Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.056255 | -0.4358 | 0.33229 |
2 | 0.039139 | 0.3032 | 0.381404 |
3 | 0.066607 | 0.5159 | 0.303898 |
4 | -0.037932 | -0.2938 | 0.384953 |
5 | 0.035971 | 0.2786 | 0.390744 |
6 | -0.007798 | -0.0604 | 0.476017 |
7 | 0.024951 | 0.1933 | 0.423699 |
8 | 0.097435 | 0.7547 | 0.226683 |
9 | 0.078635 | 0.6091 | 0.272377 |
10 | -0.123864 | -0.9594 | 0.170592 |
11 | 0.107856 | 0.8354 | 0.20339 |
12 | -0.393497 | -3.048 | 0.001712 |
13 | 0.012556 | 0.0973 | 0.461423 |
14 | 0.192704 | 1.4927 | 0.070381 |
15 | 0.01198 | 0.0928 | 0.463186 |
16 | 0.058048 | 0.4496 | 0.327297 |
17 | -0.074491 | -0.577 | 0.283048 |
18 | 0.124571 | 0.9649 | 0.169228 |
19 | 0.027213 | 0.2108 | 0.416881 |
20 | 0.032921 | 0.255 | 0.399796 |
21 | -0.080248 | -0.6216 | 0.268281 |
22 | 0.068218 | 0.5284 | 0.299581 |
23 | 0.009827 | 0.0761 | 0.469788 |
24 | -0.083057 | -0.6434 | 0.261221 |
25 | -0.05167 | -0.4002 | 0.345203 |
26 | -0.210452 | -1.6302 | 0.054154 |
27 | 0.086365 | 0.669 | 0.253037 |
28 | -0.06505 | -0.5039 | 0.308097 |
29 | 0.125003 | 0.9683 | 0.168398 |
30 | -0.086781 | -0.6722 | 0.252017 |
31 | -0.103121 | -0.7988 | 0.213787 |
32 | -0.021666 | -0.1678 | 0.433644 |
33 | -0.022683 | -0.1757 | 0.430561 |
34 | -0.026337 | -0.204 | 0.419521 |
35 | 0.008307 | 0.0643 | 0.474455 |
36 | 0.063972 | 0.4955 | 0.31102 |
37 | 0.029044 | 0.225 | 0.411382 |
38 | 0.184711 | 1.4308 | 0.078843 |
39 | -0.197687 | -1.5313 | 0.065478 |
40 | -0.049365 | -0.3824 | 0.351765 |
41 | -0.044358 | -0.3436 | 0.366175 |
42 | -0.110636 | -0.857 | 0.197432 |
43 | 0.090515 | 0.7011 | 0.242966 |
44 | -0.055695 | -0.4314 | 0.333859 |
45 | -0.009718 | -0.0753 | 0.470122 |
46 | 0.002146 | 0.0166 | 0.493395 |
47 | -0.055819 | -0.4324 | 0.333511 |
48 | -0.032066 | -0.2484 | 0.402343 |
49 | 0.007509 | 0.0582 | 0.476906 |
50 | -0.125715 | -0.9738 | 0.167037 |
51 | 0.089946 | 0.6967 | 0.244336 |
52 | 0.039736 | 0.3078 | 0.379654 |
53 | -0.054415 | -0.4215 | 0.337448 |
54 | 0.041453 | 0.3211 | 0.374627 |
55 | -0.046564 | -0.3607 | 0.359802 |
56 | 0.006068 | 0.047 | 0.481335 |
57 | -0.0195 | -0.151 | 0.440222 |
58 | -0.020946 | -0.1622 | 0.435829 |
59 | 0.003979 | 0.0308 | 0.487758 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.056255 | -0.4358 | 0.33229 |
2 | 0.036089 | 0.2795 | 0.390395 |
3 | 0.071077 | 0.5506 | 0.291991 |
4 | -0.032019 | -0.248 | 0.402485 |
5 | 0.026928 | 0.2086 | 0.417739 |
6 | -0.006274 | -0.0486 | 0.480699 |
7 | 0.026652 | 0.2064 | 0.418572 |
8 | 0.096492 | 0.7474 | 0.228862 |
9 | 0.092094 | 0.7134 | 0.239196 |
10 | -0.130048 | -1.0074 | 0.158906 |
11 | 0.079552 | 0.6162 | 0.270044 |
12 | -0.400227 | -3.1001 | 0.001472 |
13 | 0.001019 | 0.0079 | 0.496863 |
14 | 0.229441 | 1.7772 | 0.040298 |
15 | 0.115281 | 0.893 | 0.187723 |
16 | 0.009098 | 0.0705 | 0.472027 |
17 | -0.127905 | -0.9907 | 0.162894 |
18 | 0.12394 | 0.96 | 0.170445 |
19 | 0.084293 | 0.6529 | 0.258148 |
20 | 0.128604 | 0.9962 | 0.161586 |
21 | -0.049481 | -0.3833 | 0.351433 |
22 | -0.144133 | -1.1164 | 0.134341 |
23 | 0.001253 | 0.0097 | 0.496145 |
24 | -0.247993 | -1.9209 | 0.029747 |
25 | -0.084744 | -0.6564 | 0.25703 |
26 | -0.067298 | -0.5213 | 0.302041 |
27 | 0.163236 | 1.2644 | 0.105485 |
28 | -0.024812 | -0.1922 | 0.424121 |
29 | 0.056938 | 0.441 | 0.330385 |
30 | 0.011835 | 0.0917 | 0.463632 |
31 | -0.075257 | -0.5829 | 0.28106 |
32 | 0.042006 | 0.3254 | 0.373013 |
33 | -0.041198 | -0.3191 | 0.375373 |
34 | -0.075894 | -0.5879 | 0.279411 |
35 | 0.08734 | 0.6765 | 0.250651 |
36 | -0.137703 | -1.0666 | 0.145203 |
37 | -0.027837 | -0.2156 | 0.415006 |
38 | 0.100468 | 0.7782 | 0.219749 |
39 | 0.018458 | 0.143 | 0.443395 |
40 | -0.043169 | -0.3344 | 0.369628 |
41 | -0.021402 | -0.1658 | 0.434445 |
42 | -0.109417 | -0.8475 | 0.200031 |
43 | -0.025119 | -0.1946 | 0.423194 |
44 | 0.058953 | 0.4567 | 0.324786 |
45 | -0.001357 | -0.0105 | 0.495825 |
46 | -0.042323 | -0.3278 | 0.372091 |
47 | -0.036409 | -0.282 | 0.389449 |
48 | 0.002244 | 0.0174 | 0.493094 |
49 | -0.006108 | -0.0473 | 0.481212 |
50 | 0.012617 | 0.0977 | 0.461234 |
51 | 0.045842 | 0.3551 | 0.361885 |
52 | -0.141403 | -1.0953 | 0.138881 |
53 | 0.030152 | 0.2336 | 0.408062 |
54 | -0.079793 | -0.6181 | 0.269432 |
55 | 0.032663 | 0.253 | 0.400565 |
56 | -0.033289 | -0.2579 | 0.3987 |
57 | -0.059534 | -0.4611 | 0.32318 |
58 | -0.021656 | -0.1677 | 0.433674 |
59 | 0.034311 | 0.2658 | 0.395664 |
60 | NA | NA | NA |