Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.119282 | -0.8178 | 0.208812 |
2 | -0.038226 | -0.2621 | 0.39721 |
3 | 0.243631 | 1.6703 | 0.050758 |
4 | 0.217056 | 1.4881 | 0.071707 |
5 | -0.151916 | -1.0415 | 0.15149 |
6 | -0.048082 | -0.3296 | 0.37157 |
7 | 0.174433 | 1.1958 | 0.118877 |
8 | -0.277869 | -1.905 | 0.031456 |
9 | -0.076746 | -0.5261 | 0.30063 |
10 | -0.122964 | -0.843 | 0.20175 |
11 | 0.075836 | 0.5199 | 0.302786 |
12 | -0.381831 | -2.6177 | 0.005936 |
13 | 0.033812 | 0.2318 | 0.408849 |
14 | -0.100647 | -0.69 | 0.246794 |
15 | -0.210026 | -1.4399 | 0.078266 |
16 | -0.003537 | -0.0242 | 0.490379 |
17 | -0.015923 | -0.1092 | 0.456769 |
18 | 0.063178 | 0.4331 | 0.333453 |
19 | -0.091408 | -0.6267 | 0.266957 |
20 | 0.174055 | 1.1933 | 0.119378 |
21 | 0.008514 | 0.0584 | 0.476852 |
22 | 0.1312 | 0.8995 | 0.186495 |
23 | 0.043207 | 0.2962 | 0.384186 |
24 | 0.038093 | 0.2611 | 0.397559 |
25 | 0.004274 | 0.0293 | 0.488373 |
26 | 0.119075 | 0.8163 | 0.209213 |
27 | 0.017181 | 0.1178 | 0.45337 |
28 | -0.096175 | -0.6593 | 0.256447 |
29 | 0.089177 | 0.6114 | 0.271952 |
30 | -0.055867 | -0.383 | 0.351721 |
31 | -0.023532 | -0.1613 | 0.436263 |
32 | 0.015535 | 0.1065 | 0.457818 |
33 | -0.0111 | -0.0761 | 0.469832 |
34 | -0.050243 | -0.3445 | 0.366022 |
35 | -0.058497 | -0.401 | 0.345105 |
36 | 0.010232 | 0.0701 | 0.472187 |
37 | 0.032272 | 0.2212 | 0.412929 |
38 | -0.028138 | -0.1929 | 0.423931 |
39 | -0.026464 | -0.1814 | 0.428406 |
40 | 0.004186 | 0.0287 | 0.488613 |
41 | 0.009834 | 0.0674 | 0.473267 |
42 | -0.023478 | -0.161 | 0.436408 |
43 | 0.004818 | 0.033 | 0.486894 |
44 | 0.011734 | 0.0804 | 0.468113 |
45 | -0.012303 | -0.0843 | 0.466571 |
46 | 0.002922 | 0.02 | 0.492051 |
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 | -0.119282 | -0.8178 | 0.208812 |
2 | -0.053211 | -0.3648 | 0.35845 |
3 | 0.236507 | 1.6214 | 0.05581 |
4 | 0.293007 | 2.0088 | 0.025163 |
5 | -0.074302 | -0.5094 | 0.30643 |
6 | -0.16214 | -1.1116 | 0.135987 |
7 | 0.017575 | 0.1205 | 0.452305 |
8 | -0.289952 | -1.9878 | 0.026338 |
9 | -0.071888 | -0.4928 | 0.31221 |
10 | -0.200046 | -1.3714 | 0.088374 |
11 | 0.132542 | 0.9087 | 0.184082 |
12 | -0.232025 | -1.5907 | 0.059192 |
13 | 0.064384 | 0.4414 | 0.330475 |
14 | -0.205741 | -1.4105 | 0.08249 |
15 | -0.156765 | -1.0747 | 0.143991 |
16 | -0.036286 | -0.2488 | 0.402315 |
17 | -0.019364 | -0.1327 | 0.447479 |
18 | 0.09559 | 0.6553 | 0.257724 |
19 | 0.086127 | 0.5905 | 0.278856 |
20 | -0.015581 | -0.1068 | 0.457695 |
21 | 0.005049 | 0.0346 | 0.486268 |
22 | -0.053003 | -0.3634 | 0.35898 |
23 | 0.003264 | 0.0224 | 0.491121 |
24 | -0.196944 | -1.3502 | 0.091712 |
25 | -0.093361 | -0.6401 | 0.262623 |
26 | 0.085838 | 0.5885 | 0.279515 |
27 | -0.048855 | -0.3349 | 0.369584 |
28 | 0.018878 | 0.1294 | 0.448788 |
29 | -0.079788 | -0.547 | 0.293484 |
30 | -0.066137 | -0.4534 | 0.32617 |
31 | -0.018778 | -0.1287 | 0.449057 |
32 | 0.118795 | 0.8144 | 0.209756 |
33 | -0.003989 | -0.0273 | 0.48915 |
34 | 0.097067 | 0.6655 | 0.254505 |
35 | -0.064939 | -0.4452 | 0.32911 |
36 | -0.037971 | -0.2603 | 0.397879 |
37 | 0.011345 | 0.0778 | 0.469167 |
38 | 0.033253 | 0.228 | 0.410329 |
39 | -0.088635 | -0.6077 | 0.273171 |
40 | -0.057818 | -0.3964 | 0.346809 |
41 | -0.001679 | -0.0115 | 0.495432 |
42 | -0.043227 | -0.2963 | 0.384136 |
43 | -0.055672 | -0.3817 | 0.352213 |
44 | 0.01871 | 0.1283 | 0.449242 |
45 | -0.04508 | -0.309 | 0.379325 |
46 | 0.11888 | 0.815 | 0.209591 |
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 |