Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.238091 | -1.6323 | 0.054653 |
2 | -0.12806 | -0.8779 | 0.192223 |
3 | -0.153467 | -1.0521 | 0.149063 |
4 | 0.042601 | 0.2921 | 0.385763 |
5 | 0.175843 | 1.2055 | 0.117018 |
6 | -0.023164 | -0.1588 | 0.437252 |
7 | -0.267261 | -1.8322 | 0.036627 |
8 | 0.007105 | 0.0487 | 0.480678 |
9 | 0.143232 | 0.9819 | 0.165577 |
10 | -0.028364 | -0.1945 | 0.423329 |
11 | 0.030358 | 0.2081 | 0.418014 |
12 | -0.290916 | -1.9944 | 0.025962 |
13 | 0.20604 | 1.4125 | 0.082189 |
14 | -0.036133 | -0.2477 | 0.402717 |
15 | 0.143002 | 0.9804 | 0.165962 |
16 | -0.135296 | -0.9275 | 0.179192 |
17 | 0.184949 | 1.2679 | 0.105531 |
18 | 0.01531 | 0.105 | 0.458427 |
19 | -0.007109 | -0.0487 | 0.480668 |
20 | -0.05633 | -0.3862 | 0.350554 |
21 | -0.030192 | -0.207 | 0.418458 |
22 | 0.028543 | 0.1957 | 0.422852 |
23 | 0.008501 | 0.0583 | 0.476888 |
24 | -0.035688 | -0.2447 | 0.40389 |
25 | -0.219692 | -1.5061 | 0.069362 |
26 | 0.276646 | 1.8966 | 0.032019 |
27 | -0.121153 | -0.8306 | 0.205204 |
28 | 0.043471 | 0.298 | 0.383501 |
29 | -0.071168 | -0.4879 | 0.313942 |
30 | -0.007748 | -0.0531 | 0.478932 |
31 | 0.114059 | 0.7819 | 0.219084 |
32 | 0.007244 | 0.0497 | 0.480301 |
33 | -0.125618 | -0.8612 | 0.196751 |
34 | 0.070042 | 0.4802 | 0.316661 |
35 | 0.00821 | 0.0563 | 0.477676 |
36 | 0.047586 | 0.3262 | 0.372847 |
37 | 0.036923 | 0.2531 | 0.400636 |
38 | -0.168688 | -1.1565 | 0.126668 |
39 | 0.087236 | 0.5981 | 0.276335 |
40 | -0.04503 | -0.3087 | 0.379454 |
41 | 0.052588 | 0.3605 | 0.360034 |
42 | -0.039657 | -0.2719 | 0.393455 |
43 | -0.000454 | -0.0031 | 0.498764 |
44 | -0.028758 | -0.1972 | 0.422277 |
45 | 0.039137 | 0.2683 | 0.394816 |
46 | -0.010591 | -0.0726 | 0.471214 |
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 | -0.238091 | -1.6323 | 0.054653 |
2 | -0.195849 | -1.3427 | 0.092913 |
3 | -0.260776 | -1.7878 | 0.040129 |
4 | -0.124916 | -0.8564 | 0.198066 |
5 | 0.091799 | 0.6293 | 0.266087 |
6 | 0.02347 | 0.1609 | 0.436431 |
7 | -0.255279 | -1.7501 | 0.043313 |
8 | -0.130166 | -0.8924 | 0.188369 |
9 | 0.021592 | 0.148 | 0.441479 |
10 | -0.13554 | -0.9292 | 0.178762 |
11 | -0.019785 | -0.1356 | 0.446343 |
12 | -0.276233 | -1.8938 | 0.032211 |
13 | 0.010781 | 0.0739 | 0.470696 |
14 | -0.207886 | -1.4252 | 0.080354 |
15 | 0.015385 | 0.1055 | 0.458223 |
16 | -0.10997 | -0.7539 | 0.227329 |
17 | 0.238334 | 1.6339 | 0.054477 |
18 | 0.123922 | 0.8496 | 0.199937 |
19 | 0.036136 | 0.2477 | 0.40271 |
20 | 0.062726 | 0.43 | 0.334571 |
21 | 0.079857 | 0.5475 | 0.293322 |
22 | 0.015802 | 0.1083 | 0.457096 |
23 | 0.051071 | 0.3501 | 0.363904 |
24 | 0.01601 | 0.1098 | 0.456534 |
25 | -0.149092 | -1.0221 | 0.155977 |
26 | 0.136237 | 0.934 | 0.17754 |
27 | -0.012717 | -0.0872 | 0.465448 |
28 | -0.041954 | -0.2876 | 0.38745 |
29 | 0.110888 | 0.7602 | 0.225464 |
30 | -0.015857 | -0.1087 | 0.456948 |
31 | 0.072875 | 0.4996 | 0.309843 |
32 | -0.121239 | -0.8312 | 0.205039 |
33 | -0.084015 | -0.576 | 0.28369 |
34 | -0.079113 | -0.5424 | 0.295063 |
35 | -0.135438 | -0.9285 | 0.178942 |
36 | -0.040209 | -0.2757 | 0.392008 |
37 | -0.08685 | -0.5954 | 0.277213 |
38 | 0.001617 | 0.0111 | 0.495602 |
39 | -0.071137 | -0.4877 | 0.314017 |
40 | -0.055054 | -0.3774 | 0.353777 |
41 | -0.036739 | -0.2519 | 0.401121 |
42 | 0.060196 | 0.4127 | 0.340857 |
43 | -0.012536 | -0.0859 | 0.465938 |
44 | -0.082372 | -0.5647 | 0.287478 |
45 | -0.023093 | -0.1583 | 0.437443 |
46 | -0.060461 | -0.4145 | 0.340198 |
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 |