Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.00736 | -0.0565 | 0.477555 |
2 | -0.046861 | -0.3599 | 0.360085 |
3 | 0.175375 | 1.3471 | 0.091552 |
4 | -0.073287 | -0.5629 | 0.287808 |
5 | 0.140841 | 1.0818 | 0.141867 |
6 | 0.03035 | 0.2331 | 0.408236 |
7 | -0.311741 | -2.3945 | 0.009919 |
8 | -0.105666 | -0.8116 | 0.210132 |
9 | -0.069361 | -0.5328 | 0.298096 |
10 | -0.077404 | -0.5946 | 0.277208 |
11 | 0.014603 | 0.1122 | 0.455535 |
12 | -0.212943 | -1.6356 | 0.053619 |
13 | -0.145363 | -1.1166 | 0.134356 |
14 | 0.112985 | 0.8679 | 0.194495 |
15 | 0.118018 | 0.9065 | 0.184176 |
16 | 0.016832 | 0.1293 | 0.448785 |
17 | 0.025445 | 0.1954 | 0.422857 |
18 | -0.015263 | -0.1172 | 0.453535 |
19 | -0.040787 | -0.3133 | 0.377583 |
20 | 0.151645 | 1.1648 | 0.124392 |
21 | -0.053995 | -0.4147 | 0.339917 |
22 | -0.001602 | -0.0123 | 0.495113 |
23 | -0.091256 | -0.7009 | 0.243046 |
24 | -0.003428 | -0.0263 | 0.48954 |
25 | 0.113851 | 0.8745 | 0.192695 |
26 | -0.022642 | -0.1739 | 0.431263 |
27 | -0.089165 | -0.6849 | 0.248048 |
28 | -0.085611 | -0.6576 | 0.25668 |
29 | -0.085828 | -0.6593 | 0.256147 |
30 | -0.076842 | -0.5902 | 0.278644 |
31 | 0.029865 | 0.2294 | 0.409677 |
32 | 0.011355 | 0.0872 | 0.465395 |
33 | -0.096272 | -0.7395 | 0.231275 |
34 | -0.079135 | -0.6078 | 0.272812 |
35 | 0.176795 | 1.358 | 0.089819 |
36 | 0.007303 | 0.0561 | 0.477727 |
37 | 0.004583 | 0.0352 | 0.486019 |
38 | 0.05079 | 0.3901 | 0.348923 |
39 | 0.011836 | 0.0909 | 0.463933 |
40 | 0.183146 | 1.4068 | 0.08237 |
41 | 0.099801 | 0.7666 | 0.223191 |
42 | -0.034301 | -0.2635 | 0.396554 |
43 | -0.005527 | -0.0425 | 0.483141 |
44 | -0.022171 | -0.1703 | 0.432678 |
45 | -0.026779 | -0.2057 | 0.41887 |
46 | 0.038433 | 0.2952 | 0.384435 |
47 | -0.063641 | -0.4888 | 0.313385 |
48 | -0.085861 | -0.6595 | 0.256067 |
49 | 0.024095 | 0.1851 | 0.426903 |
50 | -0.043356 | -0.333 | 0.370149 |
51 | 0.039314 | 0.302 | 0.381866 |
52 | -0.039659 | -0.3046 | 0.380862 |
53 | -0.010638 | -0.0817 | 0.467576 |
54 | -0.007191 | -0.0552 | 0.478068 |
55 | 0.040291 | 0.3095 | 0.379023 |
56 | 0.001215 | 0.0093 | 0.496291 |
57 | 0.024603 | 0.189 | 0.425379 |
58 | -0.012438 | -0.0955 | 0.462106 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.00736 | -0.0565 | 0.477555 |
2 | -0.046918 | -0.3604 | 0.359923 |
3 | 0.175064 | 1.3447 | 0.091936 |
4 | -0.076743 | -0.5895 | 0.278896 |
5 | 0.164445 | 1.2631 | 0.105757 |
6 | -0.014661 | -0.1126 | 0.455361 |
7 | -0.284616 | -2.1862 | 0.016391 |
8 | -0.173681 | -1.3341 | 0.093653 |
9 | -0.099946 | -0.7677 | 0.222864 |
10 | -0.012737 | -0.0978 | 0.461198 |
11 | 0.025553 | 0.1963 | 0.422533 |
12 | -0.13202 | -1.0141 | 0.157346 |
13 | -0.11756 | -0.903 | 0.1851 |
14 | 0.0218 | 0.1675 | 0.433794 |
15 | 0.128434 | 0.9865 | 0.163954 |
16 | -0.002402 | -0.0185 | 0.49267 |
17 | 0.004354 | 0.0334 | 0.486718 |
18 | -0.034291 | -0.2634 | 0.396582 |
19 | -0.188083 | -1.4447 | 0.076917 |
20 | -0.011243 | -0.0864 | 0.465737 |
21 | -0.092823 | -0.713 | 0.239333 |
22 | 0.106981 | 0.8217 | 0.207268 |
23 | -0.112382 | -0.8632 | 0.195756 |
24 | 0.060155 | 0.4621 | 0.32287 |
25 | 0.030497 | 0.2343 | 0.407799 |
26 | -0.009064 | -0.0696 | 0.472364 |
27 | -0.041255 | -0.3169 | 0.376226 |
28 | -0.135899 | -1.0439 | 0.150404 |
29 | -0.136747 | -1.0504 | 0.148915 |
30 | -0.242372 | -1.8617 | 0.033815 |
31 | -0.04659 | -0.3579 | 0.36086 |
32 | 0.091474 | 0.7026 | 0.242526 |
33 | -0.010172 | -0.0781 | 0.468994 |
34 | -0.091608 | -0.7037 | 0.242209 |
35 | 0.1076 | 0.8265 | 0.205927 |
36 | -0.068781 | -0.5283 | 0.29963 |
37 | -0.064453 | -0.4951 | 0.311193 |
38 | -0.065777 | -0.5052 | 0.307635 |
39 | 0.008834 | 0.0679 | 0.473064 |
40 | 0.006816 | 0.0524 | 0.479211 |
41 | 0.010401 | 0.0799 | 0.468297 |
42 | -0.077204 | -0.593 | 0.277719 |
43 | -0.010655 | -0.0818 | 0.467523 |
44 | 0.026818 | 0.206 | 0.418754 |
45 | -0.013836 | -0.1063 | 0.457861 |
46 | -0.044742 | -0.3437 | 0.366158 |
47 | -0.00423 | -0.0325 | 0.487095 |
48 | 0.0133 | 0.1022 | 0.459487 |
49 | -0.041311 | -0.3173 | 0.376063 |
50 | -0.097979 | -0.7526 | 0.227345 |
51 | 0.034866 | 0.2678 | 0.39489 |
52 | -0.057098 | -0.4386 | 0.331285 |
53 | 0.038433 | 0.2952 | 0.384436 |
54 | -0.012449 | -0.0956 | 0.462073 |
55 | -0.004973 | -0.0382 | 0.48483 |
56 | -0.070672 | -0.5428 | 0.294641 |
57 | -0.087395 | -0.6713 | 0.252327 |
58 | -0.01514 | -0.1163 | 0.453909 |
59 | NA | NA | NA |
60 | NA | NA | NA |