Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.446026 | -3.3674 | 0.000682 |
2 | 0.033375 | 0.252 | 0.400984 |
3 | 0.350734 | 2.648 | 0.005227 |
4 | -0.353701 | -2.6704 | 0.004928 |
5 | 0.127343 | 0.9614 | 0.170201 |
6 | 0.18319 | 1.3831 | 0.086021 |
7 | -0.426036 | -3.2165 | 0.00107 |
8 | 0.247585 | 1.8692 | 0.033366 |
9 | -0.156434 | -1.181 | 0.121244 |
10 | -0.139594 | -1.0539 | 0.148185 |
11 | 0.151132 | 1.141 | 0.129317 |
12 | -0.141062 | -1.065 | 0.145685 |
13 | -0.021176 | -0.1599 | 0.436773 |
14 | 0.124491 | 0.9399 | 0.17562 |
15 | -0.054763 | -0.4135 | 0.340413 |
16 | -0.063424 | -0.4788 | 0.316943 |
17 | 0.10472 | 0.7906 | 0.216222 |
18 | -0.044126 | -0.3331 | 0.370125 |
19 | -0.066136 | -0.4993 | 0.309738 |
20 | 0.17865 | 1.3488 | 0.091372 |
21 | -0.114843 | -0.867 | 0.194777 |
22 | -0.143074 | -1.0802 | 0.142305 |
23 | 0.323933 | 2.4456 | 0.008785 |
24 | -0.297778 | -2.2482 | 0.014225 |
25 | 0.117319 | 0.8857 | 0.189739 |
26 | 0.123164 | 0.9299 | 0.178181 |
27 | -0.174963 | -1.3209 | 0.0959 |
28 | 0.097609 | 0.7369 | 0.232094 |
29 | 0.052884 | 0.3993 | 0.345595 |
30 | -0.150985 | -1.1399 | 0.129545 |
31 | 0.155591 | 1.1747 | 0.122503 |
32 | -0.10224 | -0.7719 | 0.221683 |
33 | -0.006581 | -0.0497 | 0.480274 |
34 | 0.091596 | 0.6915 | 0.246019 |
35 | -0.111792 | -0.844 | 0.201096 |
36 | 0.010187 | 0.0769 | 0.469481 |
37 | 0.042902 | 0.3239 | 0.373598 |
38 | -0.063966 | -0.4829 | 0.315498 |
39 | 0.062144 | 0.4692 | 0.320368 |
40 | -0.019799 | -0.1495 | 0.440852 |
41 | -0.030284 | -0.2286 | 0.409983 |
42 | 0.001467 | 0.0111 | 0.4956 |
43 | 0.047051 | 0.3552 | 0.361866 |
44 | -0.029271 | -0.221 | 0.412945 |
45 | 0.043463 | 0.3281 | 0.372005 |
46 | 0.003763 | 0.0284 | 0.488718 |
47 | -0.002342 | -0.0177 | 0.492976 |
48 | 0.034277 | 0.2588 | 0.398365 |
49 | 0.004721 | 0.0356 | 0.485846 |
50 | -0.038479 | -0.2905 | 0.38624 |
51 | 0.017192 | 0.1298 | 0.448591 |
52 | 0.018914 | 0.1428 | 0.443477 |
53 | -0.011126 | -0.084 | 0.466677 |
54 | -0.007263 | -0.0548 | 0.47823 |
55 | -0.014467 | -0.1092 | 0.456705 |
56 | -0.017668 | -0.1334 | 0.447176 |
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 | -0.446026 | -3.3674 | 0.000682 |
2 | -0.206681 | -1.5604 | 0.062099 |
3 | 0.360584 | 2.7224 | 0.004292 |
4 | -0.044698 | -0.3375 | 0.368503 |
5 | -0.086543 | -0.6534 | 0.258068 |
6 | 0.138927 | 1.0489 | 0.149331 |
7 | -0.236257 | -1.7837 | 0.039898 |
8 | -0.115544 | -0.8723 | 0.193342 |
9 | -0.223782 | -1.6895 | 0.048292 |
10 | -0.075228 | -0.568 | 0.286148 |
11 | -0.079237 | -0.5982 | 0.276029 |
12 | -0.034632 | -0.2615 | 0.397337 |
13 | -0.000376 | -0.0028 | 0.498872 |
14 | -0.012715 | -0.096 | 0.46193 |
15 | 0.132597 | 1.0011 | 0.160509 |
16 | -0.196188 | -1.4812 | 0.072032 |
17 | -0.12088 | -0.9126 | 0.182642 |
18 | -0.059568 | -0.4497 | 0.327306 |
19 | -0.152825 | -1.1538 | 0.126697 |
20 | 0.052775 | 0.3984 | 0.345897 |
21 | 0.000467 | 0.0035 | 0.498599 |
22 | -0.212263 | -1.6026 | 0.057281 |
23 | 0.107737 | 0.8134 | 0.209687 |
24 | -0.072099 | -0.5443 | 0.294166 |
25 | -0.009204 | -0.0695 | 0.472421 |
26 | -0.089156 | -0.6731 | 0.251798 |
27 | 0.109774 | 0.8288 | 0.205345 |
28 | -0.09902 | -0.7476 | 0.228893 |
29 | -0.136436 | -1.0301 | 0.153664 |
30 | 0.054732 | 0.4132 | 0.340499 |
31 | -0.123077 | -0.9292 | 0.178349 |
32 | -0.039823 | -0.3007 | 0.382386 |
33 | -0.049024 | -0.3701 | 0.356331 |
34 | 0.031543 | 0.2381 | 0.406313 |
35 | -0.023228 | -0.1754 | 0.430705 |
36 | -0.069515 | -0.5248 | 0.300868 |
37 | -0.052625 | -0.3973 | 0.346312 |
38 | -0.109003 | -0.823 | 0.206981 |
39 | 0.063691 | 0.4809 | 0.316229 |
40 | -0.128941 | -0.9735 | 0.167212 |
41 | -0.097498 | -0.7361 | 0.232347 |
42 | -0.029482 | -0.2226 | 0.412327 |
43 | -0.058611 | -0.4425 | 0.3299 |
44 | -0.015241 | -0.1151 | 0.454398 |
45 | 0.067341 | 0.5084 | 0.306562 |
46 | -0.075832 | -0.5725 | 0.284611 |
47 | 0.030033 | 0.2267 | 0.410716 |
48 | 0.003054 | 0.0231 | 0.490843 |
49 | -0.021685 | -0.1637 | 0.435267 |
50 | -0.15991 | -1.2073 | 0.116152 |
51 | -0.035742 | -0.2698 | 0.394127 |
52 | 0.027402 | 0.2069 | 0.418421 |
53 | -0.039009 | -0.2945 | 0.384717 |
54 | 0.063754 | 0.4813 | 0.31606 |
55 | -0.001678 | -0.0127 | 0.494967 |
56 | 0.00139 | 0.0105 | 0.495832 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |