Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.3485 | 0 |
1 | -0.126654 | -0.9307 | 0.821928 |
2 | -0.239492 | -1.7599 | 0.957955 |
3 | 0.085203 | 0.6261 | 0.266941 |
4 | 0.379106 | 2.7859 | 0.003675 |
5 | 0.243061 | 1.7861 | 0.039847 |
6 | -0.673287 | -4.9476 | 0.999996 |
7 | 0.171904 | 1.2632 | 0.105967 |
8 | 0.258466 | 1.8993 | 0.031434 |
9 | 0.034892 | 0.2564 | 0.399308 |
10 | -0.303911 | -2.2333 | 0.985152 |
11 | -0.151322 | -1.112 | 0.864464 |
12 | 0.530581 | 3.899 | 0.000135 |
13 | -0.184332 | -1.3546 | 0.909401 |
14 | -0.174882 | -1.2851 | 0.897881 |
15 | -0.072098 | -0.5298 | 0.700793 |
16 | 0.216046 | 1.5876 | 0.059107 |
17 | 0.067736 | 0.4978 | 0.310337 |
18 | -0.491404 | -3.6111 | 0.999666 |
19 | 0.131349 | 0.9652 | 0.169369 |
20 | 0.106937 | 0.7858 | 0.217703 |
21 | 0.013524 | 0.0994 | 0.460602 |
22 | -0.253253 | -1.861 | 0.965906 |
23 | -0.051468 | -0.3782 | 0.646622 |
24 | 0.392383 | 2.8834 | 0.002819 |
25 | -0.136046 | -0.9997 | 0.83905 |
26 | -0.109786 | -0.8068 | 0.788327 |
27 | 0.012297 | 0.0904 | 0.464166 |
28 | 0.236642 | 1.739 | 0.04387 |
29 | 0.049884 | 0.3666 | 0.357685 |
30 | -0.314244 | -2.3092 | 0.987607 |
31 | 0.129512 | 0.9517 | 0.172741 |
32 | 0.131083 | 0.9633 | 0.169855 |
33 | -0.017304 | -0.1272 | 0.550357 |
34 | -0.216673 | -1.5922 | 0.941413 |
35 | -0.039664 | -0.2915 | 0.614094 |
36 | 0.239292 | 1.7584 | 0.04217 |
37 | -0.06912 | -0.5079 | 0.693213 |
38 | -0.179788 | -1.3212 | 0.903991 |
39 | -0.032113 | -0.236 | 0.592829 |
40 | 0.150542 | 1.1063 | 0.13676 |
41 | -0.026444 | -0.1943 | 0.576674 |
42 | -0.199813 | -1.4683 | 0.926091 |
43 | -0.011492 | -0.0845 | 0.533495 |
44 | 0.049512 | 0.3638 | 0.3587 |
45 | 0.01011 | 0.0743 | 0.470527 |
46 | -0.126613 | -0.9304 | 0.82185 |
47 | -0.022743 | -0.1671 | 0.566053 |
48 | 0.08629 | 0.6341 | 0.264347 |
49 | -0.026561 | -0.1952 | 0.577009 |
50 | -0.001611 | -0.0118 | 0.504701 |
51 | -0.001382 | -0.0102 | 0.504032 |
52 | 0.022054 | 0.1621 | 0.435931 |
53 | 0.00509 | 0.0374 | 0.48515 |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.126654 | -0.9307 | 0.821928 |
1 | -0.259699 | -1.9084 | 0.969169 |
2 | 0.015367 | 0.1129 | 0.455254 |
3 | 0.362661 | 2.665 | 0.005066 |
4 | 0.478508 | 3.5163 | 0.000448 |
5 | -0.591963 | -4.35 | 0.99997 |
6 | -0.009371 | -0.0689 | 0.527324 |
7 | -0.093131 | -0.6844 | 0.751665 |
8 | 0.157309 | 1.156 | 0.126389 |
9 | 0.04825 | 0.3546 | 0.362149 |
10 | 0.157562 | 1.1578 | 0.126013 |
11 | -0.01099 | -0.0808 | 0.532034 |
12 | -0.196536 | -1.4442 | 0.922775 |
13 | -0.036634 | -0.2692 | 0.6056 |
14 | -0.064343 | -0.4728 | 0.680876 |
15 | -0.048619 | -0.3573 | 0.638861 |
16 | -0.024539 | -0.1803 | 0.571213 |
17 | -0.12816 | -0.9418 | 0.82475 |
18 | -0.046667 | -0.3429 | 0.63351 |
19 | 0.085556 | 0.6287 | 0.266096 |
20 | 0.076834 | 0.5646 | 0.287338 |
21 | 0.000152 | 0.0011 | 0.499556 |
22 | 0.033547 | 0.2465 | 0.403108 |
23 | 0.008053 | 0.0592 | 0.476516 |
24 | 0.00246 | 0.0181 | 0.492822 |
25 | -0.004507 | -0.0331 | 0.51315 |
26 | 0.11299 | 0.8303 | 0.205012 |
27 | -0.048067 | -0.3532 | 0.63735 |
28 | 0.035459 | 0.2606 | 0.397708 |
29 | -0.040053 | -0.2943 | 0.615181 |
30 | -0.050617 | -0.372 | 0.64431 |
31 | -0.013834 | -0.1017 | 0.540299 |
32 | -0.043516 | -0.3198 | 0.624815 |
33 | -0.080279 | -0.5899 | 0.721151 |
34 | -0.081978 | -0.6024 | 0.72529 |
35 | -0.06399 | -0.4702 | 0.679958 |
36 | 0.161916 | 1.1898 | 0.119658 |
37 | -0.05382 | -0.3955 | 0.652982 |
38 | -0.027359 | -0.201 | 0.57929 |
39 | -0.161961 | -1.1902 | 0.880406 |
40 | -0.15806 | -1.1615 | 0.874726 |
41 | 0.085781 | 0.6304 | 0.26556 |
42 | 0.150833 | 1.1084 | 0.136302 |
43 | -0.104567 | -0.7684 | 0.777204 |
44 | 0.013951 | 0.1025 | 0.459364 |
45 | -0.003453 | -0.0254 | 0.510075 |
46 | 0.041291 | 0.3034 | 0.381365 |
47 | -0.003564 | -0.0262 | 0.510398 |
48 | -0.012521 | -0.092 | 0.536486 |
49 | -0.013205 | -0.097 | 0.538473 |
50 | -0.054539 | -0.4008 | 0.654919 |
51 | -0.075674 | -0.5561 | 0.709775 |
52 | 0.004882 | 0.0359 | 0.485757 |
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 |