Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.22143 | 1.3286 | 0.096174 |
2 | 0.039196 | 0.2352 | 0.407702 |
3 | 0.329598 | 1.9776 | 0.027835 |
4 | 0.002711 | 0.0163 | 0.493555 |
5 | 0.221107 | 1.3266 | 0.09649 |
6 | 0.270696 | 1.6242 | 0.056532 |
7 | -0.050656 | -0.3039 | 0.381462 |
8 | 0.115687 | 0.6941 | 0.24603 |
9 | 0.094395 | 0.5664 | 0.287329 |
10 | 0.080503 | 0.483 | 0.316005 |
11 | 0.159728 | 0.9584 | 0.172135 |
12 | -0.09256 | -0.5554 | 0.291041 |
13 | -0.169438 | -1.0166 | 0.158058 |
14 | 0.135786 | 0.8147 | 0.210295 |
15 | 0.035996 | 0.216 | 0.415113 |
16 | -0.190588 | -1.1435 | 0.130183 |
17 | -0.064353 | -0.3861 | 0.350842 |
18 | -0.14891 | -0.8935 | 0.188773 |
19 | -0.187577 | -1.1255 | 0.133921 |
20 | 0.112064 | 0.6724 | 0.252815 |
21 | -0.057505 | -0.345 | 0.36604 |
22 | -0.202523 | -1.2151 | 0.116111 |
23 | -0.148336 | -0.89 | 0.189683 |
24 | -0.233816 | -1.4029 | 0.084607 |
25 | -0.066322 | -0.3979 | 0.346515 |
26 | -0.061257 | -0.3675 | 0.357684 |
27 | -0.296744 | -1.7805 | 0.041721 |
28 | -0.064508 | -0.387 | 0.3505 |
29 | -0.056173 | -0.337 | 0.369022 |
30 | -0.155206 | -0.9312 | 0.178967 |
31 | 0.015448 | 0.0927 | 0.463332 |
32 | -0.065708 | -0.3943 | 0.347861 |
33 | -0.089092 | -0.5346 | 0.298122 |
34 | 0.039954 | 0.2397 | 0.405952 |
35 | 0.026971 | 0.1618 | 0.436174 |
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 | 0.22143 | 1.3286 | 0.096174 |
2 | -0.010342 | -0.0621 | 0.475433 |
3 | 0.339815 | 2.0389 | 0.024428 |
4 | -0.171264 | -1.0276 | 0.1555 |
5 | 0.338993 | 2.034 | 0.024688 |
6 | -0.007361 | -0.0442 | 0.482509 |
7 | -0.023681 | -0.1421 | 0.443901 |
8 | -0.002407 | -0.0144 | 0.494279 |
9 | -0.013885 | -0.0833 | 0.467034 |
10 | 0.14071 | 0.8443 | 0.20205 |
11 | -0.048753 | -0.2925 | 0.385786 |
12 | -0.128277 | -0.7697 | 0.223262 |
13 | -0.20733 | -1.244 | 0.110773 |
14 | 0.219295 | 1.3158 | 0.098284 |
15 | -0.053434 | -0.3206 | 0.375182 |
16 | -0.217929 | -1.3076 | 0.099653 |
17 | -0.054044 | -0.3243 | 0.373809 |
18 | -0.044012 | -0.2641 | 0.396615 |
19 | -0.033426 | -0.2006 | 0.421087 |
20 | 0.099876 | 0.5993 | 0.276378 |
21 | -0.016768 | -0.1006 | 0.46021 |
22 | -0.034054 | -0.2043 | 0.419626 |
23 | -0.169863 | -1.0192 | 0.157459 |
24 | -0.084332 | -0.506 | 0.307974 |
25 | -0.010708 | -0.0642 | 0.474563 |
26 | 0.001166 | 0.007 | 0.497228 |
27 | -0.090088 | -0.5405 | 0.296081 |
28 | 0.058996 | 0.354 | 0.36271 |
29 | -0.0356 | -0.2136 | 0.416033 |
30 | 0.018244 | 0.1095 | 0.456721 |
31 | -0.028403 | -0.1704 | 0.432817 |
32 | 0.074954 | 0.4497 | 0.327802 |
33 | 0.142355 | 0.8541 | 0.19934 |
34 | -0.057391 | -0.3443 | 0.366295 |
35 | 0.013537 | 0.0812 | 0.467857 |
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 |