Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.195175 | 1.4735 | 0.073053 |
2 | 0.086199 | 0.6508 | 0.258899 |
3 | 0.205287 | 1.5499 | 0.063353 |
4 | 0.068195 | 0.5149 | 0.304319 |
5 | 0.298487 | 2.2535 | 0.014045 |
6 | 0.106227 | 0.802 | 0.212943 |
7 | -0.156347 | -1.1804 | 0.121374 |
8 | 0.091221 | 0.6887 | 0.246902 |
9 | 0.051011 | 0.3851 | 0.350789 |
10 | -0.044968 | -0.3395 | 0.367741 |
11 | 0.119684 | 0.9036 | 0.185007 |
12 | -0.423572 | -3.1979 | 0.00113 |
13 | -0.12384 | -0.935 | 0.176873 |
14 | 0.162133 | 1.2241 | 0.112979 |
15 | -0.118052 | -0.8913 | 0.188265 |
16 | -0.065602 | -0.4953 | 0.311152 |
17 | -0.184306 | -1.3915 | 0.084743 |
18 | -0.196081 | -1.4804 | 0.072139 |
19 | 0.026796 | 0.2023 | 0.420198 |
20 | -0.135904 | -1.026 | 0.154602 |
21 | -0.158821 | -1.1991 | 0.117731 |
22 | -0.105909 | -0.7996 | 0.213632 |
23 | -0.179979 | -1.3588 | 0.08978 |
24 | -0.086413 | -0.6524 | 0.258383 |
25 | 0.016549 | 0.1249 | 0.450505 |
26 | -0.119785 | -0.9044 | 0.184806 |
27 | 0.005676 | 0.0429 | 0.482983 |
28 | 0.090026 | 0.6797 | 0.249727 |
29 | 0.01393 | 0.1052 | 0.458305 |
30 | 0.026075 | 0.1969 | 0.422319 |
31 | -0.08951 | -0.6758 | 0.250954 |
32 | -0.010411 | -0.0786 | 0.468814 |
33 | 0.012354 | 0.0933 | 0.463009 |
34 | 0.012921 | 0.0976 | 0.461314 |
35 | -0.003683 | -0.0278 | 0.488958 |
36 | 0.064841 | 0.4895 | 0.313169 |
37 | 0.028865 | 0.2179 | 0.414134 |
38 | -0.018471 | -0.1395 | 0.444792 |
39 | -0.014303 | -0.108 | 0.457194 |
40 | -0.061427 | -0.4638 | 0.322293 |
41 | 0.022566 | 0.1704 | 0.432663 |
42 | 0.042361 | 0.3198 | 0.375136 |
43 | 0.011406 | 0.0861 | 0.465838 |
44 | 0.006436 | 0.0486 | 0.480708 |
45 | 0.006475 | 0.0489 | 0.48059 |
46 | 0.004197 | 0.0317 | 0.487415 |
47 | -0.001313 | -0.0099 | 0.496062 |
48 | -0.01539 | -0.1162 | 0.453954 |
49 | -0.023263 | -0.1756 | 0.430603 |
50 | 0.01915 | 0.1446 | 0.442776 |
51 | 0.0173 | 0.1306 | 0.448272 |
52 | 0.006941 | 0.0524 | 0.479195 |
53 | 0.005652 | 0.0427 | 0.483057 |
54 | -0.005493 | -0.0415 | 0.483532 |
55 | 0.01538 | 0.1161 | 0.453985 |
56 | 0.003324 | 0.0251 | 0.490033 |
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 | 0.195175 | 1.4735 | 0.073053 |
2 | 0.050011 | 0.3776 | 0.353576 |
3 | 0.187122 | 1.4127 | 0.081585 |
4 | -0.006251 | -0.0472 | 0.48126 |
5 | 0.28971 | 2.1873 | 0.01642 |
6 | -0.039908 | -0.3013 | 0.382142 |
7 | -0.216009 | -1.6308 | 0.05422 |
8 | 0.059709 | 0.4508 | 0.326924 |
9 | 0.017017 | 0.1285 | 0.449112 |
10 | -0.091988 | -0.6945 | 0.245097 |
11 | 0.121975 | 0.9209 | 0.180494 |
12 | -0.461772 | -3.4863 | 0.000475 |
13 | 0.078172 | 0.5902 | 0.278698 |
14 | 0.17382 | 1.3123 | 0.097338 |
15 | -0.024091 | -0.1819 | 0.428159 |
16 | -0.09183 | -0.6933 | 0.245469 |
17 | -0.024966 | -0.1885 | 0.42558 |
18 | -0.074618 | -0.5634 | 0.287701 |
19 | -0.129057 | -0.9744 | 0.166997 |
20 | -0.044105 | -0.333 | 0.370184 |
21 | 0.107833 | 0.8141 | 0.209482 |
22 | -0.223889 | -1.6903 | 0.048214 |
23 | 0.101195 | 0.764 | 0.224007 |
24 | -0.295224 | -2.2289 | 0.01489 |
25 | 0.123671 | 0.9337 | 0.177199 |
26 | 0.172512 | 1.3024 | 0.099002 |
27 | 0.084435 | 0.6375 | 0.263185 |
28 | 0.058551 | 0.4421 | 0.330062 |
29 | -0.064437 | -0.4865 | 0.314243 |
30 | -0.194723 | -1.4701 | 0.073513 |
31 | -0.117853 | -0.8898 | 0.188664 |
32 | -0.04802 | -0.3625 | 0.359142 |
33 | 0.097681 | 0.7375 | 0.23193 |
34 | -0.12494 | -0.9433 | 0.174761 |
35 | 0.1025 | 0.7739 | 0.221107 |
36 | -0.105824 | -0.799 | 0.213817 |
37 | 0.037948 | 0.2865 | 0.387766 |
38 | 0.057561 | 0.4346 | 0.332755 |
39 | -0.067574 | -0.5102 | 0.305951 |
40 | -0.012371 | -0.0934 | 0.462956 |
41 | -0.011983 | -0.0905 | 0.464116 |
42 | -0.181988 | -1.374 | 0.087413 |
43 | -0.03321 | -0.2507 | 0.401462 |
44 | 0.014293 | 0.1079 | 0.457223 |
45 | 0.134858 | 1.0182 | 0.156454 |
46 | -0.090182 | -0.6809 | 0.249358 |
47 | 0.008515 | 0.0643 | 0.474485 |
48 | -0.036339 | -0.2744 | 0.392402 |
49 | 0.02236 | 0.1688 | 0.43327 |
50 | 0.055687 | 0.4204 | 0.337877 |
51 | -0.025021 | -0.1889 | 0.42542 |
52 | -0.04034 | -0.3046 | 0.380904 |
53 | -0.028023 | -0.2116 | 0.4166 |
54 | -0.123563 | -0.9329 | 0.177408 |
55 | -0.080669 | -0.609 | 0.272461 |
56 | 0.003871 | 0.0292 | 0.488393 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |