Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.201278 | -1.3945 | 0.084795 |
2 | 0.012445 | 0.0862 | 0.465826 |
3 | 0.43927 | 3.0434 | 0.001894 |
4 | -0.244241 | -1.6922 | 0.04855 |
5 | 0.1661 | 1.1508 | 0.127763 |
6 | 0.207999 | 1.4411 | 0.07803 |
7 | -0.379454 | -2.6289 | 0.005736 |
8 | 0.07466 | 0.5173 | 0.303676 |
9 | 0.027653 | 0.1916 | 0.424437 |
10 | -0.230419 | -1.5964 | 0.058483 |
11 | 0.029206 | 0.2023 | 0.420251 |
12 | -0.188381 | -1.3051 | 0.099033 |
13 | -0.20387 | -1.4124 | 0.082134 |
14 | 0.021846 | 0.1514 | 0.440165 |
15 | -0.009919 | -0.0687 | 0.472749 |
16 | -0.149356 | -1.0348 | 0.152981 |
17 | 0.009142 | 0.0633 | 0.47488 |
18 | -0.094676 | -0.6559 | 0.257498 |
19 | -0.023469 | -0.1626 | 0.43576 |
20 | 0.185488 | 1.2851 | 0.102463 |
21 | -0.191562 | -1.3272 | 0.095364 |
22 | 0.018583 | 0.1287 | 0.449049 |
23 | 0.184293 | 1.2768 | 0.103904 |
24 | -0.073389 | -0.5085 | 0.306733 |
25 | 0.114152 | 0.7909 | 0.216456 |
26 | 0.115521 | 0.8004 | 0.213724 |
27 | -0.133843 | -0.9273 | 0.179207 |
28 | 0.109625 | 0.7595 | 0.225633 |
29 | 0.074674 | 0.5174 | 0.303641 |
30 | -0.023808 | -0.1649 | 0.434838 |
31 | 0.025702 | 0.1781 | 0.42971 |
32 | 0.0102 | 0.0707 | 0.471978 |
33 | -0.016241 | -0.1125 | 0.455439 |
34 | 0.024313 | 0.1684 | 0.43347 |
35 | 0.005652 | 0.0392 | 0.484464 |
36 | -0.110477 | -0.7654 | 0.223888 |
37 | -0.039621 | -0.2745 | 0.392439 |
38 | 0.026578 | 0.1841 | 0.427341 |
39 | -0.038621 | -0.2676 | 0.395086 |
40 | -0.039336 | -0.2725 | 0.393194 |
41 | 0.002783 | 0.0193 | 0.492348 |
42 | -0.01936 | -0.1341 | 0.446931 |
43 | 0.007067 | 0.049 | 0.480578 |
44 | 0.006153 | 0.0426 | 0.483088 |
45 | 0.006332 | 0.0439 | 0.482595 |
46 | 0.006645 | 0.046 | 0.481735 |
47 | -0.000761 | -0.0053 | 0.497907 |
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 | -0.201278 | -1.3945 | 0.084795 |
2 | -0.029253 | -0.2027 | 0.420124 |
3 | 0.454757 | 3.1506 | 0.001402 |
4 | -0.089897 | -0.6228 | 0.268174 |
5 | 0.098242 | 0.6806 | 0.249685 |
6 | 0.09424 | 0.6529 | 0.258463 |
7 | -0.278942 | -1.9326 | 0.029601 |
8 | -0.22121 | -1.5326 | 0.065971 |
9 | -0.057772 | -0.4003 | 0.345371 |
10 | 0.036298 | 0.2515 | 0.401259 |
11 | -0.083143 | -0.576 | 0.283641 |
12 | -0.184071 | -1.2753 | 0.104174 |
13 | -0.120249 | -0.8331 | 0.204454 |
14 | -0.098195 | -0.6803 | 0.249788 |
15 | 0.149311 | 1.0345 | 0.153053 |
16 | 0.003292 | 0.0228 | 0.490948 |
17 | -0.003438 | -0.0238 | 0.490547 |
18 | -0.171385 | -1.1874 | 0.120459 |
19 | -0.095911 | -0.6645 | 0.254779 |
20 | 0.12112 | 0.8391 | 0.202774 |
21 | -0.174876 | -1.2116 | 0.115803 |
22 | -0.037186 | -0.2576 | 0.398895 |
23 | 0.084633 | 0.5864 | 0.280192 |
24 | 0.0777 | 0.5383 | 0.296421 |
25 | -0.096299 | -0.6672 | 0.253927 |
26 | -0.008702 | -0.0603 | 0.476089 |
27 | 0.058804 | 0.4074 | 0.342761 |
28 | -0.133129 | -0.9223 | 0.180481 |
29 | -0.087207 | -0.6042 | 0.274281 |
30 | 0.102701 | 0.7115 | 0.240099 |
31 | -0.020611 | -0.1428 | 0.443525 |
32 | -0.015779 | -0.1093 | 0.456702 |
33 | 0.020267 | 0.1404 | 0.44446 |
34 | 0.015216 | 0.1054 | 0.45824 |
35 | -0.114204 | -0.7912 | 0.216352 |
36 | -0.063789 | -0.4419 | 0.330258 |
37 | 0.015941 | 0.1104 | 0.45626 |
38 | -0.013579 | -0.0941 | 0.462721 |
39 | -0.009435 | -0.0654 | 0.474077 |
40 | -0.021758 | -0.1507 | 0.440406 |
41 | 0.064052 | 0.4438 | 0.329603 |
42 | 0.017732 | 0.1229 | 0.451368 |
43 | -0.020305 | -0.1407 | 0.444358 |
44 | 0.014534 | 0.1007 | 0.460105 |
45 | -0.010757 | -0.0745 | 0.470451 |
46 | -0.015707 | -0.1088 | 0.456899 |
47 | -0.022878 | -0.1585 | 0.437363 |
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 |