Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.182451 | 1.2641 | 0.106156 |
2 | 0.103207 | 0.715 | 0.239024 |
3 | 0.097444 | 0.6751 | 0.251422 |
4 | -0.01643 | -0.1138 | 0.454922 |
5 | 0.249572 | 1.7291 | 0.045111 |
6 | 0.112672 | 0.7806 | 0.219432 |
7 | -0.146039 | -1.0118 | 0.158357 |
8 | 0.095642 | 0.6626 | 0.255369 |
9 | -0.080604 | -0.5584 | 0.28957 |
10 | -0.048993 | -0.3394 | 0.367882 |
11 | 0.035825 | 0.2482 | 0.402518 |
12 | -0.273742 | -1.8965 | 0.031958 |
13 | -0.077179 | -0.5347 | 0.297658 |
14 | 0.045553 | 0.3156 | 0.376838 |
15 | -0.048115 | -0.3333 | 0.370162 |
16 | -0.037904 | -0.2626 | 0.39699 |
17 | -0.189707 | -1.3143 | 0.097491 |
18 | -0.237971 | -1.6487 | 0.052869 |
19 | -0.01486 | -0.1029 | 0.459216 |
20 | -0.116356 | -0.8061 | 0.212069 |
21 | -0.065111 | -0.4511 | 0.326975 |
22 | -0.150085 | -1.0398 | 0.151817 |
23 | -0.146793 | -1.017 | 0.157123 |
24 | -0.092271 | -0.6393 | 0.262842 |
25 | 0.012148 | 0.0842 | 0.466637 |
26 | -0.005236 | -0.0363 | 0.485605 |
27 | 0.092578 | 0.6414 | 0.262157 |
28 | 0.089485 | 0.62 | 0.269106 |
29 | -0.018277 | -0.1266 | 0.449882 |
30 | -0.026187 | -0.1814 | 0.428398 |
31 | -0.04827 | -0.3344 | 0.369758 |
32 | 0.012075 | 0.0837 | 0.466838 |
33 | 0.005788 | 0.0401 | 0.48409 |
34 | 0.043602 | 0.3021 | 0.381947 |
35 | 0.040692 | 0.2819 | 0.389607 |
36 | 0.037132 | 0.2573 | 0.399039 |
37 | -0.02394 | -0.1659 | 0.434482 |
38 | -0.013435 | -0.0931 | 0.463112 |
39 | -0.030745 | -0.213 | 0.416111 |
40 | 0.032398 | 0.2245 | 0.411675 |
41 | 0.040972 | 0.2839 | 0.388868 |
42 | 0.05025 | 0.3481 | 0.364629 |
43 | 0.028786 | 0.1994 | 0.421382 |
44 | 0.018244 | 0.1264 | 0.449971 |
45 | -0.003545 | -0.0246 | 0.490254 |
46 | -0.007377 | -0.0511 | 0.479725 |
47 | -0.007346 | -0.0509 | 0.479809 |
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 | 0.182451 | 1.2641 | 0.106156 |
2 | 0.072326 | 0.5011 | 0.309299 |
3 | 0.069442 | 0.4811 | 0.316312 |
4 | -0.053662 | -0.3718 | 0.355846 |
5 | 0.259705 | 1.7993 | 0.03913 |
6 | 0.027685 | 0.1918 | 0.424352 |
7 | -0.222673 | -1.5427 | 0.064733 |
8 | 0.127206 | 0.8813 | 0.19127 |
9 | -0.081253 | -0.5629 | 0.288048 |
10 | -0.085419 | -0.5918 | 0.27838 |
11 | 0.008956 | 0.0621 | 0.47539 |
12 | -0.199607 | -1.3829 | 0.086545 |
13 | -0.018983 | -0.1315 | 0.447958 |
14 | 0.109233 | 0.7568 | 0.226438 |
15 | 0.03044 | 0.2109 | 0.41693 |
16 | -0.135454 | -0.9385 | 0.176356 |
17 | -0.076655 | -0.5311 | 0.298906 |
18 | -0.110735 | -0.7672 | 0.223362 |
19 | -0.059325 | -0.411 | 0.341445 |
20 | -0.056605 | -0.3922 | 0.348335 |
21 | -0.001286 | -0.0089 | 0.496464 |
22 | -0.156554 | -1.0846 | 0.14175 |
23 | 0.012774 | 0.0885 | 0.464923 |
24 | -0.102787 | -0.7121 | 0.239917 |
25 | 0.036794 | 0.2549 | 0.399937 |
26 | 0.072252 | 0.5006 | 0.309479 |
27 | 0.125084 | 0.8666 | 0.195234 |
28 | 0.067568 | 0.4681 | 0.320908 |
29 | -0.151629 | -1.0505 | 0.149371 |
30 | -0.131619 | -0.9119 | 0.183194 |
31 | -0.090022 | -0.6237 | 0.267891 |
32 | 0.00245 | 0.017 | 0.493265 |
33 | -0.091248 | -0.6322 | 0.265132 |
34 | 0.018131 | 0.1256 | 0.450281 |
35 | 0.042299 | 0.2931 | 0.385371 |
36 | -0.027864 | -0.193 | 0.423868 |
37 | -0.025153 | -0.1743 | 0.431196 |
38 | -0.009573 | -0.0663 | 0.473698 |
39 | -0.062657 | -0.4341 | 0.333081 |
40 | -0.021866 | -0.1515 | 0.440113 |
41 | -0.04448 | -0.3082 | 0.379646 |
42 | -0.094767 | -0.6566 | 0.257297 |
43 | -0.002715 | -0.0188 | 0.492536 |
44 | 0.070359 | 0.4875 | 0.314075 |
45 | 0.022795 | 0.1579 | 0.437587 |
46 | -0.053577 | -0.3712 | 0.356064 |
47 | -0.001999 | -0.0139 | 0.494503 |
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 |