Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.199164 | -1.5168 | 0.067376 |
2 | 0.051532 | 0.3925 | 0.34808 |
3 | -0.232591 | -1.7714 | 0.040878 |
4 | -0.289694 | -2.2062 | 0.015671 |
5 | 0.02507 | 0.1909 | 0.424626 |
6 | -0.051532 | -0.3925 | 0.34808 |
7 | 0.24234 | 1.8456 | 0.035028 |
8 | 0.090529 | 0.6895 | 0.246645 |
9 | -0.072423 | -0.5516 | 0.291684 |
10 | 0.02507 | 0.1909 | 0.424626 |
11 | 0.012535 | 0.0955 | 0.462138 |
12 | -0.008357 | -0.0636 | 0.474737 |
13 | -0.086351 | -0.6576 | 0.256689 |
14 | 0.005571 | 0.0424 | 0.483152 |
15 | -0.059889 | -0.4561 | 0.325011 |
16 | 0.009749 | 0.0742 | 0.470534 |
17 | 0.112813 | 0.8592 | 0.196894 |
18 | 0.018106 | 0.1379 | 0.445402 |
19 | 0.04039 | 0.3076 | 0.379744 |
20 | -0.143454 | -1.0925 | 0.139562 |
21 | -0.047354 | -0.3606 | 0.359841 |
22 | -0.04039 | -0.3076 | 0.379744 |
23 | 0.026462 | 0.2015 | 0.420494 |
24 | 0.091922 | 0.7001 | 0.243345 |
25 | 0.054318 | 0.4137 | 0.340321 |
26 | 0.111421 | 0.8486 | 0.199809 |
27 | -0.16156 | -1.2304 | 0.111757 |
28 | -0.041783 | -0.3182 | 0.375735 |
29 | -0.013928 | -0.1061 | 0.457947 |
30 | -0.158774 | -1.2092 | 0.115748 |
31 | 0.119777 | 0.9122 | 0.182721 |
32 | 0.086351 | 0.6576 | 0.256689 |
33 | 0.041783 | 0.3182 | 0.375735 |
34 | 0.101671 | 0.7743 | 0.220948 |
35 | -0.119777 | -0.9122 | 0.182721 |
36 | 0.04039 | 0.3076 | 0.379744 |
37 | -0.142061 | -1.0819 | 0.141886 |
38 | -0.048747 | -0.3712 | 0.355905 |
39 | 0.091922 | 0.7001 | 0.243345 |
40 | -0.013928 | -0.1061 | 0.457947 |
41 | 0.018106 | 0.1379 | 0.445402 |
42 | 0.045961 | 0.35 | 0.363793 |
43 | 0.009749 | 0.0742 | 0.470534 |
44 | 0.029248 | 0.2227 | 0.412258 |
45 | -0.034819 | -0.2652 | 0.395908 |
46 | -0.020891 | -0.1591 | 0.43707 |
47 | -0.048747 | -0.3712 | 0.355905 |
48 | 0.009749 | 0.0742 | 0.470534 |
49 | -0.002786 | -0.0212 | 0.491574 |
50 | 0.012535 | 0.0955 | 0.462138 |
51 | 0.037604 | 0.2864 | 0.387801 |
52 | -0.002786 | -0.0212 | 0.491574 |
53 | 0.013928 | 0.1061 | 0.457947 |
54 | -0.041783 | -0.3182 | 0.375735 |
55 | 0.009749 | 0.0742 | 0.470534 |
56 | -0.011142 | -0.0849 | 0.466334 |
57 | 0.008357 | 0.0636 | 0.474737 |
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 | -0.199164 | -1.5168 | 0.067376 |
2 | 0.012356 | 0.0941 | 0.462678 |
3 | -0.229115 | -1.7449 | 0.043151 |
4 | -0.416289 | -3.1704 | 0.001216 |
5 | -0.181413 | -1.3816 | 0.086197 |
6 | -0.217335 | -1.6552 | 0.051646 |
7 | -0.042788 | -0.3259 | 0.372849 |
8 | -0.023547 | -0.1793 | 0.429152 |
9 | -0.185493 | -1.4127 | 0.081548 |
10 | -0.057472 | -0.4377 | 0.331617 |
11 | 0.176686 | 1.3456 | 0.091834 |
12 | 0.115535 | 0.8799 | 0.191275 |
13 | -0.062919 | -0.4792 | 0.316808 |
14 | 0.03763 | 0.2866 | 0.387726 |
15 | 0.006201 | 0.0472 | 0.481247 |
16 | -0.002873 | -0.0219 | 0.491308 |
17 | 0.107565 | 0.8192 | 0.208015 |
18 | -0.009674 | -0.0737 | 0.470761 |
19 | -0.036573 | -0.2785 | 0.390796 |
20 | -0.080822 | -0.6155 | 0.270309 |
21 | -0.084511 | -0.6436 | 0.261182 |
22 | -0.136395 | -1.0388 | 0.151615 |
23 | -0.096586 | -0.7356 | 0.232475 |
24 | -0.101054 | -0.7696 | 0.222329 |
25 | -0.077284 | -0.5886 | 0.279214 |
26 | 0.130769 | 0.9959 | 0.161717 |
27 | -0.052391 | -0.399 | 0.345679 |
28 | -0.075935 | -0.5783 | 0.28265 |
29 | 0.104608 | 0.7967 | 0.214445 |
30 | -0.14 | -1.0662 | 0.145374 |
31 | -0.083746 | -0.6378 | 0.26306 |
32 | 0.14951 | 1.1386 | 0.129769 |
33 | -0.072403 | -0.5514 | 0.291737 |
34 | 0.027524 | 0.2096 | 0.41735 |
35 | 0.078527 | 0.598 | 0.276069 |
36 | 0.017549 | 0.1337 | 0.44707 |
37 | -0.039315 | -0.2994 | 0.382846 |
38 | 0.037608 | 0.2864 | 0.387791 |
39 | 0.013863 | 0.1056 | 0.458141 |
40 | -0.064484 | -0.4911 | 0.312606 |
41 | -0.064412 | -0.4906 | 0.312798 |
42 | -0.068971 | -0.5253 | 0.300701 |
43 | -0.103357 | -0.7871 | 0.217201 |
44 | 0.047131 | 0.3589 | 0.360472 |
45 | -0.024626 | -0.1875 | 0.425944 |
46 | -0.064243 | -0.4893 | 0.31325 |
47 | 0.028235 | 0.215 | 0.415248 |
48 | 0.072175 | 0.5497 | 0.292328 |
49 | 0.001244 | 0.0095 | 0.496238 |
50 | -0.055215 | -0.4205 | 0.337835 |
51 | -0.03352 | -0.2553 | 0.399704 |
52 | 0.011845 | 0.0902 | 0.464215 |
53 | 0.069937 | 0.5326 | 0.298165 |
54 | -0.020817 | -0.1585 | 0.437293 |
55 | -0.044602 | -0.3397 | 0.367664 |
56 | 0.049353 | 0.3759 | 0.354194 |
57 | -0.01965 | -0.1497 | 0.44078 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |