Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.117342 | -0.9013 | 0.185542 |
2 | -0.034053 | -0.2616 | 0.397284 |
3 | 0.16125 | 1.2386 | 0.110202 |
4 | 0.212291 | 1.6306 | 0.054147 |
5 | -0.152159 | -1.1688 | 0.123602 |
6 | 0.050741 | 0.3897 | 0.349063 |
7 | 0.089492 | 0.6874 | 0.247261 |
8 | 0.059876 | 0.4599 | 0.323633 |
9 | -0.220189 | -1.6913 | 0.048028 |
10 | -0.023456 | -0.1802 | 0.428818 |
11 | 0.014281 | 0.1097 | 0.456513 |
12 | -0.27455 | -2.1089 | 0.019606 |
13 | -0.165833 | -1.2738 | 0.103867 |
14 | 0.038671 | 0.297 | 0.383739 |
15 | -0.186019 | -1.4288 | 0.079162 |
16 | -0.014886 | -0.1143 | 0.454677 |
17 | -0.098537 | -0.7569 | 0.226069 |
18 | 0.049213 | 0.378 | 0.353388 |
19 | -0.161144 | -1.2378 | 0.110352 |
20 | -0.02998 | -0.2303 | 0.409336 |
21 | 0.12517 | 0.9614 | 0.170126 |
22 | 0.047644 | 0.366 | 0.357852 |
23 | -0.08959 | -0.6882 | 0.247027 |
24 | 0.01367 | 0.105 | 0.458366 |
25 | 0.141688 | 1.0883 | 0.140438 |
26 | -0.053143 | -0.4082 | 0.342303 |
27 | 0.023124 | 0.1776 | 0.429815 |
28 | -0.033387 | -0.2565 | 0.399247 |
29 | 0.15378 | 1.1812 | 0.121131 |
30 | -0.028216 | -0.2167 | 0.414584 |
31 | -0.016151 | -0.1241 | 0.450846 |
32 | 0.057267 | 0.4399 | 0.330818 |
33 | -0.061959 | -0.4759 | 0.317947 |
34 | -0.130123 | -0.9995 | 0.160819 |
35 | 0.095324 | 0.7322 | 0.233473 |
36 | -0.014649 | -0.1125 | 0.455395 |
37 | 0.024099 | 0.1851 | 0.426889 |
38 | 0.023716 | 0.1822 | 0.42804 |
39 | 0.053565 | 0.4114 | 0.341119 |
40 | -0.047611 | -0.3657 | 0.357946 |
41 | -0.03062 | -0.2352 | 0.407435 |
42 | -0.0016 | -0.0123 | 0.495118 |
43 | 0.135573 | 1.0414 | 0.150979 |
44 | -0.178365 | -1.37 | 0.087932 |
45 | 0.107134 | 0.8229 | 0.206937 |
46 | 0.048568 | 0.3731 | 0.355223 |
47 | -0.018567 | -0.1426 | 0.443541 |
48 | -0.07733 | -0.594 | 0.277397 |
49 | 0.119635 | 0.9189 | 0.180937 |
50 | -0.068813 | -0.5286 | 0.299546 |
51 | -0.020341 | -0.1562 | 0.438187 |
52 | -0.018277 | -0.1404 | 0.444415 |
53 | 0.06861 | 0.527 | 0.300082 |
54 | -0.055679 | -0.4277 | 0.33522 |
55 | 0.023349 | 0.1793 | 0.429139 |
56 | 0.019271 | 0.148 | 0.441415 |
57 | -0.031124 | -0.2391 | 0.405939 |
58 | -0.003311 | -0.0254 | 0.489899 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.117342 | -0.9013 | 0.185542 |
2 | -0.048489 | -0.3725 | 0.355445 |
3 | 0.153846 | 1.1817 | 0.121031 |
4 | 0.258137 | 1.9828 | 0.026027 |
5 | -0.088234 | -0.6777 | 0.250293 |
6 | 0.000515 | 0.004 | 0.49843 |
7 | 0.01619 | 0.1244 | 0.450727 |
8 | 0.071866 | 0.552 | 0.291513 |
9 | -0.177181 | -1.361 | 0.089352 |
10 | -0.136605 | -1.0493 | 0.149163 |
11 | -0.054265 | -0.4168 | 0.339162 |
12 | -0.266628 | -2.048 | 0.022509 |
13 | -0.162514 | -1.2483 | 0.108428 |
14 | -0.044493 | -0.3418 | 0.366873 |
15 | -0.147206 | -1.1307 | 0.131376 |
16 | 0.127635 | 0.9804 | 0.165451 |
17 | -0.049731 | -0.382 | 0.351921 |
18 | 0.083261 | 0.6395 | 0.262473 |
19 | -0.08884 | -0.6824 | 0.248831 |
20 | -0.054717 | -0.4203 | 0.3379 |
21 | 0.120361 | 0.9245 | 0.179494 |
22 | -0.005643 | -0.0433 | 0.482787 |
23 | -0.022278 | -0.1711 | 0.432358 |
24 | -0.24055 | -1.8477 | 0.03483 |
25 | -0.03247 | -0.2494 | 0.401956 |
26 | -0.09209 | -0.7074 | 0.241065 |
27 | -0.045176 | -0.347 | 0.364912 |
28 | -0.144821 | -1.1124 | 0.135241 |
29 | 0.010478 | 0.0805 | 0.468062 |
30 | 0.06271 | 0.4817 | 0.315906 |
31 | 0.007859 | 0.0604 | 0.476035 |
32 | 0.002067 | 0.0159 | 0.493694 |
33 | -0.11886 | -0.913 | 0.182484 |
34 | -0.168133 | -1.2915 | 0.100791 |
35 | 0.048524 | 0.3727 | 0.355346 |
36 | -0.094755 | -0.7278 | 0.234798 |
37 | 0.046783 | 0.3593 | 0.360309 |
38 | 0.00397 | 0.0305 | 0.487888 |
39 | 0.022975 | 0.1765 | 0.430264 |
40 | 0.01757 | 0.135 | 0.446553 |
41 | -0.106729 | -0.8198 | 0.207816 |
42 | -0.012544 | -0.0964 | 0.461784 |
43 | -0.028669 | -0.2202 | 0.413234 |
44 | -0.120529 | -0.9258 | 0.179161 |
45 | -0.015058 | -0.1157 | 0.454156 |
46 | -0.133177 | -1.023 | 0.155253 |
47 | -0.050312 | -0.3865 | 0.350275 |
48 | -0.072012 | -0.5531 | 0.291132 |
49 | 0.136365 | 1.0474 | 0.149584 |
50 | -0.00356 | -0.0273 | 0.489138 |
51 | -0.05366 | -0.4122 | 0.340854 |
52 | 0.015221 | 0.1169 | 0.453663 |
53 | -0.065529 | -0.5033 | 0.308302 |
54 | 0.027295 | 0.2097 | 0.417328 |
55 | 0.048188 | 0.3701 | 0.356303 |
56 | -0.068825 | -0.5287 | 0.299513 |
57 | -0.102444 | -0.7869 | 0.217248 |
58 | -0.017873 | -0.1373 | 0.445638 |
59 | NA | NA | NA |
60 | NA | NA | NA |