Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.037291 | -0.2557 | 0.399666 |
2 | -0.009273 | -0.0636 | 0.47479 |
3 | -0.160711 | -1.1018 | 0.138084 |
4 | 0.030776 | 0.211 | 0.416903 |
5 | 0.00505 | 0.0346 | 0.486265 |
6 | 0.045358 | 0.311 | 0.378603 |
7 | 0.02861 | 0.1961 | 0.422674 |
8 | 0.00289 | 0.0198 | 0.492138 |
9 | 0.168616 | 1.156 | 0.126768 |
10 | 0.038586 | 0.2645 | 0.396262 |
11 | 0.230336 | 1.5791 | 0.06051 |
12 | -0.351639 | -2.4107 | 0.009943 |
13 | -0.049998 | -0.3428 | 0.366649 |
14 | -0.023149 | -0.1587 | 0.437292 |
15 | 0.111027 | 0.7612 | 0.225181 |
16 | -0.056961 | -0.3905 | 0.348965 |
17 | -0.045968 | -0.3151 | 0.377024 |
18 | -0.038293 | -0.2625 | 0.397033 |
19 | 0.003377 | 0.0232 | 0.490814 |
20 | 0.045814 | 0.3141 | 0.377423 |
21 | -0.091777 | -0.6292 | 0.266135 |
22 | 0.009411 | 0.0645 | 0.474416 |
23 | -0.07916 | -0.5427 | 0.294952 |
24 | -0.061586 | -0.4222 | 0.337398 |
25 | -0.026426 | -0.1812 | 0.428507 |
26 | -0.016981 | -0.1164 | 0.453908 |
27 | -0.052201 | -0.3579 | 0.36102 |
28 | -0.061351 | -0.4206 | 0.337981 |
29 | -0.04727 | -0.3241 | 0.373662 |
30 | 0.059219 | 0.406 | 0.343299 |
31 | -0.030059 | -0.2061 | 0.418812 |
32 | -0.005877 | -0.0403 | 0.484017 |
33 | 0.069183 | 0.4743 | 0.318744 |
34 | -0.06625 | -0.4542 | 0.325893 |
35 | 0.013048 | 0.0895 | 0.46455 |
36 | 0.017272 | 0.1184 | 0.453123 |
37 | -0.018285 | -0.1254 | 0.450389 |
38 | -0.021389 | -0.1466 | 0.442025 |
39 | -0.021378 | -0.1466 | 0.442052 |
40 | 0.011634 | 0.0798 | 0.468385 |
41 | 0.070074 | 0.4804 | 0.316583 |
42 | -0.007151 | -0.049 | 0.480553 |
43 | 0.017265 | 0.1184 | 0.453142 |
44 | -0.027421 | -0.188 | 0.425848 |
45 | -0.064793 | -0.4442 | 0.329468 |
46 | -0.004908 | -0.0336 | 0.486651 |
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 | -0.037291 | -0.2557 | 0.399666 |
2 | -0.010678 | -0.0732 | 0.470976 |
3 | -0.161702 | -1.1086 | 0.136628 |
4 | 0.018775 | 0.1287 | 0.449067 |
5 | 0.00281 | 0.0193 | 0.492355 |
6 | 0.021042 | 0.1443 | 0.442957 |
7 | 0.040244 | 0.2759 | 0.391917 |
8 | 0.007332 | 0.0503 | 0.480061 |
9 | 0.185959 | 1.2749 | 0.104311 |
10 | 0.065407 | 0.4484 | 0.327959 |
11 | 0.258706 | 1.7736 | 0.041304 |
12 | -0.30666 | -2.1024 | 0.020453 |
13 | -0.055072 | -0.3776 | 0.353732 |
14 | 0.015549 | 0.1066 | 0.457781 |
15 | -0.016903 | -0.1159 | 0.45412 |
16 | -0.08916 | -0.6113 | 0.271989 |
17 | -0.099438 | -0.6817 | 0.249384 |
18 | -0.051197 | -0.351 | 0.363583 |
19 | -0.022125 | -0.1517 | 0.440044 |
20 | -0.023661 | -0.1622 | 0.435917 |
21 | -0.026205 | -0.1797 | 0.429099 |
22 | 0.009749 | 0.0668 | 0.473498 |
23 | 0.119257 | 0.8176 | 0.20886 |
24 | -0.192513 | -1.3198 | 0.096647 |
25 | -0.038722 | -0.2655 | 0.395907 |
26 | -0.028763 | -0.1972 | 0.422265 |
27 | 0.009051 | 0.0621 | 0.475392 |
28 | -0.095825 | -0.6569 | 0.257211 |
29 | -0.126298 | -0.8659 | 0.195484 |
30 | 0.068494 | 0.4696 | 0.320416 |
31 | -0.051752 | -0.3548 | 0.362165 |
32 | 0.049453 | 0.339 | 0.368048 |
33 | 0.100821 | 0.6912 | 0.246422 |
34 | -0.0637 | -0.4367 | 0.332164 |
35 | 0.176034 | 1.2068 | 0.116768 |
36 | -0.031774 | -0.2178 | 0.414251 |
37 | -0.031231 | -0.2141 | 0.415693 |
38 | -0.016367 | -0.1122 | 0.455569 |
39 | -0.021222 | -0.1455 | 0.442472 |
40 | -0.032577 | -0.2233 | 0.412122 |
41 | -0.094291 | -0.6464 | 0.260573 |
42 | 0.001188 | 0.0081 | 0.496769 |
43 | -0.027205 | -0.1865 | 0.426425 |
44 | -0.068779 | -0.4715 | 0.319723 |
45 | -0.023813 | -0.1633 | 0.43551 |
46 | -0.094005 | -0.6445 | 0.261202 |
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 |