Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.173982 | 1.1928 | 0.119475 |
2 | -0.240384 | -1.648 | 0.053013 |
3 | -0.408461 | -2.8003 | 0.003694 |
4 | -0.41107 | -2.8182 | 0.003522 |
5 | -0.019212 | -0.1317 | 0.447887 |
6 | 0.208075 | 1.4265 | 0.080168 |
7 | 0.336803 | 2.309 | 0.012694 |
8 | 0.199337 | 1.3666 | 0.089129 |
9 | -0.173584 | -1.19 | 0.120006 |
10 | -0.108209 | -0.7418 | 0.230936 |
11 | -0.057658 | -0.3953 | 0.347211 |
12 | -0.18761 | -1.2862 | 0.102339 |
13 | -0.004132 | -0.0283 | 0.48876 |
14 | 0.16654 | 1.1417 | 0.129673 |
15 | 0.130972 | 0.8979 | 0.186908 |
16 | -0.015505 | -0.1063 | 0.457899 |
17 | -0.048984 | -0.3358 | 0.36925 |
18 | -0.029207 | -0.2002 | 0.42108 |
19 | -0.133413 | -0.9146 | 0.182527 |
20 | 0.021068 | 0.1444 | 0.442888 |
21 | 0.217241 | 1.4893 | 0.07154 |
22 | 0.025392 | 0.1741 | 0.431275 |
23 | -0.113932 | -0.7811 | 0.219337 |
24 | -0.13339 | -0.9145 | 0.182567 |
25 | -0.016571 | -0.1136 | 0.455018 |
26 | 0.101381 | 0.695 | 0.245228 |
27 | 0.084788 | 0.5813 | 0.281916 |
28 | 0.050126 | 0.3436 | 0.366322 |
29 | -0.049955 | -0.3425 | 0.36676 |
30 | -0.215845 | -1.4798 | 0.072805 |
31 | 0.032395 | 0.2221 | 0.412603 |
32 | 0.107292 | 0.7356 | 0.232828 |
33 | 0.069266 | 0.4749 | 0.318543 |
34 | 0.015971 | 0.1095 | 0.456639 |
35 | -0.060013 | -0.4114 | 0.341314 |
36 | -0.024966 | -0.1712 | 0.432416 |
37 | -0.068774 | -0.4715 | 0.319736 |
38 | 0.059738 | 0.4095 | 0.342001 |
39 | 0.029718 | 0.2037 | 0.419719 |
40 | 0.022889 | 0.1569 | 0.437989 |
41 | 0.015973 | 0.1095 | 0.456634 |
42 | -0.011412 | -0.0782 | 0.468985 |
43 | 0 | 0 | 0.5 |
44 | -0.064106 | -0.4395 | 0.331162 |
45 | -0.018413 | -0.1262 | 0.450042 |
46 | 0.045863 | 0.3144 | 0.377297 |
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 | 0.173982 | 1.1928 | 0.119475 |
2 | -0.279102 | -1.9134 | 0.030898 |
3 | -0.342665 | -2.3492 | 0.011534 |
4 | -0.441436 | -3.0263 | 0.002004 |
5 | -0.221526 | -1.5187 | 0.067768 |
6 | -0.253178 | -1.7357 | 0.044585 |
7 | -0.092143 | -0.6317 | 0.265322 |
8 | -0.08329 | -0.571 | 0.285357 |
9 | -0.252071 | -1.7281 | 0.045267 |
10 | 0.058603 | 0.4018 | 0.34484 |
11 | 0.12976 | 0.8896 | 0.189109 |
12 | -0.190459 | -1.3057 | 0.099002 |
13 | -0.107629 | -0.7379 | 0.232133 |
14 | 0.080947 | 0.5549 | 0.290782 |
15 | -0.026605 | -0.1824 | 0.428029 |
16 | -0.200258 | -1.3729 | 0.08815 |
17 | -0.070324 | -0.4821 | 0.31598 |
18 | -0.055213 | -0.3785 | 0.353374 |
19 | -0.225791 | -1.5479 | 0.064172 |
20 | -0.01518 | -0.1041 | 0.458778 |
21 | 0.144246 | 0.9889 | 0.163887 |
22 | -0.092585 | -0.6347 | 0.264342 |
23 | -0.028393 | -0.1947 | 0.423253 |
24 | -0.002695 | -0.0185 | 0.492669 |
25 | -0.063471 | -0.4351 | 0.332727 |
26 | 0.042322 | 0.2901 | 0.386491 |
27 | 0.068267 | 0.468 | 0.32097 |
28 | -0.180583 | -1.238 | 0.11093 |
29 | -0.095477 | -0.6546 | 0.257972 |
30 | -0.091989 | -0.6306 | 0.265663 |
31 | -0.051736 | -0.3547 | 0.362206 |
32 | -0.161467 | -1.107 | 0.136972 |
33 | 0.011226 | 0.077 | 0.469489 |
34 | -0.07363 | -0.5048 | 0.308036 |
35 | -0.151723 | -1.0402 | 0.151794 |
36 | 0.011046 | 0.0757 | 0.469979 |
37 | -0.085466 | -0.5859 | 0.280364 |
38 | -0.015084 | -0.1034 | 0.459038 |
39 | -0.145321 | -0.9963 | 0.16211 |
40 | 0.030928 | 0.212 | 0.4165 |
41 | -0.049375 | -0.3385 | 0.368247 |
42 | -0.10213 | -0.7002 | 0.243637 |
43 | 0.022937 | 0.1572 | 0.437862 |
44 | -0.035114 | -0.2407 | 0.405406 |
45 | 0.03292 | 0.2257 | 0.41121 |
46 | 0.048244 | 0.3307 | 0.371155 |
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 |