Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.270932 | -1.6029 | 0.058977 |
2 | -0.264217 | -1.5631 | 0.06351 |
3 | -0.018036 | -0.1067 | 0.457818 |
4 | 0.037306 | 0.2207 | 0.413302 |
5 | 0.037413 | 0.2213 | 0.413058 |
6 | -0.143888 | -0.8513 | 0.200207 |
7 | 0.154366 | 0.9132 | 0.183682 |
8 | -0.042467 | -0.2512 | 0.40155 |
9 | -0.070882 | -0.4193 | 0.338765 |
10 | 0.18411 | 1.0892 | 0.141752 |
11 | 0.025965 | 0.1536 | 0.439399 |
12 | -0.167987 | -0.9938 | 0.163565 |
13 | 0.024936 | 0.1475 | 0.441783 |
14 | -0.035784 | -0.2117 | 0.416783 |
15 | 0.01967 | 0.1164 | 0.454011 |
16 | 0.101388 | 0.5998 | 0.276246 |
17 | -0.084883 | -0.5022 | 0.309344 |
18 | 0.011518 | 0.0681 | 0.47303 |
19 | -0.095683 | -0.5661 | 0.287479 |
20 | 0.159986 | 0.9465 | 0.175194 |
21 | 0.021721 | 0.1285 | 0.449242 |
22 | -0.122022 | -0.7219 | 0.237579 |
23 | 0.068924 | 0.4078 | 0.342966 |
24 | -0.105261 | -0.6227 | 0.268749 |
25 | 0.126011 | 0.7455 | 0.230477 |
26 | -0.047948 | -0.2837 | 0.389169 |
27 | -0.050666 | -0.2997 | 0.383073 |
28 | 0.037151 | 0.2198 | 0.413656 |
29 | 0.025058 | 0.1482 | 0.441499 |
30 | 0.015733 | 0.0931 | 0.463186 |
31 | -0.061253 | -0.3624 | 0.359625 |
32 | 0.021763 | 0.1288 | 0.449145 |
33 | 0.020853 | 0.1234 | 0.45126 |
34 | -0.011967 | -0.0708 | 0.471981 |
35 | NA | NA | NA |
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 | -0.270932 | -1.6029 | 0.058977 |
2 | -0.364367 | -2.1556 | 0.019035 |
3 | -0.266834 | -1.5786 | 0.061711 |
4 | -0.222065 | -1.3138 | 0.098737 |
5 | -0.156752 | -0.9274 | 0.180046 |
6 | -0.333527 | -1.9732 | 0.028207 |
7 | -0.120853 | -0.715 | 0.239684 |
8 | -0.252525 | -1.494 | 0.072074 |
9 | -0.322826 | -1.9099 | 0.032187 |
10 | -0.10488 | -0.6205 | 0.269482 |
11 | -0.006889 | -0.0408 | 0.483861 |
12 | -0.124922 | -0.7391 | 0.232402 |
13 | 0.060277 | 0.3566 | 0.361765 |
14 | -0.077584 | -0.459 | 0.324538 |
15 | -0.075041 | -0.444 | 0.329905 |
16 | 0.151999 | 0.8992 | 0.187336 |
17 | 5.8e-05 | 3e-04 | 0.499865 |
18 | 0.021482 | 0.1271 | 0.449798 |
19 | -0.099354 | -0.5878 | 0.280225 |
20 | -0.0344 | -0.2035 | 0.419956 |
21 | -0.041949 | -0.2482 | 0.402725 |
22 | -0.043544 | -0.2576 | 0.399108 |
23 | 0.006724 | 0.0398 | 0.484247 |
24 | -0.130477 | -0.7719 | 0.222673 |
25 | 0.071812 | 0.4248 | 0.336775 |
26 | -0.039461 | -0.2335 | 0.408383 |
27 | -0.077865 | -0.4607 | 0.323947 |
28 | -0.031922 | -0.1889 | 0.425649 |
29 | 0.0168 | 0.0994 | 0.460698 |
30 | -0.035247 | -0.2085 | 0.418015 |
31 | -0.086514 | -0.5118 | 0.305993 |
32 | -0.097076 | -0.5743 | 0.284717 |
33 | -0.125119 | -0.7402 | 0.232054 |
34 | -0.067926 | -0.4019 | 0.345117 |
35 | NA | NA | NA |
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 |