Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.057067 | -0.4383 | 0.331369 |
2 | -0.150962 | -1.1596 | 0.12545 |
3 | -0.175895 | -1.3511 | 0.090915 |
4 | 0.069776 | 0.536 | 0.297 |
5 | -0.098314 | -0.7552 | 0.226578 |
6 | -0.016096 | -0.1236 | 0.451011 |
7 | -0.078043 | -0.5995 | 0.27558 |
8 | 0.092275 | 0.7088 | 0.240626 |
9 | 0.109994 | 0.8449 | 0.200794 |
10 | 0.162903 | 1.2513 | 0.107885 |
11 | -0.104317 | -0.8013 | 0.213093 |
12 | -0.309945 | -2.3807 | 0.010263 |
13 | -0.064057 | -0.492 | 0.312262 |
14 | 0.186105 | 1.4295 | 0.079068 |
15 | 0.12975 | 0.9966 | 0.161507 |
16 | -0.114016 | -0.8758 | 0.192353 |
17 | 0.062714 | 0.4817 | 0.315896 |
18 | -0.057601 | -0.4424 | 0.329893 |
19 | 0.137159 | 1.0535 | 0.148195 |
20 | -0.120851 | -0.9283 | 0.178523 |
21 | 0.006155 | 0.0473 | 0.481226 |
22 | -0.172283 | -1.3233 | 0.095416 |
23 | 0.181168 | 1.3916 | 0.084638 |
24 | 0.16905 | 1.2985 | 0.099584 |
25 | -0.050761 | -0.3899 | 0.349008 |
26 | -0.271227 | -2.0833 | 0.020781 |
27 | 0.099221 | 0.7621 | 0.224509 |
28 | -0.035467 | -0.2724 | 0.393121 |
29 | 0.05713 | 0.4388 | 0.331196 |
30 | 0.075093 | 0.5768 | 0.283134 |
31 | 0.009079 | 0.0697 | 0.47232 |
32 | -0.001702 | -0.0131 | 0.494808 |
33 | -0.021183 | -0.1627 | 0.435651 |
34 | 0.023893 | 0.1835 | 0.427508 |
35 | -0.116826 | -0.8974 | 0.186587 |
36 | -0.164745 | -1.2654 | 0.105346 |
37 | 0.047408 | 0.3641 | 0.358524 |
38 | 0.183592 | 1.4102 | 0.081866 |
39 | -0.008768 | -0.0673 | 0.473266 |
40 | -0.068326 | -0.5248 | 0.300837 |
41 | -0.021861 | -0.1679 | 0.43361 |
42 | -0.014532 | -0.1116 | 0.45575 |
43 | -0.05522 | -0.4242 | 0.336498 |
44 | 0.0075 | 0.0576 | 0.477128 |
45 | -0.021029 | -0.1615 | 0.436115 |
46 | 0.047314 | 0.3634 | 0.358794 |
47 | 0.05916 | 0.4544 | 0.325597 |
48 | 0.151563 | 1.1642 | 0.12452 |
49 | -0.023022 | -0.1768 | 0.430121 |
50 | -0.110382 | -0.8479 | 0.199972 |
51 | 0.01094 | 0.084 | 0.466658 |
52 | -0.060317 | -0.4633 | 0.322426 |
53 | -0.038455 | -0.2954 | 0.384372 |
54 | 0.009663 | 0.0742 | 0.470541 |
55 | 0.011682 | 0.0897 | 0.464402 |
56 | 0.001289 | 0.0099 | 0.496067 |
57 | -0.00155 | -0.0119 | 0.495269 |
58 | 0.003246 | 0.0249 | 0.490095 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.057067 | -0.4383 | 0.331369 |
2 | -0.154722 | -1.1884 | 0.11971 |
3 | -0.200099 | -1.537 | 0.064821 |
4 | 0.017103 | 0.1314 | 0.447966 |
5 | -0.16045 | -1.2324 | 0.111337 |
6 | -0.065605 | -0.5039 | 0.308097 |
7 | -0.124826 | -0.9588 | 0.170785 |
8 | 0.007692 | 0.0591 | 0.476544 |
9 | 0.086024 | 0.6608 | 0.255668 |
10 | 0.169471 | 1.3017 | 0.099034 |
11 | -0.012629 | -0.097 | 0.461524 |
12 | -0.284021 | -2.1816 | 0.016567 |
13 | -0.104958 | -0.8062 | 0.211683 |
14 | 0.075981 | 0.5836 | 0.280849 |
15 | 0.126334 | 0.9704 | 0.167907 |
16 | -0.05906 | -0.4536 | 0.325873 |
17 | 0.05795 | 0.4451 | 0.32893 |
18 | -0.158523 | -1.2176 | 0.114105 |
19 | 0.087603 | 0.6729 | 0.251821 |
20 | -0.035305 | -0.2712 | 0.393599 |
21 | 0.113834 | 0.8744 | 0.192729 |
22 | -0.079915 | -0.6138 | 0.270841 |
23 | 0.060384 | 0.4638 | 0.322242 |
24 | 0.092187 | 0.7081 | 0.240836 |
25 | -0.129192 | -0.9923 | 0.162541 |
26 | -0.112488 | -0.864 | 0.195534 |
27 | 0.106364 | 0.817 | 0.208608 |
28 | -0.102425 | -0.7867 | 0.217291 |
29 | 0.013207 | 0.1014 | 0.459771 |
30 | 0.17436 | 1.3393 | 0.092807 |
31 | -0.011302 | -0.0868 | 0.465558 |
32 | 0.014781 | 0.1135 | 0.454995 |
33 | -0.090634 | -0.6962 | 0.244528 |
34 | -0.021542 | -0.1655 | 0.434572 |
35 | 0.002602 | 0.02 | 0.49206 |
36 | -0.094513 | -0.726 | 0.235364 |
37 | 0.019913 | 0.153 | 0.439477 |
38 | -0.105024 | -0.8067 | 0.211539 |
39 | -0.000324 | -0.0025 | 0.499011 |
40 | -0.104114 | -0.7997 | 0.213542 |
41 | 0.002346 | 0.018 | 0.492843 |
42 | -0.038006 | -0.2919 | 0.385683 |
43 | 0.008472 | 0.0651 | 0.474167 |
44 | -0.076052 | -0.5842 | 0.280668 |
45 | -0.010212 | -0.0784 | 0.468873 |
46 | -0.006495 | -0.0499 | 0.480189 |
47 | 0.003764 | 0.0289 | 0.488517 |
48 | 0.080157 | 0.6157 | 0.270231 |
49 | 0.086172 | 0.6619 | 0.255307 |
50 | 0.048902 | 0.3756 | 0.354271 |
51 | 0.005381 | 0.0413 | 0.483584 |
52 | -0.082424 | -0.6331 | 0.264554 |
53 | -0.086308 | -0.6629 | 0.254975 |
54 | -0.059039 | -0.4535 | 0.32593 |
55 | 0.035807 | 0.275 | 0.392124 |
56 | -0.017006 | -0.1306 | 0.448258 |
57 | -0.063644 | -0.4889 | 0.313377 |
58 | -0.071184 | -0.5468 | 0.293299 |
59 | NA | NA | NA |
60 | NA | NA | NA |