Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.218172 | -1.4472 | 0.077466 |
2 | 0.073939 | 0.4905 | 0.313124 |
3 | 0.446723 | 2.9632 | 0.002449 |
4 | -0.267686 | -1.7756 | 0.041355 |
5 | 0.218808 | 1.4514 | 0.07688 |
6 | 0.195418 | 1.2963 | 0.100822 |
7 | -0.352255 | -2.3366 | 0.012039 |
8 | 0.086605 | 0.5745 | 0.284287 |
9 | -0.055614 | -0.3689 | 0.356985 |
10 | -0.202253 | -1.3416 | 0.093305 |
11 | 0.052903 | 0.3509 | 0.363661 |
12 | -0.254675 | -1.6893 | 0.049116 |
13 | -0.198464 | -1.3165 | 0.097418 |
14 | 0.066385 | 0.4404 | 0.330919 |
15 | -0.131524 | -0.8724 | 0.193855 |
16 | -0.038998 | -0.2587 | 0.398542 |
17 | 0.003494 | 0.0232 | 0.490806 |
18 | -0.154554 | -1.0252 | 0.155437 |
19 | 0.009226 | 0.0612 | 0.47574 |
20 | 0.163071 | 1.0817 | 0.142641 |
21 | -0.121395 | -0.8052 | 0.212505 |
22 | 0.050846 | 0.3373 | 0.368756 |
23 | 0.081256 | 0.539 | 0.296304 |
24 | -0.070642 | -0.4686 | 0.32084 |
25 | 0.054519 | 0.3616 | 0.359676 |
26 | 0.074142 | 0.4918 | 0.312651 |
27 | -0.07916 | -0.5251 | 0.301079 |
28 | 0.032866 | 0.218 | 0.414215 |
29 | 0.044989 | 0.2984 | 0.383393 |
30 | 0.011368 | 0.0754 | 0.470115 |
31 | -0.007113 | -0.0472 | 0.481292 |
32 | 0.037838 | 0.251 | 0.401494 |
33 | -0.035601 | -0.2362 | 0.407205 |
34 | -0.015775 | -0.1046 | 0.45857 |
35 | 0.034777 | 0.2307 | 0.409315 |
36 | -0.022204 | -0.1473 | 0.44179 |
37 | -0.006675 | -0.0443 | 0.482441 |
38 | -0.001199 | -0.0079 | 0.496846 |
39 | -0.013333 | -0.0884 | 0.464963 |
40 | 0.004191 | 0.0278 | 0.488973 |
41 | -0.001266 | -0.0084 | 0.496669 |
42 | 0.002898 | 0.0192 | 0.492374 |
43 | 0.002292 | 0.0152 | 0.49397 |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
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 | -0.218172 | -1.4472 | 0.077466 |
2 | 0.027656 | 0.1835 | 0.427643 |
3 | 0.492231 | 3.2651 | 0.001061 |
4 | -0.095983 | -0.6367 | 0.263816 |
5 | 0.070859 | 0.47 | 0.320328 |
6 | 0.110857 | 0.7353 | 0.233017 |
7 | -0.247424 | -1.6412 | 0.05394 |
8 | -0.288515 | -1.9138 | 0.031083 |
9 | -0.149789 | -0.9936 | 0.162929 |
10 | 0.039744 | 0.2636 | 0.396647 |
11 | -0.018044 | -0.1197 | 0.452637 |
12 | -0.196384 | -1.3027 | 0.099733 |
13 | -0.168626 | -1.1185 | 0.134703 |
14 | 0.059168 | 0.3925 | 0.348301 |
15 | 0.133188 | 0.8835 | 0.190893 |
16 | 0.032864 | 0.218 | 0.414221 |
17 | -0.038527 | -0.2556 | 0.399742 |
18 | -0.08597 | -0.5703 | 0.2857 |
19 | -0.184119 | -1.2213 | 0.114237 |
20 | 0.046331 | 0.3073 | 0.380022 |
21 | -0.027011 | -0.1792 | 0.429313 |
22 | -0.02654 | -0.176 | 0.430533 |
23 | -0.009791 | -0.0649 | 0.474255 |
24 | -0.008188 | -0.0543 | 0.478466 |
25 | -0.22878 | -1.5176 | 0.068139 |
26 | -0.104097 | -0.6905 | 0.246753 |
27 | 0.121826 | 0.8081 | 0.211689 |
28 | 0.09643 | 0.6396 | 0.26286 |
29 | -0.052795 | -0.3502 | 0.36393 |
30 | 0.003447 | 0.0229 | 0.490931 |
31 | -0.079154 | -0.525 | 0.301094 |
32 | -0.016999 | -0.1128 | 0.455367 |
33 | -0.024563 | -0.1629 | 0.435659 |
34 | -0.041835 | -0.2775 | 0.391346 |
35 | -0.064318 | -0.4266 | 0.335863 |
36 | -0.057261 | -0.3798 | 0.352952 |
37 | -0.050025 | -0.3318 | 0.370797 |
38 | -0.057448 | -0.3811 | 0.352493 |
39 | 0.061719 | 0.4094 | 0.342117 |
40 | 0.050255 | 0.3334 | 0.370224 |
41 | 0.032507 | 0.2156 | 0.415137 |
42 | -0.036576 | -0.2426 | 0.404714 |
43 | -0.084702 | -0.5618 | 0.288536 |
44 | NA | NA | NA |
45 | NA | NA | NA |
46 | NA | NA | NA |
47 | NA | NA | NA |
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 |