Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.269146 | -1.5923 | 0.060156 |
2 | 0.205129 | 1.2136 | 0.116521 |
3 | -0.148186 | -0.8767 | 0.193319 |
4 | 0.148484 | 0.8784 | 0.192847 |
5 | -0.245426 | -1.452 | 0.077709 |
6 | 0.002436 | 0.0144 | 0.494292 |
7 | 0.252806 | 1.4956 | 0.071858 |
8 | -0.109814 | -0.6497 | 0.260075 |
9 | 0.255507 | 1.5116 | 0.069806 |
10 | -0.131679 | -0.779 | 0.2206 |
11 | 0.372506 | 2.2038 | 0.017105 |
12 | -0.49869 | -2.9503 | 0.002815 |
13 | 0.055067 | 0.3258 | 0.373265 |
14 | -0.165635 | -0.9799 | 0.166929 |
15 | 0.088297 | 0.5224 | 0.302352 |
16 | -0.093046 | -0.5505 | 0.292747 |
17 | 0.122616 | 0.7254 | 0.236512 |
18 | 0.01116 | 0.066 | 0.473867 |
19 | -0.11407 | -0.6748 | 0.252104 |
20 | 0.06456 | 0.3819 | 0.352407 |
21 | -0.150872 | -0.8926 | 0.189091 |
22 | 0.022742 | 0.1345 | 0.446872 |
23 | -0.154894 | -0.9164 | 0.182874 |
24 | 0.071635 | 0.4238 | 0.337153 |
25 | -0.020741 | -0.1227 | 0.451521 |
26 | 0.052532 | 0.3108 | 0.378905 |
27 | -0.005719 | -0.0338 | 0.4866 |
28 | -0.035078 | -0.2075 | 0.418402 |
29 | -0.032746 | -0.1937 | 0.423755 |
30 | -0.024017 | -0.1421 | 0.443913 |
31 | -0.012163 | -0.072 | 0.471522 |
32 | -0.018226 | -0.1078 | 0.457374 |
33 | 0.004966 | 0.0294 | 0.488363 |
34 | -0.000297 | -0.0018 | 0.499304 |
35 | NA | NA | NA |
36 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.269146 | -1.5923 | 0.060156 |
2 | 0.143052 | 0.8463 | 0.201565 |
3 | -0.068648 | -0.4061 | 0.343561 |
4 | 0.078722 | 0.4657 | 0.322148 |
5 | -0.182897 | -1.082 | 0.143319 |
6 | -0.143471 | -0.8488 | 0.200885 |
7 | 0.351702 | 2.0807 | 0.022423 |
8 | -0.024397 | -0.1443 | 0.443032 |
9 | 0.211854 | 1.2533 | 0.109194 |
10 | -0.034364 | -0.2033 | 0.420038 |
11 | 0.259098 | 1.5328 | 0.067152 |
12 | -0.29499 | -1.7452 | 0.044864 |
13 | -0.297048 | -1.7574 | 0.043801 |
14 | -0.048076 | -0.2844 | 0.388882 |
15 | -0.019554 | -0.1157 | 0.454283 |
16 | 0.051034 | 0.3019 | 0.382249 |
17 | -0.019848 | -0.1174 | 0.453599 |
18 | -0.258953 | -1.532 | 0.067258 |
19 | 0.068386 | 0.4046 | 0.344125 |
20 | 0.010034 | 0.0594 | 0.476501 |
21 | 0.079037 | 0.4676 | 0.321488 |
22 | -0.066387 | -0.3927 | 0.348444 |
23 | 0.113098 | 0.6691 | 0.253912 |
24 | -0.05202 | -0.3078 | 0.380047 |
25 | -0.039702 | -0.2349 | 0.407835 |
26 | -0.109208 | -0.6461 | 0.261219 |
27 | 0.021282 | 0.1259 | 0.450263 |
28 | -0.044158 | -0.2612 | 0.397719 |
29 | 0.046642 | 0.2759 | 0.392109 |
30 | -0.063324 | -0.3746 | 0.355099 |
31 | -0.091459 | -0.5411 | 0.29594 |
32 | 0.000701 | 0.0041 | 0.498357 |
33 | 0.015303 | 0.0905 | 0.464189 |
34 | -0.090874 | -0.5376 | 0.297122 |
35 | NA | NA | NA |
36 | NA | NA | NA |