Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.8557 | 0 |
1 | 0.016778 | 0.115 | 0.454458 |
2 | -0.081542 | -0.559 | 0.7106 |
3 | -0.564447 | -3.8697 | 0.999833 |
4 | -0.041589 | -0.2851 | 0.611598 |
5 | 0.010755 | 0.0737 | 0.470768 |
6 | 0.100739 | 0.6906 | 0.246597 |
7 | -0.004821 | -0.033 | 0.513112 |
8 | 0.0516 | 0.3538 | 0.362553 |
9 | 0.15269 | 1.0468 | 0.150275 |
10 | 0.031526 | 0.2161 | 0.41491 |
11 | -0.042861 | -0.2938 | 0.614912 |
12 | -0.274237 | -1.8801 | 0.966848 |
13 | -0.00347 | -0.0238 | 0.50944 |
14 | 0.052564 | 0.3604 | 0.360096 |
15 | 0.191188 | 1.3107 | 0.098161 |
16 | -0.018364 | -0.1259 | 0.549825 |
17 | -0.001129 | -0.0077 | 0.503072 |
18 | -0.102471 | -0.7025 | 0.757087 |
19 | 0.004768 | 0.0327 | 0.48703 |
20 | -0.054752 | -0.3754 | 0.64546 |
21 | 0.176829 | 1.2123 | 0.115732 |
22 | 0.009872 | 0.0677 | 0.473165 |
23 | 0.043344 | 0.2971 | 0.383831 |
24 | -0.254105 | -1.7421 | 0.95598 |
25 | -0.053802 | -0.3689 | 0.643052 |
26 | 0.015446 | 0.1059 | 0.458058 |
27 | 0.232161 | 1.5916 | 0.059088 |
28 | 0.014069 | 0.0965 | 0.461786 |
29 | -0.053781 | -0.3687 | 0.642997 |
30 | -0.06923 | -0.4746 | 0.681371 |
31 | -0.004093 | -0.0281 | 0.511134 |
32 | 0.034123 | 0.2339 | 0.408026 |
33 | -0.03703 | -0.2539 | 0.599647 |
34 | -0.023942 | -0.1641 | 0.564838 |
35 | 0.005663 | 0.0388 | 0.484596 |
36 | 0.09143 | 0.6268 | 0.266907 |
37 | 0.026954 | 0.1848 | 0.427095 |
38 | -0.003361 | -0.023 | 0.509143 |
39 | -0.121959 | -0.8361 | 0.796339 |
40 | -0.006074 | -0.0416 | 0.516519 |
41 | 0.03042 | 0.2085 | 0.41785 |
42 | 0.036163 | 0.2479 | 0.402638 |
43 | -0.002341 | -0.0161 | 0.506369 |
44 | -0.006404 | -0.0439 | 0.517416 |
45 | -0.002032 | -0.0139 | 0.505527 |
46 | -0.001244 | -0.0085 | 0.503385 |
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 | 0.016778 | 0.115 | 0.454458 |
1 | -0.081846 | -0.5611 | 0.711306 |
2 | -0.565541 | -3.8772 | 0.999836 |
3 | -0.079682 | -0.5463 | 0.70627 |
4 | -0.120504 | -0.8261 | 0.793549 |
5 | -0.355868 | -2.4397 | 0.990737 |
6 | -0.187452 | -1.2851 | 0.897474 |
7 | -0.113178 | -0.7759 | 0.779155 |
8 | -0.007916 | -0.0543 | 0.521524 |
9 | -0.067093 | -0.46 | 0.67617 |
10 | -0.011676 | -0.08 | 0.53173 |
11 | -0.197369 | -1.3531 | 0.90875 |
12 | -0.029973 | -0.2055 | 0.58096 |
13 | 0.000267 | 0.0018 | 0.499273 |
14 | -0.073117 | -0.5013 | 0.690739 |
15 | -0.04596 | -0.3151 | 0.622955 |
16 | 0.032341 | 0.2217 | 0.412746 |
17 | -0.095013 | -0.6514 | 0.741012 |
18 | -0.074122 | -0.5082 | 0.693139 |
19 | -0.079614 | -0.5458 | 0.706109 |
20 | 0.228701 | 1.5679 | 0.061807 |
21 | 0.057291 | 0.3928 | 0.348133 |
22 | 0.078751 | 0.5399 | 0.295911 |
23 | -0.114397 | -0.7843 | 0.78159 |
24 | -0.052985 | -0.3632 | 0.640975 |
25 | 0.031104 | 0.2132 | 0.416032 |
26 | 0.079047 | 0.5419 | 0.295218 |
27 | -0.080127 | -0.5493 | 0.707308 |
28 | -0.053341 | -0.3657 | 0.641882 |
29 | 0.025754 | 0.1766 | 0.430307 |
30 | -0.097301 | -0.6671 | 0.746002 |
31 | -0.095969 | -0.6579 | 0.743103 |
32 | 0.100209 | 0.687 | 0.247731 |
33 | -0.044001 | -0.3017 | 0.617877 |
34 | -0.02526 | -0.1732 | 0.568372 |
35 | -0.073652 | -0.5049 | 0.692018 |
36 | -0.052583 | -0.3605 | 0.639952 |
37 | 0.024086 | 0.1651 | 0.434778 |
38 | -0.002986 | -0.0205 | 0.508122 |
39 | -0.031175 | -0.2137 | 0.584157 |
40 | 0.037479 | 0.2569 | 0.399171 |
41 | -0.094945 | -0.6509 | 0.740864 |
42 | -0.021413 | -0.1468 | 0.558042 |
43 | -0.03261 | -0.2236 | 0.587968 |
44 | 0.031868 | 0.2185 | 0.414001 |
45 | 0.008173 | 0.056 | 0.477778 |
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 |