Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7 | 0 |
1 | 0.092144 | 0.645 | 0.260966 |
2 | -0.01724 | -0.1207 | 0.547782 |
3 | 0.224639 | 1.5725 | 0.061138 |
4 | -0.043175 | -0.3022 | 0.618119 |
5 | 0.019744 | 0.1382 | 0.445321 |
6 | 0.176366 | 1.2346 | 0.111441 |
7 | -0.132289 | -0.926 | 0.820513 |
8 | 0.011886 | 0.0832 | 0.467015 |
9 | 0.186011 | 1.3021 | 0.099488 |
10 | -0.187299 | -1.3111 | 0.902031 |
11 | -0.126394 | -0.8848 | 0.809696 |
12 | -0.141292 | -0.989 | 0.83625 |
13 | -0.118849 | -0.8319 | 0.795261 |
14 | 0.094644 | 0.6625 | 0.255375 |
15 | -0.112547 | -0.7878 | 0.782704 |
16 | -0.122586 | -0.8581 | 0.802493 |
17 | 0.136814 | 0.9577 | 0.171458 |
18 | -0.067802 | -0.4746 | 0.681416 |
19 | -0.171371 | -1.1996 | 0.881968 |
20 | 0.047039 | 0.3293 | 0.371675 |
21 | 0.03204 | 0.2243 | 0.411737 |
22 | -0.117218 | -0.8205 | 0.792055 |
23 | 0.122444 | 0.8571 | 0.197779 |
24 | -0.202072 | -1.4145 | 0.918232 |
25 | -0.151054 | -1.0574 | 0.852238 |
26 | 0.063362 | 0.4435 | 0.329666 |
27 | 0.020456 | 0.1432 | 0.443363 |
28 | -0.050171 | -0.3512 | 0.636528 |
29 | 0.089649 | 0.6275 | 0.266609 |
30 | 0.050362 | 0.3525 | 0.362975 |
31 | 0.033114 | 0.2318 | 0.408829 |
32 | 0.031692 | 0.2218 | 0.412678 |
33 | -0.157199 | -1.1004 | 0.861731 |
34 | 0.065517 | 0.4586 | 0.324268 |
35 | 0.065256 | 0.4568 | 0.32492 |
36 | -0.016267 | -0.1139 | 0.545096 |
37 | 0.132885 | 0.9302 | 0.178416 |
38 | 0.008108 | 0.0568 | 0.477484 |
39 | -0.097981 | -0.6859 | 0.751985 |
40 | 0.041654 | 0.2916 | 0.385921 |
41 | -0.069455 | -0.4862 | 0.685498 |
42 | -0.108466 | -0.7593 | 0.774334 |
43 | 0.085985 | 0.6019 | 0.275009 |
44 | 0.028111 | 0.1968 | 0.422409 |
45 | -0.071429 | -0.5 | 0.690344 |
46 | 0.015631 | 0.1094 | 0.456658 |
47 | -0.037356 | -0.2615 | 0.602595 |
48 | -0.056041 | -0.3923 | 0.651727 |
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 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.092144 | 0.645 | 0.260966 |
1 | -0.025951 | -0.1817 | 0.5717 |
2 | 0.230774 | 1.6154 | 0.056321 |
3 | -0.093643 | -0.6555 | 0.742394 |
4 | 0.053258 | 0.3728 | 0.35545 |
5 | 0.118456 | 0.8292 | 0.205509 |
6 | -0.145251 | -1.0168 | 0.842869 |
7 | 0.045606 | 0.3192 | 0.37545 |
8 | 0.118953 | 0.8327 | 0.204534 |
9 | -0.17183 | -1.2028 | 0.882585 |
10 | -0.114235 | -0.7996 | 0.786111 |
11 | -0.222866 | -1.5601 | 0.937409 |
12 | 0.041392 | 0.2897 | 0.386618 |
13 | 0.116504 | 0.8155 | 0.209358 |
14 | -0.147156 | -1.0301 | 0.845988 |
15 | 0.014197 | 0.0994 | 0.460621 |
16 | 0.122338 | 0.8564 | 0.197983 |
17 | -0.062372 | -0.4366 | 0.667841 |
18 | -0.139008 | -0.9731 | 0.832348 |
19 | 0.014569 | 0.102 | 0.459592 |
20 | 0.192376 | 1.3466 | 0.092148 |
21 | -0.229692 | -1.6078 | 0.942853 |
22 | -0.021592 | -0.1511 | 0.559758 |
23 | -0.190327 | -1.3323 | 0.905536 |
24 | -0.017133 | -0.1199 | 0.547485 |
25 | -0.068494 | -0.4795 | 0.683126 |
26 | 0.099876 | 0.6991 | 0.243888 |
27 | 0.07618 | 0.5333 | 0.298131 |
28 | 0.067509 | 0.4726 | 0.319313 |
29 | -0.018542 | -0.1298 | 0.551368 |
30 | 0.0341 | 0.2387 | 0.406166 |
31 | -0.025914 | -0.1814 | 0.571598 |
32 | -0.109614 | -0.7673 | 0.776708 |
33 | -0.010198 | -0.0714 | 0.52831 |
34 | -0.037396 | -0.2618 | 0.602704 |
35 | -0.028255 | -0.1978 | 0.577984 |
36 | 0.029803 | 0.2086 | 0.417803 |
37 | -0.020855 | -0.146 | 0.557733 |
38 | 0.002172 | 0.0152 | 0.493965 |
39 | -0.047729 | -0.3341 | 0.630136 |
40 | 0.002313 | 0.0162 | 0.493573 |
41 | 0.031172 | 0.2182 | 0.414088 |
42 | -0.008876 | -0.0621 | 0.524644 |
43 | -0.0446 | -0.3122 | 0.621894 |
44 | 0.006793 | 0.0476 | 0.481134 |
45 | -0.089987 | -0.6299 | 0.734161 |
46 | 0.023498 | 0.1645 | 0.435012 |
47 | -0.129853 | -0.909 | 0.816092 |
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 |