Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.500208 | -3.4293 | 0.000635 |
2 | 0.192613 | 1.3205 | 0.096534 |
3 | 0.085469 | 0.5859 | 0.280358 |
4 | -0.101878 | -0.6984 | 0.244172 |
5 | 0.184051 | 1.2618 | 0.106626 |
6 | -0.037328 | -0.2559 | 0.399569 |
7 | -0.101815 | -0.698 | 0.244306 |
8 | 0.147626 | 1.0121 | 0.158342 |
9 | -0.193821 | -1.3288 | 0.09517 |
10 | 0.119621 | 0.8201 | 0.208156 |
11 | -0.035007 | -0.24 | 0.405688 |
12 | -0.143406 | -0.9831 | 0.165286 |
13 | 0.149912 | 1.0277 | 0.154666 |
14 | -0.330175 | -2.2636 | 0.014129 |
15 | 0.292322 | 2.0041 | 0.025423 |
16 | -0.204713 | -1.4034 | 0.083529 |
17 | 0.013383 | 0.0917 | 0.463645 |
18 | 0.058398 | 0.4004 | 0.345354 |
19 | -0.09476 | -0.6496 | 0.259544 |
20 | 0.011433 | 0.0784 | 0.468929 |
21 | 0.102561 | 0.7031 | 0.242723 |
22 | -0.227504 | -1.5597 | 0.062771 |
23 | 0.2794 | 1.9155 | 0.030764 |
24 | -0.25662 | -1.7593 | 0.042518 |
25 | 0.132574 | 0.9089 | 0.184026 |
26 | 0.091501 | 0.6273 | 0.26675 |
27 | -0.179527 | -1.2308 | 0.112265 |
28 | 0.11748 | 0.8054 | 0.212322 |
29 | -0.040426 | -0.2771 | 0.391442 |
30 | 0.032426 | 0.2223 | 0.412522 |
31 | -0.044884 | -0.3077 | 0.379832 |
32 | 0.014255 | 0.0977 | 0.461281 |
33 | -0.006108 | -0.0419 | 0.483387 |
34 | 0.030761 | 0.2109 | 0.416942 |
35 | -0.015422 | -0.1057 | 0.458124 |
36 | 0.002465 | 0.0169 | 0.493293 |
37 | -0.045051 | -0.3089 | 0.3794 |
38 | 0.080537 | 0.5521 | 0.291737 |
39 | -0.064822 | -0.4444 | 0.329398 |
40 | -0.015765 | -0.1081 | 0.457196 |
41 | 0.018142 | 0.1244 | 0.450776 |
42 | -0.030297 | -0.2077 | 0.418179 |
43 | 0.022292 | 0.1528 | 0.439594 |
44 | -0.006303 | -0.0432 | 0.482859 |
45 | -0.011229 | -0.077 | 0.469481 |
46 | 0.007849 | 0.0538 | 0.478658 |
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 | -0.500208 | -3.4293 | 0.000635 |
2 | -0.076816 | -0.5266 | 0.300467 |
3 | 0.202306 | 1.3869 | 0.086001 |
4 | 0.052923 | 0.3628 | 0.359182 |
5 | 0.153242 | 1.0506 | 0.149414 |
6 | 0.134126 | 0.9195 | 0.18126 |
7 | -0.12686 | -0.8697 | 0.194439 |
8 | -0.037255 | -0.2554 | 0.399761 |
9 | -0.158189 | -1.0845 | 0.14184 |
10 | -0.053402 | -0.3661 | 0.357965 |
11 | 0.020279 | 0.139 | 0.445013 |
12 | -0.10844 | -0.7434 | 0.230463 |
13 | 0.019764 | 0.1355 | 0.4464 |
14 | -0.296705 | -2.0341 | 0.023803 |
15 | 0.070772 | 0.4852 | 0.314898 |
16 | -0.021915 | -0.1502 | 0.440608 |
17 | 0.024204 | 0.1659 | 0.434459 |
18 | 0.04621 | 0.3168 | 0.3764 |
19 | 0.027389 | 0.1878 | 0.425933 |
20 | -0.070878 | -0.4859 | 0.314642 |
21 | 0.00642 | 0.044 | 0.48254 |
22 | -0.133718 | -0.9167 | 0.181984 |
23 | 0.062232 | 0.4266 | 0.335794 |
24 | -0.089366 | -0.6127 | 0.271526 |
25 | -0.00833 | -0.0571 | 0.47735 |
26 | 0.097405 | 0.6678 | 0.253771 |
27 | -0.010095 | -0.0692 | 0.47256 |
28 | -0.148334 | -1.0169 | 0.157197 |
29 | 0.004387 | 0.0301 | 0.488067 |
30 | 0.053378 | 0.3659 | 0.358024 |
31 | -0.117661 | -0.8066 | 0.211967 |
32 | 0.011335 | 0.0777 | 0.469195 |
33 | 0.006849 | 0.047 | 0.481375 |
34 | -0.007093 | -0.0486 | 0.48071 |
35 | 0.090674 | 0.6216 | 0.268596 |
36 | -0.119261 | -0.8176 | 0.208853 |
37 | 0.015108 | 0.1036 | 0.458973 |
38 | -0.048625 | -0.3334 | 0.370175 |
39 | 0.056142 | 0.3849 | 0.351027 |
40 | -0.085112 | -0.5835 | 0.281174 |
41 | -0.105931 | -0.7262 | 0.235651 |
42 | -0.00739 | -0.0507 | 0.479904 |
43 | 0.026204 | 0.1796 | 0.429103 |
44 | -0.027017 | -0.1852 | 0.426928 |
45 | 0.014462 | 0.0991 | 0.460721 |
46 | 0.022629 | 0.1551 | 0.438689 |
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 |