Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.005433 | -0.0372 | 0.485223 |
2 | 0.040903 | 0.2804 | 0.390194 |
3 | -0.047713 | -0.3271 | 0.372521 |
4 | 0.071212 | 0.4882 | 0.313838 |
5 | -0.071603 | -0.4909 | 0.312895 |
6 | 0.237372 | 1.6273 | 0.055175 |
7 | 0.313963 | 2.1524 | 0.018265 |
8 | -0.127806 | -0.8762 | 0.19269 |
9 | -0.020696 | -0.1419 | 0.443888 |
10 | -0.049089 | -0.3365 | 0.368982 |
11 | 0.258167 | 1.7699 | 0.041615 |
12 | -0.192962 | -1.3229 | 0.096138 |
13 | 0.208797 | 1.4314 | 0.07946 |
14 | 0.008243 | 0.0565 | 0.477587 |
15 | 0.00124 | 0.0085 | 0.496626 |
16 | -0.117205 | -0.8035 | 0.21286 |
17 | 0.188716 | 1.2938 | 0.101034 |
18 | -0.055018 | -0.3772 | 0.353868 |
19 | -0.154269 | -1.0576 | 0.147819 |
20 | 0.081309 | 0.5574 | 0.289941 |
21 | -0.017092 | -0.1172 | 0.453609 |
22 | -0.027865 | -0.191 | 0.424661 |
23 | -0.133056 | -0.9122 | 0.183163 |
24 | 0.058657 | 0.4021 | 0.344704 |
25 | -0.303383 | -2.0799 | 0.021507 |
26 | -0.065531 | -0.4493 | 0.327655 |
27 | -0.026695 | -0.183 | 0.427788 |
28 | 0.063185 | 0.4332 | 0.333434 |
29 | -0.09364 | -0.642 | 0.262009 |
30 | -0.029764 | -0.2041 | 0.419598 |
31 | 0.008732 | 0.0599 | 0.476258 |
32 | -0.115823 | -0.794 | 0.215581 |
33 | -0.008853 | -0.0607 | 0.47593 |
34 | 0.025588 | 0.1754 | 0.43075 |
35 | -0.018674 | -0.128 | 0.449339 |
36 | -0.204258 | -1.4003 | 0.083992 |
37 | 0.039079 | 0.2679 | 0.39497 |
38 | -0.034433 | -0.2361 | 0.407207 |
39 | -0.032601 | -0.2235 | 0.412058 |
40 | 0.008781 | 0.0602 | 0.476127 |
41 | 0.026857 | 0.1841 | 0.427354 |
42 | -0.071884 | -0.4928 | 0.312221 |
43 | -0.104251 | -0.7147 | 0.239162 |
44 | 0.015849 | 0.1087 | 0.45697 |
45 | -0.021304 | -0.1461 | 0.442253 |
46 | -0.005752 | -0.0394 | 0.484356 |
47 | NA | NA | NA |
48 | NA | NA | NA |
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 | -0.005433 | -0.0372 | 0.485223 |
2 | 0.040875 | 0.2802 | 0.390268 |
3 | -0.047358 | -0.3247 | 0.373435 |
4 | 0.06941 | 0.4758 | 0.318193 |
5 | -0.06809 | -0.4668 | 0.321398 |
6 | 0.23302 | 1.5975 | 0.058428 |
7 | 0.342783 | 2.35 | 0.011512 |
8 | -0.169214 | -1.1601 | 0.125939 |
9 | -0.026513 | -0.1818 | 0.428275 |
10 | -0.047259 | -0.324 | 0.373691 |
11 | 0.289369 | 1.9838 | 0.026567 |
12 | -0.23282 | -1.5961 | 0.058581 |
13 | 0.006786 | 0.0465 | 0.481546 |
14 | 0.030234 | 0.2073 | 0.418346 |
15 | 0.0766 | 0.5251 | 0.300977 |
16 | -0.067754 | -0.4645 | 0.322219 |
17 | 0.044985 | 0.3084 | 0.379571 |
18 | -0.138697 | -0.9509 | 0.17327 |
19 | -0.035555 | -0.2438 | 0.404242 |
20 | -0.004922 | -0.0337 | 0.486611 |
21 | 0.005968 | 0.0409 | 0.483769 |
22 | -0.104924 | -0.7193 | 0.237752 |
23 | -0.052113 | -0.3573 | 0.361246 |
24 | -0.117136 | -0.803 | 0.212996 |
25 | -0.163612 | -1.1217 | 0.133851 |
26 | -0.072214 | -0.4951 | 0.311426 |
27 | 0.005531 | 0.0379 | 0.484957 |
28 | -0.053342 | -0.3657 | 0.358117 |
29 | 0.081401 | 0.5581 | 0.289728 |
30 | -0.006117 | -0.0419 | 0.483362 |
31 | 0.114054 | 0.7819 | 0.219093 |
32 | 0.056739 | 0.389 | 0.349524 |
33 | 0.026182 | 0.1795 | 0.429161 |
34 | 0.007469 | 0.0512 | 0.47969 |
35 | -0.066098 | -0.4531 | 0.326264 |
36 | -0.062177 | -0.4263 | 0.335931 |
37 | -0.011944 | -0.0819 | 0.467544 |
38 | -0.019372 | -0.1328 | 0.447456 |
39 | 0.002885 | 0.0198 | 0.492153 |
40 | 0.034745 | 0.2382 | 0.40638 |
41 | 2.9e-05 | 2e-04 | 0.49992 |
42 | 0.032333 | 0.2217 | 0.412769 |
43 | -0.070682 | -0.4846 | 0.315116 |
44 | -0.08748 | -0.5997 | 0.275782 |
45 | -0.046109 | -0.3161 | 0.376661 |
46 | -0.00904 | -0.062 | 0.475423 |
47 | NA | NA | NA |
48 | NA | NA | NA |
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 |