Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.193946 | -1.4897 | 0.070811 |
2 | 0.119039 | 0.9144 | 0.182126 |
3 | -0.101484 | -0.7795 | 0.219396 |
4 | 0.077627 | 0.5963 | 0.276639 |
5 | 0.075518 | 0.5801 | 0.28204 |
6 | 0.071603 | 0.55 | 0.292199 |
7 | -0.052737 | -0.4051 | 0.343441 |
8 | -0.122323 | -0.9396 | 0.175631 |
9 | -0.045545 | -0.3498 | 0.363852 |
10 | -0.182368 | -1.4008 | 0.083257 |
11 | 0.079753 | 0.6126 | 0.271249 |
12 | -0.020913 | -0.1606 | 0.436466 |
13 | -0.128329 | -0.9857 | 0.164149 |
14 | 0.09387 | 0.721 | 0.23687 |
15 | -0.127796 | -0.9816 | 0.165147 |
16 | 0.063334 | 0.4865 | 0.314215 |
17 | 0.068359 | 0.5251 | 0.30075 |
18 | -0.017134 | -0.1316 | 0.44787 |
19 | 0.013605 | 0.1045 | 0.458563 |
20 | 0.016081 | 0.1235 | 0.451057 |
21 | 0.025591 | 0.1966 | 0.422421 |
22 | -0.104486 | -0.8026 | 0.212721 |
23 | 0.034283 | 0.2633 | 0.396606 |
24 | -0.091495 | -0.7028 | 0.242477 |
25 | -0.014823 | -0.1139 | 0.45487 |
26 | -0.095673 | -0.7349 | 0.232662 |
27 | -0.043633 | -0.3351 | 0.36935 |
28 | -0.036788 | -0.2826 | 0.389245 |
29 | -0.087147 | -0.6694 | 0.252928 |
30 | 0.054742 | 0.4205 | 0.337831 |
31 | 0.014159 | 0.1088 | 0.456882 |
32 | 0.033308 | 0.2558 | 0.399481 |
33 | -0.039889 | -0.3064 | 0.380192 |
34 | -0.019437 | -0.1493 | 0.440913 |
35 | -0.081992 | -0.6298 | 0.26563 |
36 | 0.155637 | 1.1955 | 0.118343 |
37 | 0.126019 | 0.968 | 0.168506 |
38 | -0.055131 | -0.4235 | 0.336746 |
39 | 0.022475 | 0.1726 | 0.431764 |
40 | -0.088992 | -0.6836 | 0.248463 |
41 | 0.077435 | 0.5948 | 0.27713 |
42 | 0.095098 | 0.7305 | 0.234 |
43 | -0.000168 | -0.0013 | 0.499486 |
44 | 0.02308 | 0.1773 | 0.429947 |
45 | -0.001038 | -0.008 | 0.496832 |
46 | -0.086117 | -0.6615 | 0.255441 |
47 | 0.119812 | 0.9203 | 0.180583 |
48 | 0.032631 | 0.2506 | 0.401481 |
49 | 0.027759 | 0.2132 | 0.415945 |
50 | -0.049395 | -0.3794 | 0.352874 |
51 | 0.041373 | 0.3178 | 0.375881 |
52 | -0.11367 | -0.8731 | 0.193069 |
53 | 0.116125 | 0.892 | 0.188015 |
54 | -0.126465 | -0.9714 | 0.167659 |
55 | 0.041331 | 0.3175 | 0.376005 |
56 | -0.052282 | -0.4016 | 0.344721 |
57 | -0.027556 | -0.2117 | 0.41655 |
58 | -0.010893 | -0.0837 | 0.466802 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.193946 | -1.4897 | 0.070811 |
2 | 0.084607 | 0.6499 | 0.259148 |
3 | -0.06692 | -0.514 | 0.304579 |
4 | 0.040525 | 0.3113 | 0.378342 |
5 | 0.116598 | 0.8956 | 0.187052 |
6 | 0.093203 | 0.7159 | 0.238437 |
7 | -0.034927 | -0.2683 | 0.394711 |
8 | -0.151081 | -1.1605 | 0.125264 |
9 | -0.096017 | -0.7375 | 0.231864 |
10 | -0.23308 | -1.7903 | 0.039266 |
11 | -0.021254 | -0.1633 | 0.435439 |
12 | 0.047398 | 0.3641 | 0.358553 |
13 | -0.118252 | -0.9083 | 0.183704 |
14 | 0.138463 | 1.0636 | 0.145932 |
15 | -0.027324 | -0.2099 | 0.417242 |
16 | -0.00764 | -0.0587 | 0.476702 |
17 | 0.092598 | 0.7113 | 0.239863 |
18 | -0.067196 | -0.5161 | 0.303841 |
19 | -0.023952 | -0.184 | 0.42733 |
20 | -0.021214 | -0.1629 | 0.435557 |
21 | 0.00795 | 0.0611 | 0.475756 |
22 | -0.142223 | -1.0924 | 0.139542 |
23 | -0.08383 | -0.6439 | 0.261063 |
24 | -0.023131 | -0.1777 | 0.429794 |
25 | -0.108552 | -0.8338 | 0.203878 |
26 | -0.095983 | -0.7373 | 0.231944 |
27 | -0.002169 | -0.0167 | 0.493382 |
28 | -0.077299 | -0.5937 | 0.277477 |
29 | -0.083061 | -0.638 | 0.262969 |
30 | 0.05706 | 0.4383 | 0.33139 |
31 | 0.029108 | 0.2236 | 0.411926 |
32 | -0.001176 | -0.009 | 0.496411 |
33 | -0.040451 | -0.3107 | 0.378558 |
34 | -0.10909 | -0.8379 | 0.202723 |
35 | -0.250273 | -1.9224 | 0.029695 |
36 | 0.035313 | 0.2712 | 0.393574 |
37 | 0.138624 | 1.0648 | 0.145655 |
38 | -0.091316 | -0.7014 | 0.242901 |
39 | 0.062531 | 0.4803 | 0.316392 |
40 | -0.003223 | -0.0248 | 0.490168 |
41 | -0.053798 | -0.4132 | 0.340469 |
42 | 0.07618 | 0.5851 | 0.28034 |
43 | -0.003023 | -0.0232 | 0.490778 |
44 | -0.027604 | -0.212 | 0.416407 |
45 | 0.046123 | 0.3543 | 0.362198 |
46 | -0.039885 | -0.3064 | 0.380202 |
47 | 0.05613 | 0.4311 | 0.333969 |
48 | -0.037793 | -0.2903 | 0.386305 |
49 | 0.08555 | 0.6571 | 0.256829 |
50 | -0.086909 | -0.6676 | 0.253509 |
51 | -0.007257 | -0.0557 | 0.477867 |
52 | 0.001695 | 0.013 | 0.494829 |
53 | -0.066996 | -0.5146 | 0.304375 |
54 | -0.107145 | -0.823 | 0.206912 |
55 | 0.046559 | 0.3576 | 0.360949 |
56 | -0.049462 | -0.3799 | 0.352684 |
57 | -0.035389 | -0.2718 | 0.39335 |
58 | 0.033023 | 0.2537 | 0.400322 |
59 | NA | NA | NA |
60 | NA | NA | NA |