Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.012271 | -0.0943 | 0.462612 |
2 | -0.008771 | -0.0674 | 0.473256 |
3 | 0.017254 | 0.1325 | 0.447507 |
4 | -0.011712 | -0.09 | 0.464312 |
5 | -0.011383 | -0.0874 | 0.465311 |
6 | -0.023734 | -0.1823 | 0.427985 |
7 | -0.034065 | -0.2617 | 0.397249 |
8 | -0.035262 | -0.2709 | 0.393724 |
9 | 0.012754 | 0.098 | 0.461147 |
10 | -0.03549 | -0.2726 | 0.393056 |
11 | -0.018938 | -0.1455 | 0.442421 |
12 | -0.041729 | -0.3205 | 0.374852 |
13 | -0.00943 | -0.0724 | 0.471252 |
14 | -0.013175 | -0.1012 | 0.459868 |
15 | 0.008826 | 0.0678 | 0.473089 |
16 | -0.037218 | -0.2859 | 0.387987 |
17 | 0.001261 | 0.0097 | 0.496153 |
18 | -0.005339 | -0.041 | 0.483713 |
19 | -0.020955 | -0.161 | 0.436339 |
20 | -0.008766 | -0.0673 | 0.473271 |
21 | 0.006234 | 0.0479 | 0.480986 |
22 | -0.008879 | -0.0682 | 0.472928 |
23 | -0.012862 | -0.0988 | 0.460818 |
24 | -0.014156 | -0.1087 | 0.456891 |
25 | -0.001339 | -0.0103 | 0.495915 |
26 | -0.006041 | -0.0464 | 0.481573 |
27 | 0.004479 | 0.0344 | 0.486336 |
28 | -0.006499 | -0.0499 | 0.480178 |
29 | -0.01457 | -0.1119 | 0.455637 |
30 | -0.007297 | -0.056 | 0.477746 |
31 | -0.011987 | -0.0921 | 0.463475 |
32 | -0.006134 | -0.0471 | 0.48129 |
33 | 0.00261 | 0.0201 | 0.492035 |
34 | -0.009772 | -0.0751 | 0.470209 |
35 | -0.006361 | -0.0489 | 0.480599 |
36 | -0.004751 | -0.0365 | 0.485507 |
37 | -0.005533 | -0.0425 | 0.483121 |
38 | -0.001374 | -0.0106 | 0.495808 |
39 | 0.001681 | 0.0129 | 0.494871 |
40 | -0.000106 | -8e-04 | 0.499676 |
41 | -0.004903 | -0.0377 | 0.485044 |
42 | -0.01271 | -0.0976 | 0.461278 |
43 | -0.008132 | -0.0625 | 0.475203 |
44 | -0.011195 | -0.086 | 0.465884 |
45 | 5e-05 | 4e-04 | 0.499848 |
46 | -0.011245 | -0.0864 | 0.46573 |
47 | -0.010965 | -0.0842 | 0.466583 |
48 | -0.009602 | -0.0738 | 0.470726 |
49 | -0.00286 | -0.022 | 0.491274 |
50 | -0.00011 | -8e-04 | 0.499665 |
51 | -0.001644 | -0.0126 | 0.494983 |
52 | -0.00385 | -0.0296 | 0.488255 |
53 | -0.003966 | -0.0305 | 0.4879 |
54 | -0.007821 | -0.0601 | 0.476149 |
55 | -0.012394 | -0.0952 | 0.462239 |
56 | -0.008031 | -0.0617 | 0.47551 |
57 | 0.000135 | 0.001 | 0.499588 |
58 | 4.2e-05 | 3e-04 | 0.499873 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.012271 | -0.0943 | 0.462612 |
2 | -0.008923 | -0.0685 | 0.472793 |
3 | 0.01704 | 0.1309 | 0.448155 |
4 | -0.011374 | -0.0874 | 0.465338 |
5 | -0.011371 | -0.0873 | 0.465349 |
6 | -0.024523 | -0.1884 | 0.42562 |
7 | -0.034508 | -0.2651 | 0.395943 |
8 | -0.036404 | -0.2796 | 0.390372 |
9 | 0.011745 | 0.0902 | 0.46421 |
10 | -0.035499 | -0.2727 | 0.393028 |
11 | -0.019941 | -0.1532 | 0.439394 |
12 | -0.045893 | -0.3525 | 0.362855 |
13 | -0.012323 | -0.0947 | 0.462454 |
14 | -0.017604 | -0.1352 | 0.446449 |
15 | 0.006254 | 0.048 | 0.480923 |
16 | -0.041321 | -0.3174 | 0.376034 |
17 | -0.003384 | -0.026 | 0.489676 |
18 | -0.013907 | -0.1068 | 0.457645 |
19 | -0.024769 | -0.1903 | 0.424883 |
20 | -0.016558 | -0.1272 | 0.449615 |
21 | 0.002491 | 0.0191 | 0.492398 |
22 | -0.015137 | -0.1163 | 0.453918 |
23 | -0.018505 | -0.1421 | 0.443727 |
24 | -0.023793 | -0.1828 | 0.427807 |
25 | -0.004707 | -0.0362 | 0.485639 |
26 | -0.013968 | -0.1073 | 0.45746 |
27 | 3.4e-05 | 3e-04 | 0.499895 |
28 | -0.013282 | -0.102 | 0.459544 |
29 | -0.019616 | -0.1507 | 0.440374 |
30 | -0.016394 | -0.1259 | 0.450111 |
31 | -0.017729 | -0.1362 | 0.446072 |
32 | -0.013396 | -0.1029 | 0.459196 |
33 | -0.001703 | -0.0131 | 0.494804 |
34 | -0.016179 | -0.1243 | 0.45076 |
35 | -0.013526 | -0.1039 | 0.458802 |
36 | -0.014185 | -0.109 | 0.456804 |
37 | -0.010967 | -0.0842 | 0.466575 |
38 | -0.008667 | -0.0666 | 0.473575 |
39 | -0.004665 | -0.0358 | 0.485768 |
40 | -0.007015 | -0.0539 | 0.478606 |
41 | -0.011756 | -0.0903 | 0.464178 |
42 | -0.022064 | -0.1695 | 0.433 |
43 | -0.015109 | -0.1161 | 0.454001 |
44 | -0.018369 | -0.1411 | 0.444137 |
45 | -0.006351 | -0.0488 | 0.48063 |
46 | -0.018404 | -0.1414 | 0.444033 |
47 | -0.018678 | -0.1435 | 0.443204 |
48 | -0.019586 | -0.1504 | 0.440463 |
49 | -0.010753 | -0.0826 | 0.467226 |
50 | -0.008944 | -0.0687 | 0.47273 |
51 | -0.009065 | -0.0696 | 0.472362 |
52 | -0.012894 | -0.099 | 0.460722 |
53 | -0.013599 | -0.1045 | 0.458581 |
54 | -0.019663 | -0.151 | 0.440231 |
55 | -0.022 | -0.169 | 0.433194 |
56 | -0.018007 | -0.1383 | 0.445232 |
57 | -0.008565 | -0.0658 | 0.473885 |
58 | -0.010598 | -0.0814 | 0.467697 |
59 | NA | NA | NA |
60 | NA | NA | NA |