Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.484636 | -3.3225 | 0.000867 |
2 | 0.081893 | 0.5614 | 0.288586 |
3 | -0.10111 | -0.6932 | 0.245806 |
4 | 0.199041 | 1.3646 | 0.089445 |
5 | -0.198363 | -1.3599 | 0.090174 |
6 | 0.070533 | 0.4836 | 0.315475 |
7 | -0.035409 | -0.2428 | 0.404627 |
8 | -0.142746 | -0.9786 | 0.16639 |
9 | 0.188447 | 1.2919 | 0.10135 |
10 | -0.194835 | -1.3357 | 0.094036 |
11 | 0.266072 | 1.8241 | 0.037249 |
12 | -0.206381 | -1.4149 | 0.081848 |
13 | 0.03619 | 0.2481 | 0.402567 |
14 | 0.001537 | 0.0105 | 0.49582 |
15 | 0.159615 | 1.0943 | 0.139708 |
16 | -0.137475 | -0.9425 | 0.175383 |
17 | 0.000856 | 0.0059 | 0.497672 |
18 | -0.008167 | -0.056 | 0.477794 |
19 | 0.045283 | 0.3104 | 0.378798 |
20 | -0.005789 | -0.0397 | 0.484255 |
21 | -0.018294 | -0.1254 | 0.450364 |
22 | 0.002239 | 0.0154 | 0.493908 |
23 | 0.041148 | 0.2821 | 0.389554 |
24 | -0.195276 | -1.3387 | 0.093547 |
25 | 0.202429 | 1.3878 | 0.085873 |
26 | -0.067898 | -0.4655 | 0.321867 |
27 | -0.083981 | -0.5757 | 0.283767 |
28 | -0.062051 | -0.4254 | 0.336244 |
29 | 0.20775 | 1.4243 | 0.080489 |
30 | -0.052397 | -0.3592 | 0.360522 |
31 | -0.023505 | -0.1611 | 0.436335 |
32 | 0.055395 | 0.3798 | 0.352914 |
33 | -0.110686 | -0.7588 | 0.225874 |
34 | 0.135165 | 0.9266 | 0.179423 |
35 | -0.080081 | -0.549 | 0.292799 |
36 | 0.056925 | 0.3903 | 0.349054 |
37 | -0.101409 | -0.6952 | 0.245169 |
38 | 0.132101 | 0.9056 | 0.184873 |
39 | -0.134583 | -0.9227 | 0.180451 |
40 | 0.103593 | 0.7102 | 0.240544 |
41 | -0.044168 | -0.3028 | 0.38169 |
42 | -0.019001 | -0.1303 | 0.448456 |
43 | 0.022064 | 0.1513 | 0.440208 |
44 | 0.016595 | 0.1138 | 0.454952 |
45 | -0.022284 | -0.1528 | 0.439617 |
46 | 0.005653 | 0.0388 | 0.484625 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.484636 | -3.3225 | 0.000867 |
2 | -0.19994 | -1.3707 | 0.088487 |
3 | -0.204732 | -1.4036 | 0.083509 |
4 | 0.089529 | 0.6138 | 0.27116 |
5 | -0.074328 | -0.5096 | 0.306369 |
6 | -0.064669 | -0.4434 | 0.329773 |
7 | -0.05144 | -0.3527 | 0.362961 |
8 | -0.307027 | -2.1049 | 0.020338 |
9 | -0.007049 | -0.0483 | 0.48083 |
10 | -0.216201 | -1.4822 | 0.072481 |
11 | 0.141878 | 0.9727 | 0.16785 |
12 | 0.013649 | 0.0936 | 0.462924 |
13 | -0.198345 | -1.3598 | 0.090193 |
14 | -0.018997 | -0.1302 | 0.448467 |
15 | 0.015687 | 0.1075 | 0.457408 |
16 | 0.055045 | 0.3774 | 0.353799 |
17 | 0.005752 | 0.0394 | 0.484357 |
18 | -0.139023 | -0.9531 | 0.17271 |
19 | 0.069125 | 0.4739 | 0.318883 |
20 | -0.055738 | -0.3821 | 0.352046 |
21 | 0.047996 | 0.329 | 0.371792 |
22 | 0.025042 | 0.1717 | 0.432212 |
23 | 0.074689 | 0.512 | 0.30551 |
24 | -0.227095 | -1.5569 | 0.063103 |
25 | -0.035691 | -0.2447 | 0.403882 |
26 | -0.053907 | -0.3696 | 0.356683 |
27 | -0.135915 | -0.9318 | 0.178105 |
28 | -0.171963 | -1.1789 | 0.122182 |
29 | -0.030694 | -0.2104 | 0.417122 |
30 | 0.029859 | 0.2047 | 0.419344 |
31 | 0.003904 | 0.0268 | 0.48938 |
32 | 0.002747 | 0.0188 | 0.492527 |
33 | -0.125089 | -0.8576 | 0.197741 |
34 | -0.10793 | -0.7399 | 0.23151 |
35 | 0.013178 | 0.0903 | 0.464199 |
36 | -0.05897 | -0.4043 | 0.343921 |
37 | 0.00855 | 0.0586 | 0.476754 |
38 | 0.104412 | 0.7158 | 0.238825 |
39 | 0.018713 | 0.1283 | 0.449233 |
40 | -0.06892 | -0.4725 | 0.319381 |
41 | -0.060357 | -0.4138 | 0.340456 |
42 | 0.014119 | 0.0968 | 0.461652 |
43 | 0.053001 | 0.3634 | 0.358983 |
44 | 0.000179 | 0.0012 | 0.499513 |
45 | -0.084209 | -0.5773 | 0.283244 |
46 | 0.009109 | 0.0624 | 0.475236 |
47 | NA | NA | NA |
48 | NA | NA | NA |