Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.356656 | -2.669 | 0.004968 |
2 | -0.207845 | -1.5554 | 0.062746 |
3 | 0.308493 | 2.3085 | 0.012342 |
4 | -0.144663 | -1.0826 | 0.141822 |
5 | -0.043731 | -0.3273 | 0.372349 |
6 | 0.256487 | 1.9194 | 0.030019 |
7 | -0.201225 | -1.5058 | 0.068865 |
8 | 0.073588 | 0.5507 | 0.29202 |
9 | 0.063598 | 0.4759 | 0.317991 |
10 | -0.232247 | -1.738 | 0.043856 |
11 | -0.15396 | -1.1521 | 0.127081 |
12 | 0.46202 | 3.4574 | 0.000524 |
13 | -0.21688 | -1.623 | 0.055105 |
14 | -0.144463 | -1.0811 | 0.142152 |
15 | 0.083517 | 0.625 | 0.267259 |
16 | -0.059798 | -0.4475 | 0.328124 |
17 | -0.018946 | -0.1418 | 0.443881 |
18 | 0.062434 | 0.4672 | 0.32108 |
19 | -0.075827 | -0.5674 | 0.286342 |
20 | 0.119909 | 0.8973 | 0.186695 |
21 | -0.065066 | -0.4869 | 0.314112 |
22 | -0.128275 | -0.9599 | 0.170611 |
23 | -0.020927 | -0.1566 | 0.438059 |
24 | 0.204876 | 1.5332 | 0.065435 |
25 | -0.032081 | -0.2401 | 0.405575 |
26 | -0.142709 | -1.0679 | 0.145066 |
27 | 0.037148 | 0.278 | 0.391022 |
28 | 0.03391 | 0.2538 | 0.400305 |
29 | -0.024027 | -0.1798 | 0.428978 |
30 | 0.067152 | 0.5025 | 0.308635 |
31 | 0.005204 | 0.0389 | 0.484537 |
32 | 0.001738 | 0.013 | 0.494834 |
33 | 0.016397 | 0.1227 | 0.451389 |
34 | -0.049908 | -0.3735 | 0.355102 |
35 | -0.085124 | -0.637 | 0.263356 |
36 | 0.186009 | 1.392 | 0.084719 |
37 | 0.004052 | 0.0303 | 0.48796 |
38 | -0.153795 | -1.1509 | 0.127333 |
39 | 0.07936 | 0.5939 | 0.277494 |
40 | 0.026519 | 0.1985 | 0.421705 |
41 | -0.100204 | -0.7499 | 0.228239 |
42 | 0.069886 | 0.523 | 0.301527 |
43 | 0.041334 | 0.3093 | 0.379115 |
44 | -0.07217 | -0.5401 | 0.295645 |
45 | 0.044206 | 0.3308 | 0.371013 |
46 | 0.009149 | 0.0685 | 0.47283 |
47 | -0.123561 | -0.9246 | 0.179559 |
48 | 0.132308 | 0.9901 | 0.163191 |
49 | 0.026669 | 0.1996 | 0.421268 |
50 | -0.122058 | -0.9134 | 0.182475 |
51 | 0.088999 | 0.666 | 0.25407 |
52 | -0.00349 | -0.0261 | 0.489628 |
53 | -0.067966 | -0.5086 | 0.306511 |
54 | 0.046209 | 0.3458 | 0.365395 |
55 | -0.003569 | -0.0267 | 0.489394 |
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 | -0.356656 | -2.669 | 0.004968 |
2 | -0.383879 | -2.8727 | 0.002869 |
3 | 0.092712 | 0.6938 | 0.24534 |
4 | -0.055016 | -0.4117 | 0.341064 |
5 | -0.00651 | -0.0487 | 0.480659 |
6 | 0.204815 | 1.5327 | 0.065491 |
7 | -0.009253 | -0.0692 | 0.472522 |
8 | 0.125512 | 0.9392 | 0.17582 |
9 | 0.004064 | 0.0304 | 0.487924 |
10 | -0.17344 | -1.2979 | 0.09982 |
11 | -0.489885 | -3.666 | 0.000275 |
12 | 0.161769 | 1.2106 | 0.115573 |
13 | 0.062675 | 0.469 | 0.320439 |
14 | 0.025971 | 0.1944 | 0.423302 |
15 | -0.2075 | -1.5528 | 0.063054 |
16 | -0.030218 | -0.2261 | 0.410962 |
17 | 0.035414 | 0.265 | 0.395985 |
18 | -0.102466 | -0.7668 | 0.223215 |
19 | -0.012398 | -0.0928 | 0.463205 |
20 | 0.009639 | 0.0721 | 0.471377 |
21 | -0.034191 | -0.2559 | 0.399498 |
22 | -0.117445 | -0.8789 | 0.191612 |
23 | -0.06061 | -0.4536 | 0.325947 |
24 | -0.07046 | -0.5273 | 0.300043 |
25 | 0.005288 | 0.0396 | 0.484289 |
26 | -0.134287 | -1.0049 | 0.15963 |
27 | -0.042132 | -0.3153 | 0.376857 |
28 | -0.063886 | -0.4781 | 0.317227 |
29 | 0.020194 | 0.1511 | 0.440213 |
30 | 0.111847 | 0.837 | 0.20308 |
31 | 0.099487 | 0.7445 | 0.229845 |
32 | -0.109082 | -0.8163 | 0.208895 |
33 | -0.079443 | -0.5945 | 0.277286 |
34 | 0.04233 | 0.3168 | 0.376297 |
35 | -0.130432 | -0.9761 | 0.166615 |
36 | -0.114448 | -0.8565 | 0.197699 |
37 | -0.126987 | -0.9503 | 0.173025 |
38 | 0.012386 | 0.0927 | 0.46324 |
39 | 0.007274 | 0.0544 | 0.478391 |
40 | 0.093285 | 0.6981 | 0.244007 |
41 | -0.018119 | -0.1356 | 0.446315 |
42 | -0.091338 | -0.6835 | 0.248552 |
43 | 0.004842 | 0.0362 | 0.485612 |
44 | -0.022299 | -0.1669 | 0.434036 |
45 | -0.033925 | -0.2539 | 0.400263 |
46 | -0.005511 | -0.0412 | 0.483625 |
47 | 0.002208 | 0.0165 | 0.493438 |
48 | -0.073901 | -0.553 | 0.291223 |
49 | -0.09393 | -0.7029 | 0.242513 |
50 | -0.047117 | -0.3526 | 0.36286 |
51 | 0.050693 | 0.3794 | 0.352931 |
52 | -0.022128 | -0.1656 | 0.434539 |
53 | 0.010492 | 0.0785 | 0.468848 |
54 | -0.040259 | -0.3013 | 0.382161 |
55 | -0.031491 | -0.2357 | 0.407278 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |