Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.084606 | -0.6499 | 0.259148 |
2 | -0.081544 | -0.6263 | 0.266751 |
3 | 0.156409 | 1.2014 | 0.117198 |
4 | 0.066358 | 0.5097 | 0.306081 |
5 | -0.18876 | -1.4499 | 0.076191 |
6 | -0.088691 | -0.6812 | 0.24919 |
7 | -0.073622 | -0.5655 | 0.28694 |
8 | -0.128472 | -0.9868 | 0.163882 |
9 | 0.083768 | 0.6434 | 0.261219 |
10 | -0.036623 | -0.2813 | 0.38973 |
11 | 0.062945 | 0.4835 | 0.315268 |
12 | -0.052466 | -0.403 | 0.344202 |
13 | -0.00718 | -0.0552 | 0.478102 |
14 | -0.048932 | -0.3759 | 0.354187 |
15 | -0.101087 | -0.7765 | 0.220289 |
16 | -0.142251 | -1.0927 | 0.139494 |
17 | -0.056263 | -0.4322 | 0.3336 |
18 | 0.057563 | 0.4421 | 0.329999 |
19 | -0.12552 | -0.9641 | 0.169455 |
20 | 0.136456 | 1.0481 | 0.149424 |
21 | 0.025197 | 0.1935 | 0.423599 |
22 | 0.167987 | 1.2903 | 0.100984 |
23 | 0.017282 | 0.1327 | 0.447422 |
24 | -0.02986 | -0.2294 | 0.409692 |
25 | 0.01132 | 0.0869 | 0.465503 |
26 | 0.124654 | 0.9575 | 0.171115 |
27 | -0.02383 | -0.183 | 0.427697 |
28 | -0.109878 | -0.844 | 0.201043 |
29 | 0.116471 | 0.8946 | 0.187309 |
30 | -0.079953 | -0.6141 | 0.270745 |
31 | -0.01043 | -0.0801 | 0.468208 |
32 | 0.008459 | 0.065 | 0.474208 |
33 | -0.033882 | -0.2602 | 0.397789 |
34 | -0.020601 | -0.1582 | 0.437403 |
35 | -0.026262 | -0.2017 | 0.420415 |
36 | -0.005746 | -0.0441 | 0.482474 |
37 | 0.023946 | 0.1839 | 0.42735 |
38 | -0.046212 | -0.355 | 0.361942 |
39 | 0.041882 | 0.3217 | 0.374409 |
40 | 0.04118 | 0.3163 | 0.376442 |
41 | -0.016556 | -0.1272 | 0.449619 |
42 | -0.009871 | -0.0758 | 0.469909 |
43 | 0.002829 | 0.0217 | 0.491367 |
44 | -0.041558 | -0.3192 | 0.375346 |
45 | -0.030867 | -0.2371 | 0.406702 |
46 | 0.017628 | 0.1354 | 0.446377 |
47 | 0.039313 | 0.302 | 0.381868 |
48 | -0.015862 | -0.1218 | 0.451722 |
49 | -0.005305 | -0.0407 | 0.483817 |
50 | 0.012637 | 0.0971 | 0.461501 |
51 | 0.042363 | 0.3254 | 0.373016 |
52 | -0.004152 | -0.0319 | 0.487332 |
53 | -0.055754 | -0.4283 | 0.335014 |
54 | 0.050104 | 0.3849 | 0.350863 |
55 | -0.008835 | -0.0679 | 0.473062 |
56 | -0.023835 | -0.1831 | 0.427682 |
57 | 0.014452 | 0.111 | 0.455994 |
58 | -0.005939 | -0.0456 | 0.481886 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.084606 | -0.6499 | 0.259148 |
2 | -0.089341 | -0.6862 | 0.247623 |
3 | 0.143499 | 1.1022 | 0.137417 |
4 | 0.087807 | 0.6745 | 0.251326 |
5 | -0.158902 | -1.2205 | 0.113556 |
6 | -0.138984 | -1.0676 | 0.145035 |
7 | -0.148379 | -1.1397 | 0.129504 |
8 | -0.128072 | -0.9837 | 0.164631 |
9 | 0.117478 | 0.9024 | 0.185266 |
10 | -0.006411 | -0.0492 | 0.480446 |
11 | 0.094185 | 0.7234 | 0.236131 |
12 | -0.120494 | -0.9255 | 0.17923 |
13 | -0.11389 | -0.8748 | 0.192613 |
14 | -0.120299 | -0.924 | 0.179615 |
15 | -0.147338 | -1.1317 | 0.131165 |
16 | -0.147338 | -1.1317 | 0.131164 |
17 | -0.08472 | -0.6507 | 0.258868 |
18 | 0.038016 | 0.292 | 0.385653 |
19 | -0.114684 | -0.8809 | 0.190971 |
20 | 0.053559 | 0.4114 | 0.341136 |
21 | -0.098885 | -0.7595 | 0.225275 |
22 | 0.098605 | 0.7574 | 0.225911 |
23 | -0.031125 | -0.2391 | 0.405938 |
24 | -0.115378 | -0.8862 | 0.189545 |
25 | -0.050777 | -0.39 | 0.348961 |
26 | 0.105932 | 0.8137 | 0.209551 |
27 | 0.066633 | 0.5118 | 0.305344 |
28 | -0.020227 | -0.1554 | 0.438531 |
29 | 0.011581 | 0.089 | 0.464709 |
30 | -0.13617 | -1.0459 | 0.149927 |
31 | -0.103113 | -0.792 | 0.215759 |
32 | -0.046022 | -0.3535 | 0.362486 |
33 | -0.053561 | -0.4114 | 0.341132 |
34 | 0.074272 | 0.5705 | 0.285255 |
35 | -0.056945 | -0.4374 | 0.331709 |
36 | -0.009978 | -0.0766 | 0.469583 |
37 | 0.05005 | 0.3844 | 0.351018 |
38 | -0.102643 | -0.7884 | 0.216806 |
39 | 0.105778 | 0.8125 | 0.209886 |
40 | -0.051483 | -0.3954 | 0.34697 |
41 | 0.074002 | 0.5684 | 0.285954 |
42 | -0.013511 | -0.1038 | 0.458847 |
43 | -0.044095 | -0.3387 | 0.36802 |
44 | -0.076908 | -0.5907 | 0.278475 |
45 | -0.042432 | -0.3259 | 0.372816 |
46 | -0.00879 | -0.0675 | 0.473199 |
47 | 0.026064 | 0.2002 | 0.421005 |
48 | -0.030032 | -0.2307 | 0.409181 |
49 | -0.097742 | -0.7508 | 0.227887 |
50 | -0.039149 | -0.3007 | 0.382346 |
51 | 0.002779 | 0.0213 | 0.49152 |
52 | 0.004569 | 0.0351 | 0.486061 |
53 | 0.005354 | 0.0411 | 0.483667 |
54 | 0.034635 | 0.266 | 0.395568 |
55 | -0.005121 | -0.0393 | 0.484378 |
56 | 0.016721 | 0.1284 | 0.44912 |
57 | -0.019173 | -0.1473 | 0.441711 |
58 | -0.020919 | -0.1607 | 0.436446 |
59 | NA | NA | NA |
60 | NA | NA | NA |