | 0.286322 |
21 | 0.025974 | 0.1762 | 0.430469 |
22 | 0.069355 | 0.4704 | 0.320149 |
23 | -0.048579 | -0.3295 | 0.371644 |
24 | -0.07137 | -0.4841 | 0.315323 |
25 | 0.198988 | 1.3496 | 0.091874 |
26 | -0.236635 | -1.6049 | 0.057676 |
27 | 0.213167 | 1.4458 | 0.07751 |
28 | -0.230926 | -1.5662 | 0.062076 |
29 | 0.245527 | 1.6652 | 0.05133 |
30 | -0.153795 | -1.0431 | 0.151179 |
31 | 0.007564 | 0.0513 | 0.479653 |
32 | 0.021682 | 0.1471 | 0.441866 |
33 | 0.044982 | 0.3051 | 0.38084 |
34 | -0.012235 | -0.083 | 0.467113 |
35 | -0.058378 | -0.3959 | 0.34699 |
36 | 0.088706 | 0.6016 | 0.275186 |
37 | -0.135614 | -0.9198 | 0.181243 |
38 | 0.144489 | 0.98 | 0.166112 |
39 | -0.133512 | -0.9055 | 0.184953 |
40 | 0.138851 | 0.9417 | 0.175624 |
41 | -0.113502 | -0.7698 | 0.222675 |
42 | 0.056557 | 0.3836 | 0.351525 |
43 | -0.009016 | -0.0611 | 0.475753 |
44 | 0.029246 | 0.1984 | 0.42182 |
45 | -0.048377 | -0.3281 | 0.372159 |
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 | -0.665978 | -4.5169 | 2.2e-05 |
2 | -0.376074 | -2.5507 | 0.007072 |
3 | -0.245131 | -1.6626 | 0.051601 |
4 | -0.119725 | -0.812 | 0.210483 |
5 | -0.026196 | -0.1777 | 0.429881 |
6 | -0.059367 | -0.4026 | 0.344536 |
7 | -0.121381 | -0.8232 | 0.207307 |
8 | 0.011067 | 0.0751 | 0.470247 |
9 | 0.077853 | 0.528 | 0.300011 |
10 | -0.290394 | -1.9695 | 0.027465 |
11 | 0.32072 | 2.1752 | 0.017395 |
12 | 0.170592 | 1.157 | 0.126621 |
13 | -0.203569 | -1.3807 | 0.087026 |
14 | 0.019114 | 0.1296 | 0.448709 |
15 | -0.061242 | -0.4154 | 0.339903 |
16 | 0.057718 | 0.3915 | 0.348632 |
17 | -0.044565 | -0.3023 | 0.381911 |
18 | -0.013302 | -0.0902 | 0.464253 |
19 | 0.06101 | 0.4138 | 0.340474 |
20 | -0.001159 | -0.0079 | 0.496882 |
21 | -0.016626 | -0.1128 | 0.455354 |
22 | -0.246978 | -1.6751 | 0.050351 |
23 | 0.192145 | 1.3032 | 0.099497 |
24 | -0.003548 | -0.0241 | 0.490454 |
25 | 0.072346 | 0.4907 | 0.312994 |
26 | 0.000368 | 0.0025 | 0.499011 |
27 | -0.062709 | -0.4253 | 0.336295 |
28 | -0.009362 | -0.0635 | 0.474822 |
29 | 0.013546 | 0.0919 | 0.463599 |
30 | 0.002707 | 0.0184 | 0.492716 |
31 | -0.017873 | -0.1212 | 0.452022 |
32 | -9e-05 | -6e-04 | 0.499757 |
33 | 0.007135 | 0.0484 | 0.480806 |
34 | 0.000657 | 0.0045 | 0.498231 |
35 | 0.180408 | 1.2236 | 0.113669 |
36 | -0.023979 | -0.1626 | 0.435761 |
37 | -0.095344 | -0.6467 | 0.260535 |
38 | -0.013359 | -0.0906 | 0.464101 |
39 | -0.07481 | -0.5074 | 0.307154 |
40 | 0.045951 | 0.3117 | 0.378355 |
41 | -0.063248 | -0.429 | 0.334974 |
42 | 0.089666 | 0.6081 | 0.273042 |
43 | -0.001128 | -0.0076 | 0.496966 |
44 | 0.038669 | 0.2623 | 0.397144 |
45 | -0.023419 | -0.1588 | 0.437247 |
46 | NA | NA | NA |
47 | NA | NA | NA |
48 | NA | NA | NA |