Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.269431 | 1.9429 | 0.028726 |
2 | 0.178041 | 1.2839 | 0.102439 |
3 | 0.087002 | 0.6274 | 0.266578 |
4 | -0.321452 | -2.318 | 0.012208 |
5 | -0.091348 | -0.6587 | 0.25649 |
6 | -0.115837 | -0.8353 | 0.203683 |
7 | -0.07014 | -0.5058 | 0.307573 |
8 | -0.096904 | -0.6988 | 0.243899 |
9 | 0.022613 | 0.1631 | 0.435548 |
10 | 0.114377 | 0.8248 | 0.206631 |
11 | 0.103265 | 0.7447 | 0.229917 |
12 | 0.14273 | 1.0292 | 0.154065 |
13 | -0.009316 | -0.0672 | 0.473349 |
14 | -0.076651 | -0.5527 | 0.291404 |
15 | -0.17275 | -1.2457 | 0.109226 |
16 | -0.181935 | -1.312 | 0.097649 |
17 | -0.165515 | -1.1935 | 0.119037 |
18 | -0.090362 | -0.6516 | 0.258761 |
19 | -0.040293 | -0.2906 | 0.386272 |
20 | 0.060251 | 0.4345 | 0.332871 |
21 | 0.094256 | 0.6797 | 0.249858 |
22 | 0.041804 | 0.3014 | 0.382137 |
23 | 0.089399 | 0.6447 | 0.26099 |
24 | 0.156459 | 1.1282 | 0.132199 |
25 | -0.005936 | -0.0428 | 0.483009 |
26 | 0.04438 | 0.32 | 0.375115 |
27 | 0.011234 | 0.081 | 0.467872 |
28 | -0.180072 | -1.2985 | 0.099919 |
29 | 0.060698 | 0.4377 | 0.331709 |
30 | 0.076473 | 0.5515 | 0.291842 |
31 | 0.051422 | 0.3708 | 0.356143 |
32 | 0.11886 | 0.8571 | 0.197658 |
33 | -0.052259 | -0.3768 | 0.353911 |
34 | -0.03785 | -0.2729 | 0.392989 |
35 | -0.090224 | -0.6506 | 0.259081 |
36 | -0.039225 | -0.2829 | 0.389206 |
37 | -0.007445 | -0.0537 | 0.478695 |
38 | -0.05085 | -0.3667 | 0.357672 |
39 | -0.004713 | -0.034 | 0.486509 |
40 | 0.024163 | 0.1742 | 0.431175 |
41 | -0.036736 | -0.2649 | 0.396065 |
42 | -0.023902 | -0.1724 | 0.431913 |
43 | -0.043009 | -0.3101 | 0.378845 |
44 | -0.113884 | -0.8212 | 0.207633 |
45 | -0.035212 | -0.2539 | 0.40028 |
46 | -0.025397 | -0.1831 | 0.427701 |
47 | 0.004807 | 0.0347 | 0.48624 |
48 | 0.018569 | 0.1339 | 0.446998 |
49 | -0.051472 | -0.3712 | 0.356009 |
50 | -0.01389 | -0.1002 | 0.460299 |
51 | -0.025654 | -0.185 | 0.426978 |
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 | 0.269431 | 1.9429 | 0.028726 |
2 | 0.113702 | 0.8199 | 0.208003 |
3 | 0.015131 | 0.1091 | 0.456767 |
4 | -0.399642 | -2.8819 | 0.002867 |
5 | 0.079985 | 0.5768 | 0.283288 |
6 | 0.000753 | 0.0054 | 0.497844 |
7 | 0.037192 | 0.2682 | 0.394805 |
8 | -0.264048 | -1.9041 | 0.03122 |
9 | 0.153882 | 1.1097 | 0.136126 |
10 | 0.128999 | 0.9302 | 0.178276 |
11 | 0.087776 | 0.633 | 0.264765 |
12 | -0.134379 | -0.969 | 0.16851 |
13 | -0.050432 | -0.3637 | 0.35879 |
14 | -0.00951 | -0.0686 | 0.472794 |
15 | -0.085143 | -0.614 | 0.270954 |
16 | -0.119962 | -0.8651 | 0.195491 |
17 | -0.102324 | -0.7379 | 0.231955 |
18 | 0.072347 | 0.5217 | 0.302046 |
19 | -0.059704 | -0.4305 | 0.334295 |
20 | 0.054617 | 0.3938 | 0.347651 |
21 | -0.069406 | -0.5005 | 0.309419 |
22 | -0.000785 | -0.0057 | 0.497751 |
23 | -0.012291 | -0.0886 | 0.464859 |
24 | 0.272102 | 1.9622 | 0.027553 |
25 | -0.165237 | -1.1915 | 0.119425 |
26 | 0.051167 | 0.369 | 0.356823 |
27 | -0.016577 | -0.1195 | 0.452655 |
28 | 0.03534 | 0.2548 | 0.399925 |
29 | 0.075249 | 0.5426 | 0.294853 |
30 | 0.07471 | 0.5387 | 0.296183 |
31 | -0.030427 | -0.2194 | 0.413595 |
32 | -0.050265 | -0.3625 | 0.359236 |
33 | -0.084636 | -0.6103 | 0.272155 |
34 | 0.011007 | 0.0794 | 0.46852 |
35 | -0.052331 | -0.3774 | 0.353719 |
36 | -0.045339 | -0.3269 | 0.372512 |
37 | 0.048043 | 0.3464 | 0.365203 |
38 | 0.011184 | 0.0806 | 0.468017 |
39 | 0.013289 | 0.0958 | 0.462012 |
40 | 0.038328 | 0.2764 | 0.391672 |
41 | -0.10223 | -0.7372 | 0.23216 |
42 | -0.041945 | -0.3025 | 0.38175 |
43 | -0.027045 | -0.195 | 0.423066 |
44 | -0.036704 | -0.2647 | 0.396152 |
45 | 0.035266 | 0.2543 | 0.400131 |
46 | 0.014931 | 0.1077 | 0.457335 |
47 | 0.005672 | 0.0409 | 0.483767 |
48 | -0.055795 | -0.4023 | 0.34454 |
49 | -0.10485 | -0.7561 | 0.226505 |
50 | -0.112428 | -0.8107 | 0.210608 |
51 | 0.043059 | 0.3105 | 0.378709 |
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 |