Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.132946 | -0.9114 | 0.183359 |
2 | 0.126556 | 0.8676 | 0.195004 |
3 | 0.172838 | 1.1849 | 0.121004 |
4 | 0.017072 | 0.117 | 0.453664 |
5 | 0.056488 | 0.3873 | 0.350156 |
6 | 0.119523 | 0.8194 | 0.208345 |
7 | -0.047874 | -0.3282 | 0.372107 |
8 | 0.107307 | 0.7357 | 0.232796 |
9 | -0.158913 | -1.0895 | 0.140755 |
10 | -0.01728 | -0.1185 | 0.453101 |
11 | 0.066854 | 0.4583 | 0.324415 |
12 | -0.224802 | -1.5412 | 0.064992 |
13 | -0.138311 | -0.9482 | 0.173935 |
14 | -0.016554 | -0.1135 | 0.455064 |
15 | -0.113916 | -0.781 | 0.219368 |
16 | 0.027078 | 0.1856 | 0.426763 |
17 | -0.10876 | -0.7456 | 0.229805 |
18 | 0.035185 | 0.2412 | 0.405218 |
19 | -0.029505 | -0.2023 | 0.420287 |
20 | -0.065018 | -0.4457 | 0.328916 |
21 | 0.100752 | 0.6907 | 0.246569 |
22 | -0.018597 | -0.1275 | 0.449547 |
23 | -0.076755 | -0.5262 | 0.300609 |
24 | 0.053736 | 0.3684 | 0.357115 |
25 | -0.037078 | -0.2542 | 0.400227 |
26 | -0.072968 | -0.5002 | 0.309619 |
27 | 0.093323 | 0.6398 | 0.262707 |
28 | -0.088298 | -0.6053 | 0.273932 |
29 | 0.104267 | 0.7148 | 0.239128 |
30 | -0.101771 | -0.6977 | 0.2444 |
31 | -0.087127 | -0.5973 | 0.276583 |
32 | 0.037964 | 0.2603 | 0.397898 |
33 | -0.029711 | -0.2037 | 0.419739 |
34 | -0.13969 | -0.9577 | 0.171566 |
35 | 0.184129 | 1.2623 | 0.10653 |
36 | -0.118439 | -0.812 | 0.210449 |
37 | 0.033314 | 0.2284 | 0.410167 |
38 | -0.010559 | -0.0724 | 0.471301 |
39 | 0.012492 | 0.0856 | 0.466057 |
40 | 0.017667 | 0.1211 | 0.452056 |
41 | -0.054441 | -0.3732 | 0.355329 |
42 | -0.018671 | -0.128 | 0.449348 |
43 | 0.04246 | 0.2911 | 0.386131 |
44 | -0.062828 | -0.4307 | 0.334317 |
45 | 0.060465 | 0.4145 | 0.340188 |
46 | 0.00134 | 0.0092 | 0.496355 |
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 | -0.132946 | -0.9114 | 0.183359 |
2 | 0.110841 | 0.7599 | 0.225559 |
3 | 0.208743 | 1.4311 | 0.079513 |
4 | 0.056147 | 0.3849 | 0.351015 |
5 | 0.018416 | 0.1263 | 0.450034 |
6 | 0.090896 | 0.6231 | 0.268099 |
7 | -0.043117 | -0.2956 | 0.384421 |
8 | 0.055437 | 0.3801 | 0.352808 |
9 | -0.181602 | -1.245 | 0.109652 |
10 | -0.08766 | -0.601 | 0.275374 |
11 | 0.065912 | 0.4519 | 0.326722 |
12 | -0.168192 | -1.1531 | 0.127357 |
13 | -0.208975 | -1.4327 | 0.079287 |
14 | -0.049929 | -0.3423 | 0.366826 |
15 | 0.031128 | 0.2134 | 0.415967 |
16 | 0.101428 | 0.6954 | 0.245128 |
17 | -0.045538 | -0.3122 | 0.378137 |
18 | 0.075165 | 0.5153 | 0.304377 |
19 | 0.03035 | 0.2081 | 0.418038 |
20 | -0.00075 | -0.0051 | 0.497961 |
21 | 0.062973 | 0.4317 | 0.333958 |
22 | -0.069044 | -0.4733 | 0.319081 |
23 | -0.084265 | -0.5777 | 0.283114 |
24 | -0.049499 | -0.3393 | 0.36793 |
25 | -0.079875 | -0.5476 | 0.29328 |
26 | -0.171482 | -1.1756 | 0.122834 |
27 | 0.032682 | 0.2241 | 0.411844 |
28 | 0.00495 | 0.0339 | 0.486536 |
29 | 0.118985 | 0.8157 | 0.209388 |
30 | -0.044885 | -0.3077 | 0.379829 |
31 | -0.091243 | -0.6255 | 0.267323 |
32 | -0.008354 | -0.0573 | 0.477287 |
33 | 0.071026 | 0.4869 | 0.314287 |
34 | -0.113709 | -0.7795 | 0.219782 |
35 | 0.074536 | 0.511 | 0.305874 |
36 | -0.03208 | -0.2199 | 0.413438 |
37 | 0.002406 | 0.0165 | 0.493455 |
38 | -0.078082 | -0.5353 | 0.297483 |
39 | -0.027431 | -0.1881 | 0.425821 |
40 | 0.003891 | 0.0267 | 0.489415 |
41 | -0.042701 | -0.2927 | 0.385504 |
42 | -0.011443 | -0.0785 | 0.468901 |
43 | -0.104557 | -0.7168 | 0.238519 |
44 | -0.020133 | -0.138 | 0.445406 |
45 | 0.049933 | 0.3423 | 0.366816 |
46 | 0.00826 | 0.0566 | 0.477542 |
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 |