Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.130396 | 0.9034 | 0.185411 |
2 | 0.097505 | 0.6755 | 0.251288 |
3 | 0.34719 | 2.4054 | 0.010029 |
4 | 0.155395 | 1.0766 | 0.143518 |
5 | 0.054126 | 0.375 | 0.354657 |
6 | 0.165951 | 1.1497 | 0.127973 |
7 | 0.020715 | 0.1435 | 0.443241 |
8 | 0.17954 | 1.2439 | 0.10979 |
9 | -0.017193 | -0.1191 | 0.452841 |
10 | -0.066648 | -0.4617 | 0.323174 |
11 | 0.237299 | 1.6441 | 0.05335 |
12 | -0.084537 | -0.5857 | 0.280413 |
13 | -0.185509 | -1.2852 | 0.102437 |
14 | 0.124535 | 0.8628 | 0.196268 |
15 | 0.075232 | 0.5212 | 0.302305 |
16 | -0.04887 | -0.3386 | 0.368202 |
17 | -0.002517 | -0.0174 | 0.49308 |
18 | -0.068187 | -0.4724 | 0.319388 |
19 | -0.023789 | -0.1648 | 0.434892 |
20 | -0.096883 | -0.6712 | 0.252648 |
21 | -0.208442 | -1.4441 | 0.077599 |
22 | -0.01577 | -0.1093 | 0.456727 |
23 | -0.131757 | -0.9128 | 0.182944 |
24 | -0.177797 | -1.2318 | 0.11201 |
25 | -0.057913 | -0.4012 | 0.345014 |
26 | -0.119087 | -0.8251 | 0.206709 |
27 | -0.269587 | -1.8678 | 0.033954 |
28 | -0.090977 | -0.6303 | 0.265741 |
29 | -0.089692 | -0.6214 | 0.268636 |
30 | -0.112909 | -0.7823 | 0.218952 |
31 | -0.031535 | -0.2185 | 0.41399 |
32 | -0.044422 | -0.3078 | 0.379796 |
33 | -0.04583 | -0.3175 | 0.376114 |
34 | -0.003156 | -0.0219 | 0.491323 |
35 | -0.029417 | -0.2038 | 0.419682 |
36 | -0.043055 | -0.2983 | 0.383382 |
37 | -0.002296 | -0.0159 | 0.493687 |
38 | -0.031201 | -0.2162 | 0.414886 |
39 | -0.00127 | -0.0088 | 0.496508 |
40 | 0.023654 | 0.1639 | 0.435258 |
41 | -0.017175 | -0.119 | 0.452889 |
42 | -0.010819 | -0.075 | 0.470281 |
43 | 0.015375 | 0.1065 | 0.457806 |
44 | 0.003828 | 0.0265 | 0.489475 |
45 | -0.014159 | -0.0981 | 0.461133 |
46 | 0.005685 | 0.0394 | 0.484372 |
47 | 0.005972 | 0.0414 | 0.483585 |
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 | 0.130396 | 0.9034 | 0.185411 |
2 | 0.081895 | 0.5674 | 0.286549 |
3 | 0.332689 | 2.3049 | 0.012769 |
4 | 0.087302 | 0.6048 | 0.274066 |
5 | -0.014037 | -0.0972 | 0.461467 |
6 | 0.041922 | 0.2904 | 0.386363 |
7 | -0.086594 | -0.5999 | 0.275684 |
8 | 0.173672 | 1.2032 | 0.117393 |
9 | -0.130284 | -0.9026 | 0.185614 |
10 | -0.081825 | -0.5669 | 0.286711 |
11 | 0.196567 | 1.3619 | 0.089801 |
12 | -0.157732 | -1.0928 | 0.139969 |
13 | -0.126467 | -0.8762 | 0.192646 |
14 | 0.037748 | 0.2615 | 0.397404 |
15 | 0.152052 | 1.0534 | 0.148705 |
16 | 0.052234 | 0.3619 | 0.359512 |
17 | -0.091965 | -0.6372 | 0.263526 |
18 | -0.103089 | -0.7142 | 0.239274 |
19 | -0.076919 | -0.5329 | 0.298276 |
20 | -0.038735 | -0.2684 | 0.394786 |
21 | -0.128454 | -0.89 | 0.188965 |
22 | -0.039694 | -0.275 | 0.392246 |
23 | -0.052354 | -0.3627 | 0.359203 |
24 | 0.050989 | 0.3533 | 0.36272 |
25 | -0.04511 | -0.3125 | 0.377996 |
26 | -0.116848 | -0.8095 | 0.211099 |
27 | -0.154146 | -1.068 | 0.145442 |
28 | 0.052068 | 0.3607 | 0.359939 |
29 | 0.093048 | 0.6447 | 0.261111 |
30 | -0.047439 | -0.3287 | 0.371918 |
31 | 0.036983 | 0.2562 | 0.399435 |
32 | 0.054634 | 0.3785 | 0.353358 |
33 | -0.014803 | -0.1026 | 0.459371 |
34 | -0.010125 | -0.0701 | 0.472183 |
35 | 0.014381 | 0.0996 | 0.460525 |
36 | -0.029289 | -0.2029 | 0.420027 |
37 | 0.019475 | 0.1349 | 0.446616 |
38 | 0.041569 | 0.288 | 0.387294 |
39 | -0.087009 | -0.6028 | 0.274734 |
40 | -0.049435 | -0.3425 | 0.366737 |
41 | 0.043353 | 0.3004 | 0.3826 |
42 | 0.024425 | 0.1692 | 0.433168 |
43 | -0.019359 | -0.1341 | 0.446934 |
44 | -0.009293 | -0.0644 | 0.474466 |
45 | -0.046592 | -0.3228 | 0.374125 |
46 | -0.063021 | -0.4366 | 0.332171 |
47 | -0.034639 | -0.24 | 0.405681 |
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 |