Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.090712 | 0.6908 | 0.246211 |
2 | 0.095273 | 0.7256 | 0.235507 |
3 | 0.037467 | 0.2853 | 0.388199 |
4 | -0.124142 | -0.9454 | 0.17418 |
5 | 0.086269 | 0.657 | 0.256889 |
6 | 0.044586 | 0.3396 | 0.367707 |
7 | 0.098359 | 0.7491 | 0.228418 |
8 | 0.23491 | 1.789 | 0.039417 |
9 | -0.054672 | -0.4164 | 0.339337 |
10 | -0.051821 | -0.3947 | 0.347271 |
11 | -0.099107 | -0.7548 | 0.226719 |
12 | -0.22812 | -1.7373 | 0.04382 |
13 | 0.026895 | 0.2048 | 0.419212 |
14 | 0.010001 | 0.0762 | 0.469775 |
15 | 0.023995 | 0.1827 | 0.427818 |
16 | 0.031223 | 0.2378 | 0.406443 |
17 | -0.004921 | -0.0375 | 0.485117 |
18 | -0.112092 | -0.8537 | 0.198401 |
19 | -0.008949 | -0.0682 | 0.472949 |
20 | 0.004508 | 0.0343 | 0.486366 |
21 | 0.056572 | 0.4308 | 0.334091 |
22 | 0.040648 | 0.3096 | 0.378999 |
23 | 0.020219 | 0.154 | 0.439079 |
24 | -0.117475 | -0.8947 | 0.187333 |
25 | -0.182098 | -1.3868 | 0.085403 |
26 | -0.056596 | -0.431 | 0.334024 |
27 | -0.012419 | -0.0946 | 0.462488 |
28 | -0.042716 | -0.3253 | 0.373056 |
29 | -0.002899 | -0.0221 | 0.491231 |
30 | 0.002906 | 0.0221 | 0.49121 |
31 | -0.026696 | -0.2033 | 0.419802 |
32 | -0.09112 | -0.694 | 0.245241 |
33 | -0.192176 | -1.4636 | 0.074355 |
34 | -0.06249 | -0.4759 | 0.317962 |
35 | -0.126905 | -0.9665 | 0.168909 |
36 | 0.119935 | 0.9134 | 0.182408 |
37 | 0.035129 | 0.2675 | 0.395003 |
38 | -0.019659 | -0.1497 | 0.440752 |
39 | -0.015972 | -0.1216 | 0.451804 |
40 | -0.046037 | -0.3506 | 0.363577 |
41 | -0.036432 | -0.2775 | 0.391208 |
42 | 0.01549 | 0.118 | 0.453251 |
43 | -0.05387 | -0.4103 | 0.341563 |
44 | 0.085343 | 0.65 | 0.259144 |
45 | -0.01782 | -0.1357 | 0.446258 |
46 | -0.019539 | -0.1488 | 0.441112 |
47 | 0.069221 | 0.5272 | 0.300042 |
48 | -0.063858 | -0.4863 | 0.314283 |
49 | 0.066301 | 0.5049 | 0.30776 |
50 | -0.018033 | -0.1373 | 0.445621 |
51 | -0.003131 | -0.0238 | 0.49053 |
52 | 0.028348 | 0.2159 | 0.414914 |
53 | -0.017911 | -0.1364 | 0.445987 |
54 | 0.030968 | 0.2358 | 0.407192 |
55 | 0.035269 | 0.2686 | 0.394594 |
56 | -0.010652 | -0.0811 | 0.467813 |
57 | 0.02978 | 0.2268 | 0.410691 |
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 | 0.090712 | 0.6908 | 0.246211 |
2 | 0.087767 | 0.6684 | 0.253261 |
3 | 0.021971 | 0.1673 | 0.433849 |
4 | -0.139633 | -1.0634 | 0.146 |
5 | 0.106287 | 0.8095 | 0.210781 |
6 | 0.053949 | 0.4109 | 0.341342 |
7 | 0.083406 | 0.6352 | 0.263897 |
8 | 0.195211 | 1.4867 | 0.071257 |
9 | -0.092872 | -0.7073 | 0.241108 |
10 | -0.090257 | -0.6874 | 0.247294 |
11 | -0.079593 | -0.6062 | 0.273385 |
12 | -0.178245 | -1.3575 | 0.089945 |
13 | 0.021157 | 0.1611 | 0.436277 |
14 | 0.029367 | 0.2237 | 0.411906 |
15 | -0.008393 | -0.0639 | 0.474627 |
16 | -0.032117 | -0.2446 | 0.403815 |
17 | 0.087703 | 0.6679 | 0.253415 |
18 | -0.080422 | -0.6125 | 0.271308 |
19 | 0.066781 | 0.5086 | 0.306486 |
20 | 0.095234 | 0.7253 | 0.235598 |
21 | 0.007085 | 0.054 | 0.478577 |
22 | -0.036867 | -0.2808 | 0.389944 |
23 | -0.000818 | -0.0062 | 0.497524 |
24 | -0.191237 | -1.4564 | 0.075335 |
25 | -0.193341 | -1.4724 | 0.073154 |
26 | 0.038016 | 0.2895 | 0.386606 |
27 | 0.000482 | 0.0037 | 0.498542 |
28 | -0.097137 | -0.7398 | 0.23121 |
29 | 0.017354 | 0.1322 | 0.447656 |
30 | 0.026902 | 0.2049 | 0.419192 |
31 | 0.038593 | 0.2939 | 0.384936 |
32 | 0.04448 | 0.3387 | 0.368012 |
33 | -0.124901 | -0.9512 | 0.17272 |
34 | -0.087012 | -0.6627 | 0.255086 |
35 | -0.134158 | -1.0217 | 0.155579 |
36 | 0.079806 | 0.6078 | 0.272851 |
37 | -0.067149 | -0.5114 | 0.30551 |
38 | -0.014406 | -0.1097 | 0.456508 |
39 | -0.028816 | -0.2195 | 0.413532 |
40 | 0.012222 | 0.0931 | 0.463081 |
41 | 0.05794 | 0.4413 | 0.330333 |
42 | 0.058146 | 0.4428 | 0.329768 |
43 | -0.087969 | -0.67 | 0.252774 |
44 | 0.020595 | 0.1568 | 0.437955 |
45 | -0.056072 | -0.427 | 0.33547 |
46 | -0.067593 | -0.5148 | 0.304334 |
47 | 0.039289 | 0.2992 | 0.382923 |
48 | -0.016773 | -0.1277 | 0.449398 |
49 | -0.017875 | -0.1361 | 0.446094 |
50 | -0.04976 | -0.379 | 0.353051 |
51 | 0.031678 | 0.2413 | 0.405104 |
52 | -0.006702 | -0.051 | 0.479735 |
53 | -0.012632 | -0.0962 | 0.461845 |
54 | 0.090126 | 0.6864 | 0.247604 |
55 | 0.00973 | 0.0741 | 0.470591 |
56 | -0.014524 | -0.1106 | 0.456153 |
57 | -0.086336 | -0.6575 | 0.256725 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |