Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.113244 | -0.7764 | 0.779288 |
2 | -0.395214 | -2.7095 | 0.995313 |
3 | 0.015786 | 0.1082 | 0.45714 |
4 | -0.117146 | -0.8031 | 0.787024 |
5 | 0.369671 | 2.5343 | 0.007328 |
6 | 0.025903 | 0.1776 | 0.429908 |
7 | -0.309473 | -2.1216 | 0.980415 |
8 | 0.02304 | 0.158 | 0.437585 |
9 | -0.088477 | -0.6066 | 0.726472 |
10 | 0.312086 | 2.1396 | 0.018807 |
11 | 0.257132 | 1.7628 | 0.042217 |
12 | -0.572458 | -3.9246 | 0.999859 |
13 | -0.063537 | -0.4356 | 0.667435 |
14 | 0.246257 | 1.6883 | 0.048994 |
15 | 0.024591 | 0.1686 | 0.433422 |
16 | 0.114606 | 0.7857 | 0.217993 |
17 | -0.280448 | -1.9227 | 0.969702 |
18 | -0.081629 | -0.5596 | 0.710803 |
19 | 0.15061 | 1.0325 | 0.153554 |
20 | 0.017392 | 0.1192 | 0.4528 |
21 | 0.096578 | 0.6621 | 0.25557 |
22 | -0.117618 | -0.8064 | 0.787949 |
23 | -0.164264 | -1.1261 | 0.867088 |
24 | 0.148783 | 1.02 | 0.156474 |
25 | 0.085204 | 0.5841 | 0.280963 |
26 | -0.093134 | -0.6385 | 0.736874 |
27 | -0.01843 | -0.1264 | 0.550004 |
28 | -0.053039 | -0.3636 | 0.641112 |
29 | 0.014851 | 0.1018 | 0.459669 |
30 | 0.040854 | 0.2801 | 0.390323 |
31 | 0.006372 | 0.0437 | 0.48267 |
32 | 0.013217 | 0.0906 | 0.464094 |
33 | -0.020693 | -0.1419 | 0.556102 |
34 | 0.018672 | 0.128 | 0.449344 |
35 | 0.045003 | 0.3085 | 0.379523 |
36 | -0.028081 | -0.1925 | 0.575915 |
37 | -0.047675 | -0.3268 | 0.62738 |
38 | 0.026181 | 0.1795 | 0.429163 |
39 | -0.003659 | -0.0251 | 0.509954 |
40 | -0.008312 | -0.057 | 0.5226 |
41 | 0.09657 | 0.6621 | 0.255586 |
42 | 0.030702 | 0.2105 | 0.4171 |
43 | -0.034297 | -0.2351 | 0.592434 |
44 | -0.035749 | -0.2451 | 0.596271 |
45 | -0.01869 | -0.1281 | 0.550705 |
46 | -0.014792 | -0.1014 | 0.54017 |
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 | -0.113244 | -0.7764 | 0.779288 |
1 | -0.413339 | -2.8337 | 0.99662 |
2 | -0.115181 | -0.7896 | 0.783148 |
3 | -0.368417 | -2.5257 | 0.992512 |
4 | 0.332679 | 2.2807 | 0.013571 |
5 | -0.10281 | -0.7048 | 0.757803 |
6 | 0.031377 | 0.2151 | 0.415306 |
7 | -0.125679 | -0.8616 | 0.803363 |
8 | -0.148639 | -1.019 | 0.843294 |
9 | 0.23875 | 1.6368 | 0.054177 |
10 | 0.239962 | 1.6451 | 0.053311 |
11 | -0.314471 | -2.1559 | 0.981879 |
12 | -0.0061 | -0.0418 | 0.51659 |
13 | -0.01366 | -0.0936 | 0.537106 |
14 | -0.039535 | -0.271 | 0.606226 |
15 | -0.085739 | -0.5878 | 0.720259 |
16 | -0.034621 | -0.2373 | 0.593291 |
17 | 0.000637 | 0.0044 | 0.498268 |
18 | -0.174673 | -1.1975 | 0.881441 |
19 | 0.014005 | 0.096 | 0.461959 |
20 | -0.197882 | -1.3566 | 0.909307 |
21 | 0.180257 | 1.2358 | 0.111341 |
22 | 0.033468 | 0.2294 | 0.409759 |
23 | -0.128224 | -0.8791 | 0.80808 |
24 | -0.060667 | -0.4159 | 0.660315 |
25 | -0.071279 | -0.4887 | 0.686323 |
26 | 0.047946 | 0.3287 | 0.371921 |
27 | -0.037288 | -0.2556 | 0.600325 |
28 | -0.119373 | -0.8184 | 0.791365 |
29 | -0.114451 | -0.7846 | 0.781698 |
30 | 0.008854 | 0.0607 | 0.475928 |
31 | -0.04444 | -0.3047 | 0.619017 |
32 | 0.01718 | 0.1178 | 0.453372 |
33 | 0.057382 | 0.3934 | 0.347904 |
34 | 0.114419 | 0.7844 | 0.218366 |
35 | -0.146489 | -1.0043 | 0.839806 |
36 | 0.002932 | 0.0201 | 0.492025 |
37 | -0.123641 | -0.8476 | 0.799533 |
38 | 0.057859 | 0.3967 | 0.346706 |
39 | 0.041542 | 0.2848 | 0.388524 |
40 | 0.05608 | 0.3845 | 0.351183 |
41 | 0.023414 | 0.1605 | 0.43658 |
42 | 0.034179 | 0.2343 | 0.407877 |
43 | -0.008328 | -0.0571 | 0.522644 |
44 | -0.045227 | -0.3101 | 0.621057 |
45 | -0.093492 | -0.6409 | 0.737665 |
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 |