Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.219112 | -1.4861 | 0.072039 |
2 | -0.174439 | -1.1831 | 0.121424 |
3 | 0.074636 | 0.5062 | 0.307566 |
4 | -0.209886 | -1.4235 | 0.080668 |
5 | 0.215908 | 1.4644 | 0.074949 |
6 | 0.065912 | 0.447 | 0.328473 |
7 | -0.19172 | -1.3003 | 0.099987 |
8 | -0.02674 | -0.1814 | 0.428442 |
9 | -0.025262 | -0.1713 | 0.432356 |
10 | -0.006795 | -0.0461 | 0.481721 |
11 | 0.295132 | 2.0017 | 0.025619 |
12 | -0.270992 | -1.838 | 0.036266 |
13 | -0.225425 | -1.5289 | 0.066568 |
14 | 0.115431 | 0.7829 | 0.218852 |
15 | 0.098853 | 0.6705 | 0.252961 |
16 | 0.008441 | 0.0573 | 0.477296 |
17 | 0.06529 | 0.4428 | 0.329987 |
18 | -0.023312 | -0.1581 | 0.43753 |
19 | -0.074833 | -0.5075 | 0.307099 |
20 | 0.109368 | 0.7418 | 0.230999 |
21 | -0.040155 | -0.2723 | 0.393288 |
22 | 0.131989 | 0.8952 | 0.187673 |
23 | -0.218418 | -1.4814 | 0.072662 |
24 | 0.003644 | 0.0247 | 0.490195 |
25 | 0.16324 | 1.1072 | 0.136993 |
26 | -0.029938 | -0.2031 | 0.419995 |
27 | 0.018018 | 0.1222 | 0.451635 |
28 | -0.098464 | -0.6678 | 0.253795 |
29 | -0.050296 | -0.3411 | 0.367282 |
30 | 0.013751 | 0.0933 | 0.463049 |
31 | 0.004329 | 0.0294 | 0.488352 |
32 | 0.063195 | 0.4286 | 0.335103 |
33 | 0.023348 | 0.1584 | 0.437437 |
34 | -0.145352 | -0.9858 | 0.164688 |
35 | 0.095466 | 0.6475 | 0.26027 |
36 | 0.069868 | 0.4739 | 0.318919 |
37 | -0.051621 | -0.3501 | 0.363926 |
38 | 0.004277 | 0.029 | 0.488491 |
39 | -0.060236 | -0.4085 | 0.342387 |
40 | 0.029969 | 0.2033 | 0.419915 |
41 | 0.055059 | 0.3734 | 0.355272 |
42 | 0.035015 | 0.2375 | 0.406669 |
43 | -0.003556 | -0.0241 | 0.490431 |
44 | -0.042757 | -0.29 | 0.386562 |
45 | -0.070828 | -0.4804 | 0.316618 |
46 | NA | NA | NA |
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 | -0.219112 | -1.4861 | 0.072039 |
2 | -0.233667 | -1.5848 | 0.059931 |
3 | -0.026351 | -0.1787 | 0.42947 |
4 | -0.263544 | -1.7874 | 0.040228 |
5 | 0.124359 | 0.8434 | 0.201672 |
6 | 0.061609 | 0.4179 | 0.338999 |
7 | -0.089189 | -0.6049 | 0.274105 |
8 | -0.132442 | -0.8983 | 0.186862 |
9 | -0.067728 | -0.4594 | 0.324073 |
10 | -0.083854 | -0.5687 | 0.286154 |
11 | 0.23406 | 1.5875 | 0.059628 |
12 | -0.192158 | -1.3033 | 0.099482 |
13 | -0.255911 | -1.7357 | 0.044659 |
14 | -0.146477 | -0.9935 | 0.162843 |
15 | 0.138551 | 0.9397 | 0.176141 |
16 | -0.142861 | -0.9689 | 0.168824 |
17 | 0.057605 | 0.3907 | 0.348912 |
18 | 0.144502 | 0.9801 | 0.166092 |
19 | 0.029563 | 0.2005 | 0.420984 |
20 | -0.052566 | -0.3565 | 0.36154 |
21 | -0.059482 | -0.4034 | 0.344252 |
22 | 0.133231 | 0.9036 | 0.185454 |
23 | -0.162791 | -1.1041 | 0.137646 |
24 | 0.084913 | 0.5759 | 0.283743 |
25 | 0.010138 | 0.0688 | 0.472739 |
26 | 0.00133 | 0.009 | 0.496422 |
27 | 0.025406 | 0.1723 | 0.431974 |
28 | -0.021745 | -0.1475 | 0.441698 |
29 | -0.093753 | -0.6359 | 0.264009 |
30 | 0.011982 | 0.0813 | 0.46779 |
31 | -0.008845 | -0.06 | 0.476211 |
32 | 0.043942 | 0.298 | 0.383512 |
33 | -0.031195 | -0.2116 | 0.416688 |
34 | 0.046579 | 0.3159 | 0.376748 |
35 | -0.038083 | -0.2583 | 0.398666 |
36 | -0.005311 | -0.036 | 0.485711 |
37 | -0.007241 | -0.0491 | 0.480523 |
38 | 0.041297 | 0.2801 | 0.390332 |
39 | -0.043152 | -0.2927 | 0.385545 |
40 | 0.013905 | 0.0943 | 0.462638 |
41 | 0.041904 | 0.2842 | 0.388764 |
42 | -0.008028 | -0.0545 | 0.478406 |
43 | 0.029538 | 0.2003 | 0.421051 |
44 | -0.022952 | -0.1557 | 0.438489 |
45 | 0.034707 | 0.2354 | 0.407474 |
46 | NA | NA | NA |
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 |