Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.406216 | -2.8143 | 0.003533 |
2 | -0.267493 | -1.8532 | 0.034999 |
3 | 0.300009 | 2.0785 | 0.021515 |
4 | -0.018135 | -0.1256 | 0.45027 |
5 | -0.140375 | -0.9725 | 0.167827 |
6 | -0.020856 | -0.1445 | 0.442856 |
7 | 0.156001 | 1.0808 | 0.142592 |
8 | 0.008071 | 0.0559 | 0.477819 |
9 | -0.196492 | -1.3613 | 0.089882 |
10 | 0.277287 | 1.9211 | 0.030334 |
11 | -0.103871 | -0.7196 | 0.237618 |
12 | -0.230281 | -1.5954 | 0.05859 |
13 | 0.283364 | 1.9632 | 0.027715 |
14 | -0.11214 | -0.7769 | 0.220506 |
15 | -0.049739 | -0.3446 | 0.365948 |
16 | 0.029057 | 0.2013 | 0.420651 |
17 | 0.052928 | 0.3667 | 0.357728 |
18 | -0.076176 | -0.5278 | 0.300048 |
19 | 0.088856 | 0.6156 | 0.27053 |
20 | -0.050259 | -0.3482 | 0.364604 |
21 | -0.042595 | -0.2951 | 0.384593 |
22 | 0.047404 | 0.3284 | 0.372009 |
23 | 0.110152 | 0.7632 | 0.224554 |
24 | -0.253315 | -1.755 | 0.042819 |
25 | 0.110656 | 0.7666 | 0.223523 |
26 | 0.169303 | 1.173 | 0.123298 |
27 | -0.127 | -0.8799 | 0.191653 |
28 | -0.069558 | -0.4819 | 0.316029 |
29 | 0.120707 | 0.8363 | 0.20357 |
30 | 0.010744 | 0.0744 | 0.470485 |
31 | -0.165451 | -1.1463 | 0.128681 |
32 | 0.06096 | 0.4223 | 0.33733 |
33 | 0.078853 | 0.5463 | 0.293692 |
34 | -0.079655 | -0.5519 | 0.2918 |
35 | 0.013283 | 0.092 | 0.463531 |
36 | 0.108304 | 0.7504 | 0.228353 |
37 | -0.105326 | -0.7297 | 0.234555 |
38 | -0.061361 | -0.4251 | 0.336325 |
39 | 0.061438 | 0.4257 | 0.336131 |
40 | 0.026484 | 0.1835 | 0.427596 |
41 | -0.040327 | -0.2794 | 0.390571 |
42 | -0.003306 | -0.0229 | 0.49091 |
43 | 0.013854 | 0.096 | 0.461966 |
44 | 0.015064 | 0.1044 | 0.458656 |
45 | -0.017171 | -0.119 | 0.452901 |
46 | -0.005317 | -0.0368 | 0.485385 |
47 | -0.000363 | -0.0025 | 0.499001 |
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 | -0.406216 | -2.8143 | 0.003533 |
2 | -0.517977 | -3.5887 | 0.000389 |
3 | -0.123322 | -0.8544 | 0.198564 |
4 | -0.038176 | -0.2645 | 0.396267 |
5 | -0.038667 | -0.2679 | 0.394964 |
6 | -0.182699 | -1.2658 | 0.105852 |
7 | -0.027277 | -0.189 | 0.425451 |
8 | 0.104244 | 0.7222 | 0.23683 |
9 | -0.051414 | -0.3562 | 0.361624 |
10 | 0.246441 | 1.7074 | 0.047105 |
11 | 0.06124 | 0.4243 | 0.336627 |
12 | -0.15013 | -1.0401 | 0.151746 |
13 | 0.032274 | 0.2236 | 0.412007 |
14 | -0.125214 | -0.8675 | 0.19499 |
15 | -0.008715 | -0.0604 | 0.476051 |
16 | -0.112005 | -0.776 | 0.220779 |
17 | -0.055523 | -0.3847 | 0.351088 |
18 | -0.187891 | -1.3017 | 0.099608 |
19 | 0.171964 | 1.1914 | 0.119677 |
20 | -0.016901 | -0.1171 | 0.453636 |
21 | -0.02124 | -0.1472 | 0.441812 |
22 | 0.079655 | 0.5519 | 0.2918 |
23 | 0.155522 | 1.0775 | 0.143324 |
24 | -0.139086 | -0.9636 | 0.170035 |
25 | 0.002755 | 0.0191 | 0.492427 |
26 | 0.055405 | 0.3839 | 0.351389 |
27 | 0.084431 | 0.585 | 0.280659 |
28 | 0.046781 | 0.3241 | 0.373631 |
29 | -0.002998 | -0.0208 | 0.491756 |
30 | -0.021616 | -0.1498 | 0.44079 |
31 | -0.020697 | -0.1434 | 0.443289 |
32 | -0.124209 | -0.8605 | 0.196884 |
33 | -0.141892 | -0.9831 | 0.165254 |
34 | -0.034505 | -0.2391 | 0.406039 |
35 | 0.017238 | 0.1194 | 0.452716 |
36 | -0.033731 | -0.2337 | 0.408107 |
37 | 0.096549 | 0.6689 | 0.253379 |
38 | -0.056582 | -0.392 | 0.348393 |
39 | -0.02479 | -0.1717 | 0.432179 |
40 | -0.035968 | -0.2492 | 0.402137 |
41 | 0.119297 | 0.8265 | 0.206301 |
42 | -0.020884 | -0.1447 | 0.442781 |
43 | -0.023901 | -0.1656 | 0.434588 |
44 | -0.128713 | -0.8917 | 0.188488 |
45 | -0.074049 | -0.513 | 0.305142 |
46 | 0.008033 | 0.0557 | 0.477923 |
47 | 0.018365 | 0.1272 | 0.449642 |
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 |