Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.293292 | 2.2718 | 0.013348 |
2 | 0.236097 | 1.8288 | 0.0362 |
3 | 0.201685 | 1.5622 | 0.061745 |
4 | 0.145653 | 1.1282 | 0.131858 |
5 | 0.025573 | 0.1981 | 0.421823 |
6 | -0.254437 | -1.9709 | 0.973321 |
7 | -0.057016 | -0.4416 | 0.669832 |
8 | -0.06231 | -0.4827 | 0.68445 |
9 | 0.103699 | 0.8032 | 0.212502 |
10 | 0.057996 | 0.4492 | 0.327441 |
11 | 0.079277 | 0.6141 | 0.270743 |
12 | 0.571107 | 4.4238 | 2.1e-05 |
13 | 0.142649 | 1.105 | 0.136795 |
14 | 0.127311 | 0.9861 | 0.164011 |
15 | 0.048417 | 0.375 | 0.354478 |
16 | 0.074485 | 0.577 | 0.283064 |
17 | -0.047484 | -0.3678 | 0.642845 |
18 | -0.2639 | -2.0442 | 0.977333 |
19 | -0.087596 | -0.6785 | 0.749972 |
20 | -0.140544 | -1.0886 | 0.859669 |
21 | 0.034303 | 0.2657 | 0.395688 |
22 | -0.052847 | -0.4093 | 0.658129 |
23 | -0.023394 | -0.1812 | 0.571594 |
24 | 0.284509 | 2.2038 | 0.015693 |
25 | 0.030055 | 0.2328 | 0.408353 |
26 | -0.032356 | -0.2506 | 0.598521 |
27 | -0.086042 | -0.6665 | 0.746169 |
28 | -0.038671 | -0.2995 | 0.617221 |
29 | -0.121318 | -0.9397 | 0.824437 |
30 | -0.255969 | -1.9827 | 0.974009 |
31 | -0.158793 | -1.23 | 0.888251 |
32 | -0.192213 | -1.4889 | 0.929121 |
33 | -0.043866 | -0.3398 | 0.632397 |
34 | -0.112209 | -0.8692 | 0.805891 |
35 | -0.079588 | -0.6165 | 0.730047 |
36 | 0.111807 | 0.8661 | 0.194956 |
37 | 0.008374 | 0.0649 | 0.474247 |
38 | -0.063782 | -0.4941 | 0.688463 |
39 | -0.065438 | -0.5069 | 0.692951 |
40 | 0.000556 | 0.0043 | 0.498289 |
41 | -0.111999 | -0.8675 | 0.805448 |
42 | -0.18509 | -1.4337 | 0.921575 |
43 | -0.124442 | -0.9639 | 0.830524 |
44 | -0.136358 | -1.0562 | 0.85245 |
45 | -0.082241 | -0.637 | 0.736737 |
46 | -0.11858 | -0.9185 | 0.818987 |
47 | -0.127672 | -0.9889 | 0.836668 |
48 | -0.005767 | -0.0447 | 0.517741 |
49 | 0.008314 | 0.0644 | 0.474432 |
50 | -0.039909 | -0.3091 | 0.620856 |
51 | -0.020313 | -0.1573 | 0.562249 |
52 | 0.042726 | 0.331 | 0.370917 |
53 | 0.007929 | 0.0614 | 0.475616 |
54 | 0.010482 | 0.0812 | 0.467779 |
55 | 0.031843 | 0.2467 | 0.403008 |
56 | -0.008337 | -0.0646 | 0.525638 |
57 | 0.008662 | 0.0671 | 0.473363 |
58 | 0.015917 | 0.1233 | 0.451144 |
59 | -0.002239 | -0.0173 | 0.506889 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.293292 | 2.2718 | 0.013348 |
1 | 0.164201 | 1.2719 | 0.104158 |
2 | 0.107553 | 0.8331 | 0.204045 |
3 | 0.040599 | 0.3145 | 0.377125 |
4 | -0.078297 | -0.6065 | 0.726761 |
5 | -0.336234 | -2.6045 | 0.994208 |
6 | 0.060196 | 0.4663 | 0.321352 |
7 | 0.052173 | 0.4041 | 0.343777 |
8 | 0.271118 | 2.1001 | 0.019968 |
9 | 0.092328 | 0.7152 | 0.23864 |
10 | -0.006848 | -0.053 | 0.521065 |
11 | 0.507327 | 3.9297 | 0.000111 |
12 | -0.285463 | -2.2112 | 0.984578 |
13 | -0.147159 | -1.1399 | 0.870569 |
14 | -0.087108 | -0.6747 | 0.748783 |
15 | -0.066632 | -0.5161 | 0.696169 |
16 | 0.008554 | 0.0663 | 0.473697 |
17 | 0.040995 | 0.3175 | 0.375966 |
18 | 0.070663 | 0.5474 | 0.293082 |
19 | 0.020841 | 0.1614 | 0.436148 |
20 | -0.055982 | -0.4336 | 0.666944 |
21 | -0.076025 | -0.5889 | 0.720925 |
22 | -0.049075 | -0.3801 | 0.647406 |
23 | -0.072248 | -0.5596 | 0.711093 |
24 | -0.019388 | -0.1502 | 0.559438 |
25 | -0.143799 | -1.1139 | 0.865109 |
26 | 0.036815 | 0.2852 | 0.388249 |
27 | -0.054143 | -0.4194 | 0.661786 |
28 | 0.031283 | 0.2423 | 0.40468 |
29 | 0.05939 | 0.46 | 0.323577 |
30 | -0.10953 | -0.8484 | 0.800211 |
31 | -0.05967 | -0.4622 | 0.677195 |
32 | -0.101303 | -0.7847 | 0.782138 |
33 | -0.064678 | -0.501 | 0.690895 |
34 | 0.032519 | 0.2519 | 0.400993 |
35 | 0.00901 | 0.0698 | 0.472297 |
36 | 0.088619 | 0.6864 | 0.24754 |
37 | 0.017586 | 0.1362 | 0.446052 |
38 | 0.018823 | 0.1458 | 0.442284 |
39 | 0.045332 | 0.3511 | 0.363358 |
40 | -0.168626 | -1.3062 | 0.90176 |
41 | -0.057256 | -0.4435 | 0.670501 |
42 | -0.025002 | -0.1937 | 0.576455 |
43 | -0.019451 | -0.1507 | 0.559627 |
44 | 0.008554 | 0.0663 | 0.473696 |
45 | 0.006102 | 0.0473 | 0.481229 |
46 | -0.051643 | -0.4 | 0.654722 |
47 | -0.04612 | -0.3572 | 0.638919 |
48 | 0.008771 | 0.0679 | 0.47303 |
49 | 0.087819 | 0.6802 | 0.249483 |
50 | 0.001392 | 0.0108 | 0.495717 |
51 | -0.03379 | -0.2617 | 0.602788 |
52 | 0.042018 | 0.3255 | 0.372978 |
53 | 0.075075 | 0.5815 | 0.28153 |
54 | 0.073931 | 0.5727 | 0.284505 |
55 | -0.055274 | -0.4282 | 0.664963 |
56 | 0.033817 | 0.2619 | 0.39713 |
57 | 0.013785 | 0.1068 | 0.45766 |
58 | 0.034178 | 0.2647 | 0.396059 |
59 | NA | NA | NA |