Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.162865 | 1.2188 | 0.11402 |
2 | 0.103663 | 0.7757 | 0.220583 |
3 | 0.141654 | 1.06 | 0.146839 |
4 | 0.264238 | 1.9774 | 0.026465 |
5 | 0.068917 | 0.5157 | 0.304036 |
6 | 0.092798 | 0.6944 | 0.245141 |
7 | 0.03933 | 0.2943 | 0.384803 |
8 | -0.000713 | -0.0053 | 0.497881 |
9 | -0.134865 | -1.0092 | 0.1586 |
10 | -0.090703 | -0.6788 | 0.250044 |
11 | 0.053237 | 0.3984 | 0.345929 |
12 | -0.383352 | -2.8687 | 0.002901 |
13 | -0.203986 | -1.5265 | 0.066258 |
14 | -0.053163 | -0.3978 | 0.346133 |
15 | 0.021814 | 0.1632 | 0.435457 |
16 | -0.156749 | -1.173 | 0.12288 |
17 | -0.107203 | -0.8022 | 0.212904 |
18 | -0.054069 | -0.4046 | 0.343651 |
19 | 0.000981 | 0.0073 | 0.497084 |
20 | -0.103101 | -0.7715 | 0.221816 |
21 | -0.034521 | -0.2583 | 0.398548 |
22 | 0.04692 | 0.3511 | 0.363408 |
23 | -0.029224 | -0.2187 | 0.413841 |
24 | -0.062856 | -0.4704 | 0.319958 |
25 | 0.095569 | 0.7152 | 0.238738 |
26 | 0.015989 | 0.1196 | 0.452595 |
27 | -0.069042 | -0.5167 | 0.303714 |
28 | 0.016913 | 0.1266 | 0.44987 |
29 | 0.042024 | 0.3145 | 0.377164 |
30 | 0.037529 | 0.2808 | 0.389934 |
31 | -0.056946 | -0.4261 | 0.335817 |
32 | 0.002513 | 0.0188 | 0.492531 |
33 | 0.07643 | 0.572 | 0.284821 |
34 | 0.016443 | 0.1231 | 0.451254 |
35 | -0.068993 | -0.5163 | 0.303841 |
36 | 0.07684 | 0.575 | 0.28379 |
37 | -0.046429 | -0.3474 | 0.36478 |
38 | -0.056262 | -0.421 | 0.337675 |
39 | 0.040549 | 0.3034 | 0.38134 |
40 | 0.020667 | 0.1547 | 0.438823 |
41 | -0.04555 | -0.3409 | 0.36724 |
42 | -0.055653 | -0.4165 | 0.339328 |
43 | 0.032307 | 0.2418 | 0.404923 |
44 | 0.02889 | 0.2162 | 0.414812 |
45 | -0.056271 | -0.4211 | 0.337649 |
46 | -0.069363 | -0.5191 | 0.30288 |
47 | 0.000803 | 0.006 | 0.497613 |
48 | -0.044735 | -0.3348 | 0.369527 |
49 | 0.029083 | 0.2176 | 0.41425 |
50 | 0.054384 | 0.407 | 0.342791 |
51 | -0.074224 | -0.5554 | 0.290403 |
52 | -0.071108 | -0.5321 | 0.298371 |
53 | 0.030016 | 0.2246 | 0.411546 |
54 | 0.020039 | 0.15 | 0.440667 |
55 | -0.004323 | -0.0324 | 0.487153 |
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 | 0.162865 | 1.2188 | 0.11402 |
2 | 0.07924 | 0.593 | 0.277793 |
3 | 0.117023 | 0.8757 | 0.192463 |
4 | 0.22938 | 1.7165 | 0.045797 |
5 | -0.015535 | -0.1163 | 0.453933 |
6 | 0.042332 | 0.3168 | 0.376294 |
7 | -0.036773 | -0.2752 | 0.392095 |
8 | -0.08067 | -0.6037 | 0.274248 |
9 | -0.167537 | -1.2537 | 0.107574 |
10 | -0.099294 | -0.743 | 0.23028 |
11 | 0.103888 | 0.7774 | 0.220089 |
12 | -0.401286 | -3.003 | 0.001996 |
13 | -0.037241 | -0.2787 | 0.390756 |
14 | 0.071707 | 0.5366 | 0.296833 |
15 | 0.111121 | 0.8316 | 0.204597 |
16 | 0.05931 | 0.4438 | 0.329437 |
17 | -0.036819 | -0.2755 | 0.391964 |
18 | 0.03393 | 0.2539 | 0.400248 |
19 | -0.011828 | -0.0885 | 0.464892 |
20 | -0.078768 | -0.5894 | 0.278967 |
21 | -0.114287 | -0.8552 | 0.198029 |
22 | -0.04011 | -0.3002 | 0.382586 |
23 | 0.057233 | 0.4283 | 0.33504 |
24 | -0.18406 | -1.3774 | 0.086938 |
25 | 0.080094 | 0.5994 | 0.275672 |
26 | -0.01829 | -0.1369 | 0.445811 |
27 | 0.020652 | 0.1545 | 0.438869 |
28 | 0.091823 | 0.6871 | 0.247415 |
29 | -0.073005 | -0.5463 | 0.293509 |
30 | 0.050109 | 0.375 | 0.354546 |
31 | -0.075483 | -0.5649 | 0.287212 |
32 | -0.030762 | -0.2302 | 0.409387 |
33 | -0.006087 | -0.0456 | 0.481915 |
34 | -0.026843 | -0.2009 | 0.420763 |
35 | 0.010988 | 0.0822 | 0.46738 |
36 | -0.043981 | -0.3291 | 0.371645 |
37 | -0.028145 | -0.2106 | 0.416975 |
38 | -0.058759 | -0.4397 | 0.330918 |
39 | 0.07741 | 0.5793 | 0.28236 |
40 | 0.010629 | 0.0795 | 0.468443 |
41 | -0.077488 | -0.5799 | 0.282165 |
42 | 0.033606 | 0.2515 | 0.40118 |
43 | 0.006068 | 0.0454 | 0.48197 |
44 | -0.01028 | -0.0769 | 0.469477 |
45 | -0.045927 | -0.3437 | 0.366186 |
46 | -0.030397 | -0.2275 | 0.410444 |
47 | -0.070302 | -0.5261 | 0.300452 |
48 | -0.046986 | -0.3516 | 0.363225 |
49 | 0.090757 | 0.6792 | 0.249916 |
50 | 0.001616 | 0.0121 | 0.495196 |
51 | -0.068571 | -0.5131 | 0.304935 |
52 | -0.0084 | -0.0629 | 0.475052 |
53 | 0.025384 | 0.19 | 0.425015 |
54 | -0.022622 | -0.1693 | 0.43309 |
55 | -0.007207 | -0.0539 | 0.478592 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |