Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.468068 | -3.2429 | 0.001078 |
2 | 0.10284 | 0.7125 | 0.239804 |
3 | 0.059723 | 0.4138 | 0.340441 |
4 | -0.110671 | -0.7668 | 0.223492 |
5 | 0.089541 | 0.6204 | 0.268978 |
6 | -0.032656 | -0.2262 | 0.410984 |
7 | -0.030946 | -0.2144 | 0.41557 |
8 | 0.110186 | 0.7634 | 0.224482 |
9 | 0.030113 | 0.2086 | 0.41781 |
10 | -0.015397 | -0.1067 | 0.457747 |
11 | 0.059514 | 0.4123 | 0.340968 |
12 | -0.155453 | -1.077 | 0.143429 |
13 | 0.104862 | 0.7265 | 0.235528 |
14 | -0.078151 | -0.5414 | 0.295353 |
15 | 0.05764 | 0.3993 | 0.345706 |
16 | -0.035977 | -0.2493 | 0.402112 |
17 | -0.04902 | -0.3396 | 0.367811 |
18 | 0.073323 | 0.508 | 0.306892 |
19 | -0.09725 | -0.6738 | 0.251846 |
20 | 0.03803 | 0.2635 | 0.396656 |
21 | 0.00148 | 0.0103 | 0.495931 |
22 | -0.179669 | -1.2448 | 0.109627 |
23 | 0.250475 | 1.7353 | 0.044549 |
24 | -0.32237 | -2.2334 | 0.015108 |
25 | 0.103532 | 0.7173 | 0.238337 |
26 | -0.052096 | -0.3609 | 0.359868 |
27 | 0.013701 | 0.0949 | 0.462384 |
28 | 0.040388 | 0.2798 | 0.390411 |
29 | -0.060716 | -0.4207 | 0.337942 |
30 | 0.045284 | 0.3137 | 0.37754 |
31 | -0.014979 | -0.1038 | 0.458889 |
32 | -0.06457 | -0.4474 | 0.328317 |
33 | 0.004979 | 0.0345 | 0.486312 |
34 | -0.001295 | -0.009 | 0.49644 |
35 | -0.116785 | -0.8091 | 0.211221 |
36 | 0.254197 | 1.7611 | 0.042293 |
37 | -0.127694 | -0.8847 | 0.190368 |
38 | 8.9e-05 | 6e-04 | 0.499756 |
39 | 0.007486 | 0.0519 | 0.479425 |
40 | -0.019898 | -0.1379 | 0.445466 |
41 | 0.061123 | 0.4235 | 0.336921 |
42 | -0.039062 | -0.2706 | 0.393917 |
43 | -0.025031 | -0.1734 | 0.431524 |
44 | 0.059611 | 0.413 | 0.340724 |
45 | 0.022407 | 0.1552 | 0.43864 |
46 | 0.00651 | 0.0451 | 0.482107 |
47 | 0.000722 | 0.005 | 0.498015 |
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 | -0.468068 | -3.2429 | 0.001078 |
2 | -0.148861 | -1.0313 | 0.153775 |
3 | 0.059386 | 0.4114 | 0.341291 |
4 | -0.051598 | -0.3575 | 0.361149 |
5 | 0.014807 | 0.1026 | 0.45936 |
6 | 0.013324 | 0.0923 | 0.463416 |
7 | -0.035439 | -0.2455 | 0.403548 |
8 | 0.086421 | 0.5987 | 0.276081 |
9 | 0.171451 | 1.1878 | 0.120369 |
10 | 0.099195 | 0.6872 | 0.247619 |
11 | 0.092025 | 0.6376 | 0.263392 |
12 | -0.123119 | -0.853 | 0.198949 |
13 | -0.042418 | -0.2939 | 0.385058 |
14 | -0.073091 | -0.5064 | 0.307452 |
15 | 0.029629 | 0.2053 | 0.419113 |
16 | -0.039182 | -0.2715 | 0.393602 |
17 | -0.123668 | -0.8568 | 0.197907 |
18 | -0.051658 | -0.3579 | 0.360994 |
19 | -0.105318 | -0.7297 | 0.234571 |
20 | -0.025948 | -0.1798 | 0.429044 |
21 | 0.041982 | 0.2909 | 0.386207 |
22 | -0.189112 | -1.3102 | 0.098181 |
23 | 0.103379 | 0.7162 | 0.23866 |
24 | -0.244675 | -1.6952 | 0.048262 |
25 | -0.133402 | -0.9242 | 0.179992 |
26 | -0.162224 | -1.1239 | 0.133318 |
27 | 0.036649 | 0.2539 | 0.400325 |
28 | 0.051539 | 0.3571 | 0.361302 |
29 | -0.021244 | -0.1472 | 0.441803 |
30 | 0.068967 | 0.4778 | 0.317475 |
31 | 0.019019 | 0.1318 | 0.447859 |
32 | -0.016905 | -0.1171 | 0.453626 |
33 | 0.032134 | 0.2226 | 0.412384 |
34 | -0.018256 | -0.1265 | 0.449939 |
35 | -0.100924 | -0.6992 | 0.243893 |
36 | 0.061544 | 0.4264 | 0.335865 |
37 | 0.089788 | 0.6221 | 0.268421 |
38 | -0.108818 | -0.7539 | 0.227293 |
39 | -0.094576 | -0.6552 | 0.257719 |
40 | -0.020881 | -0.1447 | 0.44279 |
41 | 0.005596 | 0.0388 | 0.484617 |
42 | 0.043909 | 0.3042 | 0.381142 |
43 | -0.078835 | -0.5462 | 0.293733 |
44 | -0.066298 | -0.4593 | 0.324038 |
45 | 0.007854 | 0.0544 | 0.478415 |
46 | -0.064227 | -0.445 | 0.329169 |
47 | 0.052134 | 0.3612 | 0.35977 |
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 |