Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.038152 | -0.2616 | 0.602597 |
2 | -0.038575 | -0.2645 | 0.603708 |
3 | -0.032316 | -0.2216 | 0.587188 |
4 | -0.05004 | -0.3431 | 0.633458 |
5 | -0.277065 | -1.8995 | 0.968175 |
6 | -0.031389 | -0.2152 | 0.584726 |
7 | 0.191847 | 1.3152 | 0.097405 |
8 | -0.011809 | -0.081 | 0.532091 |
9 | 0.007795 | 0.0534 | 0.478804 |
10 | 0.0054 | 0.037 | 0.485312 |
11 | -0.028481 | -0.1953 | 0.576982 |
12 | -0.065089 | -0.4462 | 0.671259 |
13 | 0.016128 | 0.1106 | 0.456216 |
14 | -0.042111 | -0.2887 | 0.612958 |
15 | -0.001062 | -0.0073 | 0.50289 |
16 | -0.015417 | -0.1057 | 0.541863 |
17 | -0.011449 | -0.0785 | 0.531114 |
18 | -0.018786 | -0.1288 | 0.550963 |
19 | 0.068509 | 0.4697 | 0.320379 |
20 | 0.001598 | 0.011 | 0.495652 |
21 | -0.045818 | -0.3141 | 0.622588 |
22 | 0.024489 | 0.1679 | 0.433695 |
23 | -0.006244 | -0.0428 | 0.516982 |
24 | -0.047463 | -0.3254 | 0.626836 |
25 | 0.033901 | 0.2324 | 0.408614 |
26 | 0.010327 | 0.0708 | 0.47193 |
27 | -0.014142 | -0.0969 | 0.538411 |
28 | -0.00809 | -0.0555 | 0.521998 |
29 | -0.014169 | -0.0971 | 0.538485 |
30 | -0.013066 | -0.0896 | 0.535497 |
31 | -0.070787 | -0.4853 | 0.685137 |
32 | 0.176249 | 1.2083 | 0.116487 |
33 | -0.005468 | -0.0375 | 0.514872 |
34 | -0.05837 | -0.4002 | 0.654576 |
35 | -0.009848 | -0.0675 | 0.52677 |
36 | 6.1e-05 | 4e-04 | 0.499835 |
37 | -0.069777 | -0.4784 | 0.682696 |
38 | -0.02499 | -0.1713 | 0.567648 |
39 | -0.023317 | -0.1599 | 0.56316 |
40 | -0.004311 | -0.0296 | 0.511726 |
41 | -0.011075 | -0.0759 | 0.5301 |
42 | 0.009789 | 0.0671 | 0.473389 |
43 | 0.014352 | 0.0984 | 0.461019 |
44 | 0.015897 | 0.109 | 0.456839 |
45 | 0.005664 | 0.0388 | 0.484594 |
46 | 0.006668 | 0.0457 | 0.481865 |
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 | -0.038152 | -0.2616 | 0.602597 |
1 | -0.040089 | -0.2748 | 0.607676 |
2 | -0.035485 | -0.2433 | 0.595574 |
3 | -0.054558 | -0.374 | 0.644969 |
4 | -0.286253 | -1.9625 | 0.972177 |
5 | -0.071865 | -0.4927 | 0.687735 |
6 | 0.169832 | 1.1643 | 0.125087 |
7 | -0.021327 | -0.1462 | 0.557809 |
8 | -0.022751 | -0.156 | 0.561638 |
9 | -0.073399 | -0.5032 | 0.691412 |
10 | -0.043662 | -0.2993 | 0.616995 |
11 | 0.030655 | 0.2102 | 0.417226 |
12 | 0.020471 | 0.1403 | 0.444494 |
13 | -0.096681 | -0.6628 | 0.744657 |
14 | -0.032322 | -0.2216 | 0.587204 |
15 | -0.044008 | -0.3017 | 0.617896 |
16 | -0.022544 | -0.1546 | 0.561083 |
17 | -0.013889 | -0.0952 | 0.537727 |
18 | 0.034796 | 0.2385 | 0.406247 |
19 | -0.022846 | -0.1566 | 0.561895 |
20 | -0.054275 | -0.3721 | 0.64425 |
21 | 0.005595 | 0.0384 | 0.484783 |
22 | -0.002309 | -0.0158 | 0.506281 |
23 | -0.022106 | -0.1515 | 0.559905 |
24 | 0.029699 | 0.2036 | 0.41977 |
25 | -0.048048 | -0.3294 | 0.628341 |
26 | -0.017725 | -0.1215 | 0.5481 |
27 | -0.001564 | -0.0107 | 0.504256 |
28 | -0.044356 | -0.3041 | 0.618799 |
29 | -0.005679 | -0.0389 | 0.515445 |
30 | -0.084826 | -0.5815 | 0.718172 |
31 | 0.155407 | 1.0654 | 0.146066 |
32 | 0.015507 | 0.1063 | 0.457893 |
33 | -0.092355 | -0.6332 | 0.735149 |
34 | -0.030732 | -0.2107 | 0.582979 |
35 | -0.015343 | -0.1052 | 0.541662 |
36 | 0.015889 | 0.1089 | 0.456861 |
37 | -0.00547 | -0.0375 | 0.514878 |
38 | -0.163217 | -1.119 | 0.865578 |
39 | -0.045092 | -0.3091 | 0.620708 |
40 | -0.004039 | -0.0277 | 0.510987 |
41 | -0.00797 | -0.0546 | 0.521672 |
42 | -0.004319 | -0.0296 | 0.511749 |
43 | -0.045743 | -0.3136 | 0.622393 |
44 | -0.040249 | -0.2759 | 0.608095 |
45 | 0.045942 | 0.315 | 0.377092 |
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 |