Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.228429 | -1.7397 | 0.043611 |
2 | 0.132559 | 1.0095 | 0.158454 |
3 | -0.06744 | -0.5136 | 0.304739 |
4 | -0.122615 | -0.9338 | 0.177138 |
5 | -0.245525 | -1.8699 | 0.033276 |
6 | 0.105867 | 0.8063 | 0.211693 |
7 | -0.067612 | -0.5149 | 0.304284 |
8 | 0.131352 | 1.0003 | 0.160649 |
9 | -0.026849 | -0.2045 | 0.419348 |
10 | -0.067885 | -0.517 | 0.303563 |
11 | -0.062991 | -0.4797 | 0.316614 |
12 | -0.083689 | -0.6374 | 0.2632 |
13 | 0.137594 | 1.0479 | 0.14952 |
14 | -0.098637 | -0.7512 | 0.227787 |
15 | 0.207252 | 1.5784 | 0.059959 |
16 | -0.099822 | -0.7602 | 0.225101 |
17 | 0.044487 | 0.3388 | 0.367991 |
18 | -0.141331 | -1.0763 | 0.143115 |
19 | 0.152239 | 1.1594 | 0.125519 |
20 | -0.198145 | -1.509 | 0.06836 |
21 | 0.180423 | 1.3741 | 0.087355 |
22 | -0.135805 | -1.0343 | 0.152654 |
23 | 0.169665 | 1.2921 | 0.100718 |
24 | -0.073392 | -0.5589 | 0.289178 |
25 | -0.079441 | -0.605 | 0.273768 |
26 | 0.094469 | 0.7195 | 0.237375 |
27 | -0.060868 | -0.4636 | 0.32235 |
28 | -0.126415 | -0.9628 | 0.169835 |
29 | 0.135491 | 1.0319 | 0.153209 |
30 | -0.007343 | -0.0559 | 0.477797 |
31 | -0.048994 | -0.3731 | 0.355208 |
32 | 0.081093 | 0.6176 | 0.269633 |
33 | -0.026327 | -0.2005 | 0.420896 |
34 | 0.000461 | 0.0035 | 0.498604 |
35 | -0.077157 | -0.5876 | 0.279538 |
36 | 0.056274 | 0.4286 | 0.334913 |
37 | -0.077554 | -0.5906 | 0.278531 |
38 | 0.067394 | 0.5133 | 0.30486 |
39 | 0.0143 | 0.1089 | 0.456828 |
40 | -0.055846 | -0.4253 | 0.336092 |
41 | 0.069579 | 0.5299 | 0.299103 |
42 | 0.036667 | 0.2792 | 0.390524 |
43 | -0.098116 | -0.7472 | 0.228973 |
44 | 0.046177 | 0.3517 | 0.363179 |
45 | 0.006218 | 0.0474 | 0.481198 |
46 | -0.023499 | -0.179 | 0.429295 |
47 | 0.056737 | 0.4321 | 0.333636 |
48 | -3.2e-05 | -2e-04 | 0.499902 |
49 | 0.001629 | 0.0124 | 0.495073 |
50 | 0.029922 | 0.2279 | 0.410269 |
51 | -0.03473 | -0.2645 | 0.396167 |
52 | -0.011186 | -0.0852 | 0.466201 |
53 | 0.014007 | 0.1067 | 0.457707 |
54 | -0.039218 | -0.2987 | 0.383126 |
55 | 0.025007 | 0.1904 | 0.424812 |
56 | 0.011837 | 0.0901 | 0.46424 |
57 | -0.021805 | -0.1661 | 0.434342 |
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 | -0.228429 | -1.7397 | 0.043611 |
2 | 0.084804 | 0.6459 | 0.260462 |
3 | -0.021632 | -0.1647 | 0.43486 |
4 | -0.161789 | -1.2322 | 0.111432 |
5 | -0.321765 | -2.4505 | 0.008652 |
6 | 0.00712 | 0.0542 | 0.478473 |
7 | 0.00531 | 0.0404 | 0.483942 |
8 | 0.060705 | 0.4623 | 0.322792 |
9 | -0.082707 | -0.6299 | 0.265623 |
10 | -0.202311 | -1.5408 | 0.064408 |
11 | -0.109617 | -0.8348 | 0.203623 |
12 | -0.103515 | -0.7883 | 0.216853 |
13 | 0.173552 | 1.3217 | 0.095724 |
14 | -0.119477 | -0.9099 | 0.183318 |
15 | 0.032153 | 0.2449 | 0.403712 |
16 | -0.132878 | -1.012 | 0.157878 |
17 | -0.020905 | -0.1592 | 0.43703 |
18 | -0.059454 | -0.4528 | 0.326194 |
19 | 0.12179 | 0.9275 | 0.178749 |
20 | -0.103577 | -0.7888 | 0.216714 |
21 | -0.047115 | -0.3588 | 0.360519 |
22 | -0.136133 | -1.0368 | 0.152076 |
23 | 0.112227 | 0.8547 | 0.198118 |
24 | 0.090504 | 0.6893 | 0.246706 |
25 | -0.193926 | -1.4769 | 0.072557 |
26 | 0.04979 | 0.3792 | 0.352966 |
27 | -0.082769 | -0.6303 | 0.265472 |
28 | -0.155364 | -1.1832 | 0.120776 |
29 | 0.075827 | 0.5775 | 0.282925 |
30 | 0.037836 | 0.2882 | 0.387129 |
31 | -0.045536 | -0.3468 | 0.365002 |
32 | -0.173219 | -1.3192 | 0.096144 |
33 | 0.065793 | 0.5011 | 0.309111 |
34 | -0.041447 | -0.3157 | 0.3767 |
35 | -0.026805 | -0.2041 | 0.41948 |
36 | -0.079071 | -0.6022 | 0.274699 |
37 | -0.06045 | -0.4604 | 0.323486 |
38 | -0.086629 | -0.6597 | 0.256014 |
39 | 0.007637 | 0.0582 | 0.476911 |
40 | -0.077414 | -0.5896 | 0.278886 |
41 | 0.061528 | 0.4686 | 0.320562 |
42 | -0.054289 | -0.4135 | 0.3404 |
43 | -0.084265 | -0.6417 | 0.261783 |
44 | -0.049783 | -0.3791 | 0.352986 |
45 | -0.070536 | -0.5372 | 0.296596 |
46 | 0.04865 | 0.3705 | 0.356178 |
47 | 0.035385 | 0.2695 | 0.394257 |
48 | -0.047515 | -0.3619 | 0.359383 |
49 | -0.090604 | -0.69 | 0.246466 |
50 | 0.001838 | 0.014 | 0.49444 |
51 | 0.105074 | 0.8002 | 0.213424 |
52 | -0.066832 | -0.509 | 0.306348 |
53 | -0.002995 | -0.0228 | 0.490941 |
54 | -0.06458 | -0.4918 | 0.312348 |
55 | -0.030956 | -0.2358 | 0.407228 |
56 | -0.027461 | -0.2091 | 0.417538 |
57 | 0.063206 | 0.4814 | 0.316035 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |