Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.225215 | -1.7299 | 0.044437 |
2 | -0.337446 | -2.592 | 0.006005 |
3 | 0.036768 | 0.2824 | 0.389306 |
4 | -0.051433 | -0.3951 | 0.34711 |
5 | 0.065002 | 0.4993 | 0.309715 |
6 | 0.148083 | 1.1375 | 0.129974 |
7 | 0.030256 | 0.2324 | 0.408516 |
8 | -0.004365 | -0.0335 | 0.486684 |
9 | -0.073752 | -0.5665 | 0.286602 |
10 | -0.215247 | -1.6533 | 0.051787 |
11 | -0.131026 | -1.0064 | 0.15916 |
12 | 0.627285 | 4.8183 | 5e-06 |
13 | -0.051204 | -0.3933 | 0.347757 |
14 | -0.362775 | -2.7865 | 0.003577 |
15 | 0.013322 | 0.1023 | 0.459421 |
16 | -0.002648 | -0.0203 | 0.491919 |
17 | 0.048736 | 0.3743 | 0.354743 |
18 | 0.105679 | 0.8117 | 0.210104 |
19 | -0.001798 | -0.0138 | 0.494513 |
20 | -0.012595 | -0.0967 | 0.461627 |
21 | -0.078925 | -0.6062 | 0.273341 |
22 | -0.148613 | -1.1415 | 0.129133 |
23 | -0.055316 | -0.4249 | 0.336231 |
24 | 0.366176 | 2.8126 | 0.003331 |
25 | 0.02561 | 0.1967 | 0.422364 |
26 | -0.288755 | -2.218 | 0.01521 |
27 | -0.010288 | -0.079 | 0.46864 |
28 | 0.02285 | 0.1755 | 0.430637 |
29 | 0.013687 | 0.1051 | 0.458313 |
30 | 0.091993 | 0.7066 | 0.241296 |
31 | 0.006167 | 0.0474 | 0.48119 |
32 | -0.057014 | -0.4379 | 0.331518 |
33 | -0.017732 | -0.1362 | 0.446063 |
34 | -0.043906 | -0.3372 | 0.368563 |
35 | -0.103312 | -0.7936 | 0.215317 |
36 | 0.274589 | 2.1092 | 0.019592 |
37 | 0.020814 | 0.1599 | 0.436763 |
38 | -0.22595 | -1.7356 | 0.043931 |
39 | 0.066065 | 0.5075 | 0.306864 |
40 | -0.012074 | -0.0927 | 0.463211 |
41 | -0.008504 | -0.0653 | 0.474068 |
42 | 0.088103 | 0.6767 | 0.250609 |
43 | 0.024465 | 0.1879 | 0.425794 |
44 | -0.089051 | -0.684 | 0.248322 |
45 | 0.012904 | 0.0991 | 0.460692 |
46 | -0.000155 | -0.0012 | 0.499528 |
47 | -0.081076 | -0.6228 | 0.267922 |
48 | 0.166085 | 1.2757 | 0.103527 |
49 | 6.7e-05 | 5e-04 | 0.499795 |
50 | -0.123981 | -0.9523 | 0.172412 |
51 | 0.069667 | 0.5351 | 0.297288 |
52 | -0.009123 | -0.0701 | 0.472185 |
53 | -0.026956 | -0.2071 | 0.41834 |
54 | 0.031377 | 0.241 | 0.405191 |
55 | 0.01769 | 0.1359 | 0.446189 |
56 | -0.023696 | -0.182 | 0.428097 |
57 | -0.005885 | -0.0452 | 0.48205 |
58 | 0.006378 | 0.049 | 0.480548 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.225215 | -1.7299 | 0.044437 |
2 | -0.408909 | -3.1409 | 0.001316 |
3 | -0.205425 | -1.5779 | 0.059968 |
4 | -0.320821 | -2.4643 | 0.008331 |
5 | -0.17817 | -1.3686 | 0.088164 |
6 | -0.020052 | -0.154 | 0.439058 |
7 | 0.117618 | 0.9034 | 0.184983 |
8 | 0.251771 | 1.9339 | 0.028964 |
9 | 0.249118 | 1.9135 | 0.030269 |
10 | -0.047267 | -0.3631 | 0.358927 |
11 | -0.46946 | -3.606 | 0.00032 |
12 | 0.260512 | 2.001 | 0.024998 |
13 | 0.118152 | 0.9075 | 0.183906 |
14 | -0.016265 | -0.1249 | 0.450501 |
15 | -0.089629 | -0.6885 | 0.246934 |
16 | -0.039738 | -0.3052 | 0.380632 |
17 | 0.007979 | 0.0613 | 0.475668 |
18 | -0.042966 | -0.33 | 0.371273 |
19 | -0.065605 | -0.5039 | 0.308097 |
20 | -0.100124 | -0.7691 | 0.222461 |
21 | -0.051253 | -0.3937 | 0.347617 |
22 | -0.037381 | -0.2871 | 0.38751 |
23 | -0.027231 | -0.2092 | 0.417519 |
24 | -0.110045 | -0.8453 | 0.200687 |
25 | -0.091621 | -0.7038 | 0.242176 |
26 | -0.037746 | -0.2899 | 0.386441 |
27 | 0.022637 | 0.1739 | 0.431278 |
28 | -0.008683 | -0.0667 | 0.473526 |
29 | -0.077453 | -0.5949 | 0.277084 |
30 | -0.047542 | -0.3652 | 0.358144 |
31 | -0.009777 | -0.0751 | 0.470195 |
32 | -0.095494 | -0.7335 | 0.233078 |
33 | -0.034771 | -0.2671 | 0.39517 |
34 | 0.100104 | 0.7689 | 0.222506 |
35 | -0.048474 | -0.3723 | 0.355487 |
36 | 0.07425 | 0.5703 | 0.285312 |
37 | -0.05855 | -0.4497 | 0.327275 |
38 | -0.069905 | -0.537 | 0.29666 |
39 | 0.051077 | 0.3923 | 0.348115 |
40 | -0.028517 | -0.219 | 0.413686 |
41 | -0.027449 | -0.2108 | 0.416871 |
42 | -0.073196 | -0.5622 | 0.288045 |
43 | 0.046048 | 0.3537 | 0.362411 |
44 | -0.046981 | -0.3609 | 0.359742 |
45 | -0.008823 | -0.0678 | 0.4731 |
46 | -0.095627 | -0.7345 | 0.23277 |
47 | -0.005377 | -0.0413 | 0.483597 |
48 | -0.004932 | -0.0379 | 0.484956 |
49 | -0.091632 | -0.7038 | 0.242151 |
50 | 0.011208 | 0.0861 | 0.465842 |
51 | -0.045664 | -0.3508 | 0.363512 |
52 | 0.064937 | 0.4988 | 0.309891 |
53 | 0.03995 | 0.3069 | 0.380015 |
54 | -0.048831 | -0.3751 | 0.354474 |
55 | -0.120001 | -0.9217 | 0.180208 |
56 | -0.008905 | -0.0684 | 0.47285 |
57 | -0.009194 | -0.0706 | 0.471968 |
58 | -0.048419 | -0.3719 | 0.355645 |
59 | NA | NA | NA |
60 | NA | NA | NA |