Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.057614 | -0.4425 | 0.329857 |
2 | 0.058613 | 0.4502 | 0.327103 |
3 | -0.034596 | -0.2657 | 0.395685 |
4 | -0.047986 | -0.3686 | 0.356876 |
5 | -0.05333 | -0.4096 | 0.341779 |
6 | -0.011886 | -0.0913 | 0.463781 |
7 | -0.023289 | -0.1789 | 0.429321 |
8 | 0.075897 | 0.583 | 0.281064 |
9 | 0.01566 | 0.1203 | 0.452332 |
10 | -0.15071 | -1.1576 | 0.12584 |
11 | -0.095262 | -0.7317 | 0.233617 |
12 | 0.012898 | 0.0991 | 0.460709 |
13 | -0.084352 | -0.6479 | 0.259774 |
14 | -0.059996 | -0.4608 | 0.323304 |
15 | 0.099663 | 0.7655 | 0.223504 |
16 | -0.150846 | -1.1587 | 0.12563 |
17 | 0.110092 | 0.8456 | 0.200587 |
18 | -0.086385 | -0.6635 | 0.254787 |
19 | 0.022396 | 0.172 | 0.432003 |
20 | 0.128223 | 0.9849 | 0.164348 |
21 | -0.031074 | -0.2387 | 0.40609 |
22 | 0.103329 | 0.7937 | 0.21528 |
23 | -0.020463 | -0.1572 | 0.437821 |
24 | 0.029962 | 0.2301 | 0.409389 |
25 | -0.067547 | -0.5188 | 0.302907 |
26 | 0.137902 | 1.0592 | 0.146904 |
27 | -0.06083 | -0.4672 | 0.321023 |
28 | -0.042175 | -0.324 | 0.37356 |
29 | -0.047722 | -0.3666 | 0.357629 |
30 | -0.076524 | -0.5878 | 0.279457 |
31 | -0.145982 | -1.1213 | 0.13335 |
32 | 0.087659 | 0.6733 | 0.251686 |
33 | -0.057346 | -0.4405 | 0.330599 |
34 | -0.02286 | -0.1756 | 0.430609 |
35 | 0.002962 | 0.0227 | 0.490963 |
36 | -0.066576 | -0.5114 | 0.305497 |
37 | 0.036246 | 0.2784 | 0.390836 |
38 | -0.229333 | -1.7615 | 0.041664 |
39 | 0.103569 | 0.7955 | 0.214747 |
40 | 0.085745 | 0.6586 | 0.256351 |
41 | 0.163893 | 1.2589 | 0.106515 |
42 | 0.022426 | 0.1723 | 0.431913 |
43 | -0.012212 | -0.0938 | 0.462792 |
44 | -0.018546 | -0.1425 | 0.443603 |
45 | -0.04292 | -0.3297 | 0.371406 |
46 | -0.048634 | -0.3736 | 0.355032 |
47 | -0.03346 | -0.257 | 0.399031 |
48 | 0.069809 | 0.5362 | 0.296915 |
49 | 0.046992 | 0.361 | 0.359711 |
50 | -0.040152 | -0.3084 | 0.379428 |
51 | 0.032404 | 0.2489 | 0.402153 |
52 | 0.022533 | 0.1731 | 0.431591 |
53 | -0.062803 | -0.4824 | 0.315653 |
54 | 0.034211 | 0.2628 | 0.396818 |
55 | -0.068 | -0.5223 | 0.301701 |
56 | 0.083397 | 0.6406 | 0.262137 |
57 | -0.044534 | -0.3421 | 0.366757 |
58 | 0.009467 | 0.0727 | 0.471139 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.057614 | -0.4425 | 0.329857 |
2 | 0.055478 | 0.4261 | 0.335782 |
3 | -0.028391 | -0.2181 | 0.414061 |
4 | -0.055007 | -0.4225 | 0.337092 |
5 | -0.055876 | -0.4292 | 0.334673 |
6 | -0.013271 | -0.1019 | 0.459576 |
7 | -0.022174 | -0.1703 | 0.43267 |
8 | 0.069424 | 0.5333 | 0.297929 |
9 | 0.02031 | 0.156 | 0.438281 |
10 | -0.165588 | -1.2719 | 0.104199 |
11 | -0.119895 | -0.9209 | 0.180418 |
12 | 0.026227 | 0.2015 | 0.420519 |
13 | -0.07175 | -0.5511 | 0.291815 |
14 | -0.098294 | -0.755 | 0.226623 |
15 | 0.080767 | 0.6204 | 0.268697 |
16 | -0.168339 | -1.293 | 0.100519 |
17 | 0.055641 | 0.4274 | 0.335326 |
18 | -0.053494 | -0.4109 | 0.341319 |
19 | 0.010459 | 0.0803 | 0.468121 |
20 | 0.113692 | 0.8733 | 0.193023 |
21 | -0.065469 | -0.5029 | 0.308463 |
22 | 0.108407 | 0.8327 | 0.204188 |
23 | -0.048909 | -0.3757 | 0.354252 |
24 | 0.010842 | 0.0833 | 0.466956 |
25 | -0.041525 | -0.319 | 0.375443 |
26 | 0.128696 | 0.9885 | 0.163464 |
27 | -0.060809 | -0.4671 | 0.32108 |
28 | -0.08132 | -0.6246 | 0.267311 |
29 | -0.060029 | -0.4611 | 0.323215 |
30 | -0.077409 | -0.5946 | 0.277197 |
31 | -0.117434 | -0.902 | 0.185355 |
32 | 0.047939 | 0.3682 | 0.357011 |
33 | 0.031804 | 0.2443 | 0.403925 |
34 | -0.137942 | -1.0595 | 0.146834 |
35 | -0.016023 | -0.1231 | 0.451234 |
36 | -0.006532 | -0.0502 | 0.480076 |
37 | 0.001118 | 0.0086 | 0.49659 |
38 | -0.260096 | -1.9978 | 0.025176 |
39 | 0.07702 | 0.5916 | 0.278189 |
40 | 0.123291 | 0.947 | 0.173747 |
41 | 0.01582 | 0.1215 | 0.451846 |
42 | 0.030488 | 0.2342 | 0.407828 |
43 | -0.062546 | -0.4804 | 0.31635 |
44 | -0.059156 | -0.4544 | 0.325608 |
45 | -0.081404 | -0.6253 | 0.2671 |
46 | -0.007622 | -0.0585 | 0.476757 |
47 | -0.072208 | -0.5546 | 0.290618 |
48 | -0.02639 | -0.2027 | 0.420032 |
49 | -0.016663 | -0.128 | 0.449297 |
50 | 0.01557 | 0.1196 | 0.452605 |
51 | 0.094513 | 0.726 | 0.235364 |
52 | -0.05077 | -0.39 | 0.34898 |
53 | 0.060879 | 0.4676 | 0.320891 |
54 | -0.032566 | -0.2501 | 0.401673 |
55 | -0.007324 | -0.0563 | 0.477664 |
56 | 0.034297 | 0.2634 | 0.396565 |
57 | -0.012078 | -0.0928 | 0.463198 |
58 | 0.009491 | 0.0729 | 0.471066 |
59 | NA | NA | NA |
60 | NA | NA | NA |