Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.046669 | 0.3233 | 0.373924 |
2 | 0.198376 | 1.3744 | 0.087852 |
3 | 0.083376 | 0.5776 | 0.283103 |
4 | -0.003059 | -0.0212 | 0.49159 |
5 | 0.216419 | 1.4994 | 0.07016 |
6 | -0.012001 | -0.0831 | 0.467041 |
7 | -0.112423 | -0.7789 | 0.219935 |
8 | -0.025492 | -0.1766 | 0.430277 |
9 | -0.016847 | -0.1167 | 0.453784 |
10 | -0.063473 | -0.4398 | 0.331045 |
11 | 0.075434 | 0.5226 | 0.301822 |
12 | -0.442227 | -3.0638 | 0.001789 |
13 | -0.024137 | -0.1672 | 0.433948 |
14 | -0.155318 | -1.0761 | 0.143636 |
15 | -0.074216 | -0.5142 | 0.304742 |
16 | 0.022011 | 0.1525 | 0.439716 |
17 | -0.108203 | -0.7497 | 0.228561 |
18 | 0.039187 | 0.2715 | 0.393588 |
19 | -0.139728 | -0.9681 | 0.168933 |
20 | -0.026206 | -0.1816 | 0.428345 |
21 | 0.008317 | 0.0576 | 0.477143 |
22 | -0.143861 | -0.9967 | 0.161954 |
23 | -0.085617 | -0.5932 | 0.277926 |
24 | -0.029826 | -0.2066 | 0.418583 |
25 | -0.146877 | -1.0176 | 0.156986 |
26 | 0.032032 | 0.2219 | 0.412657 |
27 | -0.051743 | -0.3585 | 0.360777 |
28 | -0.114456 | -0.793 | 0.215848 |
29 | 0.049673 | 0.3441 | 0.36612 |
30 | -0.06077 | -0.421 | 0.337806 |
31 | 0.212618 | 1.4731 | 0.073631 |
32 | 0.080609 | 0.5585 | 0.289559 |
33 | -0.026836 | -0.1859 | 0.426644 |
34 | 0.115593 | 0.8009 | 0.213581 |
35 | 0.061616 | 0.4269 | 0.335686 |
36 | 0.079236 | 0.549 | 0.292787 |
37 | 0.150872 | 1.0453 | 0.150566 |
38 | -0.004893 | -0.0339 | 0.486548 |
39 | 0.018612 | 0.129 | 0.448968 |
40 | 0.084017 | 0.5821 | 0.281616 |
41 | 0.014451 | 0.1001 | 0.460333 |
42 | 0.052961 | 0.3669 | 0.357645 |
43 | -0.137317 | -0.9514 | 0.173093 |
44 | -0.062621 | -0.4338 | 0.333171 |
45 | -0.035355 | -0.2449 | 0.403771 |
46 | -0.031695 | -0.2196 | 0.413561 |
47 | -0.006883 | -0.0477 | 0.481081 |
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 | 0.046669 | 0.3233 | 0.373924 |
2 | 0.196626 | 1.3623 | 0.089736 |
3 | 0.069598 | 0.4822 | 0.315931 |
4 | -0.049005 | -0.3395 | 0.36785 |
5 | 0.197187 | 1.3662 | 0.089129 |
6 | -0.022259 | -0.1542 | 0.439043 |
7 | -0.204035 | -1.4136 | 0.081967 |
8 | -0.035084 | -0.2431 | 0.404493 |
9 | 0.07171 | 0.4968 | 0.310791 |
10 | -0.096303 | -0.6672 | 0.253917 |
11 | 0.082718 | 0.5731 | 0.28463 |
12 | -0.403311 | -2.7942 | 0.003727 |
13 | 0.002904 | 0.0201 | 0.492015 |
14 | -0.035547 | -0.2463 | 0.403258 |
15 | 0.003742 | 0.0259 | 0.489711 |
16 | 0.006276 | 0.0435 | 0.48275 |
17 | 0.103758 | 0.7189 | 0.237858 |
18 | 0.036276 | 0.2513 | 0.401318 |
19 | -0.271789 | -1.883 | 0.032883 |
20 | -0.057237 | -0.3965 | 0.346729 |
21 | 0.107066 | 0.7418 | 0.230918 |
22 | -0.245387 | -1.7001 | 0.047793 |
23 | -0.021764 | -0.1508 | 0.44039 |
24 | -0.092867 | -0.6434 | 0.261512 |
25 | -0.14788 | -1.0245 | 0.155358 |
26 | -0.091473 | -0.6337 | 0.264628 |
27 | 0.005386 | 0.0373 | 0.485195 |
28 | -0.119749 | -0.8296 | 0.205423 |
29 | 0.03373 | 0.2337 | 0.408111 |
30 | 0.100689 | 0.6976 | 0.244397 |
31 | 0.069005 | 0.4781 | 0.317383 |
32 | -0.038076 | -0.2638 | 0.396533 |
33 | -0.000471 | -0.0033 | 0.498704 |
34 | -0.14511 | -1.0054 | 0.159884 |
35 | -0.002305 | -0.016 | 0.493661 |
36 | -0.039797 | -0.2757 | 0.391973 |
37 | 0.01305 | 0.0904 | 0.464168 |
38 | -0.076692 | -0.5313 | 0.298817 |
39 | -0.031254 | -0.2165 | 0.414745 |
40 | -0.061352 | -0.4251 | 0.336345 |
41 | -0.021402 | -0.1483 | 0.441374 |
42 | -0.032214 | -0.2232 | 0.412169 |
43 | -0.014833 | -0.1028 | 0.459289 |
44 | -0.072605 | -0.503 | 0.308624 |
45 | -0.031245 | -0.2165 | 0.41477 |
46 | -0.046335 | -0.321 | 0.374794 |
47 | -0.069617 | -0.4823 | 0.315885 |
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 |