Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.198391 | -1.5109 | 0.068122 |
2 | -0.149249 | -1.1367 | 0.13018 |
3 | -0.246446 | -1.8769 | 0.032784 |
4 | -0.058306 | -0.444 | 0.32933 |
5 | 0.026686 | 0.2032 | 0.419833 |
6 | 0.243482 | 1.8543 | 0.034391 |
7 | 0.149755 | 1.1405 | 0.129382 |
8 | -0.296049 | -2.2546 | 0.013974 |
9 | -0.086071 | -0.6555 | 0.25737 |
10 | -0.221537 | -1.6872 | 0.048471 |
11 | 0.343852 | 2.6187 | 0.005622 |
12 | 0.086398 | 0.658 | 0.256576 |
13 | 0.166666 | 1.2693 | 0.104703 |
14 | -0.178258 | -1.3576 | 0.089929 |
15 | -0.080577 | -0.6137 | 0.27092 |
16 | -0.173725 | -1.3231 | 0.095505 |
17 | 0.238626 | 1.8173 | 0.037167 |
18 | 0.06195 | 0.4718 | 0.31942 |
19 | -0.140522 | -1.0702 | 0.144486 |
20 | 0.019236 | 0.1465 | 0.442018 |
21 | -0.058519 | -0.4457 | 0.328747 |
22 | 0.004622 | 0.0352 | 0.486021 |
23 | 0.001726 | 0.0131 | 0.494779 |
24 | 0.189684 | 1.4446 | 0.076977 |
25 | -0.13848 | -1.0546 | 0.147984 |
26 | 0.0169 | 0.1287 | 0.449018 |
27 | -0.086336 | -0.6575 | 0.256724 |
28 | 0.142701 | 1.0868 | 0.140816 |
29 | -0.036388 | -0.2771 | 0.391335 |
30 | -0.020028 | -0.1525 | 0.43965 |
31 | -0.032624 | -0.2485 | 0.402328 |
32 | -0.03717 | -0.2831 | 0.389061 |
33 | 0.036026 | 0.2744 | 0.39239 |
34 | 0.041514 | 0.3162 | 0.376509 |
35 | 0.092323 | 0.7031 | 0.2424 |
36 | -0.220342 | -1.6781 | 0.049357 |
37 | 0.105155 | 0.8008 | 0.213248 |
38 | -0.02739 | -0.2086 | 0.417748 |
39 | 0.002771 | 0.0211 | 0.491618 |
40 | 0.053698 | 0.409 | 0.34204 |
41 | 0.014873 | 0.1133 | 0.455104 |
42 | -0.041643 | -0.3171 | 0.376136 |
43 | -0.069641 | -0.5304 | 0.298939 |
44 | 0.055961 | 0.4262 | 0.335775 |
45 | 0.0266 | 0.2026 | 0.420086 |
46 | 0.019241 | 0.1465 | 0.442002 |
47 | -0.032403 | -0.2468 | 0.402977 |
48 | -0.038611 | -0.2941 | 0.384883 |
49 | -0.001281 | -0.0098 | 0.496125 |
50 | 0.036076 | 0.2747 | 0.392243 |
51 | 0.006283 | 0.0478 | 0.481002 |
52 | 0.003871 | 0.0295 | 0.488291 |
53 | -0.029922 | -0.2279 | 0.41027 |
54 | 0.001686 | 0.0128 | 0.494901 |
55 | 0.024404 | 0.1859 | 0.426603 |
56 | -0.011154 | -0.0849 | 0.466297 |
57 | -0.0017 | -0.0129 | 0.494857 |
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 | -0.198391 | -1.5109 | 0.068122 |
2 | -0.196336 | -1.4952 | 0.070135 |
3 | -0.347354 | -2.6454 | 0.005242 |
4 | -0.300582 | -2.2892 | 0.012864 |
5 | -0.286621 | -2.1828 | 0.016555 |
6 | -0.036675 | -0.2793 | 0.390502 |
7 | 0.138076 | 1.0516 | 0.148683 |
8 | -0.213181 | -1.6235 | 0.054949 |
9 | -0.134343 | -1.0231 | 0.155248 |
10 | -0.432956 | -3.2973 | 0.000835 |
11 | -0.07806 | -0.5945 | 0.277248 |
12 | -0.162079 | -1.2344 | 0.111023 |
13 | 0.018843 | 0.1435 | 0.443195 |
14 | 0.014242 | 0.1085 | 0.457001 |
15 | 0.167859 | 1.2784 | 0.103105 |
16 | -0.010935 | -0.0833 | 0.46696 |
17 | 0.303204 | 2.3091 | 0.012259 |
18 | 0.037088 | 0.2825 | 0.389301 |
19 | -0.08022 | -0.6109 | 0.271814 |
20 | -0.066234 | -0.5044 | 0.307939 |
21 | 0.177465 | 1.3515 | 0.090887 |
22 | 0.089247 | 0.6797 | 0.249703 |
23 | 0.131483 | 1.0013 | 0.160409 |
24 | 0.059504 | 0.4532 | 0.326059 |
25 | 0.058772 | 0.4476 | 0.328056 |
26 | -0.088032 | -0.6704 | 0.252621 |
27 | -0.139625 | -1.0634 | 0.146014 |
28 | -0.105121 | -0.8006 | 0.213322 |
29 | -0.085808 | -0.6535 | 0.258011 |
30 | -0.090836 | -0.6918 | 0.245915 |
31 | 0.004096 | 0.0312 | 0.48761 |
32 | -0.05717 | -0.4354 | 0.332445 |
33 | -0.017214 | -0.1311 | 0.448077 |
34 | -0.06414 | -0.4885 | 0.313529 |
35 | -0.025292 | -0.1926 | 0.423964 |
36 | -0.21234 | -1.6171 | 0.055638 |
37 | -0.003848 | -0.0293 | 0.488361 |
38 | 0.002555 | 0.0195 | 0.492272 |
39 | -0.048356 | -0.3683 | 0.357007 |
40 | 0.055457 | 0.4223 | 0.337167 |
41 | -0.065707 | -0.5004 | 0.309341 |
42 | 0.022043 | 0.1679 | 0.433632 |
43 | -0.021016 | -0.1601 | 0.436698 |
44 | -0.029187 | -0.2223 | 0.412437 |
45 | 0.01749 | 0.1332 | 0.447249 |
46 | -0.06912 | -0.5264 | 0.300309 |
47 | 0.091716 | 0.6985 | 0.243832 |
48 | -0.035292 | -0.2688 | 0.394528 |
49 | 0.002423 | 0.0185 | 0.49267 |
50 | 0.073743 | 0.5616 | 0.288273 |
51 | 0.028825 | 0.2195 | 0.413506 |
52 | -0.00648 | -0.0494 | 0.480404 |
53 | 0.058496 | 0.4455 | 0.328812 |
54 | 0.023616 | 0.1799 | 0.428946 |
55 | 0.033185 | 0.2527 | 0.400685 |
56 | -0.011134 | -0.0848 | 0.466359 |
57 | -0.015784 | -0.1202 | 0.452366 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |