Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.085127 | 0.5959 | 0.276996 |
2 | -0.232085 | -1.6246 | 0.055332 |
3 | -0.078582 | -0.5501 | 0.292383 |
4 | -0.152467 | -1.0673 | 0.145541 |
5 | 0.119685 | 0.8378 | 0.203107 |
6 | -0.081473 | -0.5703 | 0.285537 |
7 | 0.002088 | 0.0146 | 0.494199 |
8 | -0.151776 | -1.0624 | 0.146625 |
9 | -0.131553 | -0.9209 | 0.180816 |
10 | 0.294664 | 2.0626 | 0.022234 |
11 | 0.14315 | 1.0021 | 0.160621 |
12 | 0.089906 | 0.6293 | 0.266025 |
13 | -0.115357 | -0.8075 | 0.21164 |
14 | -0.129435 | -0.906 | 0.184673 |
15 | 0.026637 | 0.1865 | 0.426427 |
16 | -0.073123 | -0.5119 | 0.305524 |
17 | 0.019924 | 0.1395 | 0.444826 |
18 | -0.114892 | -0.8042 | 0.212571 |
19 | -0.103875 | -0.7271 | 0.235305 |
20 | 0.097744 | 0.6842 | 0.248534 |
21 | 0.084342 | 0.5904 | 0.27882 |
22 | 0.049592 | 0.3471 | 0.364984 |
23 | -0.115378 | -0.8076 | 0.211599 |
24 | -0.034986 | -0.2449 | 0.403778 |
25 | 0.005312 | 0.0372 | 0.485244 |
26 | -0.000658 | -0.0046 | 0.498173 |
27 | -0.014564 | -0.1019 | 0.459608 |
28 | -0.118418 | -0.8289 | 0.205582 |
29 | -0.015509 | -0.1086 | 0.456995 |
30 | 0.075077 | 0.5255 | 0.30079 |
31 | 0.07068 | 0.4948 | 0.311491 |
32 | -0.000185 | -0.0013 | 0.499485 |
33 | -0.068725 | -0.4811 | 0.316302 |
34 | -0.037333 | -0.2613 | 0.397467 |
35 | 0.009523 | 0.0667 | 0.473561 |
36 | 0.004928 | 0.0345 | 0.486312 |
37 | -0.003028 | -0.0212 | 0.491587 |
38 | 0.018559 | 0.1299 | 0.448583 |
39 | -0.034608 | -0.2423 | 0.404797 |
40 | 0.008101 | 0.0567 | 0.477504 |
41 | 0.124009 | 0.8681 | 0.194797 |
42 | 0.126696 | 0.8869 | 0.189739 |
43 | 0.006526 | 0.0457 | 0.481874 |
44 | -0.085518 | -0.5986 | 0.27609 |
45 | -0.072492 | -0.5074 | 0.307059 |
46 | -0.012053 | -0.0844 | 0.466552 |
47 | 0.008372 | 0.0586 | 0.476754 |
48 | 0.007432 | 0.052 | 0.479362 |
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 | 0.085127 | 0.5959 | 0.276996 |
2 | -0.241079 | -1.6876 | 0.048927 |
3 | -0.03587 | -0.2511 | 0.401398 |
4 | -0.210806 | -1.4756 | 0.073218 |
5 | 0.140203 | 0.9814 | 0.165603 |
6 | -0.229772 | -1.6084 | 0.057086 |
7 | 0.114749 | 0.8032 | 0.212857 |
8 | -0.347617 | -2.4333 | 0.009328 |
9 | 0.051168 | 0.3582 | 0.360876 |
10 | 0.090022 | 0.6302 | 0.265762 |
11 | 0.145413 | 1.0179 | 0.156865 |
12 | 0.062481 | 0.4374 | 0.331883 |
13 | -0.050679 | -0.3548 | 0.362149 |
14 | 0.013539 | 0.0948 | 0.462442 |
15 | -0.057376 | -0.4016 | 0.34485 |
16 | -0.027492 | -0.1924 | 0.424095 |
17 | -0.08093 | -0.5665 | 0.286816 |
18 | -0.065589 | -0.4591 | 0.324088 |
19 | -0.063904 | -0.4473 | 0.328306 |
20 | 0.032419 | 0.2269 | 0.410709 |
21 | -0.018066 | -0.1265 | 0.449943 |
22 | -0.094733 | -0.6631 | 0.255177 |
23 | -0.111819 | -0.7827 | 0.218776 |
24 | -0.005045 | -0.0353 | 0.485986 |
25 | -0.068525 | -0.4797 | 0.316796 |
26 | 0.035931 | 0.2515 | 0.401233 |
27 | -0.151678 | -1.0617 | 0.146777 |
28 | -0.013106 | -0.0917 | 0.463639 |
29 | -0.059086 | -0.4136 | 0.340485 |
30 | 0.097465 | 0.6823 | 0.249144 |
31 | -0.098753 | -0.6913 | 0.24633 |
32 | -0.033096 | -0.2317 | 0.408879 |
33 | -0.073402 | -0.5138 | 0.304847 |
34 | -0.024627 | -0.1724 | 0.431922 |
35 | -0.007509 | -0.0526 | 0.479147 |
36 | -0.128802 | -0.9016 | 0.185836 |
37 | -0.004221 | -0.0295 | 0.488275 |
38 | -0.003214 | -0.0225 | 0.491071 |
39 | -0.00121 | -0.0085 | 0.496638 |
40 | -0.053501 | -0.3745 | 0.354822 |
41 | 0.048054 | 0.3364 | 0.369011 |
42 | 0.083633 | 0.5854 | 0.280471 |
43 | 0.043477 | 0.3043 | 0.381078 |
44 | 0.0065 | 0.0455 | 0.481948 |
45 | -0.084678 | -0.5927 | 0.278038 |
46 | 0.001863 | 0.013 | 0.494825 |
47 | -0.039785 | -0.2785 | 0.390903 |
48 | 0.00264 | 0.0185 | 0.492665 |
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 |