Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.085517 | 0.5986 | 0.276093 |
2 | 0.224617 | 1.5723 | 0.061156 |
3 | 0.099679 | 0.6978 | 0.244316 |
4 | 0.008204 | 0.0574 | 0.477219 |
5 | -0.036798 | -0.2576 | 0.398903 |
6 | 0.006637 | 0.0465 | 0.481565 |
7 | -0.051762 | -0.3623 | 0.359331 |
8 | 0.027595 | 0.1932 | 0.423814 |
9 | -0.141078 | -0.9875 | 0.164113 |
10 | -0.144196 | -1.0094 | 0.158877 |
11 | -0.132469 | -0.9273 | 0.179163 |
12 | -0.475735 | -3.3301 | 0.000828 |
13 | -0.077566 | -0.543 | 0.294809 |
14 | -0.119993 | -0.84 | 0.202507 |
15 | -0.129556 | -0.9069 | 0.184452 |
16 | -0.080069 | -0.5605 | 0.288852 |
17 | 0.069087 | 0.4836 | 0.315408 |
18 | -0.05304 | -0.3713 | 0.356014 |
19 | -0.051145 | -0.358 | 0.360936 |
20 | -0.143904 | -1.0073 | 0.159363 |
21 | 0.108219 | 0.7575 | 0.226179 |
22 | -0.032288 | -0.226 | 0.411064 |
23 | 0.112757 | 0.7893 | 0.21687 |
24 | 0.139256 | 0.9748 | 0.167226 |
25 | 0.200341 | 1.4024 | 0.083552 |
26 | 0.095684 | 0.6698 | 0.253068 |
27 | 0.177442 | 1.2421 | 0.110058 |
28 | 0.075117 | 0.5258 | 0.300692 |
29 | 0.006398 | 0.0448 | 0.48223 |
30 | 0.050396 | 0.3528 | 0.362887 |
31 | 0.037929 | 0.2655 | 0.395869 |
32 | 0.106157 | 0.7431 | 0.230486 |
33 | -0.049924 | -0.3495 | 0.364118 |
34 | -0.027313 | -0.1912 | 0.424582 |
35 | -0.057146 | -0.4 | 0.345439 |
36 | -0.152497 | -1.0675 | 0.145493 |
37 | -0.132636 | -0.9285 | 0.178862 |
38 | -0.042679 | -0.2988 | 0.383197 |
39 | -0.123848 | -0.8669 | 0.195102 |
40 | -0.044586 | -0.3121 | 0.378144 |
41 | 0.020563 | 0.1439 | 0.44307 |
42 | 0.004094 | 0.0287 | 0.488627 |
43 | 0.043999 | 0.308 | 0.379696 |
44 | -0.011947 | -0.0836 | 0.466846 |
45 | -0.001542 | -0.0108 | 0.495716 |
46 | 0.042558 | 0.2979 | 0.383517 |
47 | 0.00249 | 0.0174 | 0.493083 |
48 | 0.068983 | 0.4829 | 0.315666 |
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 | 0.085517 | 0.5986 | 0.276093 |
2 | 0.218905 | 1.5323 | 0.065936 |
3 | 0.069785 | 0.4885 | 0.313689 |
4 | -0.054249 | -0.3797 | 0.352889 |
5 | -0.076171 | -0.5332 | 0.298154 |
6 | 0.016545 | 0.1158 | 0.454135 |
7 | -0.024715 | -0.173 | 0.431681 |
8 | 0.040405 | 0.2828 | 0.389246 |
9 | -0.14061 | -0.9843 | 0.164908 |
10 | -0.152916 | -1.0704 | 0.144839 |
11 | -0.072195 | -0.5054 | 0.307783 |
12 | -0.427136 | -2.99 | 0.002178 |
13 | 0.010871 | 0.0761 | 0.469825 |
14 | 0.062348 | 0.4364 | 0.332219 |
15 | -0.088828 | -0.6218 | 0.26848 |
16 | -0.128619 | -0.9003 | 0.186174 |
17 | 0.077724 | 0.5441 | 0.294431 |
18 | -0.029212 | -0.2045 | 0.41941 |
19 | -0.174063 | -1.2184 | 0.114446 |
20 | -0.200216 | -1.4015 | 0.083682 |
21 | 0.042375 | 0.2966 | 0.384003 |
22 | -0.11222 | -0.7855 | 0.217959 |
23 | -0.032417 | -0.2269 | 0.410717 |
24 | -0.12982 | -0.9087 | 0.183968 |
25 | 0.144913 | 1.0144 | 0.157689 |
26 | 0.038288 | 0.268 | 0.394906 |
27 | -0.013237 | -0.0927 | 0.463276 |
28 | -0.047746 | -0.3342 | 0.369819 |
29 | -0.007331 | -0.0513 | 0.479641 |
30 | -0.025058 | -0.1754 | 0.430741 |
31 | -0.141438 | -0.9901 | 0.163504 |
32 | 0.008006 | 0.056 | 0.477767 |
33 | 0.044708 | 0.313 | 0.377821 |
34 | -0.166037 | -1.1623 | 0.12538 |
35 | -0.06165 | -0.4315 | 0.333981 |
36 | -0.08473 | -0.5931 | 0.277917 |
37 | 0.117384 | 0.8217 | 0.207618 |
38 | -0.021333 | -0.1493 | 0.440952 |
39 | -0.094832 | -0.6638 | 0.254957 |
40 | -0.041797 | -0.2926 | 0.385538 |
41 | 0.121134 | 0.8479 | 0.200297 |
42 | -0.00951 | -0.0666 | 0.473598 |
43 | -0.000258 | -0.0018 | 0.499283 |
44 | 0.048493 | 0.3395 | 0.367859 |
45 | 0.032418 | 0.2269 | 0.410712 |
46 | -0.084889 | -0.5942 | 0.277549 |
47 | 0.028814 | 0.2017 | 0.420493 |
48 | 0.002371 | 0.0166 | 0.493412 |
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 |