Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.251757 | 1.7623 | 0.042128 |
2 | 0.281763 | 1.9723 | 0.027114 |
3 | 0.158031 | 1.1062 | 0.137017 |
4 | 0.019317 | 0.1352 | 0.446495 |
5 | 0.152338 | 1.0664 | 0.145742 |
6 | -0.04233 | -0.2963 | 0.384123 |
7 | -0.09467 | -0.6627 | 0.255317 |
8 | 0.124303 | 0.8701 | 0.194239 |
9 | -0.002524 | -0.0177 | 0.492989 |
10 | 0.193139 | 1.352 | 0.091296 |
11 | 0.003429 | 0.024 | 0.490473 |
12 | -0.111055 | -0.7774 | 0.220335 |
13 | -0.084051 | -0.5884 | 0.279498 |
14 | -0.084149 | -0.589 | 0.27927 |
15 | -0.014036 | -0.0983 | 0.461067 |
16 | -0.174243 | -1.2197 | 0.114208 |
17 | -0.044852 | -0.314 | 0.377439 |
18 | 0.111712 | 0.782 | 0.218993 |
19 | 0.008528 | 0.0597 | 0.476319 |
20 | 0.074303 | 0.5201 | 0.302662 |
21 | 0.041783 | 0.2925 | 0.385576 |
22 | -0.035903 | -0.2513 | 0.401309 |
23 | 0.108537 | 0.7598 | 0.225519 |
24 | -0.181039 | -1.2673 | 0.105523 |
25 | -0.002424 | -0.017 | 0.493266 |
26 | -0.01223 | -0.0856 | 0.466063 |
27 | -0.046035 | -0.3222 | 0.374319 |
28 | 0.049028 | 0.3432 | 0.366458 |
29 | -0.016205 | -0.1134 | 0.455074 |
30 | -0.121131 | -0.8479 | 0.200304 |
31 | 0.020662 | 0.1446 | 0.442798 |
32 | -0.146225 | -1.0236 | 0.155531 |
33 | -0.112536 | -0.7878 | 0.217317 |
34 | -0.246175 | -1.7232 | 0.045577 |
35 | -0.178933 | -1.2525 | 0.108161 |
36 | -0.090045 | -0.6303 | 0.265708 |
37 | -0.091242 | -0.6387 | 0.262997 |
38 | -0.114756 | -0.8033 | 0.212842 |
39 | -0.127847 | -0.8949 | 0.1876 |
40 | -0.093406 | -0.6538 | 0.258134 |
41 | -0.02162 | -0.1513 | 0.440165 |
42 | -0.026287 | -0.184 | 0.427382 |
43 | -0.016172 | -0.1132 | 0.455166 |
44 | -0.010367 | -0.0726 | 0.471221 |
45 | 0.036244 | 0.2537 | 0.40039 |
46 | 0.100642 | 0.7045 | 0.242231 |
47 | 0.055947 | 0.3916 | 0.348515 |
48 | 0.051024 | 0.3572 | 0.361249 |
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 | 0.251757 | 1.7623 | 0.042128 |
2 | 0.23316 | 1.6321 | 0.054533 |
3 | 0.050734 | 0.3551 | 0.362006 |
4 | -0.096252 | -0.6738 | 0.251814 |
5 | 0.131472 | 0.9203 | 0.180961 |
6 | -0.095265 | -0.6669 | 0.253997 |
7 | -0.144951 | -1.0147 | 0.157627 |
8 | 0.212332 | 1.4863 | 0.0718 |
9 | 0.023195 | 0.1624 | 0.435844 |
10 | 0.122822 | 0.8598 | 0.197055 |
11 | -0.0978 | -0.6846 | 0.24841 |
12 | -0.167417 | -1.1719 | 0.123448 |
13 | -0.125313 | -0.8772 | 0.192331 |
14 | 0.060403 | 0.4228 | 0.337138 |
15 | 0.08757 | 0.613 | 0.271358 |
16 | -0.189974 | -1.3298 | 0.094868 |
17 | 0.11969 | 0.8378 | 0.203098 |
18 | 0.177518 | 1.2426 | 0.109959 |
19 | -0.119601 | -0.8372 | 0.20327 |
20 | -0.062001 | -0.434 | 0.333093 |
21 | 0.172167 | 1.2052 | 0.116963 |
22 | -0.058496 | -0.4095 | 0.34199 |
23 | 0.011571 | 0.081 | 0.467886 |
24 | -0.169373 | -1.1856 | 0.120747 |
25 | 0.032057 | 0.2244 | 0.411691 |
26 | 0.089807 | 0.6286 | 0.266249 |
27 | 0.003581 | 0.0251 | 0.490051 |
28 | -0.137708 | -0.964 | 0.169901 |
29 | 0.007771 | 0.0544 | 0.478419 |
30 | -0.047791 | -0.3345 | 0.3697 |
31 | -0.008118 | -0.0568 | 0.477458 |
32 | -0.117043 | -0.8193 | 0.20829 |
33 | -0.095539 | -0.6688 | 0.253389 |
34 | -0.043308 | -0.3032 | 0.381528 |
35 | 0.002824 | 0.0198 | 0.492154 |
36 | -0.07754 | -0.5428 | 0.29487 |
37 | -0.047874 | -0.3351 | 0.369483 |
38 | 0.002249 | 0.0157 | 0.493752 |
39 | -0.055519 | -0.3886 | 0.349616 |
40 | -0.10087 | -0.7061 | 0.241738 |
41 | 0.014945 | 0.1046 | 0.458555 |
42 | 0.181045 | 1.2673 | 0.105517 |
43 | -0.017291 | -0.121 | 0.452079 |
44 | -0.027036 | -0.1892 | 0.42534 |
45 | 0.068617 | 0.4803 | 0.316569 |
46 | -0.035752 | -0.2503 | 0.401716 |
47 | 0.025538 | 0.1788 | 0.429428 |
48 | 0.002372 | 0.0166 | 0.493409 |
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 |