Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 6.9282 | 0 |
1 | 0.208161 | 1.4422 | 0.077873 |
2 | 0.155742 | 1.079 | 0.142987 |
3 | 0.229866 | 1.5926 | 0.058912 |
4 | -0.091995 | -0.6374 | 0.736541 |
5 | 0.068761 | 0.4764 | 0.31798 |
6 | 0.021574 | 0.1495 | 0.440906 |
7 | -0.098793 | -0.6845 | 0.751511 |
8 | 0.060611 | 0.4199 | 0.338207 |
9 | -0.051415 | -0.3562 | 0.638378 |
10 | -0.003748 | -0.026 | 0.510304 |
11 | -0.010892 | -0.0755 | 0.529919 |
12 | -0.217817 | -1.5091 | 0.931083 |
13 | -0.085052 | -0.5893 | 0.720774 |
14 | -0.002692 | -0.0187 | 0.507403 |
15 | -0.040372 | -0.2797 | 0.609548 |
16 | -0.144278 | -0.9996 | 0.838739 |
17 | 0.06987 | 0.4841 | 0.315266 |
18 | 0.067225 | 0.4657 | 0.321752 |
19 | -0.082745 | -0.5733 | 0.715432 |
20 | 0.00935 | 0.0648 | 0.474311 |
21 | 0.073645 | 0.5102 | 0.306115 |
22 | -0.105684 | -0.7322 | 0.766197 |
23 | 0.100199 | 0.6942 | 0.245452 |
24 | -0.042541 | -0.2947 | 0.615266 |
25 | -0.142777 | -0.9892 | 0.836234 |
26 | -0.002426 | -0.0168 | 0.50667 |
27 | -0.150759 | -1.0445 | 0.849254 |
28 | -0.027563 | -0.191 | 0.575319 |
29 | -0.019033 | -0.1319 | 0.55218 |
30 | -0.162358 | -1.1248 | 0.866876 |
31 | 0.077357 | 0.5359 | 0.297237 |
32 | -0.029122 | -0.2018 | 0.579523 |
33 | -0.202211 | -1.401 | 0.916171 |
34 | -0.058175 | -0.403 | 0.655649 |
35 | -0.074744 | -0.5178 | 0.696525 |
36 | 0.042504 | 0.2945 | 0.384832 |
37 | 0.118831 | 0.8233 | 0.20721 |
38 | 0.077305 | 0.5356 | 0.297358 |
39 | 0.009938 | 0.0689 | 0.472697 |
40 | 0.045068 | 0.3122 | 0.378106 |
41 | 0.034791 | 0.241 | 0.405275 |
42 | -0.013553 | -0.0939 | 0.537209 |
43 | -0.050883 | -0.3525 | 0.637006 |
44 | -0.0671 | -0.4649 | 0.677941 |
45 | -0.013504 | -0.0936 | 0.537077 |
46 | 0.025808 | 0.1788 | 0.429421 |
47 | -0.004375 | -0.0303 | 0.512027 |
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 | 0.208161 | 1.4422 | 0.077873 |
1 | 0.117503 | 0.8141 | 0.209809 |
2 | 0.187392 | 1.2983 | 0.100196 |
3 | -0.198946 | -1.3783 | 0.912755 |
4 | 0.08165 | 0.5657 | 0.287121 |
5 | -0.020486 | -0.1419 | 0.556135 |
6 | -0.056439 | -0.391 | 0.651243 |
7 | 0.046074 | 0.3192 | 0.375476 |
8 | -0.042417 | -0.2939 | 0.61494 |
9 | 0.041539 | 0.2878 | 0.387372 |
10 | -0.067222 | -0.4657 | 0.678243 |
11 | -0.184969 | -1.2815 | 0.896914 |
12 | -0.028566 | -0.1979 | 0.578025 |
13 | 0.092381 | 0.64 | 0.262596 |
14 | 0.047716 | 0.3306 | 0.371199 |
15 | -0.236788 | -1.6405 | 0.946282 |
16 | 0.176556 | 1.2232 | 0.11361 |
17 | 0.095847 | 0.664 | 0.254919 |
18 | -0.141341 | -0.9792 | 0.833813 |
19 | -0.081808 | -0.5668 | 0.713249 |
20 | 0.194684 | 1.3488 | 0.091864 |
21 | -0.101551 | -0.7036 | 0.757448 |
22 | 0.032374 | 0.2243 | 0.411741 |
23 | -0.127583 | -0.8839 | 0.809428 |
24 | -0.092074 | -0.6379 | 0.736718 |
25 | 0.031834 | 0.2206 | 0.413187 |
26 | -0.074512 | -0.5162 | 0.695969 |
27 | -0.071599 | -0.496 | 0.688938 |
28 | 0.027054 | 0.1874 | 0.426054 |
29 | 0.028111 | 0.1948 | 0.423203 |
30 | -0.003278 | -0.0227 | 0.509012 |
31 | -0.14296 | -0.9905 | 0.83654 |
32 | -0.065196 | -0.4517 | 0.673238 |
33 | -0.070488 | -0.4884 | 0.686238 |
34 | 0.051416 | 0.3562 | 0.361617 |
35 | 0.113427 | 0.7858 | 0.21791 |
36 | 0.074191 | 0.514 | 0.304802 |
37 | -0.040809 | -0.2827 | 0.610702 |
38 | -0.09063 | -0.6279 | 0.733478 |
39 | 0.004443 | 0.0308 | 0.487784 |
40 | -0.020876 | -0.1446 | 0.557196 |
41 | -0.020637 | -0.143 | 0.556546 |
42 | -0.029488 | -0.2043 | 0.580507 |
43 | -0.07962 | -0.5516 | 0.708116 |
44 | 0.010757 | 0.0745 | 0.470451 |
45 | -0.057759 | -0.4002 | 0.654596 |
46 | 0.028887 | 0.2001 | 0.421111 |
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 |