Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.418123 | -2.8968 | 0.002831 |
2 | 0.04474 | 0.31 | 0.378964 |
3 | 0.38937 | 2.6976 | 0.004804 |
4 | -0.32798 | -2.2723 | 0.013793 |
5 | 0.182669 | 1.2656 | 0.105889 |
6 | 0.134462 | 0.9316 | 0.178109 |
7 | -0.380672 | -2.6374 | 0.005613 |
8 | 0.253804 | 1.7584 | 0.042526 |
9 | -0.097646 | -0.6765 | 0.250982 |
10 | -0.193409 | -1.34 | 0.093281 |
11 | 0.160544 | 1.1123 | 0.135779 |
12 | -0.176372 | -1.2219 | 0.113848 |
13 | -0.115667 | -0.8014 | 0.213435 |
14 | 0.09489 | 0.6574 | 0.257027 |
15 | -0.058345 | -0.4042 | 0.343921 |
16 | -0.063258 | -0.4383 | 0.331581 |
17 | 0.095343 | 0.6606 | 0.256028 |
18 | -0.112064 | -0.7764 | 0.22066 |
19 | 0.036285 | 0.2514 | 0.401294 |
20 | 0.093044 | 0.6446 | 0.26112 |
21 | -0.081956 | -0.5678 | 0.286405 |
22 | -0.082869 | -0.5741 | 0.284278 |
23 | 0.283971 | 1.9674 | 0.027465 |
24 | -0.289766 | -2.0076 | 0.025169 |
25 | 0.132466 | 0.9177 | 0.181669 |
26 | 0.077787 | 0.5389 | 0.296216 |
27 | -0.202235 | -1.4011 | 0.083804 |
28 | 0.195667 | 1.3556 | 0.090782 |
29 | -0.032156 | -0.2228 | 0.412326 |
30 | -0.078563 | -0.5443 | 0.294378 |
31 | 0.153221 | 1.0615 | 0.146877 |
32 | -0.119323 | -0.8267 | 0.206251 |
33 | 0.022424 | 0.1554 | 0.438594 |
34 | 0.092889 | 0.6436 | 0.261464 |
35 | -0.112428 | -0.7789 | 0.219924 |
36 | 0.001929 | 0.0134 | 0.494695 |
37 | 0.035007 | 0.2425 | 0.404699 |
38 | -0.031539 | -0.2185 | 0.413981 |
39 | 0.04122 | 0.2856 | 0.388215 |
40 | -0.050256 | -0.3482 | 0.364613 |
41 | -0.005519 | -0.0382 | 0.484828 |
42 | 0.061311 | 0.4248 | 0.336449 |
43 | -0.051262 | -0.3552 | 0.362014 |
44 | -0.000818 | -0.0057 | 0.497751 |
45 | 0.001451 | 0.01 | 0.496012 |
46 | -0.002454 | -0.017 | 0.493254 |
47 | 0.000188 | 0.0013 | 0.499484 |
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 | -0.418123 | -2.8968 | 0.002831 |
2 | -0.157648 | -1.0922 | 0.140095 |
3 | 0.428886 | 2.9714 | 0.002311 |
4 | 0.017143 | 0.1188 | 0.452977 |
5 | 0.018619 | 0.129 | 0.448951 |
6 | 0.095417 | 0.6611 | 0.255866 |
7 | -0.265031 | -1.8362 | 0.036263 |
8 | -0.123694 | -0.857 | 0.197858 |
9 | -0.072124 | -0.4997 | 0.309789 |
10 | -0.048707 | -0.3375 | 0.368624 |
11 | -0.068528 | -0.4748 | 0.31855 |
12 | -0.049771 | -0.3448 | 0.365868 |
13 | -0.13788 | -0.9553 | 0.172116 |
14 | -0.155166 | -1.075 | 0.14387 |
15 | 0.126039 | 0.8732 | 0.193444 |
16 | 0.043056 | 0.2983 | 0.383381 |
17 | 0.020575 | 0.1425 | 0.443622 |
18 | -0.090035 | -0.6238 | 0.267862 |
19 | -0.077454 | -0.5366 | 0.297004 |
20 | -0.027744 | -0.1922 | 0.424193 |
21 | 0.005878 | 0.0407 | 0.483843 |
22 | -0.213455 | -1.4789 | 0.072855 |
23 | 0.175958 | 1.2191 | 0.114386 |
24 | -0.113148 | -0.7839 | 0.218472 |
25 | -0.067937 | -0.4707 | 0.32 |
26 | -0.070729 | -0.49 | 0.313174 |
27 | 0.014952 | 0.1036 | 0.458962 |
28 | 0.051346 | 0.3557 | 0.361798 |
29 | -0.006445 | -0.0447 | 0.482285 |
30 | 0.130973 | 0.9074 | 0.184363 |
31 | -0.111822 | -0.7747 | 0.221151 |
32 | -0.082313 | -0.5703 | 0.285574 |
33 | -0.021648 | -0.15 | 0.440703 |
34 | -0.030815 | -0.2135 | 0.415923 |
35 | 0.01609 | 0.1115 | 0.455853 |
36 | -0.106654 | -0.7389 | 0.231777 |
37 | -0.028935 | -0.2005 | 0.420982 |
38 | -0.018304 | -0.1268 | 0.449808 |
39 | 0.108654 | 0.7528 | 0.227629 |
40 | -0.045778 | -0.3172 | 0.376248 |
41 | 0.034395 | 0.2383 | 0.406334 |
42 | 0.045833 | 0.3175 | 0.376105 |
43 | -0.043012 | -0.298 | 0.383496 |
44 | -0.114056 | -0.7902 | 0.216647 |
45 | -0.028873 | -0.2 | 0.421147 |
46 | -0.07064 | -0.4894 | 0.313391 |
47 | 0.064641 | 0.4478 | 0.328139 |
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 |