Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.350712 | -2.6478 | 0.00523 |
2 | -0.221817 | -1.6747 | 0.049737 |
3 | 0.281317 | 2.1239 | 0.019015 |
4 | -0.323783 | -2.4445 | 0.00881 |
5 | 0.045943 | 0.3469 | 0.364987 |
6 | 0.199778 | 1.5083 | 0.068501 |
7 | -0.274462 | -2.0721 | 0.021393 |
8 | 0.223587 | 1.688 | 0.048433 |
9 | 0.052425 | 0.3958 | 0.346866 |
10 | -0.158966 | -1.2002 | 0.117519 |
11 | 0.221946 | 1.6757 | 0.049641 |
12 | -0.166046 | -1.2536 | 0.107549 |
13 | -0.227083 | -1.7144 | 0.045941 |
14 | 0.267953 | 2.023 | 0.023886 |
15 | 0.018278 | 0.138 | 0.445364 |
16 | -0.167855 | -1.2673 | 0.105104 |
17 | 0.149104 | 1.1257 | 0.132503 |
18 | 0.02377 | 0.1795 | 0.429107 |
19 | -0.149324 | -1.1274 | 0.132155 |
20 | 0.150989 | 1.1399 | 0.12954 |
21 | -0.040564 | -0.3062 | 0.380265 |
22 | -0.095519 | -0.7212 | 0.236882 |
23 | 0.16726 | 1.2628 | 0.105903 |
24 | -0.196251 | -1.4817 | 0.071969 |
25 | 0.08366 | 0.6316 | 0.265079 |
26 | 0.039414 | 0.2976 | 0.383558 |
27 | -0.158683 | -1.198 | 0.117932 |
28 | 0.150349 | 1.1351 | 0.13054 |
29 | 0.091482 | 0.6907 | 0.246286 |
30 | -0.165854 | -1.2522 | 0.10781 |
31 | 0.092996 | 0.7021 | 0.242736 |
32 | -0.117392 | -0.8863 | 0.189592 |
33 | -0.05055 | -0.3816 | 0.352071 |
34 | 0.126556 | 0.9555 | 0.171685 |
35 | -0.046795 | -0.3533 | 0.362586 |
36 | 0.008017 | 0.0605 | 0.475972 |
37 | 0.067383 | 0.5087 | 0.306451 |
38 | -0.032853 | -0.248 | 0.4025 |
39 | 0.03756 | 0.2836 | 0.388882 |
40 | -0.090643 | -0.6843 | 0.248267 |
41 | -0.03307 | -0.2497 | 0.401869 |
42 | 0.018941 | 0.143 | 0.443396 |
43 | 0.051666 | 0.3901 | 0.348968 |
44 | 0.006186 | 0.0467 | 0.481456 |
45 | 0.033009 | 0.2492 | 0.402046 |
46 | -0.045753 | -0.3454 | 0.365523 |
47 | 0.010293 | 0.0777 | 0.469165 |
48 | -0.026775 | -0.2021 | 0.42026 |
49 | -0.055719 | -0.4207 | 0.337788 |
50 | 0.048357 | 0.3651 | 0.358198 |
51 | 0.008427 | 0.0636 | 0.474747 |
52 | 0.041876 | 0.3162 | 0.376519 |
53 | -0.01533 | -0.1157 | 0.454133 |
54 | -0.011311 | -0.0854 | 0.466123 |
55 | -0.011598 | -0.0876 | 0.465265 |
56 | 0.016183 | 0.1222 | 0.451595 |
57 | NA | NA | NA |
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 | -0.350712 | -2.6478 | 0.00523 |
2 | -0.393176 | -2.9684 | 0.002186 |
3 | 0.047266 | 0.3569 | 0.361261 |
4 | -0.347502 | -2.6236 | 0.005572 |
5 | -0.166432 | -1.2565 | 0.107024 |
6 | -0.064266 | -0.4852 | 0.314699 |
7 | -0.241482 | -1.8231 | 0.036763 |
8 | 0.018949 | 0.1431 | 0.443372 |
9 | -0.006307 | -0.0476 | 0.481095 |
10 | 0.06381 | 0.4818 | 0.315911 |
11 | 0.19306 | 1.4576 | 0.075223 |
12 | 0.042498 | 0.3208 | 0.374749 |
13 | -0.175121 | -1.3221 | 0.095702 |
14 | -0.058391 | -0.4408 | 0.330496 |
15 | 0.130761 | 0.9872 | 0.163853 |
16 | -0.11578 | -0.8741 | 0.19286 |
17 | -0.114922 | -0.8676 | 0.194615 |
18 | 0.082935 | 0.6261 | 0.26686 |
19 | -0.094119 | -0.7106 | 0.240119 |
20 | 0.01784 | 0.1347 | 0.446667 |
21 | 0.087517 | 0.6607 | 0.255721 |
22 | 0.058747 | 0.4435 | 0.329529 |
23 | 0.142651 | 1.077 | 0.14301 |
24 | -0.086169 | -0.6506 | 0.258971 |
25 | 0.036196 | 0.2733 | 0.392815 |
26 | -0.213871 | -1.6147 | 0.055951 |
27 | -0.066033 | -0.4985 | 0.310013 |
28 | -0.074031 | -0.5589 | 0.289201 |
29 | -0.02281 | -0.1722 | 0.43194 |
30 | 0.05042 | 0.3807 | 0.352436 |
31 | 0.018765 | 0.1417 | 0.44392 |
32 | -0.146253 | -1.1042 | 0.137077 |
33 | -0.086941 | -0.6564 | 0.257106 |
34 | -0.017332 | -0.1309 | 0.448177 |
35 | -0.012511 | -0.0945 | 0.462538 |
36 | -0.097009 | -0.7324 | 0.233463 |
37 | -0.04608 | -0.3479 | 0.364599 |
38 | -0.010638 | -0.0803 | 0.468134 |
39 | 0.016636 | 0.1256 | 0.450246 |
40 | -0.088542 | -0.6685 | 0.253263 |
41 | 0.00803 | 0.0606 | 0.475935 |
42 | 0.002516 | 0.019 | 0.492454 |
43 | 0.030778 | 0.2324 | 0.408542 |
44 | -0.031037 | -0.2343 | 0.407787 |
45 | 0.008734 | 0.0659 | 0.473828 |
46 | -0.068481 | -0.517 | 0.303572 |
47 | 0.073061 | 0.5516 | 0.291691 |
48 | -0.09333 | -0.7046 | 0.241957 |
49 | -0.144935 | -1.0942 | 0.139227 |
50 | -0.038272 | -0.2889 | 0.386834 |
51 | -0.015374 | -0.1161 | 0.454003 |
52 | 0.026935 | 0.2034 | 0.419791 |
53 | -0.053354 | -0.4028 | 0.344297 |
54 | 0.044355 | 0.3349 | 0.369475 |
55 | 0.029882 | 0.2256 | 0.411159 |
56 | -0.018671 | -0.141 | 0.444197 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |