Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.147533 | 1.0221 | 0.155919 |
2 | 0.256109 | 1.7744 | 0.041172 |
3 | 0.323449 | 2.2409 | 0.014847 |
4 | 0.200149 | 1.3867 | 0.085974 |
5 | 0.090088 | 0.6241 | 0.267744 |
6 | 0.156988 | 1.0876 | 0.141092 |
7 | 0.030752 | 0.2131 | 0.416092 |
8 | 0.144183 | 0.9989 | 0.161419 |
9 | 0.036726 | 0.2544 | 0.40012 |
10 | -0.060247 | -0.4174 | 0.339121 |
11 | 0.319028 | 2.2103 | 0.015943 |
12 | -0.04474 | -0.31 | 0.378962 |
13 | -0.011858 | -0.0822 | 0.467433 |
14 | 0.157821 | 1.0934 | 0.139835 |
15 | 0.065046 | 0.4507 | 0.327134 |
16 | 0.001476 | 0.0102 | 0.495942 |
17 | 0.067641 | 0.4686 | 0.320728 |
18 | -0.095622 | -0.6625 | 0.255414 |
19 | 0.062414 | 0.4324 | 0.333688 |
20 | -0.067212 | -0.4657 | 0.321783 |
21 | -0.195429 | -1.354 | 0.091043 |
22 | -0.045333 | -0.3141 | 0.377413 |
23 | -0.093366 | -0.6469 | 0.260402 |
24 | -0.225824 | -1.5646 | 0.062129 |
25 | -0.107965 | -0.748 | 0.229054 |
26 | -0.172659 | -1.1962 | 0.118744 |
27 | -0.215984 | -1.4964 | 0.07055 |
28 | -0.165571 | -1.1471 | 0.128511 |
29 | -0.12189 | -0.8445 | 0.201296 |
30 | -0.097871 | -0.6781 | 0.250491 |
31 | -0.037459 | -0.2595 | 0.398171 |
32 | -0.143427 | -0.9937 | 0.162677 |
33 | 0.010183 | 0.0705 | 0.472025 |
34 | -0.024683 | -0.171 | 0.432468 |
35 | -0.01598 | -0.1107 | 0.456153 |
36 | -0.030773 | -0.2132 | 0.416036 |
37 | -0.069868 | -0.4841 | 0.315273 |
38 | -0.062065 | -0.43 | 0.334561 |
39 | -0.088307 | -0.6118 | 0.271777 |
40 | -0.085623 | -0.5932 | 0.277912 |
41 | -0.105952 | -0.7341 | 0.233242 |
42 | -0.057006 | -0.3949 | 0.347316 |
43 | -0.077418 | -0.5364 | 0.29709 |
44 | -0.026203 | -0.1815 | 0.428354 |
45 | -0.017348 | -0.1202 | 0.452416 |
46 | -0.008685 | -0.0602 | 0.476135 |
47 | 0.002784 | 0.0193 | 0.492347 |
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 | 0.147533 | 1.0221 | 0.155919 |
2 | 0.239557 | 1.6597 | 0.051748 |
3 | 0.281287 | 1.9488 | 0.028588 |
4 | 0.107035 | 0.7416 | 0.230984 |
5 | -0.070923 | -0.4914 | 0.312702 |
6 | 0.003559 | 0.0247 | 0.490215 |
7 | -0.079124 | -0.5482 | 0.293051 |
8 | 0.105294 | 0.7295 | 0.23462 |
9 | -0.005227 | -0.0362 | 0.485631 |
10 | -0.13065 | -0.9052 | 0.184948 |
11 | 0.331931 | 2.2997 | 0.012929 |
12 | -0.104442 | -0.7236 | 0.236412 |
13 | -0.08552 | -0.5925 | 0.278149 |
14 | 0.061821 | 0.4283 | 0.335172 |
15 | 0.023575 | 0.1633 | 0.43547 |
16 | 0.025363 | 0.1757 | 0.430626 |
17 | -0.060343 | -0.4181 | 0.338881 |
18 | -0.136512 | -0.9458 | 0.174499 |
19 | 0.035519 | 0.2461 | 0.403332 |
20 | -0.052492 | -0.3637 | 0.358848 |
21 | -0.120115 | -0.8322 | 0.204713 |
22 | -0.147764 | -1.0237 | 0.155546 |
23 | 0.05205 | 0.3606 | 0.359986 |
24 | -0.03398 | -0.2354 | 0.407443 |
25 | -0.118627 | -0.8219 | 0.207606 |
26 | -0.097977 | -0.6788 | 0.25026 |
27 | -0.096744 | -0.6703 | 0.252952 |
28 | -0.050443 | -0.3495 | 0.36413 |
29 | 0.141116 | 0.9777 | 0.166568 |
30 | -0.032678 | -0.2264 | 0.410926 |
31 | 0.081002 | 0.5612 | 0.288636 |
32 | 0.022285 | 0.1544 | 0.438972 |
33 | 0.062471 | 0.4328 | 0.333545 |
34 | -0.038387 | -0.266 | 0.395706 |
35 | 0.112775 | 0.7813 | 0.219224 |
36 | 0.024123 | 0.1671 | 0.433984 |
37 | -0.09516 | -0.6593 | 0.25643 |
38 | 0.010562 | 0.0732 | 0.470985 |
39 | -0.064723 | -0.4484 | 0.327937 |
40 | -0.05136 | -0.3558 | 0.361762 |
41 | 0.013924 | 0.0965 | 0.461777 |
42 | -0.065406 | -0.4531 | 0.326242 |
43 | 0.051455 | 0.3565 | 0.361519 |
44 | -0.014522 | -0.1006 | 0.46014 |
45 | -0.002717 | -0.0188 | 0.492529 |
46 | -0.105898 | -0.7337 | 0.233356 |
47 | -0.005795 | -0.0401 | 0.484071 |
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 |