Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.037865 | 0.2933 | 0.385153 |
2 | -0.255508 | -1.9792 | 0.973804 |
3 | 0.269674 | 2.0889 | 0.020484 |
4 | -0.217732 | -1.6865 | 0.951558 |
5 | -0.014381 | -0.1114 | 0.544161 |
6 | 0.565156 | 4.3777 | 2.4e-05 |
7 | -0.056108 | -0.4346 | 0.667299 |
8 | -0.223125 | -1.7283 | 0.955463 |
9 | 0.181798 | 1.4082 | 0.082117 |
10 | -0.362642 | -2.809 | 0.996651 |
11 | -0.06892 | -0.5339 | 0.702292 |
12 | 0.540288 | 4.1851 | 4.7e-05 |
13 | -0.141091 | -1.0929 | 0.860593 |
14 | -0.203485 | -1.5762 | 0.939879 |
15 | 0.147518 | 1.1427 | 0.128858 |
16 | -0.254922 | -1.9746 | 0.973541 |
17 | -0.061915 | -0.4796 | 0.683369 |
18 | 0.359821 | 2.7872 | 0.003555 |
19 | -0.095492 | -0.7397 | 0.768811 |
20 | -0.055854 | -0.4326 | 0.666589 |
21 | 0.098114 | 0.76 | 0.225118 |
22 | -0.303252 | -2.349 | 0.988932 |
23 | 0.065115 | 0.5044 | 0.30792 |
24 | 0.364935 | 2.8268 | 0.00319 |
25 | -0.117816 | -0.9126 | 0.817448 |
26 | -0.093339 | -0.723 | 0.763756 |
27 | 0.091345 | 0.7076 | 0.24098 |
28 | -0.215594 | -1.67 | 0.949934 |
29 | -0.025086 | -0.1943 | 0.576709 |
30 | 0.236588 | 1.8326 | 0.035913 |
31 | -0.093304 | -0.7227 | 0.763673 |
32 | -0.060176 | -0.4661 | 0.678591 |
33 | -0.066402 | -0.5143 | 0.695551 |
34 | -0.253006 | -1.9598 | 0.972664 |
35 | 0.000251 | 0.0019 | 0.499228 |
36 | 0.178673 | 1.384 | 0.085744 |
37 | -0.032004 | -0.2479 | 0.597472 |
38 | -0.097096 | -0.7521 | 0.772534 |
39 | -0.037473 | -0.2903 | 0.613693 |
40 | -0.165553 | -1.2824 | 0.897677 |
41 | -0.069779 | -0.5405 | 0.704575 |
42 | 0.077403 | 0.5996 | 0.275527 |
43 | -0.023543 | -0.1824 | 0.572043 |
44 | -0.043592 | -0.3377 | 0.631603 |
45 | -0.058207 | -0.4509 | 0.673146 |
46 | -0.084883 | -0.6575 | 0.743313 |
47 | 0.008519 | 0.066 | 0.473804 |
48 | 0.069598 | 0.5391 | 0.295904 |
49 | 0.02814 | 0.218 | 0.414095 |
50 | 0.004946 | 0.0383 | 0.484783 |
51 | 0.01026 | 0.0795 | 0.46846 |
52 | -0.005258 | -0.0407 | 0.516176 |
53 | 0.00541 | 0.0419 | 0.483357 |
54 | 0.021821 | 0.169 | 0.433173 |
55 | 0.010219 | 0.0792 | 0.468587 |
56 | -0.000817 | -0.0063 | 0.502513 |
57 | -0.012098 | -0.0937 | 0.537175 |
58 | -0.003908 | -0.0303 | 0.512025 |
59 | -9.3e-05 | -7e-04 | 0.500287 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.037865 | 0.2933 | 0.385153 |
1 | -0.257311 | -1.9931 | 0.974599 |
2 | 0.312703 | 2.4222 | 0.009232 |
3 | -0.396611 | -3.0721 | 0.998403 |
4 | 0.353936 | 2.7416 | 0.004023 |
5 | 0.303433 | 2.3504 | 0.01103 |
6 | -0.015949 | -0.1235 | 0.548954 |
7 | -0.094627 | -0.733 | 0.766786 |
8 | 0.012124 | 0.0939 | 0.462747 |
9 | -0.41621 | -3.2239 | 0.998977 |
10 | 0.240636 | 1.864 | 0.033611 |
11 | 0.053809 | 0.4168 | 0.339154 |
12 | 0.007367 | 0.0571 | 0.477343 |
13 | -0.07154 | -0.5541 | 0.709231 |
14 | 0.008544 | 0.0662 | 0.473727 |
15 | 0.054273 | 0.4204 | 0.337848 |
16 | -0.044763 | -0.3467 | 0.634997 |
17 | -0.090331 | -0.6997 | 0.756592 |
18 | 0.102185 | 0.7915 | 0.215879 |
19 | 0.068813 | 0.533 | 0.297992 |
20 | -0.146025 | -1.1311 | 0.868743 |
21 | 0.072182 | 0.5591 | 0.289082 |
22 | 0.081589 | 0.632 | 0.264899 |
23 | 0.059237 | 0.4588 | 0.324002 |
24 | -0.044729 | -0.3465 | 0.634898 |
25 | -0.113586 | -0.8798 | 0.808769 |
26 | 0.054334 | 0.4209 | 0.337677 |
27 | -0.037503 | -0.2905 | 0.61378 |
28 | -0.131139 | -1.0158 | 0.843097 |
29 | 0.07469 | 0.5785 | 0.282531 |
30 | -0.039131 | -0.3031 | 0.618571 |
31 | -0.079567 | -0.6163 | 0.729994 |
32 | -0.136131 | -1.0545 | 0.852052 |
33 | 0.062096 | 0.481 | 0.316135 |
34 | -0.172285 | -1.3345 | 0.906461 |
35 | 0.099383 | 0.7698 | 0.222213 |
36 | 0.041373 | 0.3205 | 0.374862 |
37 | -0.022694 | -0.1758 | 0.569475 |
38 | -0.061243 | -0.4744 | 0.681527 |
39 | -0.010168 | -0.0788 | 0.531259 |
40 | -0.110951 | -0.8594 | 0.803236 |
41 | -0.07915 | -0.6131 | 0.728934 |
42 | -0.239404 | -1.8544 | 0.965702 |
43 | 0.137571 | 1.0656 | 0.145432 |
44 | 0.046503 | 0.3602 | 0.359977 |
45 | 0.047035 | 0.3643 | 0.358447 |
46 | 0.06191 | 0.4796 | 0.316645 |
47 | -0.022103 | -0.1712 | 0.567683 |
48 | 0.027666 | 0.2143 | 0.415521 |
49 | 0.001777 | 0.0138 | 0.494532 |
50 | -0.036507 | -0.2828 | 0.610843 |
51 | 0.061152 | 0.4737 | 0.318723 |
52 | 0.026288 | 0.2036 | 0.419666 |
53 | -0.107013 | -0.8289 | 0.794782 |
54 | 0.00777 | 0.0602 | 0.476105 |
55 | 0.018134 | 0.1405 | 0.44438 |
56 | -0.018721 | -0.145 | 0.557406 |
57 | 0.019399 | 0.1503 | 0.440531 |
58 | -0.012446 | -0.0964 | 0.538239 |
59 | NA | NA | NA |