Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.355101 | -2.3555 | 0.011511 |
2 | 0.049435 | 0.3279 | 0.372267 |
3 | 0.450301 | 2.987 | 0.002296 |
4 | -0.260388 | -1.7272 | 0.045571 |
5 | 0.153904 | 1.0209 | 0.156445 |
6 | 0.15383 | 1.0204 | 0.15656 |
7 | -0.300179 | -1.9912 | 0.026347 |
8 | 0.168034 | 1.1146 | 0.135535 |
9 | -0.11603 | -0.7697 | 0.222809 |
10 | -0.135399 | -0.8981 | 0.187001 |
11 | 0.06993 | 0.4639 | 0.322515 |
12 | -0.161356 | -1.0703 | 0.145158 |
13 | -0.1427 | -0.9466 | 0.174516 |
14 | 0.062991 | 0.4178 | 0.33905 |
15 | -0.069133 | -0.4586 | 0.324397 |
16 | -0.065154 | -0.4322 | 0.333861 |
17 | 0.004619 | 0.0306 | 0.487848 |
18 | -0.026237 | -0.174 | 0.431317 |
19 | -0.021105 | -0.14 | 0.444652 |
20 | 0.088792 | 0.589 | 0.279444 |
21 | -0.03553 | -0.2357 | 0.407387 |
22 | -0.036937 | -0.245 | 0.403794 |
23 | 0.165303 | 1.0965 | 0.139414 |
24 | -0.186666 | -1.2382 | 0.111104 |
25 | 0.086945 | 0.5767 | 0.28353 |
26 | 0.069816 | 0.4631 | 0.322785 |
27 | -0.148108 | -0.9824 | 0.165629 |
28 | 0.075477 | 0.5007 | 0.309553 |
29 | 0.045593 | 0.3024 | 0.381874 |
30 | -0.080719 | -0.5354 | 0.297524 |
31 | 0.023361 | 0.155 | 0.438782 |
32 | 0.045045 | 0.2988 | 0.383252 |
33 | -0.06912 | -0.4585 | 0.324428 |
34 | -0.006268 | -0.0416 | 0.483512 |
35 | 0.038763 | 0.2571 | 0.399141 |
36 | -0.029914 | -0.1984 | 0.421812 |
37 | -0.020357 | -0.135 | 0.446601 |
38 | 0.028913 | 0.1918 | 0.424395 |
39 | -0.02749 | -0.1823 | 0.428073 |
40 | 0.009576 | 0.0635 | 0.47482 |
41 | 0.004509 | 0.0299 | 0.488137 |
42 | -0.002304 | -0.0153 | 0.493937 |
43 | 0.001059 | 0.007 | 0.497214 |
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 | -0.355101 | -2.3555 | 0.011511 |
2 | -0.087724 | -0.5819 | 0.281803 |
3 | 0.505368 | 3.3522 | 0.000828 |
4 | 0.104881 | 0.6957 | 0.245137 |
5 | 0.028559 | 0.1894 | 0.42531 |
6 | -0.003108 | -0.0206 | 0.491823 |
7 | -0.259668 | -1.7224 | 0.046006 |
8 | -0.159452 | -1.0577 | 0.147986 |
9 | -0.203845 | -1.3522 | 0.091618 |
10 | -0.033448 | -0.2219 | 0.412722 |
11 | 0.015733 | 0.1044 | 0.458679 |
12 | 0.038779 | 0.2572 | 0.3991 |
13 | -0.148481 | -0.9849 | 0.165027 |
14 | -0.099109 | -0.6574 | 0.257169 |
15 | 0.105288 | 0.6984 | 0.2443 |
16 | 0.09371 | 0.6216 | 0.268706 |
17 | -0.023306 | -0.1546 | 0.438924 |
18 | -0.076474 | -0.5073 | 0.307249 |
19 | -0.09101 | -0.6037 | 0.274574 |
20 | 0.018156 | 0.1204 | 0.452344 |
21 | 0.016709 | 0.1108 | 0.456126 |
22 | -0.088346 | -0.586 | 0.280428 |
23 | 0.089228 | 0.5919 | 0.278483 |
24 | -0.173581 | -1.1514 | 0.127892 |
25 | -0.12459 | -0.8264 | 0.206507 |
26 | -0.082841 | -0.5495 | 0.292719 |
27 | 0.09003 | 0.5972 | 0.276719 |
28 | 0.072144 | 0.4785 | 0.317316 |
29 | 0.081698 | 0.5419 | 0.295302 |
30 | 0.064273 | 0.4263 | 0.33597 |
31 | -0.183405 | -1.2166 | 0.115126 |
32 | -0.018724 | -0.1242 | 0.450861 |
33 | -0.043425 | -0.2881 | 0.38733 |
34 | -0.082887 | -0.5498 | 0.292615 |
35 | -0.065095 | -0.4318 | 0.334002 |
36 | 0.051767 | 0.3434 | 0.366473 |
37 | -0.035537 | -0.2357 | 0.40737 |
38 | -0.041796 | -0.2772 | 0.391445 |
39 | 0.04903 | 0.3252 | 0.373274 |
40 | 0.043989 | 0.2918 | 0.38591 |
41 | -0.027129 | -0.18 | 0.429007 |
42 | -0.003354 | -0.0222 | 0.491176 |
43 | -0.055919 | -0.3709 | 0.356236 |
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 |