Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.472974 | -3.1728 | 0.00136 |
2 | 0.015721 | 0.1055 | 0.45824 |
3 | 0.33124 | 2.222 | 0.015677 |
4 | -0.345888 | -2.3203 | 0.012459 |
5 | 0.165554 | 1.1106 | 0.136326 |
6 | 0.11642 | 0.781 | 0.219455 |
7 | -0.324324 | -2.1756 | 0.017437 |
8 | 0.165133 | 1.1077 | 0.136928 |
9 | -0.08567 | -0.5747 | 0.28418 |
10 | -0.070181 | -0.4708 | 0.320033 |
11 | 0.092308 | 0.6192 | 0.269446 |
12 | -0.154971 | -1.0396 | 0.152045 |
13 | 0.077193 | 0.5178 | 0.303559 |
14 | -0.048924 | -0.3282 | 0.372144 |
15 | 0.059899 | 0.4018 | 0.34486 |
16 | -0.089941 | -0.6033 | 0.274655 |
17 | 0.057507 | 0.3858 | 0.350744 |
18 | 0.008541 | 0.0573 | 0.477283 |
19 | -0.078561 | -0.527 | 0.30039 |
20 | 0.155931 | 1.046 | 0.15057 |
21 | -0.072129 | -0.4839 | 0.315416 |
22 | -0.167186 | -1.1215 | 0.134009 |
23 | 0.340834 | 2.2864 | 0.013495 |
24 | -0.295478 | -1.9821 | 0.026796 |
25 | 0.120394 | 0.8076 | 0.211777 |
26 | 0.109808 | 0.7366 | 0.232591 |
27 | -0.201465 | -1.3515 | 0.09165 |
28 | 0.139483 | 0.9357 | 0.177216 |
29 | 0.020138 | 0.1351 | 0.446571 |
30 | -0.09771 | -0.6555 | 0.257755 |
31 | 0.098126 | 0.6582 | 0.256867 |
32 | -0.068237 | -0.4577 | 0.324669 |
33 | -0.047569 | -0.3191 | 0.375563 |
34 | 0.099642 | 0.6684 | 0.25364 |
35 | -0.117588 | -0.7888 | 0.217181 |
36 | 0.06927 | 0.4647 | 0.322203 |
37 | -0.062661 | -0.4203 | 0.338117 |
38 | 0.047527 | 0.3188 | 0.375669 |
39 | 0.033573 | 0.2252 | 0.411415 |
40 | -0.064472 | -0.4325 | 0.333724 |
41 | 0.019971 | 0.134 | 0.447012 |
42 | -0.004767 | -0.032 | 0.487316 |
43 | 0.017814 | 0.1195 | 0.452707 |
44 | 0.00867 | 0.0582 | 0.476938 |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
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 | -0.472974 | -3.1728 | 0.00136 |
2 | -0.267918 | -1.7973 | 0.039504 |
3 | 0.296915 | 1.9918 | 0.026243 |
4 | -0.048321 | -0.3241 | 0.373665 |
5 | -0.008113 | -0.0544 | 0.47842 |
6 | 0.115362 | 0.7739 | 0.221527 |
7 | -0.155738 | -1.0447 | 0.150865 |
8 | -0.174991 | -1.1739 | 0.12331 |
9 | -0.180978 | -1.214 | 0.115534 |
10 | -0.011605 | -0.0779 | 0.469146 |
11 | -0.022321 | -0.1497 | 0.440822 |
12 | -0.123117 | -0.8259 | 0.20661 |
13 | 0.008108 | 0.0544 | 0.478433 |
14 | -0.096027 | -0.6442 | 0.261369 |
15 | 0.079217 | 0.5314 | 0.298877 |
16 | -0.178519 | -1.1975 | 0.118683 |
17 | -0.025983 | -0.1743 | 0.431206 |
18 | -0.028385 | -0.1904 | 0.424921 |
19 | -0.111459 | -0.7477 | 0.229269 |
20 | 0.069115 | 0.4636 | 0.322571 |
21 | -0.008088 | -0.0543 | 0.478487 |
22 | -0.227086 | -1.5233 | 0.067336 |
23 | 0.087036 | 0.5839 | 0.281116 |
24 | -0.103515 | -0.6944 | 0.2455 |
25 | 0.041282 | 0.2769 | 0.391553 |
26 | -0.069487 | -0.4661 | 0.321684 |
27 | 0.090921 | 0.6099 | 0.272493 |
28 | -0.07015 | -0.4706 | 0.320106 |
29 | -0.048518 | -0.3255 | 0.373167 |
30 | 0.041175 | 0.2762 | 0.391826 |
31 | -0.059743 | -0.4008 | 0.345244 |
32 | -0.036297 | -0.2435 | 0.404368 |
33 | -0.130748 | -0.8771 | 0.19255 |
34 | -0.002018 | -0.0135 | 0.49463 |
35 | -0.025729 | -0.1726 | 0.431872 |
36 | -0.042716 | -0.2866 | 0.387886 |
37 | -0.030927 | -0.2075 | 0.418291 |
38 | -0.019306 | -0.1295 | 0.448765 |
39 | 0.133476 | 0.8954 | 0.187673 |
40 | -0.136806 | -0.9177 | 0.181829 |
41 | -0.077026 | -0.5167 | 0.303945 |
42 | -0.053731 | -0.3604 | 0.360102 |
43 | -0.038015 | -0.255 | 0.399938 |
44 | -0.02677 | -0.1796 | 0.429146 |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
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 |