Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.027722 | -0.2147 | 0.584648 |
2 | -0.157887 | -1.223 | 0.886941 |
3 | -0.001689 | -0.0131 | 0.505197 |
4 | 0.019785 | 0.1533 | 0.439355 |
5 | 0.07996 | 0.6194 | 0.269009 |
6 | -0.199372 | -1.5443 | 0.936117 |
7 | 0.056404 | 0.4369 | 0.331876 |
8 | -0.195829 | -1.5169 | 0.932726 |
9 | -0.204927 | -1.5874 | 0.941156 |
10 | 0.201125 | 1.5579 | 0.062257 |
11 | 0.190052 | 1.4721 | 0.073106 |
12 | -0.027597 | -0.2138 | 0.584271 |
13 | -0.124832 | -0.9669 | 0.831273 |
14 | 0.000519 | 0.004 | 0.498402 |
15 | 0.118193 | 0.9155 | 0.181792 |
16 | -0.12764 | -0.9887 | 0.836609 |
17 | -0.03756 | -0.2909 | 0.613949 |
18 | -0.062395 | -0.4833 | 0.684683 |
19 | -0.171119 | -1.3255 | 0.904982 |
20 | 0.161514 | 1.2511 | 0.107881 |
21 | 0.051687 | 0.4004 | 0.345155 |
22 | -0.018809 | -0.1457 | 0.557675 |
23 | -0.10811 | -0.8374 | 0.79716 |
24 | -0.033645 | -0.2606 | 0.602357 |
25 | 0.179782 | 1.3926 | 0.084442 |
26 | -0.00499 | -0.0387 | 0.515352 |
27 | -0.018485 | -0.1432 | 0.556688 |
28 | -0.111386 | -0.8628 | 0.804156 |
29 | -0.093023 | -0.7206 | 0.763009 |
30 | 0.147367 | 1.1415 | 0.129099 |
31 | 0.011695 | 0.0906 | 0.464059 |
32 | -0.006396 | -0.0495 | 0.519675 |
33 | -0.042952 | -0.3327 | 0.629742 |
34 | -0.113982 | -0.8829 | 0.809593 |
35 | 0.129006 | 0.9993 | 0.160837 |
36 | -0.005438 | -0.0421 | 0.516729 |
37 | 0.022718 | 0.176 | 0.430455 |
38 | 0.030111 | 0.2332 | 0.408184 |
39 | -0.064293 | -0.498 | 0.689851 |
40 | 0.085349 | 0.6611 | 0.255535 |
41 | 0.027015 | 0.2093 | 0.417478 |
42 | 0.096367 | 0.7465 | 0.229153 |
43 | -0.030735 | -0.2381 | 0.593682 |
44 | -0.056 | -0.4338 | 0.666996 |
45 | 0.013064 | 0.1012 | 0.459866 |
46 | 0.033013 | 0.2557 | 0.399522 |
47 | 0.033031 | 0.2559 | 0.399468 |
48 | -0.067442 | -0.5224 | 0.698344 |
49 | -0.019894 | -0.1541 | 0.560975 |
50 | 0.040411 | 0.313 | 0.377674 |
51 | -0.016379 | -0.1269 | 0.550266 |
52 | 0.000986 | 0.0076 | 0.496967 |
53 | -0.033039 | -0.2559 | 0.600556 |
54 | -0.019116 | -0.1481 | 0.558609 |
55 | 0.000425 | 0.0033 | 0.498692 |
56 | -0.020494 | -0.1587 | 0.562798 |
57 | 0.024373 | 0.1888 | 0.425446 |
58 | -0.018056 | -0.1399 | 0.555382 |
59 | -0.012722 | -0.0985 | 0.539087 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.027722 | -0.2147 | 0.584648 |
1 | -0.158777 | -1.2299 | 0.888229 |
2 | -0.01146 | -0.0888 | 0.535219 |
3 | -0.00587 | -0.0455 | 0.518057 |
4 | 0.080461 | 0.6232 | 0.267742 |
5 | -0.198232 | -1.5355 | 0.935041 |
6 | 0.07718 | 0.5978 | 0.276101 |
7 | -0.278273 | -2.1555 | 0.982428 |
8 | -0.208046 | -1.6115 | 0.943843 |
9 | 0.120934 | 0.9368 | 0.176321 |
10 | 0.192861 | 1.4939 | 0.070222 |
11 | -0.0249 | -0.1929 | 0.576147 |
12 | -0.013309 | -0.1031 | 0.540883 |
13 | -0.100923 | -0.7817 | 0.781281 |
14 | -0.001092 | -0.0085 | 0.50336 |
15 | -0.16211 | -1.2557 | 0.892953 |
16 | -0.045963 | -0.356 | 0.638466 |
17 | -0.103391 | -0.8009 | 0.786814 |
18 | -0.079934 | -0.6192 | 0.730924 |
19 | 0.190956 | 1.4791 | 0.072167 |
20 | -0.01173 | -0.0909 | 0.536048 |
21 | -0.135545 | -1.0499 | 0.851019 |
22 | -0.106554 | -0.8254 | 0.793784 |
23 | -0.103814 | -0.8041 | 0.787754 |
24 | 0.000942 | 0.0073 | 0.497102 |
25 | 0.054493 | 0.4221 | 0.337229 |
26 | -0.007238 | -0.0561 | 0.522262 |
27 | -0.092833 | -0.7191 | 0.762558 |
28 | -0.050134 | -0.3883 | 0.650429 |
29 | 0.068507 | 0.5307 | 0.298808 |
30 | -0.132318 | -1.0249 | 0.845246 |
31 | -0.099094 | -0.7676 | 0.777126 |
32 | 0.031239 | 0.242 | 0.404813 |
33 | -0.102841 | -0.7966 | 0.785588 |
34 | 0.029523 | 0.2287 | 0.409945 |
35 | -0.053909 | -0.4176 | 0.661127 |
36 | -0.103584 | -0.8024 | 0.787243 |
37 | 0.062017 | 0.4804 | 0.316352 |
38 | 0.078039 | 0.6045 | 0.273899 |
39 | -0.060333 | -0.4673 | 0.679023 |
40 | -0.037715 | -0.2921 | 0.614406 |
41 | 0.073342 | 0.5681 | 0.286043 |
42 | 0.016 | 0.1239 | 0.450889 |
43 | 0.023855 | 0.1848 | 0.427012 |
44 | -0.088786 | -0.6877 | 0.752865 |
45 | 0.03396 | 0.2631 | 0.396706 |
46 | 0.024869 | 0.1926 | 0.423947 |
47 | 0.057488 | 0.4453 | 0.328853 |
48 | 0.03059 | 0.2369 | 0.406753 |
49 | -0.074769 | -0.5792 | 0.717674 |
50 | -0.041117 | -0.3185 | 0.62439 |
51 | 0.029466 | 0.2282 | 0.410116 |
52 | -0.104689 | -0.8109 | 0.789691 |
53 | 0.052415 | 0.406 | 0.343091 |
54 | 0.001468 | 0.0114 | 0.495482 |
55 | 0.00115 | 0.0089 | 0.496462 |
56 | 0.028205 | 0.2185 | 0.4139 |
57 | 0.010706 | 0.0829 | 0.467092 |
58 | -0.035466 | -0.2747 | 0.607761 |
59 | NA | NA | NA |