Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.44346 | -3.0402 | 0.001928 |
2 | -0.100928 | -0.6919 | 0.246194 |
3 | -0.044245 | -0.3033 | 0.38149 |
4 | 0.217899 | 1.4938 | 0.07095 |
5 | -0.191975 | -1.3161 | 0.097259 |
6 | 0.120685 | 0.8274 | 0.206104 |
7 | 0.013405 | 0.0919 | 0.463585 |
8 | -0.166774 | -1.1433 | 0.129343 |
9 | 0.185856 | 1.2742 | 0.104435 |
10 | -0.120706 | -0.8275 | 0.206062 |
11 | 0.100014 | 0.6857 | 0.248148 |
12 | -0.116674 | -0.7999 | 0.213903 |
13 | 0.031636 | 0.2169 | 0.414618 |
14 | 0.020025 | 0.1373 | 0.445697 |
15 | 0.074991 | 0.5141 | 0.30479 |
16 | -0.119328 | -0.8181 | 0.208723 |
17 | 0.048616 | 0.3333 | 0.370197 |
18 | 0.002213 | 0.0152 | 0.493979 |
19 | -0.054847 | -0.376 | 0.354301 |
20 | -0.010013 | -0.0686 | 0.47278 |
21 | 0.115248 | 0.7901 | 0.216719 |
22 | -0.042626 | -0.2922 | 0.3857 |
23 | 0.004872 | 0.0334 | 0.486748 |
24 | -0.192919 | -1.3226 | 0.096187 |
25 | 0.291132 | 1.9959 | 0.025879 |
26 | -0.073165 | -0.5016 | 0.309147 |
27 | -0.078245 | -0.5364 | 0.297099 |
28 | -0.077314 | -0.53 | 0.299291 |
29 | 0.24171 | 1.6571 | 0.052082 |
30 | -0.127285 | -0.8726 | 0.193653 |
31 | 0.007407 | 0.0508 | 0.479857 |
32 | 0.055445 | 0.3801 | 0.352787 |
33 | -0.186255 | -1.2769 | 0.103955 |
34 | 0.121549 | 0.8333 | 0.204447 |
35 | 0.031891 | 0.2186 | 0.413941 |
36 | 0.018311 | 0.1255 | 0.450319 |
37 | -0.112113 | -0.7686 | 0.222986 |
38 | 0.112463 | 0.771 | 0.222281 |
39 | -0.118867 | -0.8149 | 0.209617 |
40 | 0.10926 | 0.749 | 0.228781 |
41 | -0.060051 | -0.4117 | 0.341219 |
42 | -0.005361 | -0.0368 | 0.48542 |
43 | 0.00614 | 0.0421 | 0.483302 |
44 | 0.042385 | 0.2906 | 0.386326 |
45 | -0.083179 | -0.5702 | 0.285613 |
46 | 0.053177 | 0.3646 | 0.358537 |
47 | NA | NA | NA |
48 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.44346 | -3.0402 | 0.001928 |
2 | -0.370433 | -2.5396 | 0.007233 |
3 | -0.389339 | -2.6692 | 0.005203 |
4 | -0.083828 | -0.5747 | 0.284118 |
5 | -0.227697 | -1.561 | 0.062615 |
6 | -0.039563 | -0.2712 | 0.393701 |
7 | 0.078035 | 0.535 | 0.297593 |
8 | -0.181595 | -1.245 | 0.109661 |
9 | 0.112757 | 0.773 | 0.221689 |
10 | -0.121639 | -0.8339 | 0.204273 |
11 | 0.04588 | 0.3145 | 0.377253 |
12 | -0.021121 | -0.1448 | 0.442744 |
13 | -0.196314 | -1.3459 | 0.092402 |
14 | 0.012475 | 0.0855 | 0.466103 |
15 | -0.020338 | -0.1394 | 0.444854 |
16 | -0.058469 | -0.4008 | 0.345177 |
17 | 0.073686 | 0.5052 | 0.307902 |
18 | -0.090777 | -0.6223 | 0.268365 |
19 | -0.049329 | -0.3382 | 0.368365 |
20 | -0.201734 | -1.383 | 0.086597 |
21 | -0.080701 | -0.5533 | 0.291354 |
22 | 0.01928 | 0.1322 | 0.447704 |
23 | 0.052572 | 0.3604 | 0.360075 |
24 | -0.267269 | -1.8323 | 0.036623 |
25 | 0.116762 | 0.8005 | 0.213731 |
26 | 0.040078 | 0.2748 | 0.392351 |
27 | -0.013051 | -0.0895 | 0.464544 |
28 | -0.07481 | -0.5129 | 0.305221 |
29 | 0.039259 | 0.2691 | 0.394497 |
30 | 0.087217 | 0.5979 | 0.276379 |
31 | 0.11131 | 0.7631 | 0.224608 |
32 | 0.092904 | 0.6369 | 0.263635 |
33 | -0.051274 | -0.3515 | 0.363387 |
34 | -0.066256 | -0.4542 | 0.325877 |
35 | -0.043002 | -0.2948 | 0.38472 |
36 | -0.106072 | -0.7272 | 0.235358 |
37 | 0.033141 | 0.2272 | 0.410625 |
38 | 0.023473 | 0.1609 | 0.436422 |
39 | -0.035631 | -0.2443 | 0.404041 |
40 | 0.009206 | 0.0631 | 0.474972 |
41 | -0.036043 | -0.2471 | 0.402953 |
42 | -0.01352 | -0.0927 | 0.463273 |
43 | -0.083417 | -0.5719 | 0.285064 |
44 | -0.054394 | -0.3729 | 0.355447 |
45 | -0.038991 | -0.2673 | 0.3952 |
46 | -0.091228 | -0.6254 | 0.267357 |
47 | NA | NA | NA |
48 | NA | NA | NA |