Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.183659 | 1.3987 | 0.083613 |
2 | 0.129415 | 0.9856 | 0.164212 |
3 | 0.314406 | 2.3944 | 0.009949 |
4 | 0.140096 | 1.0669 | 0.14521 |
5 | 0.063439 | 0.4831 | 0.31541 |
6 | 0.16829 | 1.2817 | 0.102532 |
7 | 0.048234 | 0.3673 | 0.357352 |
8 | 0.183933 | 1.4008 | 0.083302 |
9 | -0.011213 | -0.0854 | 0.466121 |
10 | -0.072979 | -0.5558 | 0.290246 |
11 | 0.169263 | 1.2891 | 0.101246 |
12 | -0.143894 | -1.0959 | 0.138833 |
13 | -0.232184 | -1.7683 | 0.041138 |
14 | 0.049474 | 0.3768 | 0.353855 |
15 | 0.001507 | 0.0115 | 0.495441 |
16 | -0.082121 | -0.6254 | 0.267077 |
17 | -0.041216 | -0.3139 | 0.377364 |
18 | -0.087371 | -0.6654 | 0.254218 |
19 | -0.016426 | -0.1251 | 0.450441 |
20 | -0.124441 | -0.9477 | 0.173603 |
21 | -0.236969 | -1.8047 | 0.038157 |
22 | -0.066099 | -0.5034 | 0.308297 |
23 | -0.154968 | -1.1802 | 0.121368 |
24 | -0.211201 | -1.6085 | 0.056583 |
25 | -0.044722 | -0.3406 | 0.367322 |
26 | -0.168924 | -1.2865 | 0.101692 |
27 | -0.278024 | -2.1174 | 0.019264 |
28 | -0.1793 | -1.3655 | 0.088683 |
29 | -0.133586 | -1.0174 | 0.156603 |
30 | -0.108791 | -0.8285 | 0.205384 |
31 | -0.022645 | -0.1725 | 0.431838 |
32 | -0.071305 | -0.543 | 0.294592 |
33 | 0.002592 | 0.0197 | 0.492159 |
34 | -0.000744 | -0.0057 | 0.497748 |
35 | -0.001902 | -0.0145 | 0.494246 |
36 | -0.027639 | -0.2105 | 0.417009 |
37 | -0.013904 | -0.1059 | 0.458018 |
38 | 0.021309 | 0.1623 | 0.435822 |
39 | 0.027399 | 0.2087 | 0.417719 |
40 | 0.088555 | 0.6744 | 0.251364 |
41 | 0.09533 | 0.726 | 0.235376 |
42 | 0.092483 | 0.7043 | 0.242023 |
43 | 0.038225 | 0.2911 | 0.386001 |
44 | 0.02731 | 0.208 | 0.417985 |
45 | -0.008343 | -0.0635 | 0.474777 |
46 | -0.013154 | -0.1002 | 0.460273 |
47 | 0.043574 | 0.3319 | 0.370598 |
48 | 0.044084 | 0.3357 | 0.369142 |
49 | 0.069335 | 0.528 | 0.299742 |
50 | 0.036202 | 0.2757 | 0.391876 |
51 | 0.005582 | 0.0425 | 0.483118 |
52 | -0.007084 | -0.0539 | 0.478581 |
53 | -0.003172 | -0.0242 | 0.490405 |
54 | -0.008602 | -0.0655 | 0.473997 |
55 | 0.000972 | 0.0074 | 0.49706 |
56 | 0.020136 | 0.1533 | 0.439327 |
57 | 0.008117 | 0.0618 | 0.475459 |
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 | 0.183659 | 1.3987 | 0.083613 |
2 | 0.099025 | 0.7542 | 0.226905 |
3 | 0.287214 | 2.1874 | 0.016381 |
4 | 0.04283 | 0.3262 | 0.372731 |
5 | -0.01576 | -0.12 | 0.452438 |
6 | 0.069865 | 0.5321 | 0.298354 |
7 | -0.040825 | -0.3109 | 0.37849 |
8 | 0.172572 | 1.3143 | 0.096964 |
9 | -0.143028 | -1.0893 | 0.140271 |
10 | -0.10439 | -0.795 | 0.214924 |
11 | 0.136067 | 1.0363 | 0.152192 |
12 | -0.218277 | -1.6623 | 0.050919 |
13 | -0.160639 | -1.2234 | 0.113065 |
14 | 0.039331 | 0.2995 | 0.382802 |
15 | 0.116744 | 0.8891 | 0.188811 |
16 | 0.036583 | 0.2786 | 0.39077 |
17 | -0.076071 | -0.5793 | 0.282303 |
18 | -0.044974 | -0.3425 | 0.366602 |
19 | 0.01545 | 0.1177 | 0.453371 |
20 | -0.049806 | -0.3793 | 0.352922 |
21 | -0.165972 | -1.264 | 0.105643 |
22 | -0.103055 | -0.7848 | 0.217869 |
23 | -0.061159 | -0.4658 | 0.321562 |
24 | -0.006855 | -0.0522 | 0.479273 |
25 | -0.01878 | -0.143 | 0.443383 |
26 | -0.160985 | -1.226 | 0.112572 |
27 | -0.143407 | -1.0922 | 0.13964 |
28 | -0.034695 | -0.2642 | 0.396269 |
29 | 0.068187 | 0.5193 | 0.302765 |
30 | -0.007392 | -0.0563 | 0.477649 |
31 | 0.095215 | 0.7251 | 0.235642 |
32 | 0.065472 | 0.4986 | 0.309966 |
33 | -0.013106 | -0.0998 | 0.460419 |
34 | -0.044452 | -0.3385 | 0.36809 |
35 | 0.027423 | 0.2088 | 0.41765 |
36 | -0.09373 | -0.7138 | 0.239099 |
37 | -0.053434 | -0.4069 | 0.342774 |
38 | 0.039931 | 0.3041 | 0.381067 |
39 | -0.091376 | -0.6959 | 0.244636 |
40 | 0.024397 | 0.1858 | 0.426625 |
41 | 0.056102 | 0.4273 | 0.335386 |
42 | 0.079541 | 0.6058 | 0.273517 |
43 | -0.014173 | -0.1079 | 0.457209 |
44 | -0.061574 | -0.4689 | 0.320437 |
45 | -0.074562 | -0.5678 | 0.286165 |
46 | -0.110328 | -0.8402 | 0.202115 |
47 | 0.033979 | 0.2588 | 0.398363 |
48 | -0.054523 | -0.4152 | 0.339751 |
49 | -0.058202 | -0.4433 | 0.329616 |
50 | -0.07486 | -0.5701 | 0.285399 |
51 | -0.048166 | -0.3668 | 0.357544 |
52 | -0.011883 | -0.0905 | 0.464101 |
53 | -0.042202 | -0.3214 | 0.374531 |
54 | -0.000556 | -0.0042 | 0.498319 |
55 | -0.011176 | -0.0851 | 0.466231 |
56 | 0.03335 | 0.254 | 0.400202 |
57 | -0.035493 | -0.2703 | 0.393941 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |