Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.105319 | 0.8021 | 0.212889 |
2 | -0.245166 | -1.8671 | 0.03347 |
3 | -0.021218 | -0.1616 | 0.436095 |
4 | -0.028331 | -0.2158 | 0.414965 |
5 | -0.056337 | -0.429 | 0.334738 |
6 | -0.192042 | -1.4625 | 0.074495 |
7 | -0.194944 | -1.4846 | 0.071526 |
8 | -0.032301 | -0.246 | 0.403277 |
9 | 0.151929 | 1.1571 | 0.125996 |
10 | 0.039445 | 0.3004 | 0.38247 |
11 | -0.004567 | -0.0348 | 0.486186 |
12 | 0.051316 | 0.3908 | 0.348684 |
13 | -0.023749 | -0.1809 | 0.428553 |
14 | 0.041786 | 0.3182 | 0.375727 |
15 | -0.060614 | -0.4616 | 0.32304 |
16 | -0.006894 | -0.0525 | 0.479155 |
17 | 0.008171 | 0.0622 | 0.475296 |
18 | -0.007518 | -0.0573 | 0.477269 |
19 | 0.065905 | 0.5019 | 0.308813 |
20 | -0.092241 | -0.7025 | 0.242594 |
21 | 0.002039 | 0.0155 | 0.493831 |
22 | 0.140545 | 1.0704 | 0.144445 |
23 | -0.098251 | -0.7483 | 0.228665 |
24 | -0.076005 | -0.5788 | 0.282472 |
25 | 0.003126 | 0.0238 | 0.490543 |
26 | 0.032436 | 0.247 | 0.402879 |
27 | 0.079514 | 0.6056 | 0.273585 |
28 | -0.002348 | -0.0179 | 0.492898 |
29 | -0.087646 | -0.6675 | 0.253551 |
30 | 0.03474 | 0.2646 | 0.39614 |
31 | 0.166713 | 1.2697 | 0.10464 |
32 | -0.106947 | -0.8145 | 0.20935 |
33 | -0.056619 | -0.4312 | 0.333961 |
34 | 0.004646 | 0.0354 | 0.485948 |
35 | -0.062758 | -0.478 | 0.31724 |
36 | -0.013124 | -0.1 | 0.460364 |
37 | -0.046723 | -0.3558 | 0.361629 |
38 | 0.015869 | 0.1209 | 0.452112 |
39 | -0.006414 | -0.0488 | 0.480604 |
40 | 0.020876 | 0.159 | 0.437116 |
41 | 0.026727 | 0.2035 | 0.41971 |
42 | 0.019115 | 0.1456 | 0.44238 |
43 | 0.026468 | 0.2016 | 0.420477 |
44 | -0.029658 | -0.2259 | 0.41105 |
45 | -0.033343 | -0.2539 | 0.400223 |
46 | -0.006934 | -0.0528 | 0.479033 |
47 | 0.037183 | 0.2832 | 0.389025 |
48 | 0.028302 | 0.2155 | 0.415051 |
49 | -0.004737 | -0.0361 | 0.485673 |
50 | -0.003446 | -0.0262 | 0.489576 |
51 | 0.002073 | 0.0158 | 0.493729 |
52 | 0.002523 | 0.0192 | 0.492369 |
53 | -0.002573 | -0.0196 | 0.492216 |
54 | -0.00147 | -0.0112 | 0.495553 |
55 | -0.000859 | -0.0065 | 0.497402 |
56 | -0.00085 | -0.0065 | 0.497428 |
57 | -0.000142 | -0.0011 | 0.499569 |
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 | 0.105319 | 0.8021 | 0.212889 |
2 | -0.259132 | -1.9735 | 0.026605 |
3 | 0.041827 | 0.3185 | 0.375609 |
4 | -0.102708 | -0.7822 | 0.21864 |
5 | -0.036942 | -0.2813 | 0.389726 |
6 | -0.23202 | -1.767 | 0.041244 |
7 | -0.191493 | -1.4584 | 0.075066 |
8 | -0.131832 | -1.004 | 0.159775 |
9 | 0.054038 | 0.4115 | 0.341096 |
10 | -0.075601 | -0.5758 | 0.283503 |
11 | -0.003367 | -0.0256 | 0.489815 |
12 | -0.043372 | -0.3303 | 0.371178 |
13 | -0.11351 | -0.8645 | 0.195447 |
14 | 0.003177 | 0.0242 | 0.490389 |
15 | -0.117962 | -0.8984 | 0.186352 |
16 | 0.062324 | 0.4746 | 0.31841 |
17 | -0.058094 | -0.4424 | 0.329911 |
18 | 0.00756 | 0.0576 | 0.477142 |
19 | 0.030644 | 0.2334 | 0.408146 |
20 | -0.141912 | -1.0808 | 0.142137 |
21 | 0.030218 | 0.2301 | 0.409399 |
22 | 0.093092 | 0.709 | 0.240592 |
23 | -0.143277 | -1.0912 | 0.139856 |
24 | 0.024006 | 0.1828 | 0.427788 |
25 | -0.076593 | -0.5833 | 0.280972 |
26 | 0.012688 | 0.0966 | 0.461676 |
27 | 0.066639 | 0.5075 | 0.306861 |
28 | -0.037482 | -0.2855 | 0.388157 |
29 | -0.020938 | -0.1595 | 0.43693 |
30 | -0.00397 | -0.0302 | 0.487992 |
31 | 0.104885 | 0.7988 | 0.213837 |
32 | -0.097492 | -0.7425 | 0.230396 |
33 | 0.057745 | 0.4398 | 0.330869 |
34 | -0.025797 | -0.1965 | 0.422466 |
35 | -0.057528 | -0.4381 | 0.331463 |
36 | -0.067142 | -0.5113 | 0.305528 |
37 | -0.022936 | -0.1747 | 0.430972 |
38 | -0.024908 | -0.1897 | 0.425107 |
39 | -0.059707 | -0.4547 | 0.325506 |
40 | -0.039621 | -0.3017 | 0.381962 |
41 | -0.061352 | -0.4672 | 0.321038 |
42 | 0.007046 | 0.0537 | 0.478696 |
43 | -0.08083 | -0.6156 | 0.270289 |
44 | -0.035208 | -0.2681 | 0.394773 |
45 | -0.081877 | -0.6236 | 0.267681 |
46 | -0.023365 | -0.1779 | 0.429695 |
47 | -0.027143 | -0.2067 | 0.418478 |
48 | 0.018999 | 0.1447 | 0.442727 |
49 | -0.04831 | -0.3679 | 0.357138 |
50 | -0.027805 | -0.2118 | 0.416521 |
51 | 0.024356 | 0.1855 | 0.426745 |
52 | -0.089226 | -0.6795 | 0.249754 |
53 | -0.009048 | -0.0689 | 0.472651 |
54 | 0.051598 | 0.393 | 0.347895 |
55 | -0.027047 | -0.206 | 0.418762 |
56 | 0.010552 | 0.0804 | 0.468114 |
57 | -0.01711 | -0.1303 | 0.448387 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |