Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | -0.045544 | -0.3528 | 0.637257 |
2 | 0.103877 | 0.8046 | 0.212105 |
3 | 0.12493 | 0.9677 | 0.168538 |
4 | 0.251835 | 1.9507 | 0.027884 |
5 | 0.026667 | 0.2066 | 0.418525 |
6 | 0.157215 | 1.2178 | 0.114038 |
7 | 0.062904 | 0.4873 | 0.313928 |
8 | 0.149325 | 1.1567 | 0.125996 |
9 | -0.018397 | -0.1425 | 0.55642 |
10 | -0.059658 | -0.4621 | 0.677163 |
11 | -0.184912 | -1.4323 | 0.921379 |
12 | 0.341362 | 2.6442 | 0.005218 |
13 | -0.285847 | -2.2142 | 0.984686 |
14 | -0.090199 | -0.6987 | 0.756274 |
15 | -0.079133 | -0.613 | 0.728891 |
16 | 0.024306 | 0.1883 | 0.425648 |
17 | -0.126409 | -0.9792 | 0.834284 |
18 | -0.084822 | -0.657 | 0.743162 |
19 | -0.023666 | -0.1833 | 0.572416 |
20 | -0.007149 | -0.0554 | 0.521989 |
21 | -0.154625 | -1.1977 | 0.882131 |
22 | -0.093867 | -0.7271 | 0.765001 |
23 | -0.168382 | -1.3043 | 0.90144 |
24 | 0.212979 | 1.6497 | 0.052113 |
25 | -0.124332 | -0.9631 | 0.830311 |
26 | -0.092985 | -0.7203 | 0.762919 |
27 | -0.067623 | -0.5238 | 0.698829 |
28 | 0.036283 | 0.281 | 0.389821 |
29 | -0.204599 | -1.5848 | 0.940868 |
30 | -0.131923 | -1.0219 | 0.844528 |
31 | 0.09052 | 0.7012 | 0.242955 |
32 | -0.03547 | -0.2747 | 0.607774 |
33 | -0.143483 | -1.1114 | 0.864589 |
34 | -0.005335 | -0.0413 | 0.516412 |
35 | -0.194086 | -1.5034 | 0.931007 |
36 | 0.112373 | 0.8704 | 0.193766 |
37 | -0.112019 | -0.8677 | 0.805491 |
38 | -0.076308 | -0.5911 | 0.721655 |
39 | -0.060169 | -0.4661 | 0.678573 |
40 | 0.066767 | 0.5172 | 0.303468 |
41 | -0.073701 | -0.5709 | 0.714896 |
42 | 0.00875 | 0.0678 | 0.473094 |
43 | 0.124736 | 0.9662 | 0.168911 |
44 | -0.028364 | -0.2197 | 0.586577 |
45 | -0.012332 | -0.0955 | 0.537892 |
46 | 0.057464 | 0.4451 | 0.328918 |
47 | -0.015928 | -0.1234 | 0.548889 |
48 | 0.115013 | 0.8909 | 0.188273 |
49 | 0.01337 | 0.1036 | 0.458929 |
50 | 0.012543 | 0.0972 | 0.461463 |
51 | 0.04499 | 0.3485 | 0.364345 |
52 | 0.050833 | 0.3938 | 0.34758 |
53 | 0.000633 | 0.0049 | 0.498052 |
54 | 0.01159 | 0.0898 | 0.464383 |
55 | 0.075633 | 0.5858 | 0.280088 |
56 | -0.009502 | -0.0736 | 0.529214 |
57 | -0.002853 | -0.0221 | 0.508778 |
58 | 0.02761 | 0.2139 | 0.415689 |
59 | 0.009113 | 0.0706 | 0.471979 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.045544 | -0.3528 | 0.637257 |
1 | 0.102015 | 0.7902 | 0.216261 |
2 | 0.135513 | 1.0497 | 0.149037 |
3 | 0.261676 | 2.0269 | 0.02356 |
4 | 0.039657 | 0.3072 | 0.379884 |
5 | 0.107942 | 0.8361 | 0.203204 |
6 | 0.014319 | 0.1109 | 0.456027 |
7 | 0.0723 | 0.56 | 0.288771 |
8 | -0.059678 | -0.4623 | 0.677217 |
9 | -0.176226 | -1.365 | 0.911331 |
10 | -0.306517 | -2.3743 | 0.9896 |
11 | 0.287646 | 2.2281 | 0.014817 |
12 | -0.237049 | -1.8362 | 0.964356 |
13 | -0.09829 | -0.7614 | 0.775286 |
14 | -0.041884 | -0.3244 | 0.626629 |
15 | 0.010314 | 0.0799 | 0.468294 |
16 | 0.109738 | 0.85 | 0.199344 |
17 | -0.051794 | -0.4012 | 0.65515 |
18 | 0.093709 | 0.7259 | 0.235372 |
19 | 0.004463 | 0.0346 | 0.486269 |
20 | -0.102165 | -0.7914 | 0.784075 |
21 | -0.05105 | -0.3954 | 0.653036 |
22 | -0.144401 | -1.1185 | 0.866099 |
23 | 0.05628 | 0.4359 | 0.332222 |
24 | 0.107221 | 0.8305 | 0.204765 |
25 | -0.112465 | -0.8712 | 0.806429 |
26 | -0.043834 | -0.3395 | 0.632303 |
27 | -0.033737 | -0.2613 | 0.602632 |
28 | -0.194884 | -1.5096 | 0.931798 |
29 | -0.100179 | -0.776 | 0.779598 |
30 | 0.052561 | 0.4071 | 0.342678 |
31 | -0.02975 | -0.2304 | 0.590735 |
32 | -0.012452 | -0.0965 | 0.538259 |
33 | 0.049626 | 0.3844 | 0.35102 |
34 | -0.118827 | -0.9204 | 0.819482 |
35 | 0.014859 | 0.1151 | 0.454375 |
36 | -0.033608 | -0.2603 | 0.602247 |
37 | -0.012928 | -0.1001 | 0.539715 |
38 | -0.070629 | -0.5471 | 0.706828 |
39 | -0.061833 | -0.479 | 0.683145 |
40 | 0.100455 | 0.7781 | 0.219778 |
41 | 0.072804 | 0.5639 | 0.287449 |
42 | -0.011457 | -0.0887 | 0.535211 |
43 | -0.070353 | -0.545 | 0.706098 |
44 | 0.006578 | 0.0509 | 0.479767 |
45 | -0.041567 | -0.322 | 0.625706 |
46 | 0.069742 | 0.5402 | 0.295523 |
47 | -0.13956 | -1.081 | 0.857995 |
48 | -0.038293 | -0.2966 | 0.616107 |
49 | -0.078728 | -0.6098 | 0.72786 |
50 | -0.024791 | -0.192 | 0.575815 |
51 | -0.018213 | -0.1411 | 0.555859 |
52 | 0.016772 | 0.1299 | 0.448533 |
53 | 0.093405 | 0.7235 | 0.236088 |
54 | -0.023627 | -0.183 | 0.572299 |
55 | -0.02098 | -0.1625 | 0.564274 |
56 | -0.029516 | -0.2286 | 0.590034 |
57 | -0.045944 | -0.3559 | 0.63841 |
58 | -0.036462 | -0.2824 | 0.610707 |
59 | NA | NA | NA |