Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.068946 | -0.5251 | 0.300766 |
2 | 0.190465 | 1.4505 | 0.076148 |
3 | -0.086052 | -0.6554 | 0.257416 |
4 | 0.197709 | 1.5057 | 0.068784 |
5 | 0.032458 | 0.2472 | 0.402816 |
6 | 0.038933 | 0.2965 | 0.383951 |
7 | 0.103479 | 0.7881 | 0.216931 |
8 | -0.097331 | -0.7412 | 0.230767 |
9 | 0.086929 | 0.662 | 0.255285 |
10 | -0.052799 | -0.4021 | 0.344542 |
11 | 0.263755 | 2.0087 | 0.024616 |
12 | -0.271785 | -2.0699 | 0.021465 |
13 | -0.005818 | -0.0443 | 0.482405 |
14 | -0.044745 | -0.3408 | 0.367254 |
15 | 0.071115 | 0.5416 | 0.295086 |
16 | -0.269555 | -2.0529 | 0.022303 |
17 | 0.002728 | 0.0208 | 0.491747 |
18 | -0.023328 | -0.1777 | 0.429805 |
19 | -0.076939 | -0.586 | 0.280091 |
20 | -0.050058 | -0.3812 | 0.352212 |
21 | -0.045582 | -0.3471 | 0.364872 |
22 | 0.020303 | 0.1546 | 0.438829 |
23 | -0.099959 | -0.7613 | 0.224792 |
24 | -0.059889 | -0.4561 | 0.32501 |
25 | -0.089828 | -0.6841 | 0.248316 |
26 | -0.023044 | -0.1755 | 0.430651 |
27 | -0.277741 | -2.1152 | 0.019359 |
28 | 0.098473 | 0.75 | 0.228158 |
29 | -0.116147 | -0.8846 | 0.190026 |
30 | -0.132195 | -1.0068 | 0.159115 |
31 | -0.118439 | -0.902 | 0.185392 |
32 | -0.003406 | -0.0259 | 0.489696 |
33 | 0.092266 | 0.7027 | 0.242534 |
34 | -0.020228 | -0.1541 | 0.439052 |
35 | 0.08592 | 0.6543 | 0.257738 |
36 | -0.079883 | -0.6084 | 0.272659 |
37 | 0.01759 | 0.134 | 0.446949 |
38 | -0.047787 | -0.3639 | 0.358615 |
39 | 0.107624 | 0.8196 | 0.207888 |
40 | 0.010491 | 0.0799 | 0.468297 |
41 | 0.002476 | 0.0189 | 0.492512 |
42 | 0.072536 | 0.5524 | 0.291393 |
43 | 0.071775 | 0.5466 | 0.293368 |
44 | 0.056258 | 0.4285 | 0.334955 |
45 | -0.020818 | -0.1585 | 0.437289 |
46 | 0.033354 | 0.254 | 0.400191 |
47 | -0.012768 | -0.0972 | 0.461437 |
48 | 0.01551 | 0.1181 | 0.45319 |
49 | 0.02623 | 0.1998 | 0.421181 |
50 | -0.011982 | -0.0913 | 0.463803 |
51 | 0.031942 | 0.2433 | 0.404331 |
52 | -0.010183 | -0.0776 | 0.469226 |
53 | 0.006921 | 0.0527 | 0.479071 |
54 | -0.001681 | -0.0128 | 0.494915 |
55 | -0.017457 | -0.1329 | 0.447347 |
56 | 0.010545 | 0.0803 | 0.468133 |
57 | -0.011416 | -0.0869 | 0.465507 |
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 | -0.068946 | -0.5251 | 0.300766 |
2 | 0.186599 | 1.4211 | 0.080322 |
3 | -0.06507 | -0.4956 | 0.311041 |
4 | 0.161623 | 1.2309 | 0.111667 |
5 | 0.07992 | 0.6087 | 0.272566 |
6 | -0.024448 | -0.1862 | 0.426474 |
7 | 0.121023 | 0.9217 | 0.180256 |
8 | -0.124942 | -0.9515 | 0.172641 |
9 | 0.028511 | 0.2171 | 0.414432 |
10 | -0.002294 | -0.0175 | 0.49306 |
11 | 0.202055 | 1.5388 | 0.064645 |
12 | -0.242065 | -1.8435 | 0.035182 |
13 | -0.116798 | -0.8895 | 0.188703 |
14 | 0.077616 | 0.5911 | 0.278372 |
15 | -0.009672 | -0.0737 | 0.470768 |
16 | -0.290582 | -2.213 | 0.015423 |
17 | 0.055833 | 0.4252 | 0.336128 |
18 | 0.05559 | 0.4234 | 0.336799 |
19 | -0.077193 | -0.5879 | 0.279445 |
20 | -0.045256 | -0.3447 | 0.3658 |
21 | 0.03936 | 0.2998 | 0.382717 |
22 | -0.028125 | -0.2142 | 0.415572 |
23 | 0.079671 | 0.6068 | 0.273189 |
24 | -0.14992 | -1.1418 | 0.129123 |
25 | -0.138294 | -1.0532 | 0.148305 |
26 | 0.046854 | 0.3568 | 0.361258 |
27 | -0.169503 | -1.2909 | 0.100931 |
28 | -0.047585 | -0.3624 | 0.359187 |
29 | -0.054653 | -0.4162 | 0.339391 |
30 | -0.157407 | -1.1988 | 0.117745 |
31 | -0.02299 | -0.1751 | 0.43081 |
32 | -0.071457 | -0.5442 | 0.294194 |
33 | 0.141679 | 1.079 | 0.142528 |
34 | 0.096661 | 0.7362 | 0.232303 |
35 | 0.074951 | 0.5708 | 0.285166 |
36 | -0.054254 | -0.4132 | 0.340497 |
37 | -0.088702 | -0.6755 | 0.25101 |
38 | 0.073712 | 0.5614 | 0.288353 |
39 | -0.053357 | -0.4064 | 0.342989 |
40 | -0.080958 | -0.6166 | 0.26997 |
41 | 0.066026 | 0.5028 | 0.308492 |
42 | 0.033216 | 0.253 | 0.400596 |
43 | -0.131422 | -1.0009 | 0.16052 |
44 | -0.02244 | -0.1709 | 0.432449 |
45 | -0.005083 | -0.0387 | 0.484627 |
46 | -0.127319 | -0.9696 | 0.168127 |
47 | 0.049047 | 0.3735 | 0.355058 |
48 | -0.04038 | -0.3075 | 0.379773 |
49 | -0.001735 | -0.0132 | 0.49475 |
50 | 0.035552 | 0.2708 | 0.39377 |
51 | -0.002109 | -0.0161 | 0.49362 |
52 | -0.042824 | -0.3261 | 0.372747 |
53 | -0.064422 | -0.4906 | 0.312772 |
54 | -0.045807 | -0.3489 | 0.364232 |
55 | -0.056106 | -0.4273 | 0.335376 |
56 | -0.092469 | -0.7042 | 0.242057 |
57 | -0.012359 | -0.0941 | 0.462669 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |