Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | -0.41033 | -2.8131 | 0.99643 |
2 | -0.167141 | -1.1459 | 0.871173 |
3 | 0.054233 | 0.3718 | 0.355855 |
4 | 0.047383 | 0.3248 | 0.37337 |
5 | 0.030411 | 0.2085 | 0.417874 |
6 | -0.004065 | -0.0279 | 0.511058 |
7 | -0.000191 | -0.0013 | 0.500519 |
8 | -0.129492 | -0.8877 | 0.810402 |
9 | 0.144655 | 0.9917 | 0.16321 |
10 | -0.083704 | -0.5738 | 0.715596 |
11 | 0.107542 | 0.7373 | 0.232311 |
12 | -0.152392 | -1.0447 | 0.849258 |
13 | -0.029969 | -0.2055 | 0.58095 |
14 | 0.135206 | 0.9269 | 0.17935 |
15 | -0.06552 | -0.4492 | 0.672318 |
16 | 0.146688 | 1.0056 | 0.159869 |
17 | -0.207457 | -1.4223 | 0.919222 |
18 | 0.063791 | 0.4373 | 0.331937 |
19 | -0.02071 | -0.142 | 0.556149 |
20 | 0.0239 | 0.1639 | 0.435275 |
21 | 0.03035 | 0.2081 | 0.418038 |
22 | 0.015692 | 0.1076 | 0.457394 |
23 | 0.046899 | 0.3215 | 0.37462 |
24 | -0.212685 | -1.4581 | 0.924268 |
25 | 0.137921 | 0.9455 | 0.17461 |
26 | 0.088251 | 0.605 | 0.274039 |
27 | -0.088411 | -0.6061 | 0.726323 |
28 | -0.094208 | -0.6459 | 0.739244 |
29 | 0.121666 | 0.8341 | 0.204222 |
30 | -0.014359 | -0.0984 | 0.538998 |
31 | -0.001351 | -0.0093 | 0.503674 |
32 | 0.013143 | 0.0901 | 0.464295 |
33 | -0.085507 | -0.5862 | 0.71973 |
34 | 0.055498 | 0.3805 | 0.352653 |
35 | 0.038346 | 0.2629 | 0.396895 |
36 | -0.022699 | -0.1556 | 0.5615 |
37 | 0.026647 | 0.1827 | 0.427917 |
38 | -0.084925 | -0.5822 | 0.718397 |
39 | 0.040656 | 0.2787 | 0.390839 |
40 | 0.06399 | 0.4387 | 0.331446 |
41 | -0.045004 | -0.3085 | 0.620479 |
42 | -0.079929 | -0.548 | 0.706847 |
43 | 0.114887 | 0.7876 | 0.217434 |
44 | -0.037663 | -0.2582 | 0.601311 |
45 | -0.025008 | -0.1714 | 0.567697 |
46 | 0.014966 | 0.1026 | 0.459358 |
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 | -0.41033 | -2.8131 | 0.99643 |
1 | -0.403439 | -2.7658 | 0.995955 |
2 | -0.298105 | -2.0437 | 0.976695 |
3 | -0.210134 | -1.4406 | 0.921838 |
4 | -0.092995 | -0.6375 | 0.736568 |
5 | -0.004865 | -0.0334 | 0.513234 |
6 | 0.067527 | 0.4629 | 0.322772 |
7 | -0.112938 | -0.7743 | 0.778674 |
8 | 0.013769 | 0.0944 | 0.462598 |
9 | -0.125746 | -0.8621 | 0.803487 |
10 | 0.061225 | 0.4197 | 0.338296 |
11 | -0.128204 | -0.8789 | 0.808043 |
12 | -0.204306 | -1.4007 | 0.916057 |
13 | -0.117214 | -0.8036 | 0.787158 |
14 | -0.176679 | -1.2112 | 0.884072 |
15 | 0.126663 | 0.8684 | 0.194805 |
16 | -0.040349 | -0.2766 | 0.608358 |
17 | 0.013987 | 0.0959 | 0.462008 |
18 | -0.097288 | -0.667 | 0.745974 |
19 | -0.203602 | -1.3958 | 0.915337 |
20 | -0.144586 | -0.9912 | 0.836676 |
21 | -0.064118 | -0.4396 | 0.668868 |
22 | 0.156785 | 1.0749 | 0.143961 |
23 | -0.07208 | -0.4942 | 0.68825 |
24 | -0.135326 | -0.9277 | 0.82086 |
25 | 0.042251 | 0.2897 | 0.386676 |
26 | -0.077637 | -0.5323 | 0.701471 |
27 | -0.088189 | -0.6046 | 0.72582 |
28 | -0.045062 | -0.3089 | 0.62063 |
29 | -0.12714 | -0.8716 | 0.806078 |
30 | -0.027305 | -0.1872 | 0.573844 |
31 | -0.116004 | -0.7953 | 0.784776 |
32 | -0.009838 | -0.0674 | 0.526742 |
33 | -0.015512 | -0.1063 | 0.542121 |
34 | 0.069874 | 0.479 | 0.317069 |
35 | -0.026021 | -0.1784 | 0.570407 |
36 | -0.053161 | -0.3645 | 0.641423 |
37 | -0.087522 | -0.6 | 0.724314 |
38 | -0.072691 | -0.4983 | 0.689717 |
39 | 0.08124 | 0.557 | 0.290102 |
40 | 0.052263 | 0.3583 | 0.360864 |
41 | -0.100679 | -0.6902 | 0.753274 |
42 | 0.053949 | 0.3699 | 0.356577 |
43 | -0.036939 | -0.2532 | 0.599407 |
44 | -0.028972 | -0.1986 | 0.578292 |
45 | -0.006596 | -0.0452 | 0.517939 |
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 |