Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.227315 | 1.746 | 0.043005 |
2 | -0.193427 | -1.4857 | 0.928664 |
3 | -0.118167 | -0.9077 | 0.816124 |
4 | 0.135253 | 1.0389 | 0.151546 |
5 | 0.070945 | 0.5449 | 0.293924 |
6 | -0.253376 | -1.9462 | 0.971802 |
7 | -0.049308 | -0.3787 | 0.646882 |
8 | 0.029088 | 0.2234 | 0.411987 |
9 | 0.082241 | 0.6317 | 0.26501 |
10 | 0.033195 | 0.255 | 0.399815 |
11 | 0.015498 | 0.119 | 0.452824 |
12 | -0.014481 | -0.1112 | 0.544094 |
13 | 0.01184 | 0.0909 | 0.463923 |
14 | 0.111243 | 0.8545 | 0.198149 |
15 | -0.078359 | -0.6019 | 0.725223 |
16 | -0.143999 | -1.1061 | 0.863409 |
17 | 0.001491 | 0.0115 | 0.49545 |
18 | 0.087335 | 0.6708 | 0.252472 |
19 | 0.067622 | 0.5194 | 0.302708 |
20 | -0.060273 | -0.463 | 0.677453 |
21 | -0.017643 | -0.1355 | 0.553667 |
22 | 0.007929 | 0.0609 | 0.47582 |
23 | -0.014734 | -0.1132 | 0.544861 |
24 | -0.086828 | -0.6669 | 0.746294 |
25 | -0.190889 | -1.4662 | 0.926055 |
26 | -0.070172 | -0.539 | 0.704042 |
27 | 0.01973 | 0.1516 | 0.440028 |
28 | -0.010655 | -0.0818 | 0.532476 |
29 | -0.084833 | -0.6516 | 0.74141 |
30 | -0.102837 | -0.7899 | 0.783627 |
31 | 0.087238 | 0.6701 | 0.252708 |
32 | -0.091437 | -0.7023 | 0.757385 |
33 | -0.178683 | -1.3725 | 0.912447 |
34 | 0.01093 | 0.084 | 0.466689 |
35 | 0.099444 | 0.7638 | 0.224002 |
36 | 0.065345 | 0.5019 | 0.308793 |
37 | -0.095081 | -0.7303 | 0.76596 |
38 | 0.065885 | 0.5061 | 0.307345 |
39 | 0.04521 | 0.3473 | 0.364813 |
40 | -0.013789 | -0.1059 | 0.541997 |
41 | -0.059104 | -0.454 | 0.674249 |
42 | 0.026693 | 0.205 | 0.419125 |
43 | 0.01896 | 0.1456 | 0.442354 |
44 | -0.125862 | -0.9668 | 0.831197 |
45 | 0.039051 | 0.3 | 0.382632 |
46 | 0.073559 | 0.565 | 0.287101 |
47 | 0.070897 | 0.5446 | 0.294051 |
48 | -0.017125 | -0.1315 | 0.552103 |
49 | -0.033078 | -0.2541 | 0.599839 |
50 | 0.014177 | 0.1089 | 0.456828 |
51 | -0.031984 | -0.2457 | 0.596606 |
52 | 0.028735 | 0.2207 | 0.413039 |
53 | 0.03142 | 0.2413 | 0.405064 |
54 | 0.009837 | 0.0756 | 0.470012 |
55 | -0.008305 | -0.0638 | 0.525325 |
56 | 0.020266 | 0.1557 | 0.438413 |
57 | 0.029555 | 0.227 | 0.410597 |
58 | 0.0065 | 0.0499 | 0.480175 |
59 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.227315 | 1.746 | 0.043005 |
1 | -0.258454 | -1.9852 | 0.974113 |
2 | -0.004615 | -0.0354 | 0.514078 |
3 | 0.135856 | 1.0435 | 0.15048 |
4 | -0.038206 | -0.2935 | 0.614901 |
5 | -0.245308 | -1.8842 | 0.967769 |
6 | 0.143581 | 1.1029 | 0.137282 |
7 | -0.116577 | -0.8954 | 0.812905 |
8 | 0.068037 | 0.5226 | 0.301603 |
9 | 0.071482 | 0.5491 | 0.292517 |
10 | 0.018559 | 0.1426 | 0.443565 |
11 | -0.091108 | -0.6998 | 0.756604 |
12 | 0.106475 | 0.8179 | 0.208366 |
13 | 0.050419 | 0.3873 | 0.349972 |
14 | -0.151657 | -1.1649 | 0.875626 |
15 | -0.01584 | -0.1217 | 0.548213 |
16 | 0.085012 | 0.653 | 0.25815 |
17 | -0.074978 | -0.5759 | 0.71657 |
18 | 0.096566 | 0.7417 | 0.230595 |
19 | 0.014622 | 0.1123 | 0.455478 |
20 | -0.07303 | -0.561 | 0.711523 |
21 | -0.027995 | -0.215 | 0.584758 |
22 | 0.020907 | 0.1606 | 0.436481 |
23 | -0.143976 | -1.1059 | 0.863371 |
24 | -0.148615 | -1.1415 | 0.87087 |
25 | 0.047064 | 0.3615 | 0.359507 |
26 | -0.060021 | -0.461 | 0.676764 |
27 | -0.129133 | -0.9919 | 0.837349 |
28 | 0.042057 | 0.323 | 0.3739 |
29 | -0.130363 | -1.0013 | 0.839623 |
30 | -0.008019 | -0.0616 | 0.524454 |
31 | -0.198181 | -1.5223 | 0.933356 |
32 | -0.094467 | -0.7256 | 0.764529 |
33 | 0.085189 | 0.6544 | 0.257714 |
34 | -0.017543 | -0.1348 | 0.553366 |
35 | 0.000582 | 0.0045 | 0.498224 |
36 | 0.005306 | 0.0408 | 0.483815 |
37 | 0.061691 | 0.4739 | 0.318676 |
38 | -0.088505 | -0.6798 | 0.750361 |
39 | 0.023734 | 0.1823 | 0.427984 |
40 | -0.031995 | -0.2458 | 0.596638 |
41 | 0.066574 | 0.5114 | 0.305502 |
42 | -0.031712 | -0.2436 | 0.595802 |
43 | -0.049343 | -0.379 | 0.64698 |
44 | 0.049272 | 0.3785 | 0.353222 |
45 | 0.049428 | 0.3797 | 0.35278 |
46 | 0.015128 | 0.1162 | 0.453943 |
47 | -0.058329 | -0.448 | 0.672116 |
48 | -0.053296 | -0.4094 | 0.658125 |
49 | -0.048733 | -0.3743 | 0.645249 |
50 | -0.019365 | -0.1487 | 0.558869 |
51 | 0.013774 | 0.1058 | 0.458051 |
52 | -0.006525 | -0.0501 | 0.519902 |
53 | -0.046118 | -0.3542 | 0.63779 |
54 | -0.05292 | -0.4065 | 0.657072 |
55 | -0.040648 | -0.3122 | 0.622015 |
56 | -0.119082 | -0.9147 | 0.817961 |
57 | 0.021066 | 0.1618 | 0.436003 |
58 | NA | NA | NA |
59 | NA | NA | NA |