Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.423142 | -3.2226 | 0.001043 |
2 | -0.05232 | -0.3985 | 0.345878 |
3 | 0.174363 | 1.3279 | 0.094705 |
4 | -0.185413 | -1.4121 | 0.081637 |
5 | 0.16542 | 1.2598 | 0.106393 |
6 | -0.03731 | -0.2841 | 0.388657 |
7 | -0.05971 | -0.4547 | 0.325497 |
8 | 0.193735 | 1.4754 | 0.072751 |
9 | -0.249293 | -1.8986 | 0.031301 |
10 | 0.0337 | 0.2567 | 0.399178 |
11 | 0.00846 | 0.0644 | 0.474426 |
12 | -0.05493 | -0.4183 | 0.338623 |
13 | 0.009413 | 0.0717 | 0.471549 |
14 | -0.062184 | -0.4736 | 0.318789 |
15 | 0.209737 | 1.5973 | 0.057815 |
16 | -0.282659 | -2.1527 | 0.017758 |
17 | 0.071416 | 0.5439 | 0.294301 |
18 | 0.16806 | 1.2799 | 0.102837 |
19 | -0.212745 | -1.6202 | 0.055305 |
20 | 0.091552 | 0.6972 | 0.244219 |
21 | -0.010867 | -0.0828 | 0.467163 |
22 | -0.12436 | -0.9471 | 0.17376 |
23 | 0.272652 | 2.0765 | 0.021146 |
24 | -0.36836 | -2.8053 | 0.003415 |
25 | 0.16574 | 1.2622 | 0.105958 |
26 | 0.047706 | 0.3633 | 0.358845 |
27 | -0.164804 | -1.2551 | 0.107236 |
28 | 0.181546 | 1.3826 | 0.086042 |
29 | -0.023276 | -0.1773 | 0.429959 |
30 | -0.06311 | -0.4806 | 0.316292 |
31 | 0.00923 | 0.0703 | 0.4721 |
32 | 0.015995 | 0.1218 | 0.451733 |
33 | 0.071788 | 0.5467 | 0.293335 |
34 | 0.002375 | 0.0181 | 0.492815 |
35 | 0.003081 | 0.0235 | 0.49068 |
36 | 0.042327 | 0.3224 | 0.374171 |
37 | -0.03325 | -0.2532 | 0.400494 |
38 | -0.008789 | -0.0669 | 0.473431 |
39 | -0.072592 | -0.5528 | 0.291247 |
40 | 0.160939 | 1.2257 | 0.112638 |
41 | -0.027714 | -0.2111 | 0.416789 |
42 | -0.108557 | -0.8267 | 0.205885 |
43 | 0.075952 | 0.5784 | 0.282604 |
44 | -0.06128 | -0.4667 | 0.321232 |
45 | 0.011281 | 0.0859 | 0.465916 |
46 | 0.051605 | 0.393 | 0.347876 |
47 | -0.062129 | -0.4732 | 0.318938 |
48 | 0.019585 | 0.1492 | 0.440973 |
49 | -0.035351 | -0.2692 | 0.394355 |
50 | 0.026195 | 0.1995 | 0.421287 |
51 | 0.015422 | 0.1174 | 0.453456 |
52 | -0.02784 | -0.212 | 0.416418 |
53 | 0.018791 | 0.1431 | 0.443351 |
54 | -0.014775 | -0.1125 | 0.455399 |
55 | 0.008404 | 0.064 | 0.474593 |
56 | -0.003466 | -0.0264 | 0.489515 |
57 | 0.003758 | 0.0286 | 0.488633 |
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 | -0.423142 | -3.2226 | 0.001043 |
2 | -0.28183 | -2.1464 | 0.01802 |
3 | 0.035371 | 0.2694 | 0.394298 |
4 | -0.121029 | -0.9217 | 0.180245 |
5 | 0.088875 | 0.6768 | 0.250596 |
6 | 0.038489 | 0.2931 | 0.385236 |
7 | 0.001473 | 0.0112 | 0.495543 |
8 | 0.16867 | 1.2846 | 0.102027 |
9 | -0.107724 | -0.8204 | 0.207674 |
10 | -0.126459 | -0.9631 | 0.169752 |
11 | -0.168363 | -1.2822 | 0.102435 |
12 | -0.091121 | -0.694 | 0.245239 |
13 | -0.147271 | -1.1216 | 0.133331 |
14 | -0.132083 | -1.0059 | 0.159318 |
15 | 0.225018 | 1.7137 | 0.045964 |
16 | -0.155636 | -1.1853 | 0.120369 |
17 | -0.005393 | -0.0411 | 0.483689 |
18 | 0.12843 | 0.9781 | 0.166045 |
19 | -0.044594 | -0.3396 | 0.367685 |
20 | -0.11681 | -0.8896 | 0.188678 |
21 | -0.08689 | -0.6617 | 0.25538 |
22 | -0.213141 | -1.6232 | 0.054981 |
23 | 0.018435 | 0.1404 | 0.444417 |
24 | -0.234121 | -1.783 | 0.039909 |
25 | -0.116377 | -0.8863 | 0.189558 |
26 | -0.129874 | -0.9891 | 0.163363 |
27 | -0.03159 | -0.2406 | 0.405363 |
28 | 0.044837 | 0.3415 | 0.366993 |
29 | 0.115798 | 0.8819 | 0.190737 |
30 | 0.034642 | 0.2638 | 0.396425 |
31 | -0.108816 | -0.8287 | 0.205331 |
32 | -0.046678 | -0.3555 | 0.361755 |
33 | -0.137882 | -1.0501 | 0.149019 |
34 | -0.022793 | -0.1736 | 0.431397 |
35 | -0.069917 | -0.5325 | 0.298218 |
36 | -0.035689 | -0.2718 | 0.393371 |
37 | 0.042194 | 0.3213 | 0.374554 |
38 | -0.073392 | -0.5589 | 0.289177 |
39 | 0.013708 | 0.1044 | 0.458607 |
40 | 0.007092 | 0.054 | 0.478557 |
41 | 0.041355 | 0.315 | 0.376964 |
42 | -0.018233 | -0.1389 | 0.445021 |
43 | -0.104719 | -0.7975 | 0.214202 |
44 | -0.126295 | -0.9618 | 0.170063 |
45 | -0.018222 | -0.1388 | 0.445056 |
46 | -0.082581 | -0.6289 | 0.265937 |
47 | -0.000108 | -8e-04 | 0.499672 |
48 | -0.095843 | -0.7299 | 0.23419 |
49 | -0.060854 | -0.4635 | 0.322387 |
50 | 0.051151 | 0.3896 | 0.349147 |
51 | -0.022588 | -0.172 | 0.432008 |
52 | 0.007478 | 0.0569 | 0.477391 |
53 | 0.043456 | 0.3309 | 0.370938 |
54 | -0.016836 | -0.1282 | 0.449208 |
55 | -0.113076 | -0.8612 | 0.196349 |
56 | 0.026709 | 0.2034 | 0.419762 |
57 | -0.020516 | -0.1562 | 0.438192 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |