Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.213269 | 1.4776 | 0.073027 |
2 | -0.248555 | -1.722 | 0.045751 |
3 | -0.411301 | -2.8496 | 0.003216 |
4 | -0.413899 | -2.8676 | 0.003064 |
5 | -0.038084 | -0.2639 | 0.39651 |
6 | 0.183118 | 1.2687 | 0.105337 |
7 | 0.307088 | 2.1276 | 0.019268 |
8 | 0.244157 | 1.6916 | 0.048606 |
9 | -0.133349 | -0.9239 | 0.180088 |
10 | -0.078014 | -0.5405 | 0.295678 |
11 | -0.099062 | -0.6863 | 0.247906 |
12 | -0.22583 | -1.5646 | 0.062123 |
13 | -0.049462 | -0.3427 | 0.366667 |
14 | 0.159748 | 1.1068 | 0.136956 |
15 | 0.203828 | 1.4122 | 0.082176 |
16 | 0.028352 | 0.1964 | 0.422553 |
17 | -0.072402 | -0.5016 | 0.309116 |
18 | -0.02869 | -0.1988 | 0.421641 |
19 | -0.14568 | -1.0093 | 0.158946 |
20 | 0.001722 | 0.0119 | 0.495265 |
21 | 0.218127 | 1.5112 | 0.068643 |
22 | 0.024016 | 0.1664 | 0.434275 |
23 | -0.075999 | -0.5265 | 0.300469 |
24 | -0.146494 | -1.0149 | 0.157611 |
25 | -0.033226 | -0.2302 | 0.409459 |
26 | 0.123585 | 0.8562 | 0.198064 |
27 | 0.073386 | 0.5084 | 0.30674 |
28 | 0.021894 | 0.1517 | 0.440035 |
29 | -0.03218 | -0.223 | 0.41226 |
30 | -0.208948 | -1.4476 | 0.07711 |
31 | 0.038453 | 0.2664 | 0.395532 |
32 | 0.103752 | 0.7188 | 0.237871 |
33 | 0.058902 | 0.4081 | 0.342512 |
34 | 0.00778 | 0.0539 | 0.478619 |
35 | -0.048693 | -0.3374 | 0.36866 |
36 | -0.00738 | -0.0511 | 0.479717 |
37 | -0.041159 | -0.2852 | 0.388374 |
38 | 0.021925 | 0.1519 | 0.439951 |
39 | 0.028552 | 0.1978 | 0.422014 |
40 | -0.003567 | -0.0247 | 0.490193 |
41 | 0.033133 | 0.2296 | 0.409706 |
42 | -0.002306 | -0.016 | 0.493659 |
43 | -0.009148 | -0.0634 | 0.474863 |
44 | -0.062854 | -0.4355 | 0.332589 |
45 | -0.054382 | -0.3768 | 0.354003 |
46 | 0.041913 | 0.2904 | 0.386388 |
47 | 0.033964 | 0.2353 | 0.407486 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
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 | 0.213269 | 1.4776 | 0.073027 |
2 | -0.308049 | -2.1342 | 0.01898 |
3 | -0.319774 | -2.2155 | 0.015753 |
4 | -0.420158 | -2.9109 | 0.002725 |
5 | -0.184537 | -1.2785 | 0.103608 |
6 | -0.246766 | -1.7096 | 0.046895 |
7 | -0.090296 | -0.6256 | 0.267273 |
8 | -0.026272 | -0.182 | 0.428168 |
9 | -0.229181 | -1.5878 | 0.059447 |
10 | 0.145029 | 1.0048 | 0.160019 |
11 | 0.053043 | 0.3675 | 0.357434 |
12 | -0.179981 | -1.2469 | 0.109233 |
13 | -0.117051 | -0.811 | 0.210698 |
14 | 0.064356 | 0.4459 | 0.328848 |
15 | -0.02617 | -0.1813 | 0.428442 |
16 | -0.211104 | -1.4626 | 0.075051 |
17 | -0.070862 | -0.4909 | 0.312851 |
18 | -0.005443 | -0.0377 | 0.485038 |
19 | -0.170975 | -1.1845 | 0.121014 |
20 | 0.047333 | 0.3279 | 0.372193 |
21 | 0.209609 | 1.4522 | 0.076474 |
22 | -0.0713 | -0.494 | 0.311787 |
23 | 0.053899 | 0.3734 | 0.35524 |
24 | 0.006086 | 0.0422 | 0.483271 |
25 | -0.038631 | -0.2676 | 0.39506 |
26 | 0.073557 | 0.5096 | 0.306328 |
27 | 0.117273 | 0.8125 | 0.210261 |
28 | -0.172042 | -1.1919 | 0.119572 |
29 | -0.048738 | -0.3377 | 0.368544 |
30 | -0.061112 | -0.4234 | 0.336948 |
31 | 0.042947 | 0.2975 | 0.383666 |
32 | -0.077119 | -0.5343 | 0.297802 |
33 | 0.070976 | 0.4917 | 0.312575 |
34 | -0.011514 | -0.0798 | 0.468374 |
35 | -0.039524 | -0.2738 | 0.392694 |
36 | 0.053048 | 0.3675 | 0.357421 |
37 | -0.023013 | -0.1594 | 0.436997 |
38 | 0.087354 | 0.6052 | 0.273947 |
39 | -0.055664 | -0.3857 | 0.350729 |
40 | 0.083394 | 0.5778 | 0.283059 |
41 | -0.001059 | -0.0073 | 0.497087 |
42 | -0.03581 | -0.2481 | 0.402559 |
43 | 0.068093 | 0.4718 | 0.319617 |
44 | -0.025664 | -0.1778 | 0.429813 |
45 | 0.029694 | 0.2057 | 0.418939 |
46 | -0.022494 | -0.1558 | 0.438405 |
47 | -0.047577 | -0.3296 | 0.37156 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |