Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.6811 | 0 |
1 | 0.068076 | 0.5229 | 0.301501 |
2 | -0.066275 | -0.5091 | 0.693698 |
3 | -0.057471 | -0.4414 | 0.669748 |
4 | -0.065306 | -0.5016 | 0.6911 |
5 | 0.035526 | 0.2729 | 0.39295 |
6 | 0.037917 | 0.2912 | 0.385943 |
7 | -0.040281 | -0.3094 | 0.620949 |
8 | 0.040099 | 0.308 | 0.37958 |
9 | -0.059763 | -0.459 | 0.676056 |
10 | -0.061184 | -0.47 | 0.679944 |
11 | 0.04346 | 0.3338 | 0.369849 |
12 | 0.0254 | 0.1951 | 0.422991 |
13 | -0.047599 | -0.3656 | 0.642019 |
14 | 0.032782 | 0.2518 | 0.401034 |
15 | -0.06708 | -0.5153 | 0.695848 |
16 | -0.068502 | -0.5262 | 0.699629 |
17 | -0.066111 | -0.5078 | 0.693258 |
18 | -0.053494 | -0.4109 | 0.658681 |
19 | 0.026887 | 0.2065 | 0.418548 |
20 | -0.066563 | -0.5113 | 0.694468 |
21 | -0.067985 | -0.5222 | 0.698257 |
22 | -0.065594 | -0.5038 | 0.691873 |
23 | -0.0327 | -0.2512 | 0.598723 |
24 | -0.034122 | -0.2621 | 0.602919 |
25 | -0.035543 | -0.273 | 0.607102 |
26 | -0.036965 | -0.2839 | 0.611272 |
27 | -0.038387 | -0.2949 | 0.61543 |
28 | -0.039808 | -0.3058 | 0.619574 |
29 | -0.04123 | -0.3167 | 0.623704 |
30 | 0.325459 | 2.4999 | 0.007612 |
31 | 0.088855 | 0.6825 | 0.248794 |
32 | -0.03527 | -0.2709 | 0.606299 |
33 | -0.046917 | -0.3604 | 0.640074 |
34 | -0.048339 | -0.3713 | 0.644127 |
35 | -0.008859 | -0.0681 | 0.527012 |
36 | -5.6e-05 | -4e-04 | 0.50017 |
37 | -0.008063 | -0.0619 | 0.524588 |
38 | 0.025004 | 0.1921 | 0.424179 |
39 | -0.007094 | -0.0545 | 0.521635 |
40 | -0.018741 | -0.144 | 0.556986 |
41 | 0.020738 | 0.1593 | 0.43699 |
42 | 0.033355 | 0.2562 | 0.399342 |
43 | -0.005155 | -0.0396 | 0.515726 |
44 | 0.024099 | 0.1851 | 0.42689 |
45 | -0.004186 | -0.0322 | 0.51277 |
46 | -0.015833 | -0.1216 | 0.548191 |
47 | -0.017255 | -0.1325 | 0.552494 |
48 | -0.014864 | -0.1142 | 0.545254 |
49 | 0.028429 | 0.2184 | 0.413949 |
50 | -0.003669 | -0.0282 | 0.511194 |
51 | -0.011503 | -0.0884 | 0.535054 |
52 | -0.012925 | -0.0993 | 0.539373 |
53 | 0.000905 | 0.0069 | 0.497239 |
54 | 0.003296 | 0.0253 | 0.489944 |
55 | 0.001874 | 0.0144 | 0.494282 |
56 | 0.004265 | 0.0328 | 0.486988 |
57 | 0.002843 | 0.0218 | 0.491324 |
58 | 0.001422 | 0.0109 | 0.495662 |
59 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.068076 | 0.5229 | 0.301501 |
1 | -0.071239 | -0.5472 | 0.706848 |
2 | -0.048256 | -0.3707 | 0.643891 |
3 | -0.063274 | -0.486 | 0.685622 |
4 | 0.037728 | 0.2898 | 0.386494 |
5 | 0.021966 | 0.1687 | 0.433295 |
6 | -0.046658 | -0.3584 | 0.639333 |
7 | 0.050391 | 0.3871 | 0.350051 |
8 | -0.065742 | -0.505 | 0.692272 |
9 | -0.049038 | -0.3767 | 0.646115 |
10 | 0.040777 | 0.3132 | 0.377611 |
11 | 0.01426 | 0.1095 | 0.456575 |
12 | -0.060163 | -0.4621 | 0.677154 |
13 | 0.040953 | 0.3146 | 0.377101 |
14 | -0.062511 | -0.4802 | 0.683555 |
15 | -0.06768 | -0.5199 | 0.697446 |
16 | -0.073215 | -0.5624 | 0.712003 |
17 | -0.048809 | -0.3749 | 0.645465 |
18 | 0.001364 | 0.0105 | 0.495838 |
19 | -0.099211 | -0.7621 | 0.775469 |
20 | -0.049264 | -0.3784 | 0.646754 |
21 | -0.087927 | -0.6754 | 0.748963 |
22 | -0.041985 | -0.3225 | 0.625891 |
23 | -0.063556 | -0.4882 | 0.686386 |
24 | -0.070263 | -0.5397 | 0.704282 |
25 | -0.064894 | -0.4985 | 0.689994 |
26 | -0.069285 | -0.5322 | 0.701702 |
27 | -0.068003 | -0.5223 | 0.698306 |
28 | -0.079213 | -0.6084 | 0.727386 |
29 | 0.311176 | 2.3902 | 0.010026 |
30 | 0.012232 | 0.094 | 0.46273 |
31 | -0.018958 | -0.1456 | 0.55764 |
32 | -0.034592 | -0.2657 | 0.604303 |
33 | -0.015083 | -0.1159 | 0.545919 |
34 | -0.061396 | -0.4716 | 0.680522 |
35 | -0.062913 | -0.4832 | 0.684645 |
36 | -0.015565 | -0.1196 | 0.547379 |
37 | -0.062092 | -0.4769 | 0.682417 |
38 | -0.016085 | -0.1235 | 0.548954 |
39 | -0.02663 | -0.2045 | 0.580684 |
40 | -0.032258 | -0.2478 | 0.597418 |
41 | -0.05206 | -0.3999 | 0.654657 |
42 | -0.017986 | -0.1382 | 0.554705 |
43 | -0.052894 | -0.4063 | 0.657 |
44 | -0.028501 | -0.2189 | 0.586267 |
45 | -0.004868 | -0.0374 | 0.514852 |
46 | -0.014828 | -0.1139 | 0.545147 |
47 | -0.005052 | -0.0388 | 0.515411 |
48 | -0.022167 | -0.1703 | 0.567309 |
49 | 0.001122 | 0.0086 | 0.496577 |
50 | -0.020897 | -0.1605 | 0.563488 |
51 | 0.011707 | 0.0899 | 0.464328 |
52 | -0.013289 | -0.1021 | 0.540479 |
53 | -0.002051 | -0.0158 | 0.506259 |
54 | 0.010274 | 0.0789 | 0.468684 |
55 | 0.001851 | 0.0142 | 0.494352 |
56 | -0.000445 | -0.0034 | 0.501357 |
57 | -0.005063 | -0.0389 | 0.515444 |
58 | NA | NA | NA |
59 | NA | NA | NA |