Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.295836 | -2.2335 | 0.014728 |
2 | -0.197857 | -1.4938 | 0.070374 |
3 | 0.09632 | 0.7272 | 0.23504 |
4 | -0.275432 | -2.0795 | 0.021042 |
5 | 0.218357 | 1.6486 | 0.05237 |
6 | 0.058248 | 0.4398 | 0.330885 |
7 | -0.24291 | -1.8339 | 0.035943 |
8 | 0.18512 | 1.3976 | 0.08382 |
9 | 0.070651 | 0.5334 | 0.297915 |
10 | -0.056402 | -0.4258 | 0.33592 |
11 | 0.151632 | 1.1448 | 0.128539 |
12 | -0.238536 | -1.8009 | 0.038504 |
13 | -0.075803 | -0.5723 | 0.284685 |
14 | 0.120933 | 0.913 | 0.182539 |
15 | 0.008246 | 0.0623 | 0.475289 |
16 | -0.004827 | -0.0364 | 0.485528 |
17 | 0.053514 | 0.404 | 0.343855 |
18 | -0.023404 | -0.1767 | 0.430186 |
19 | -0.113175 | -0.8545 | 0.198216 |
20 | 0.181624 | 1.3712 | 0.087839 |
21 | -0.035971 | -0.2716 | 0.393465 |
22 | -0.079351 | -0.5991 | 0.275745 |
23 | 0.087005 | 0.6569 | 0.256953 |
24 | -0.162354 | -1.2257 | 0.112668 |
25 | 0.051016 | 0.3852 | 0.350776 |
26 | 0.085683 | 0.6469 | 0.260148 |
27 | -0.101899 | -0.7693 | 0.222439 |
28 | 0.041655 | 0.3145 | 0.377148 |
29 | 0.095166 | 0.7185 | 0.237697 |
30 | -0.090123 | -0.6804 | 0.249499 |
31 | 0.07358 | 0.5555 | 0.290358 |
32 | -0.184159 | -1.3904 | 0.084911 |
33 | -0.009446 | -0.0713 | 0.471697 |
34 | 0.117844 | 0.8897 | 0.188682 |
35 | -0.022676 | -0.1712 | 0.432337 |
36 | 0.015127 | 0.1142 | 0.454737 |
37 | 0.036428 | 0.275 | 0.392147 |
38 | -0.010994 | -0.083 | 0.46707 |
39 | 0.026339 | 0.1989 | 0.421543 |
40 | -0.07349 | -0.5548 | 0.290587 |
41 | -0.104463 | -0.7887 | 0.216784 |
42 | 0.074424 | 0.5619 | 0.288199 |
43 | 0.065782 | 0.4966 | 0.310674 |
44 | 0.014563 | 0.1099 | 0.456418 |
45 | 0.005643 | 0.0426 | 0.483084 |
46 | -0.058761 | -0.4436 | 0.329492 |
47 | 0.011639 | 0.0879 | 0.465144 |
48 | -0.003232 | -0.0244 | 0.490309 |
49 | -0.054937 | -0.4148 | 0.339935 |
50 | 0.047658 | 0.3598 | 0.36016 |
51 | 0.007776 | 0.0587 | 0.476695 |
52 | 0.031022 | 0.2342 | 0.407829 |
53 | -0.010887 | -0.0822 | 0.46739 |
54 | -0.025821 | -0.1949 | 0.423065 |
55 | 0.008519 | 0.0643 | 0.474471 |
56 | 0.011233 | 0.0848 | 0.466356 |
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 | -0.295836 | -2.2335 | 0.014728 |
2 | -0.312747 | -2.3612 | 0.010829 |
3 | -0.088726 | -0.6699 | 0.252825 |
4 | -0.404405 | -3.0532 | 0.001719 |
5 | -0.043407 | -0.3277 | 0.372164 |
6 | -0.06826 | -0.5153 | 0.304151 |
7 | -0.254902 | -1.9245 | 0.029646 |
8 | -0.080667 | -0.609 | 0.272465 |
9 | 0.083954 | 0.6338 | 0.26436 |
10 | 0.065089 | 0.4914 | 0.312511 |
11 | 0.207529 | 1.5668 | 0.061347 |
12 | 0.03142 | 0.2372 | 0.406671 |
13 | -0.031428 | -0.2373 | 0.406646 |
14 | -0.075979 | -0.5736 | 0.284238 |
15 | 0.044135 | 0.3332 | 0.370099 |
16 | -0.113895 | -0.8599 | 0.196726 |
17 | -0.01684 | -0.1271 | 0.44964 |
18 | 0.035923 | 0.2712 | 0.393605 |
19 | -0.218612 | -1.6505 | 0.052172 |
20 | 0.055075 | 0.4158 | 0.339555 |
21 | 0.120938 | 0.9131 | 0.182529 |
22 | 0.072935 | 0.5506 | 0.292015 |
23 | 0.137878 | 1.041 | 0.151146 |
24 | 0.007359 | 0.0556 | 0.477945 |
25 | -0.060564 | -0.4573 | 0.324614 |
26 | -0.13491 | -1.0186 | 0.15636 |
27 | -0.072819 | -0.5498 | 0.292311 |
28 | -0.186166 | -1.4055 | 0.082646 |
29 | -0.020715 | -0.1564 | 0.438136 |
30 | 0.003474 | 0.0262 | 0.489583 |
31 | -0.025666 | -0.1938 | 0.423522 |
32 | -0.212662 | -1.6056 | 0.056949 |
33 | 0.006524 | 0.0493 | 0.480446 |
34 | -0.052504 | -0.3964 | 0.346646 |
35 | 0.010227 | 0.0772 | 0.469362 |
36 | -0.043637 | -0.3295 | 0.37151 |
37 | 0.013837 | 0.1045 | 0.458582 |
38 | -0.049078 | -0.3705 | 0.356181 |
39 | 0.086847 | 0.6557 | 0.257335 |
40 | -0.061184 | -0.4619 | 0.322946 |
41 | -0.099555 | -0.7516 | 0.227686 |
42 | -0.001112 | -0.0084 | 0.496666 |
43 | 0.032874 | 0.2482 | 0.402439 |
44 | -0.071446 | -0.5394 | 0.295855 |
45 | 0.037821 | 0.2855 | 0.388133 |
46 | -0.020883 | -0.1577 | 0.43764 |
47 | -0.003195 | -0.0241 | 0.49042 |
48 | -0.044331 | -0.3347 | 0.369543 |
49 | -0.071054 | -0.5364 | 0.296868 |
50 | -0.031635 | -0.2388 | 0.406042 |
51 | -0.012025 | -0.0908 | 0.463991 |
52 | 0.065479 | 0.4944 | 0.311476 |
53 | -0.045727 | -0.3452 | 0.365594 |
54 | -0.014919 | -0.1126 | 0.455359 |
55 | 0.032183 | 0.243 | 0.404448 |
56 | -0.039673 | -0.2995 | 0.382815 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |