Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.3159 | -2.1657 | 0.982279 |
2 | -0.230491 | -1.5802 | 0.939612 |
3 | 0.246582 | 1.6905 | 0.048779 |
4 | 0.11359 | 0.7787 | 0.220019 |
5 | -0.334736 | -2.2948 | 0.986873 |
6 | 0.17767 | 1.218 | 0.114643 |
7 | 0.120348 | 0.8251 | 0.206752 |
8 | -0.210992 | -1.4465 | 0.922662 |
9 | -0.06174 | -0.4233 | 0.662984 |
10 | 0.263826 | 1.8087 | 0.038449 |
11 | -0.191726 | -1.3144 | 0.902456 |
12 | -0.190364 | -1.3051 | 0.900889 |
13 | 0.237263 | 1.6266 | 0.055255 |
14 | -0.041712 | -0.286 | 0.611918 |
15 | -0.151769 | -1.0405 | 0.848279 |
16 | -0.029201 | -0.2002 | 0.578903 |
17 | 0.205553 | 1.4092 | 0.08268 |
18 | -0.164646 | -1.1288 | 0.867636 |
19 | 0.120204 | 0.8241 | 0.207029 |
20 | 0.099328 | 0.681 | 0.24962 |
21 | -0.103753 | -0.7113 | 0.759792 |
22 | -0.020078 | -0.1376 | 0.554446 |
23 | 0.2289 | 1.5693 | 0.061648 |
24 | -0.127513 | -0.8742 | 0.806768 |
25 | -0.084616 | -0.5801 | 0.717691 |
26 | 0.034942 | 0.2395 | 0.405861 |
27 | 0.158025 | 1.0834 | 0.142087 |
28 | -0.31698 | -2.1731 | 0.982577 |
29 | 0.148174 | 1.0158 | 0.157455 |
30 | 0.124499 | 0.8535 | 0.198849 |
31 | -0.153737 | -1.054 | 0.851356 |
32 | -0.038426 | -0.2634 | 0.603317 |
33 | 0.133997 | 0.9186 | 0.181488 |
34 | -0.179197 | -1.2285 | 0.887314 |
35 | -0.04233 | -0.2902 | 0.61353 |
36 | 0.124103 | 0.8508 | 0.199596 |
37 | -0.01307 | -0.0896 | 0.535507 |
38 | -0.055313 | -0.3792 | 0.646879 |
39 | 0.016456 | 0.1128 | 0.455329 |
40 | 0.066494 | 0.4559 | 0.325296 |
41 | -0.072005 | -0.4936 | 0.68807 |
42 | 0.034629 | 0.2374 | 0.406688 |
43 | -0.039221 | -0.2689 | 0.605402 |
44 | 0.068572 | 0.4701 | 0.320226 |
45 | -0.092786 | -0.6361 | 0.736104 |
46 | 0.039145 | 0.2684 | 0.394796 |
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 | -0.3159 | -2.1657 | 0.982279 |
1 | -0.366897 | -2.5153 | 0.992315 |
2 | 0.039989 | 0.2742 | 0.392585 |
3 | 0.190919 | 1.3089 | 0.09847 |
4 | -0.17193 | -1.1787 | 0.877773 |
5 | 0.043483 | 0.2981 | 0.383469 |
6 | 0.051764 | 0.3549 | 0.362134 |
7 | -0.064116 | -0.4396 | 0.668865 |
8 | -0.11978 | -0.8212 | 0.792152 |
9 | 0.070089 | 0.4805 | 0.316549 |
10 | -0.067605 | -0.4635 | 0.677419 |
11 | -0.195041 | -1.3371 | 0.906192 |
12 | -0.021309 | -0.1461 | 0.557761 |
13 | -0.067708 | -0.4642 | 0.67767 |
14 | 0.013601 | 0.0932 | 0.463052 |
15 | -0.217826 | -1.4933 | 0.928985 |
16 | 0.024193 | 0.1659 | 0.434491 |
17 | -0.009033 | -0.0619 | 0.524557 |
18 | 0.196092 | 1.3443 | 0.092646 |
19 | 0.110862 | 0.76 | 0.225517 |
20 | -0.025214 | -0.1729 | 0.568248 |
21 | 0.067495 | 0.4627 | 0.322848 |
22 | 0.114508 | 0.785 | 0.218188 |
23 | 0.018114 | 0.1242 | 0.450851 |
24 | -0.063497 | -0.4353 | 0.667336 |
25 | -0.152493 | -1.0454 | 0.849417 |
26 | 0.082667 | 0.5667 | 0.286795 |
27 | -0.254382 | -1.744 | 0.956147 |
28 | 0.02856 | 0.1958 | 0.422805 |
29 | 0.06312 | 0.4327 | 0.333595 |
30 | 0.114406 | 0.7843 | 0.218392 |
31 | 0.032007 | 0.2194 | 0.413632 |
32 | -0.035499 | -0.2434 | 0.59561 |
33 | -0.067145 | -0.4603 | 0.676297 |
34 | 0.010573 | 0.0725 | 0.471262 |
35 | -0.067908 | -0.4656 | 0.678157 |
36 | -0.113098 | -0.7754 | 0.778995 |
37 | 0.092597 | 0.6348 | 0.264315 |
38 | -0.065107 | -0.4464 | 0.671304 |
39 | -0.121967 | -0.8362 | 0.796352 |
40 | -0.025441 | -0.1744 | 0.568855 |
41 | -0.057365 | -0.3933 | 0.652052 |
42 | -0.034369 | -0.2356 | 0.592625 |
43 | -0.029798 | -0.2043 | 0.580493 |
44 | -0.009671 | -0.0663 | 0.52629 |
45 | -0.023667 | -0.1623 | 0.5641 |
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 |