Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.463085 | 3.587 | 0.000337 |
2 | 0.22618 | 1.752 | 0.042443 |
3 | 0.046338 | 0.3589 | 0.360452 |
4 | -0.134537 | -1.0421 | 0.849232 |
5 | -0.21879 | -1.6947 | 0.952346 |
6 | -0.359085 | -2.7815 | 0.996389 |
7 | -0.272818 | -2.1132 | 0.980626 |
8 | -0.231103 | -1.7901 | 0.960759 |
9 | -0.105638 | -0.8183 | 0.791779 |
10 | -0.024923 | -0.1931 | 0.576216 |
11 | 0.17072 | 1.3224 | 0.095529 |
12 | 0.604631 | 4.6835 | 8e-06 |
13 | 0.256043 | 1.9833 | 0.025958 |
14 | 0.121119 | 0.9382 | 0.175955 |
15 | -0.009193 | -0.0712 | 0.528264 |
16 | -0.129202 | -1.0008 | 0.839527 |
17 | -0.164386 | -1.2733 | 0.896093 |
18 | -0.288273 | -2.233 | 0.985353 |
19 | -0.215717 | -1.6709 | 0.950028 |
20 | -0.190206 | -1.4733 | 0.927055 |
21 | -0.087181 | -0.6753 | 0.74896 |
22 | 0.028149 | 0.218 | 0.414069 |
23 | 0.216886 | 1.68 | 0.049079 |
24 | 0.526334 | 4.077 | 6.8e-05 |
25 | 0.281684 | 2.1819 | 0.016522 |
26 | 0.144915 | 1.1225 | 0.133059 |
27 | 0.033734 | 0.2613 | 0.397378 |
28 | -0.084036 | -0.6509 | 0.741214 |
29 | -0.147593 | -1.1433 | 0.871262 |
30 | -0.242206 | -1.8761 | 0.967247 |
31 | -0.173811 | -1.3463 | 0.908371 |
32 | -0.172378 | -1.3352 | 0.906578 |
33 | -0.126297 | -0.9783 | 0.83407 |
34 | -0.038699 | -0.2998 | 0.617302 |
35 | 0.073849 | 0.572 | 0.28472 |
36 | 0.312472 | 2.4204 | 0.009274 |
37 | 0.144728 | 1.1211 | 0.133364 |
38 | 0.06124 | 0.4744 | 0.318481 |
39 | -0.000785 | -0.0061 | 0.502417 |
40 | -0.029273 | -0.2267 | 0.589304 |
41 | -0.110453 | -0.8556 | 0.802179 |
42 | -0.168568 | -1.3057 | 0.901685 |
43 | -0.136948 | -1.0608 | 0.853483 |
44 | -0.127593 | -0.9883 | 0.836521 |
45 | -0.075408 | -0.5841 | 0.719331 |
46 | -0.020191 | -0.1564 | 0.561879 |
47 | 0.060098 | 0.4655 | 0.321623 |
48 | 0.245819 | 1.9041 | 0.030847 |
49 | 0.16203 | 1.2551 | 0.107158 |
50 | 0.089272 | 0.6915 | 0.245961 |
51 | 0.029646 | 0.2296 | 0.409578 |
52 | -0.005512 | -0.0427 | 0.516958 |
53 | -0.076682 | -0.594 | 0.72262 |
54 | -0.103791 | -0.804 | 0.787703 |
55 | -0.115696 | -0.8962 | 0.81313 |
56 | -0.131388 | -1.0177 | 0.843553 |
57 | -0.10688 | -0.8279 | 0.794494 |
58 | -0.09889 | -0.766 | 0.77666 |
59 | -0.074841 | -0.5797 | 0.717863 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.463085 | 3.587 | 0.000337 |
1 | 0.014935 | 0.1157 | 0.454144 |
2 | -0.081176 | -0.6288 | 0.734063 |
3 | -0.166487 | -1.2896 | 0.898931 |
4 | -0.110269 | -0.8541 | 0.801788 |
5 | -0.240654 | -1.8641 | 0.966399 |
6 | -0.006126 | -0.0475 | 0.518846 |
7 | -0.095975 | -0.7434 | 0.769935 |
8 | 0.015901 | 0.1232 | 0.451192 |
9 | -0.055515 | -0.43 | 0.665639 |
10 | 0.170976 | 1.3244 | 0.0952 |
11 | 0.554345 | 4.2939 | 3.3e-05 |
12 | -0.448308 | -3.4726 | 0.999519 |
13 | -0.112264 | -0.8696 | 0.806005 |
14 | -0.022801 | -0.1766 | 0.569798 |
15 | -0.009103 | -0.0705 | 0.527989 |
16 | 0.024438 | 0.1893 | 0.42525 |
17 | -0.021081 | -0.1633 | 0.564582 |
18 | -0.017953 | -0.1391 | 0.555066 |
19 | -0.028981 | -0.2245 | 0.588429 |
20 | 0.014796 | 0.1146 | 0.454568 |
21 | 0.24202 | 1.8747 | 0.032854 |
22 | 0.093554 | 0.7247 | 0.235737 |
23 | -0.089047 | -0.6898 | 0.753495 |
24 | 0.007227 | 0.056 | 0.477771 |
25 | -0.077648 | -0.6015 | 0.725099 |
26 | 0.084883 | 0.6575 | 0.256687 |
27 | 0.018242 | 0.1413 | 0.444053 |
28 | -0.079512 | -0.6159 | 0.729855 |
29 | 0.068077 | 0.5273 | 0.299957 |
30 | 0.032303 | 0.2502 | 0.401636 |
31 | 0.019255 | 0.1492 | 0.440967 |
32 | -0.003525 | -0.0273 | 0.510845 |
33 | -0.09092 | -0.7043 | 0.758004 |
34 | -0.155646 | -1.2056 | 0.883653 |
35 | 0.003274 | 0.0254 | 0.489926 |
36 | -0.016495 | -0.1278 | 0.550622 |
37 | 0.087694 | 0.6793 | 0.249787 |
38 | -0.086157 | -0.6674 | 0.746451 |
39 | 0.106551 | 0.8253 | 0.206225 |
40 | -0.086713 | -0.6717 | 0.747816 |
41 | 0.008112 | 0.0628 | 0.475053 |
42 | -0.06621 | -0.5129 | 0.695034 |
43 | 0.024595 | 0.1905 | 0.424774 |
44 | 0.000667 | 0.0052 | 0.497947 |
45 | -0.080191 | -0.6212 | 0.731575 |
46 | -0.014812 | -0.1147 | 0.545481 |
47 | 0.031278 | 0.2423 | 0.404694 |
48 | 0.106501 | 0.825 | 0.206333 |
49 | -0.010307 | -0.0798 | 0.531685 |
50 | -0.012766 | -0.0989 | 0.53922 |
51 | -0.125449 | -0.9717 | 0.832456 |
52 | 0.068388 | 0.5297 | 0.299127 |
53 | 0.013103 | 0.1015 | 0.459749 |
54 | 0.004099 | 0.0317 | 0.487388 |
55 | -0.105109 | -0.8142 | 0.790617 |
56 | -0.113294 | -0.8776 | 0.808161 |
57 | -0.032007 | -0.2479 | 0.597482 |
58 | -0.040156 | -0.311 | 0.621578 |
59 | NA | NA | NA |