Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.395521 | -2.9598 | 0.002253 |
2 | -0.157604 | -1.1794 | 0.121612 |
3 | 0.129969 | 0.9726 | 0.167467 |
4 | -0.222071 | -1.6618 | 0.051068 |
5 | 0.302959 | 2.2671 | 0.013631 |
6 | 0.087554 | 0.6552 | 0.257513 |
7 | -0.343723 | -2.5722 | 0.006393 |
8 | 0.182776 | 1.3678 | 0.088424 |
9 | -0.008527 | -0.0638 | 0.474673 |
10 | -0.106735 | -0.7987 | 0.213911 |
11 | 0.449823 | 3.3662 | 0.000691 |
12 | -0.423381 | -3.1683 | 0.001242 |
13 | -0.107984 | -0.8081 | 0.211232 |
14 | 0.309187 | 2.3137 | 0.012188 |
15 | -0.106802 | -0.7992 | 0.213766 |
16 | 0.089717 | 0.6714 | 0.252369 |
17 | -0.086232 | -0.6453 | 0.260684 |
18 | -0.184536 | -1.3809 | 0.086392 |
19 | 0.247522 | 1.8523 | 0.034629 |
20 | -0.053234 | -0.3984 | 0.345938 |
21 | -0.013399 | -0.1003 | 0.460243 |
22 | 0.032941 | 0.2465 | 0.403096 |
23 | -0.067907 | -0.5082 | 0.306665 |
24 | -0.066428 | -0.4971 | 0.310531 |
25 | 0.165481 | 1.2383 | 0.110377 |
26 | -0.103082 | -0.7714 | 0.221857 |
27 | -0.024582 | -0.184 | 0.427355 |
28 | 0.056312 | 0.4214 | 0.337539 |
29 | -0.071082 | -0.5319 | 0.298439 |
30 | 0.078623 | 0.5884 | 0.279329 |
31 | -0.05732 | -0.4289 | 0.334806 |
32 | 0.01218 | 0.0911 | 0.463852 |
33 | 0.003301 | 0.0247 | 0.490189 |
34 | 0.012854 | 0.0962 | 0.461857 |
35 | -0.06707 | -0.5019 | 0.30885 |
36 | 0.045183 | 0.3381 | 0.368269 |
37 | 0.015827 | 0.1184 | 0.453071 |
38 | -0.034248 | -0.2563 | 0.399335 |
39 | 0.033998 | 0.2544 | 0.400053 |
40 | -0.039839 | -0.2981 | 0.383354 |
41 | 0.005669 | 0.0424 | 0.483156 |
42 | 0.032969 | 0.2467 | 0.403015 |
43 | -0.038048 | -0.2847 | 0.388453 |
44 | -0.000883 | -0.0066 | 0.497376 |
45 | -0.013688 | -0.1024 | 0.459389 |
46 | 0.009441 | 0.0706 | 0.471965 |
47 | 0.017021 | 0.1274 | 0.44955 |
48 | 0.005953 | 0.0445 | 0.482313 |
49 | -0.031488 | -0.2356 | 0.407288 |
50 | 0.000592 | 0.0044 | 0.498241 |
51 | -0.000392 | -0.0029 | 0.498834 |
52 | 0.005445 | 0.0407 | 0.483821 |
53 | 0.002571 | 0.0192 | 0.492358 |
54 | -0.013864 | -0.1037 | 0.458869 |
55 | 0.003805 | 0.0285 | 0.488694 |
56 | NA | NA | NA |
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 | -0.395521 | -2.9598 | 0.002253 |
2 | -0.372279 | -2.7859 | 0.003636 |
3 | -0.141495 | -1.0588 | 0.147107 |
4 | -0.381156 | -2.8523 | 0.003035 |
5 | 0.050177 | 0.3755 | 0.354357 |
6 | 0.253018 | 1.8934 | 0.031737 |
7 | -0.051333 | -0.3841 | 0.351166 |
8 | 0.059538 | 0.4455 | 0.328822 |
9 | 0.080208 | 0.6002 | 0.27539 |
10 | -0.105744 | -0.7913 | 0.21605 |
11 | 0.405165 | 3.032 | 0.001838 |
12 | 0.042144 | 0.3154 | 0.376823 |
13 | -0.185766 | -1.3901 | 0.084993 |
14 | -0.000524 | -0.0039 | 0.498444 |
15 | 0.108084 | 0.8088 | 0.211019 |
16 | -0.075905 | -0.568 | 0.286145 |
17 | -0.135085 | -1.0109 | 0.15821 |
18 | 0.0143 | 0.107 | 0.457582 |
19 | -0.052565 | -0.3934 | 0.347774 |
20 | -0.20625 | -1.5434 | 0.06418 |
21 | 0.136793 | 1.0237 | 0.155197 |
22 | -0.117812 | -0.8816 | 0.190874 |
23 | 0.191108 | 1.4301 | 0.079119 |
24 | 0.003211 | 0.024 | 0.490456 |
25 | -0.094722 | -0.7088 | 0.240685 |
26 | -0.123509 | -0.9243 | 0.179659 |
27 | 0.006394 | 0.0478 | 0.481004 |
28 | 0.062392 | 0.4669 | 0.321191 |
29 | -0.074506 | -0.5576 | 0.289685 |
30 | -0.061925 | -0.4634 | 0.322435 |
31 | -0.020101 | -0.1504 | 0.440485 |
32 | -0.03837 | -0.2871 | 0.387534 |
33 | 0.065121 | 0.4873 | 0.313968 |
34 | -0.021677 | -0.1622 | 0.435861 |
35 | 0.039368 | 0.2946 | 0.384693 |
36 | -0.01727 | -0.1292 | 0.448818 |
37 | -0.017155 | -0.1284 | 0.449156 |
38 | 0.003737 | 0.028 | 0.488894 |
39 | 0.002491 | 0.0186 | 0.492598 |
40 | 0.055573 | 0.4159 | 0.339548 |
41 | 0.046755 | 0.3499 | 0.363869 |
42 | -0.075427 | -0.5644 | 0.287354 |
43 | -0.09783 | -0.7321 | 0.233582 |
44 | -0.078575 | -0.588 | 0.279446 |
45 | -0.002819 | -0.0211 | 0.491623 |
46 | -0.041126 | -0.3078 | 0.379703 |
47 | -0.013306 | -0.0996 | 0.460519 |
48 | -0.043557 | -0.326 | 0.372837 |
49 | -0.015539 | -0.1163 | 0.453922 |
50 | 0.042125 | 0.3152 | 0.376878 |
51 | -0.029083 | -0.2176 | 0.414252 |
52 | 0.009016 | 0.0675 | 0.473225 |
53 | -0.028621 | -0.2142 | 0.415592 |
54 | 0.01702 | 0.1274 | 0.449554 |
55 | -0.039746 | -0.2974 | 0.383619 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |