Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.7823 | 0 |
1 | -0.379777 | -2.5758 | 0.99336 |
2 | -0.264145 | -1.7915 | 0.960105 |
3 | 0.442638 | 3.0021 | 0.002162 |
4 | -0.230665 | -1.5644 | 0.937717 |
5 | -0.121337 | -0.8229 | 0.792608 |
6 | 0.104511 | 0.7088 | 0.241003 |
7 | 0.04413 | 0.2993 | 0.383028 |
8 | 0.110883 | 0.752 | 0.227928 |
9 | -0.160072 | -1.0857 | 0.858358 |
10 | 0.120276 | 0.8158 | 0.209423 |
11 | 0.025876 | 0.1755 | 0.430729 |
12 | -0.14689 | -0.9963 | 0.837832 |
13 | 0.124094 | 0.8416 | 0.20217 |
14 | -0.075305 | -0.5107 | 0.694013 |
15 | 0.007514 | 0.051 | 0.479788 |
16 | 0.012906 | 0.0875 | 0.465314 |
17 | -0.145204 | -0.9848 | 0.835067 |
18 | 0.256188 | 1.7376 | 0.044491 |
19 | -0.119233 | -0.8087 | 0.788568 |
20 | -0.189188 | -1.2831 | 0.897064 |
21 | 0.325983 | 2.2109 | 0.016026 |
22 | -0.19236 | -1.3046 | 0.900749 |
23 | -0.191336 | -1.2977 | 0.89957 |
24 | 0.236312 | 1.6027 | 0.057918 |
25 | -0.087849 | -0.5958 | 0.722892 |
26 | -0.037835 | -0.2566 | 0.600687 |
27 | 0.010151 | 0.0688 | 0.472705 |
28 | 0.092317 | 0.6261 | 0.267163 |
29 | -0.031588 | -0.2142 | 0.584346 |
30 | -0.18144 | -1.2306 | 0.887633 |
31 | 0.147085 | 0.9976 | 0.161852 |
32 | -0.013272 | -0.09 | 0.535667 |
33 | -0.164366 | -1.1148 | 0.864633 |
34 | 0.178456 | 1.2103 | 0.116164 |
35 | -0.010824 | -0.0734 | 0.529103 |
36 | -0.048388 | -0.3282 | 0.627868 |
37 | 0.107965 | 0.7323 | 0.233864 |
38 | -0.140833 | -0.9552 | 0.82776 |
39 | 0.08033 | 0.5448 | 0.294254 |
40 | -0.016246 | -0.1102 | 0.543629 |
41 | -0.072657 | -0.4928 | 0.687745 |
42 | 0.074379 | 0.5045 | 0.308171 |
43 | 0.022019 | 0.1493 | 0.440969 |
44 | -0.037881 | -0.2569 | 0.600807 |
45 | 0.034676 | 0.2352 | 0.407554 |
46 | NA | NA | NA |
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 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.379777 | -2.5758 | 0.99336 |
1 | -0.477203 | -3.2365 | 0.998877 |
2 | 0.171314 | 1.1619 | 0.125633 |
3 | -0.084383 | -0.5723 | 0.715051 |
4 | -0.067678 | -0.459 | 0.675807 |
5 | -0.232976 | -1.5801 | 0.939534 |
6 | 0.049271 | 0.3342 | 0.369885 |
7 | 0.293133 | 1.9881 | 0.026384 |
8 | 0.047481 | 0.322 | 0.374444 |
9 | 0.098191 | 0.666 | 0.25438 |
10 | -0.058822 | -0.3989 | 0.654112 |
11 | 0.080168 | 0.5437 | 0.294628 |
12 | 0.111224 | 0.7544 | 0.22724 |
13 | -0.071674 | -0.4861 | 0.685404 |
14 | -0.042323 | -0.2871 | 0.612319 |
15 | -0.177962 | -1.207 | 0.883198 |
16 | -0.200129 | -1.3573 | 0.909352 |
17 | 0.128773 | 0.8734 | 0.193496 |
18 | -0.000361 | -0.0024 | 0.500971 |
19 | -0.191648 | -1.2998 | 0.899931 |
20 | -0.044706 | -0.3032 | 0.618451 |
21 | -0.028542 | -0.1936 | 0.576321 |
22 | -0.08628 | -0.5852 | 0.719356 |
23 | -0.081374 | -0.5519 | 0.708157 |
24 | -0.119757 | -0.8122 | 0.789578 |
25 | -0.020279 | -0.1375 | 0.554398 |
26 | -0.0602 | -0.4083 | 0.657525 |
27 | 0.112709 | 0.7644 | 0.224257 |
28 | 0.006889 | 0.0467 | 0.481467 |
29 | -0.081287 | -0.5513 | 0.707957 |
30 | -0.069479 | -0.4712 | 0.680149 |
31 | -0.00617 | -0.0418 | 0.516599 |
32 | -0.007338 | -0.0498 | 0.519738 |
33 | -0.013714 | -0.093 | 0.53685 |
34 | 0.002797 | 0.019 | 0.492474 |
35 | -0.017963 | -0.1218 | 0.548218 |
36 | 0.154081 | 1.045 | 0.150735 |
37 | -0.011617 | -0.0788 | 0.531228 |
38 | -0.036511 | -0.2476 | 0.597239 |
39 | -0.092178 | -0.6252 | 0.732529 |
40 | 0.082758 | 0.5613 | 0.288661 |
41 | -0.100998 | -0.685 | 0.75161 |
42 | -0.004744 | -0.0322 | 0.512766 |
43 | -0.09281 | -0.6295 | 0.733921 |
44 | -0.048752 | -0.3307 | 0.628795 |
45 | NA | NA | NA |
46 | NA | NA | NA |
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 |