Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.017815 | 0.1234 | 0.451144 |
2 | 0.240806 | 1.6683 | 0.050879 |
3 | 0.069478 | 0.4814 | 0.316225 |
4 | 0.113471 | 0.7862 | 0.217821 |
5 | -0.147281 | -1.0204 | 0.156329 |
6 | -0.02574 | -0.1783 | 0.429607 |
7 | 0.00707 | 0.049 | 0.48057 |
8 | -0.078743 | -0.5455 | 0.293951 |
9 | 0.143258 | 0.9925 | 0.162961 |
10 | -0.073203 | -0.5072 | 0.307181 |
11 | 0.306714 | 2.125 | 0.019382 |
12 | -0.137193 | -0.9505 | 0.17331 |
13 | -0.003774 | -0.0262 | 0.489623 |
14 | -0.022927 | -0.1588 | 0.437229 |
15 | 0.054619 | 0.3784 | 0.353397 |
16 | -0.219 | -1.5173 | 0.067878 |
17 | 0.034871 | 0.2416 | 0.405061 |
18 | -0.079595 | -0.5514 | 0.291942 |
19 | -0.164715 | -1.1412 | 0.129729 |
20 | -0.020113 | -0.1393 | 0.44488 |
21 | -0.131065 | -0.908 | 0.184195 |
22 | 0.046941 | 0.3252 | 0.373215 |
23 | -0.150219 | -1.0407 | 0.151603 |
24 | -0.083164 | -0.5762 | 0.283593 |
25 | -0.063618 | -0.4408 | 0.330684 |
26 | 0.021896 | 0.1517 | 0.440029 |
27 | -0.182539 | -1.2647 | 0.106049 |
28 | -0.05595 | -0.3876 | 0.35 |
29 | -0.022992 | -0.1593 | 0.437052 |
30 | -0.072481 | -0.5022 | 0.308924 |
31 | 0.00071 | 0.0049 | 0.498047 |
32 | 0.005163 | 0.0358 | 0.485806 |
33 | -0.023788 | -0.1648 | 0.434893 |
34 | -0.027006 | -0.1871 | 0.426184 |
35 | 0.05836 | 0.4043 | 0.343884 |
36 | 0.001744 | 0.0121 | 0.495204 |
37 | 0.042422 | 0.2939 | 0.385047 |
38 | 0.013768 | 0.0954 | 0.462202 |
39 | 0.075231 | 0.5212 | 0.302307 |
40 | 0.045438 | 0.3148 | 0.377137 |
41 | -0.009494 | -0.0658 | 0.473913 |
42 | 0.001936 | 0.0134 | 0.494676 |
43 | 0.007082 | 0.0491 | 0.480536 |
44 | -0.004252 | -0.0295 | 0.488311 |
45 | -0.014893 | -0.1032 | 0.459125 |
46 | 0.008563 | 0.0593 | 0.476468 |
47 | -0.003612 | -0.025 | 0.490071 |
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 | 0.017815 | 0.1234 | 0.451144 |
2 | 0.240565 | 1.6667 | 0.051046 |
3 | 0.06576 | 0.4556 | 0.325367 |
4 | 0.058378 | 0.4045 | 0.343839 |
5 | -0.191719 | -1.3283 | 0.095186 |
6 | -0.077737 | -0.5386 | 0.296333 |
7 | 0.079816 | 0.553 | 0.291422 |
8 | -0.035339 | -0.2448 | 0.403813 |
9 | 0.184468 | 1.278 | 0.103693 |
10 | -0.084717 | -0.5869 | 0.279999 |
11 | 0.256581 | 1.7776 | 0.040899 |
12 | -0.163248 | -1.131 | 0.131835 |
13 | -0.183025 | -1.268 | 0.105452 |
14 | 0.065143 | 0.4513 | 0.326894 |
15 | 0.059844 | 0.4146 | 0.340138 |
16 | -0.110165 | -0.7632 | 0.224527 |
17 | 0.041555 | 0.2879 | 0.387331 |
18 | -0.127072 | -0.8804 | 0.19152 |
19 | -0.117642 | -0.815 | 0.209536 |
20 | -0.042294 | -0.293 | 0.385384 |
21 | -0.072314 | -0.501 | 0.309327 |
22 | 0.083743 | 0.5802 | 0.28225 |
23 | -0.048564 | -0.3365 | 0.368995 |
24 | -0.170306 | -1.1799 | 0.121924 |
25 | 7.2e-05 | 5e-04 | 0.499803 |
26 | -0.042673 | -0.2956 | 0.384387 |
27 | -0.014557 | -0.1009 | 0.460043 |
28 | -0.098166 | -0.6801 | 0.24985 |
29 | -0.014405 | -0.0998 | 0.460459 |
30 | 0.095095 | 0.6588 | 0.256575 |
31 | -0.044933 | -0.3113 | 0.378458 |
32 | -0.021729 | -0.1505 | 0.440483 |
33 | -0.071042 | -0.4922 | 0.312413 |
34 | -0.01299 | -0.09 | 0.464331 |
35 | 0.129131 | 0.8946 | 0.18772 |
36 | -0.020309 | -0.1407 | 0.444347 |
37 | -0.045478 | -0.3151 | 0.377033 |
38 | 0.093761 | 0.6496 | 0.259526 |
39 | 0.014056 | 0.0974 | 0.461414 |
40 | -0.041667 | -0.2887 | 0.387037 |
41 | -0.069073 | -0.4786 | 0.317215 |
42 | -0.046654 | -0.3232 | 0.373964 |
43 | 0.009092 | 0.063 | 0.475019 |
44 | -0.010143 | -0.0703 | 0.472135 |
45 | -0.019128 | -0.1325 | 0.447563 |
46 | -0.078516 | -0.544 | 0.294487 |
47 | -0.074305 | -0.5148 | 0.304528 |
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 |