Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.122934 | 0.8428 | 0.201806 |
2 | 0.126435 | 0.8668 | 0.195229 |
3 | 0.258715 | 1.7737 | 0.041299 |
4 | 0.085406 | 0.5855 | 0.280502 |
5 | 0.257231 | 1.7635 | 0.042159 |
6 | 0.168989 | 1.1585 | 0.12625 |
7 | -0.040153 | -0.2753 | 0.392155 |
8 | 0.028336 | 0.1943 | 0.423404 |
9 | -0.110748 | -0.7592 | 0.225748 |
10 | 0.209818 | 1.4384 | 0.078467 |
11 | -0.047922 | -0.3285 | 0.371983 |
12 | -0.243545 | -1.6697 | 0.050817 |
13 | -0.043649 | -0.2992 | 0.383038 |
14 | -0.231193 | -1.585 | 0.059839 |
15 | -0.011876 | -0.0814 | 0.467729 |
16 | -0.029753 | -0.204 | 0.419626 |
17 | -0.236647 | -1.6224 | 0.055707 |
18 | -0.104833 | -0.7187 | 0.237942 |
19 | -0.02959 | -0.2029 | 0.42006 |
20 | 0.028374 | 0.1945 | 0.423302 |
21 | 0.030286 | 0.2076 | 0.418207 |
22 | -0.117163 | -0.8032 | 0.212943 |
23 | 0.014297 | 0.098 | 0.461168 |
24 | -0.093995 | -0.6444 | 0.261226 |
25 | 0.06574 | 0.4507 | 0.327143 |
26 | 0.070695 | 0.4847 | 0.315085 |
27 | -0.108558 | -0.7442 | 0.230219 |
28 | -0.077072 | -0.5284 | 0.299862 |
29 | 0.109621 | 0.7515 | 0.228043 |
30 | 0.026002 | 0.1783 | 0.429643 |
31 | 0.01008 | 0.0691 | 0.472599 |
32 | -0.044584 | -0.3057 | 0.380609 |
33 | -0.083303 | -0.5711 | 0.285327 |
34 | -0.110653 | -0.7586 | 0.22594 |
35 | -0.0134 | -0.0919 | 0.463597 |
36 | -0.053748 | -0.3685 | 0.357086 |
37 | -0.056868 | -0.3899 | 0.349197 |
38 | -0.063494 | -0.4353 | 0.332672 |
39 | -0.061646 | -0.4226 | 0.337249 |
40 | -0.020326 | -0.1394 | 0.444884 |
41 | 0.002678 | 0.0184 | 0.492714 |
42 | -0.062399 | -0.4278 | 0.33538 |
43 | -0.03557 | -0.2439 | 0.404203 |
44 | 0.014403 | 0.0987 | 0.460881 |
45 | 0.008299 | 0.0569 | 0.477436 |
46 | -0.005652 | -0.0387 | 0.484629 |
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 | 0.122934 | 0.8428 | 0.201806 |
2 | 0.11303 | 0.7749 | 0.221141 |
3 | 0.237614 | 1.629 | 0.054999 |
4 | 0.026071 | 0.1787 | 0.429457 |
5 | 0.213587 | 1.4643 | 0.074888 |
6 | 0.073365 | 0.503 | 0.308669 |
7 | -0.129354 | -0.8868 | 0.18985 |
8 | -0.097676 | -0.6696 | 0.253184 |
9 | -0.202025 | -1.385 | 0.086294 |
10 | 0.244557 | 1.6766 | 0.050131 |
11 | -0.112915 | -0.7741 | 0.221372 |
12 | -0.201835 | -1.3837 | 0.086492 |
13 | -0.057519 | -0.3943 | 0.347561 |
14 | -0.154126 | -1.0566 | 0.14804 |
15 | 0.110862 | 0.76 | 0.225517 |
16 | -0.041733 | -0.2861 | 0.388028 |
17 | -0.008259 | -0.0566 | 0.477543 |
18 | -0.024394 | -0.1672 | 0.43395 |
19 | 0.14723 | 1.0094 | 0.158985 |
20 | 0.079527 | 0.5452 | 0.294093 |
21 | -0.023244 | -0.1594 | 0.437036 |
22 | -0.000932 | -0.0064 | 0.497464 |
23 | -0.016141 | -0.1107 | 0.45618 |
24 | -0.098138 | -0.6728 | 0.252185 |
25 | -0.021014 | -0.1441 | 0.443032 |
26 | -0.063109 | -0.4327 | 0.333624 |
27 | -0.023849 | -0.1635 | 0.435413 |
28 | -0.116201 | -0.7966 | 0.214834 |
29 | 0.129522 | 0.888 | 0.189543 |
30 | 0.007249 | 0.0497 | 0.480287 |
31 | -0.04261 | -0.2921 | 0.385741 |
32 | 0.003235 | 0.0222 | 0.4912 |
33 | -0.068222 | -0.4677 | 0.321077 |
34 | -0.075363 | -0.5167 | 0.303908 |
35 | -0.083849 | -0.5748 | 0.284071 |
36 | -0.056566 | -0.3878 | 0.349959 |
37 | 0.116424 | 0.7982 | 0.214395 |
38 | 0.041541 | 0.2848 | 0.388529 |
39 | -0.050298 | -0.3448 | 0.365883 |
40 | -0.071536 | -0.4904 | 0.313057 |
41 | 0.059699 | 0.4093 | 0.342098 |
42 | -0.053034 | -0.3636 | 0.358901 |
43 | 0.029421 | 0.2017 | 0.420512 |
44 | 0.065041 | 0.4459 | 0.328858 |
45 | -0.038137 | -0.2615 | 0.397441 |
46 | -0.017477 | -0.1198 | 0.45257 |
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 |