Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.147156 | -1.1303 | 0.131456 |
2 | 0.056231 | 0.4319 | 0.333687 |
3 | 0.133348 | 1.0243 | 0.154945 |
4 | 0.11761 | 0.9034 | 0.184998 |
5 | -0.033273 | -0.2556 | 0.399583 |
6 | 0.120401 | 0.9248 | 0.179413 |
7 | -0.157807 | -1.2121 | 0.115146 |
8 | 0.243567 | 1.8709 | 0.033162 |
9 | -0.075319 | -0.5785 | 0.282553 |
10 | -0.063633 | -0.4888 | 0.313406 |
11 | 0.168971 | 1.2979 | 0.099688 |
12 | -0.17076 | -1.3116 | 0.097363 |
13 | 0.014208 | 0.1091 | 0.456733 |
14 | 0.048434 | 0.372 | 0.355603 |
15 | -0.118082 | -0.907 | 0.184047 |
16 | 0.043965 | 0.3377 | 0.368392 |
17 | 0.180218 | 1.3843 | 0.085743 |
18 | -0.276192 | -2.1215 | 0.019046 |
19 | 0.265248 | 2.0374 | 0.023051 |
20 | -0.130751 | -1.0043 | 0.159664 |
21 | 0.059095 | 0.4539 | 0.325777 |
22 | -0.054156 | -0.416 | 0.339467 |
23 | 0.03993 | 0.3067 | 0.380072 |
24 | 0.04949 | 0.3801 | 0.352602 |
25 | 0.05567 | 0.4276 | 0.335245 |
26 | -0.188393 | -1.4471 | 0.076585 |
27 | 0.225559 | 1.7325 | 0.0442 |
28 | -0.045227 | -0.3474 | 0.364764 |
29 | -0.067487 | -0.5184 | 0.303066 |
30 | 0.099633 | 0.7653 | 0.223574 |
31 | -0.041885 | -0.3217 | 0.3744 |
32 | -0.083384 | -0.6405 | 0.26217 |
33 | 0.069918 | 0.5371 | 0.296625 |
34 | -0.126638 | -0.9727 | 0.16733 |
35 | 0.01591 | 0.1222 | 0.451575 |
36 | 0.077785 | 0.5975 | 0.276237 |
37 | -0.130053 | -0.999 | 0.160948 |
38 | 0.057029 | 0.438 | 0.331475 |
39 | -0.064126 | -0.4926 | 0.312075 |
40 | 0.044636 | 0.3429 | 0.366464 |
41 | 0.070902 | 0.5446 | 0.294037 |
42 | -0.064149 | -0.4927 | 0.312014 |
43 | -0.090064 | -0.6918 | 0.24589 |
44 | 0.02248 | 0.1727 | 0.43175 |
45 | -0.076926 | -0.5909 | 0.278428 |
46 | 0.008822 | 0.0678 | 0.473103 |
47 | -0.055508 | -0.4264 | 0.335697 |
48 | -0.078509 | -0.603 | 0.274396 |
49 | -0.030769 | -0.2363 | 0.406994 |
50 | -0.028026 | -0.2153 | 0.415148 |
51 | -0.084723 | -0.6508 | 0.258862 |
52 | -0.061893 | -0.4754 | 0.318127 |
53 | -0.08492 | -0.6523 | 0.258375 |
54 | -0.050196 | -0.3856 | 0.350602 |
55 | -0.035721 | -0.2744 | 0.392376 |
56 | -0.052791 | -0.4055 | 0.343291 |
57 | -0.005367 | -0.0412 | 0.483627 |
58 | -0.015178 | -0.1166 | 0.453793 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.147156 | -1.1303 | 0.131456 |
2 | 0.035342 | 0.2715 | 0.393491 |
3 | 0.149962 | 1.1519 | 0.127008 |
4 | 0.163462 | 1.2556 | 0.10711 |
5 | -0.005508 | -0.0423 | 0.483199 |
6 | 0.081585 | 0.6267 | 0.266649 |
7 | -0.17821 | -1.3689 | 0.088116 |
8 | 0.187637 | 1.4413 | 0.077398 |
9 | -0.030169 | -0.2317 | 0.408774 |
10 | -0.078981 | -0.6067 | 0.2732 |
11 | 0.153741 | 1.1809 | 0.121189 |
12 | -0.221941 | -1.7048 | 0.04675 |
13 | 0.05459 | 0.4193 | 0.338256 |
14 | -0.031797 | -0.2442 | 0.403948 |
15 | -0.053697 | -0.4125 | 0.340751 |
16 | 0.063273 | 0.486 | 0.31438 |
17 | 0.16226 | 1.2463 | 0.108782 |
18 | -0.162363 | -1.2471 | 0.108638 |
19 | 0.154326 | 1.1854 | 0.120305 |
20 | -0.094422 | -0.7253 | 0.235576 |
21 | 0.056821 | 0.4364 | 0.332052 |
22 | -0.097784 | -0.7511 | 0.22779 |
23 | 0.055624 | 0.4273 | 0.335374 |
24 | 0.14339 | 1.1014 | 0.137597 |
25 | -0.146499 | -1.1253 | 0.132514 |
26 | 0.046503 | 0.3572 | 0.361111 |
27 | 0.013729 | 0.1055 | 0.458187 |
28 | -0.020856 | -0.1602 | 0.436636 |
29 | 0.060322 | 0.4633 | 0.322412 |
30 | -0.02568 | -0.1973 | 0.422155 |
31 | 0.022222 | 0.1707 | 0.432524 |
32 | -0.139081 | -1.0683 | 0.144869 |
33 | 0.025486 | 0.1958 | 0.422733 |
34 | -0.096279 | -0.7395 | 0.231258 |
35 | 0.010029 | 0.077 | 0.469428 |
36 | 0.094063 | 0.7225 | 0.236417 |
37 | -0.006978 | -0.0536 | 0.478719 |
38 | -0.087065 | -0.6688 | 0.25313 |
39 | 0.058693 | 0.4508 | 0.326881 |
40 | -0.010288 | -0.079 | 0.468642 |
41 | 0.092976 | 0.7142 | 0.23897 |
42 | 0.026984 | 0.2073 | 0.418256 |
43 | -0.152454 | -1.171 | 0.123149 |
44 | -0.153061 | -1.1757 | 0.122222 |
45 | 0.032735 | 0.2514 | 0.401174 |
46 | -0.034656 | -0.2662 | 0.395507 |
47 | -0.042805 | -0.3288 | 0.371738 |
48 | -0.025121 | -0.193 | 0.423828 |
49 | -0.038955 | -0.2992 | 0.382912 |
50 | -0.066269 | -0.509 | 0.306318 |
51 | 0.009994 | 0.0768 | 0.469535 |
52 | -0.120833 | -0.9281 | 0.178558 |
53 | -0.01394 | -0.1071 | 0.457545 |
54 | -0.065959 | -0.5066 | 0.307148 |
55 | 0.016443 | 0.1263 | 0.449962 |
56 | -0.01051 | -0.0807 | 0.467967 |
57 | -0.042037 | -0.3229 | 0.373958 |
58 | 0.057038 | 0.4381 | 0.331449 |
59 | NA | NA | NA |
60 | NA | NA | NA |