Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.190365 | -1.4498 | 0.076254 |
2 | 0.19336 | 1.4726 | 0.073134 |
3 | -0.260825 | -1.9864 | 0.025862 |
4 | -0.046663 | -0.3554 | 0.3618 |
5 | -0.318593 | -2.4263 | 0.009191 |
6 | 0.143812 | 1.0952 | 0.13897 |
7 | -0.015283 | -0.1164 | 0.453872 |
8 | 0.103985 | 0.7919 | 0.215815 |
9 | -0.073431 | -0.5592 | 0.289079 |
10 | -0.040977 | -0.3121 | 0.378052 |
11 | -0.028543 | -0.2174 | 0.414338 |
12 | -0.076644 | -0.5837 | 0.280843 |
13 | 0.19066 | 1.452 | 0.075941 |
14 | -0.122566 | -0.9334 | 0.177234 |
15 | 0.216974 | 1.6524 | 0.051926 |
16 | -0.145044 | -1.1046 | 0.136942 |
17 | 0.054983 | 0.4187 | 0.338476 |
18 | -0.123459 | -0.9402 | 0.175498 |
19 | 0.092329 | 0.7032 | 0.242386 |
20 | -0.133472 | -1.0165 | 0.156808 |
21 | 0.147056 | 1.1199 | 0.133677 |
22 | -0.111036 | -0.8456 | 0.200619 |
23 | 0.146982 | 1.1194 | 0.133796 |
24 | -0.083177 | -0.6335 | 0.264463 |
25 | -0.034571 | -0.2633 | 0.396632 |
26 | 0.026476 | 0.2016 | 0.420454 |
27 | -0.040648 | -0.3096 | 0.379001 |
28 | -0.07993 | -0.6087 | 0.272541 |
29 | 0.092065 | 0.7011 | 0.243007 |
30 | 0.017797 | 0.1355 | 0.446329 |
31 | -0.032281 | -0.2458 | 0.403335 |
32 | 0.035629 | 0.2713 | 0.393546 |
33 | 0.010385 | 0.0791 | 0.468617 |
34 | -0.02336 | -0.1779 | 0.42971 |
35 | -0.054258 | -0.4132 | 0.340486 |
36 | 0.040246 | 0.3065 | 0.380159 |
37 | -0.026162 | -0.1992 | 0.421384 |
38 | 0.01843 | 0.1404 | 0.444431 |
39 | 0.014124 | 0.1076 | 0.457355 |
40 | -0.007229 | -0.0551 | 0.478141 |
41 | 0.025115 | 0.1913 | 0.42449 |
42 | 0.010591 | 0.0807 | 0.467997 |
43 | -0.030678 | -0.2336 | 0.408046 |
44 | 0.009739 | 0.0742 | 0.470566 |
45 | -0.007954 | -0.0606 | 0.475953 |
46 | -0.001324 | -0.0101 | 0.495995 |
47 | 0.039584 | 0.3015 | 0.382071 |
48 | 0.006159 | 0.0469 | 0.481374 |
49 | -0.003059 | -0.0233 | 0.490746 |
50 | 0.005959 | 0.0454 | 0.481979 |
51 | -0.017651 | -0.1344 | 0.446765 |
52 | -0.008304 | -0.0632 | 0.474897 |
53 | 0.002102 | 0.016 | 0.493641 |
54 | -0.009968 | -0.0759 | 0.469875 |
55 | 0.005577 | 0.0425 | 0.483133 |
56 | 0.00234 | 0.0178 | 0.492922 |
57 | -0.005007 | -0.0381 | 0.484856 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.190365 | -1.4498 | 0.076254 |
2 | 0.16303 | 1.2416 | 0.109691 |
3 | -0.212101 | -1.6153 | 0.055835 |
4 | -0.161357 | -1.2289 | 0.112044 |
5 | -0.312482 | -2.3798 | 0.010316 |
6 | 0.017397 | 0.1325 | 0.447526 |
7 | 0.049612 | 0.3778 | 0.353466 |
8 | -0.069602 | -0.5301 | 0.299041 |
9 | -0.152016 | -1.1577 | 0.125862 |
10 | -0.186091 | -1.4172 | 0.080883 |
11 | 0.014065 | 0.1071 | 0.457535 |
12 | -0.103031 | -0.7847 | 0.217923 |
13 | 0.118804 | 0.9048 | 0.184662 |
14 | -0.194133 | -1.4785 | 0.072346 |
15 | 0.062637 | 0.477 | 0.317568 |
16 | -0.030745 | -0.2341 | 0.407848 |
17 | -0.056799 | -0.4326 | 0.333467 |
18 | 0.009215 | 0.0702 | 0.472147 |
19 | -0.050315 | -0.3832 | 0.351492 |
20 | -0.051754 | -0.3941 | 0.347459 |
21 | -0.002982 | -0.0227 | 0.490979 |
22 | -0.054934 | -0.4184 | 0.338613 |
23 | 0.066664 | 0.5077 | 0.306794 |
24 | -0.005235 | -0.0399 | 0.484168 |
25 | -0.149147 | -1.1359 | 0.130342 |
26 | 0.032094 | 0.2444 | 0.403883 |
27 | -0.01026 | -0.0781 | 0.468995 |
28 | -0.187184 | -1.4255 | 0.079679 |
29 | 0.074862 | 0.5701 | 0.285395 |
30 | -0.043442 | -0.3308 | 0.370977 |
31 | -0.082438 | -0.6278 | 0.266291 |
32 | -0.028498 | -0.217 | 0.414471 |
33 | 0.006888 | 0.0525 | 0.479173 |
34 | -0.061668 | -0.4697 | 0.320182 |
35 | -0.052122 | -0.397 | 0.34643 |
36 | -0.096815 | -0.7373 | 0.23195 |
37 | -0.024047 | -0.1831 | 0.427663 |
38 | -0.013131 | -0.1 | 0.460345 |
39 | -0.085181 | -0.6487 | 0.259539 |
40 | -0.034619 | -0.2637 | 0.396491 |
41 | 0.009973 | 0.076 | 0.469859 |
42 | -0.062096 | -0.4729 | 0.319026 |
43 | 0.003519 | 0.0268 | 0.489355 |
44 | -0.082037 | -0.6248 | 0.267284 |
45 | -0.06111 | -0.4654 | 0.321693 |
46 | 0.015381 | 0.1171 | 0.453577 |
47 | 0.00587 | 0.0447 | 0.482249 |
48 | -0.027787 | -0.2116 | 0.416574 |
49 | -0.028512 | -0.2171 | 0.414429 |
50 | -0.020004 | -0.1523 | 0.439722 |
51 | 0.040407 | 0.3077 | 0.379695 |
52 | -0.034739 | -0.2646 | 0.396142 |
53 | -0.042562 | -0.3241 | 0.373499 |
54 | -0.004811 | -0.0366 | 0.485449 |
55 | -0.024237 | -0.1846 | 0.427101 |
56 | -0.048444 | -0.3689 | 0.356757 |
57 | 0.03425 | 0.2608 | 0.397571 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |