Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.410167 | -2.7819 | 0.003905 |
2 | 0.109084 | 0.7398 | 0.231576 |
3 | -0.094284 | -0.6395 | 0.262846 |
4 | 0.066864 | 0.4535 | 0.326162 |
5 | -0.048963 | -0.3321 | 0.370668 |
6 | -0.025548 | -0.1733 | 0.431598 |
7 | 0.022981 | 0.1559 | 0.43841 |
8 | -0.127727 | -0.8663 | 0.195414 |
9 | 0.234284 | 1.589 | 0.059456 |
10 | -0.244738 | -1.6599 | 0.05187 |
11 | 0.3608 | 2.4471 | 0.009141 |
12 | -0.208618 | -1.4149 | 0.081913 |
13 | 0.011349 | 0.077 | 0.469489 |
14 | -0.1019 | -0.6911 | 0.246482 |
15 | 0.121264 | 0.8225 | 0.207531 |
16 | -0.022992 | -0.1559 | 0.438382 |
17 | -0.03572 | -0.2423 | 0.404826 |
18 | 0.002258 | 0.0153 | 0.493924 |
19 | -0.018523 | -0.1256 | 0.450286 |
20 | 0.080704 | 0.5474 | 0.293388 |
21 | -0.078931 | -0.5353 | 0.297497 |
22 | 0.080816 | 0.5481 | 0.293129 |
23 | -0.047411 | -0.3216 | 0.374624 |
24 | -0.006923 | -0.047 | 0.481375 |
25 | -0.012666 | -0.0859 | 0.465957 |
26 | 0.018796 | 0.1275 | 0.449558 |
27 | 2.9e-05 | 2e-04 | 0.499921 |
28 | -0.02577 | -0.1748 | 0.43101 |
29 | -0.068737 | -0.4662 | 0.321638 |
30 | 0.078054 | 0.5294 | 0.29954 |
31 | -0.042079 | -0.2854 | 0.388312 |
32 | -0.027384 | -0.1857 | 0.426739 |
33 | 0.085232 | 0.5781 | 0.283017 |
34 | -0.096359 | -0.6535 | 0.258332 |
35 | 0.01573 | 0.1067 | 0.457752 |
36 | 0.01666 | 0.113 | 0.455265 |
37 | -0.01508 | -0.1023 | 0.459491 |
38 | -0.012804 | -0.0868 | 0.465588 |
39 | -0.004594 | -0.0312 | 0.48764 |
40 | -0.043827 | -0.2972 | 0.383808 |
41 | 0.048296 | 0.3276 | 0.372365 |
42 | -0.014995 | -0.1017 | 0.459718 |
43 | 0.001668 | 0.0113 | 0.495512 |
44 | 0.019635 | 0.1332 | 0.447319 |
45 | -0.037767 | -0.2561 | 0.399489 |
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 | -0.410167 | -2.7819 | 0.003905 |
2 | -0.071117 | -0.4823 | 0.315926 |
3 | -0.091268 | -0.619 | 0.269483 |
4 | -0.000577 | -0.0039 | 0.498448 |
5 | -0.024241 | -0.1644 | 0.435064 |
6 | -0.069955 | -0.4745 | 0.318708 |
7 | -0.01443 | -0.0979 | 0.461231 |
8 | -0.155495 | -1.0546 | 0.148553 |
9 | 0.146951 | 0.9967 | 0.16207 |
10 | -0.117538 | -0.7972 | 0.214721 |
11 | 0.270289 | 1.8332 | 0.036625 |
12 | 0.047572 | 0.3226 | 0.374211 |
13 | -0.095909 | -0.6505 | 0.259308 |
14 | -0.130506 | -0.8851 | 0.190344 |
15 | 0.018346 | 0.1244 | 0.45076 |
16 | 0.054605 | 0.3703 | 0.356412 |
17 | 0.025223 | 0.1711 | 0.432459 |
18 | -0.063338 | -0.4296 | 0.334755 |
19 | 0.034656 | 0.235 | 0.407608 |
20 | -0.065287 | -0.4428 | 0.329994 |
21 | 0.020706 | 0.1404 | 0.444466 |
22 | -0.020337 | -0.1379 | 0.445448 |
23 | 0.062664 | 0.425 | 0.336407 |
24 | -0.011925 | -0.0809 | 0.467945 |
25 | 0.023437 | 0.159 | 0.437198 |
26 | -0.060296 | -0.4089 | 0.342238 |
27 | -0.017667 | -0.1198 | 0.452571 |
28 | -0.021039 | -0.1427 | 0.443578 |
29 | -0.072009 | -0.4884 | 0.313797 |
30 | 0.016743 | 0.1136 | 0.455041 |
31 | -0.049734 | -0.3373 | 0.368708 |
32 | -0.085294 | -0.5785 | 0.282877 |
33 | 0.094867 | 0.6434 | 0.261573 |
34 | -0.104682 | -0.71 | 0.240649 |
35 | -0.022749 | -0.1543 | 0.439028 |
36 | -0.007076 | -0.048 | 0.480965 |
37 | -0.019051 | -0.1292 | 0.448877 |
38 | -0.005599 | -0.038 | 0.484937 |
39 | -0.055028 | -0.3732 | 0.355349 |
40 | -0.019275 | -0.1307 | 0.448279 |
41 | -0.009615 | -0.0652 | 0.474143 |
42 | -0.054534 | -0.3699 | 0.356589 |
43 | 0.054294 | 0.3682 | 0.357193 |
44 | -0.032054 | -0.2174 | 0.414429 |
45 | -0.011607 | -0.0787 | 0.468798 |
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 |