Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.143509 | -1.1023 | 0.137402 |
2 | -0.156321 | -1.2007 | 0.117328 |
3 | 0.133799 | 1.0277 | 0.154136 |
4 | -0.014696 | -0.1129 | 0.455254 |
5 | -0.090139 | -0.6924 | 0.245711 |
6 | -0.016413 | -0.1261 | 0.450053 |
7 | -0.132968 | -1.0213 | 0.15563 |
8 | 0.043259 | 0.3323 | 0.370428 |
9 | 0.317765 | 2.4408 | 0.008838 |
10 | -0.100178 | -0.7695 | 0.222339 |
11 | 0.091502 | 0.7028 | 0.24246 |
12 | 0.045218 | 0.3473 | 0.364791 |
13 | -0.036593 | -0.2811 | 0.389819 |
14 | -0.092898 | -0.7136 | 0.239155 |
15 | 0.111936 | 0.8598 | 0.196691 |
16 | -0.12092 | -0.9288 | 0.178388 |
17 | -0.064772 | -0.4975 | 0.310335 |
18 | 0.020947 | 0.1609 | 0.436361 |
19 | -0.086437 | -0.6639 | 0.254659 |
20 | 0.046983 | 0.3609 | 0.359739 |
21 | 0.039277 | 0.3017 | 0.381974 |
22 | -0.03395 | -0.2608 | 0.397588 |
23 | -0.062658 | -0.4813 | 0.316048 |
24 | 0.058514 | 0.4495 | 0.327374 |
25 | -0.040066 | -0.3077 | 0.379679 |
26 | -0.060539 | -0.465 | 0.321817 |
27 | -0.010842 | -0.0833 | 0.466956 |
28 | -0.077424 | -0.5947 | 0.277157 |
29 | -0.0059 | -0.0453 | 0.482003 |
30 | 0.050278 | 0.3862 | 0.350372 |
31 | -0.092806 | -0.7129 | 0.239372 |
32 | 0.005007 | 0.0385 | 0.484725 |
33 | 0.101319 | 0.7782 | 0.219766 |
34 | -0.112487 | -0.864 | 0.195536 |
35 | -0.02328 | -0.1788 | 0.429346 |
36 | 0.069351 | 0.5327 | 0.298122 |
37 | -0.040419 | -0.3105 | 0.378651 |
38 | -0.038245 | -0.2938 | 0.384983 |
39 | -0.008922 | -0.0685 | 0.472797 |
40 | -0.016795 | -0.129 | 0.448895 |
41 | 0.094168 | 0.7233 | 0.236172 |
42 | -0.036978 | -0.284 | 0.38869 |
43 | -0.022317 | -0.1714 | 0.432241 |
44 | -0.01924 | -0.1478 | 0.441508 |
45 | -0.011108 | -0.0853 | 0.466146 |
46 | -0.013172 | -0.1012 | 0.459876 |
47 | -0.00952 | -0.0731 | 0.470979 |
48 | 0.003241 | 0.0249 | 0.490113 |
49 | 0.010284 | 0.079 | 0.468653 |
50 | 0.046661 | 0.3584 | 0.360658 |
51 | 0.000989 | 0.0076 | 0.496982 |
52 | 0.011552 | 0.0887 | 0.464798 |
53 | -0.032628 | -0.2506 | 0.40149 |
54 | 0.003251 | 0.025 | 0.490082 |
55 | -0.008051 | -0.0618 | 0.475449 |
56 | 0.017459 | 0.1341 | 0.446888 |
57 | 0.003461 | 0.0266 | 0.48944 |
58 | 0.006969 | 0.0535 | 0.478745 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.143509 | -1.1023 | 0.137402 |
2 | -0.180636 | -1.3875 | 0.085255 |
3 | 0.085905 | 0.6598 | 0.25596 |
4 | -0.008226 | -0.0632 | 0.474916 |
5 | -0.061608 | -0.4732 | 0.318902 |
6 | -0.057855 | -0.4444 | 0.329194 |
7 | -0.176519 | -1.3559 | 0.090154 |
8 | -0.00095 | -0.0073 | 0.4971 |
9 | 0.313877 | 2.4109 | 0.009522 |
10 | 0.038132 | 0.2929 | 0.385315 |
11 | 0.178766 | 1.3731 | 0.087454 |
12 | -0.024451 | -0.1878 | 0.425835 |
13 | -0.005477 | -0.0421 | 0.483293 |
14 | -0.103015 | -0.7913 | 0.215977 |
15 | 0.147945 | 1.1364 | 0.130195 |
16 | -0.009938 | -0.0763 | 0.469707 |
17 | -0.056923 | -0.4372 | 0.331768 |
18 | -0.159424 | -1.2246 | 0.112804 |
19 | -0.169062 | -1.2986 | 0.099568 |
20 | -0.094068 | -0.7226 | 0.236405 |
21 | 0.033234 | 0.2553 | 0.399699 |
22 | 0.02496 | 0.1917 | 0.424309 |
23 | -0.058614 | -0.4502 | 0.327099 |
24 | -0.124636 | -0.9573 | 0.17115 |
25 | -0.031856 | -0.2447 | 0.403773 |
26 | -0.057606 | -0.4425 | 0.329879 |
27 | 0.096584 | 0.7419 | 0.230552 |
28 | 0.005692 | 0.0437 | 0.482636 |
29 | 0.005786 | 0.0444 | 0.482351 |
30 | -0.039613 | -0.3043 | 0.380994 |
31 | -0.110821 | -0.8512 | 0.19904 |
32 | 0.022141 | 0.1701 | 0.432769 |
33 | 0.119174 | 0.9154 | 0.181856 |
34 | -0.023064 | -0.1772 | 0.429996 |
35 | -0.053175 | -0.4084 | 0.342212 |
36 | -0.073699 | -0.5661 | 0.28674 |
37 | -0.0133 | -0.1022 | 0.45949 |
38 | -0.005783 | -0.0444 | 0.482359 |
39 | 0.017142 | 0.1317 | 0.447848 |
40 | 0.004185 | 0.0321 | 0.487232 |
41 | 0.045842 | 0.3521 | 0.363001 |
42 | -0.113278 | -0.8701 | 0.193885 |
43 | 0.042927 | 0.3297 | 0.371387 |
44 | -0.086181 | -0.662 | 0.255284 |
45 | -0.054793 | -0.4209 | 0.337689 |
46 | -0.035696 | -0.2742 | 0.392449 |
47 | -0.020888 | -0.1604 | 0.436538 |
48 | -0.022757 | -0.1748 | 0.430917 |
49 | 0.013254 | 0.1018 | 0.459629 |
50 | -0.019516 | -0.1499 | 0.440674 |
51 | 0.001417 | 0.0109 | 0.495676 |
52 | -0.04714 | -0.3621 | 0.359289 |
53 | 0.02132 | 0.1638 | 0.43524 |
54 | 0.0158 | 0.1214 | 0.451909 |
55 | 0.05455 | 0.419 | 0.338366 |
56 | 0.00973 | 0.0747 | 0.470337 |
57 | 0.007266 | 0.0558 | 0.47784 |
58 | -0.048892 | -0.3755 | 0.354299 |
59 | NA | NA | NA |
60 | NA | NA | NA |