Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.785794 | -5.3295 | 1e-06 |
2 | 0.375565 | 2.5472 | 0.007134 |
3 | -0.081684 | -0.554 | 0.291129 |
4 | -0.054938 | -0.3726 | 0.355575 |
5 | 0.084704 | 0.5745 | 0.284218 |
6 | -0.018339 | -0.1244 | 0.450779 |
7 | -0.067032 | -0.4546 | 0.325755 |
8 | 0.066833 | 0.4533 | 0.326237 |
9 | 0.024828 | 0.1684 | 0.433508 |
10 | -0.168234 | -1.141 | 0.129883 |
11 | 0.328034 | 2.2248 | 0.015519 |
12 | -0.40751 | -2.7639 | 0.004094 |
13 | 0.325264 | 2.206 | 0.016207 |
14 | -0.170012 | -1.1531 | 0.127418 |
15 | 0.066981 | 0.4543 | 0.325879 |
16 | -0.010488 | -0.0711 | 0.471801 |
17 | -0.056387 | -0.3824 | 0.351951 |
18 | 0.099121 | 0.6723 | 0.252388 |
19 | -0.040576 | -0.2752 | 0.392198 |
20 | -0.093486 | -0.634 | 0.264594 |
21 | 0.204898 | 1.3897 | 0.085657 |
22 | -0.245546 | -1.6654 | 0.051318 |
23 | 0.216775 | 1.4702 | 0.074152 |
24 | -0.124691 | -0.8457 | 0.201049 |
25 | 0.014573 | 0.0988 | 0.460849 |
26 | 0.051807 | 0.3514 | 0.363458 |
27 | -0.062552 | -0.4242 | 0.336682 |
28 | 0.030519 | 0.207 | 0.418464 |
29 | 0.04273 | 0.2898 | 0.386632 |
30 | -0.102166 | -0.6929 | 0.24592 |
31 | 0.049188 | 0.3336 | 0.370095 |
32 | 0.099456 | 0.6745 | 0.251671 |
33 | -0.22036 | -1.4946 | 0.07093 |
34 | 0.246172 | 1.6696 | 0.050894 |
35 | -0.198086 | -1.3435 | 0.092853 |
36 | 0.109477 | 0.7425 | 0.230777 |
37 | -0.022254 | -0.1509 | 0.440344 |
38 | -0.019149 | -0.1299 | 0.448617 |
39 | 0.014642 | 0.0993 | 0.460663 |
40 | -0.001686 | -0.0114 | 0.495464 |
41 | -0.003475 | -0.0236 | 0.49065 |
42 | 0.005671 | 0.0385 | 0.484742 |
43 | -0.003544 | -0.024 | 0.490465 |
44 | -0.000643 | -0.0044 | 0.498268 |
45 | 0.001391 | 0.0094 | 0.496258 |
46 | NA | NA | NA |
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 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.785794 | -5.3295 | 1e-06 |
2 | -0.632389 | -4.2891 | 4.6e-05 |
3 | -0.42198 | -2.862 | 0.003158 |
4 | -0.383267 | -2.5994 | 0.006255 |
5 | -0.382489 | -2.5942 | 0.006339 |
6 | -0.116425 | -0.7896 | 0.216897 |
7 | 0.057845 | 0.3923 | 0.348316 |
8 | -0.038676 | -0.2623 | 0.397126 |
9 | 0.142689 | 0.9678 | 0.169111 |
10 | -0.23596 | -1.6004 | 0.058183 |
11 | 0.051002 | 0.3459 | 0.365492 |
12 | 0.097978 | 0.6645 | 0.254838 |
13 | 0.025693 | 0.1743 | 0.431213 |
14 | -0.149979 | -1.0172 | 0.157188 |
15 | -0.138805 | -0.9414 | 0.175703 |
16 | -0.040164 | -0.2724 | 0.393263 |
17 | -0.246984 | -1.6751 | 0.050348 |
18 | -0.222953 | -1.5121 | 0.068669 |
19 | 0.198903 | 1.349 | 0.091966 |
20 | -0.044368 | -0.3009 | 0.382415 |
21 | 0.180598 | 1.2249 | 0.113429 |
22 | -0.085957 | -0.583 | 0.281374 |
23 | 0.013838 | 0.0939 | 0.462816 |
24 | 0.044646 | 0.3028 | 0.381703 |
25 | 0.052115 | 0.3535 | 0.362678 |
26 | 0.050449 | 0.3422 | 0.366894 |
27 | -0.029987 | -0.2034 | 0.419866 |
28 | -0.078893 | -0.5351 | 0.297587 |
29 | -0.049769 | -0.3376 | 0.368618 |
30 | -0.006899 | -0.0468 | 0.481441 |
31 | 0.003424 | 0.0232 | 0.490788 |
32 | -0.056158 | -0.3809 | 0.352522 |
33 | 0.004149 | 0.0281 | 0.488837 |
34 | -0.138046 | -0.9363 | 0.177011 |
35 | -0.007035 | -0.0477 | 0.481076 |
36 | 0.020367 | 0.1381 | 0.445367 |
37 | -0.046921 | -0.3182 | 0.375875 |
38 | 0.015863 | 0.1076 | 0.457394 |
39 | -0.02449 | -0.1661 | 0.434403 |
40 | -0.116343 | -0.7891 | 0.217058 |
41 | -0.036244 | -0.2458 | 0.403458 |
42 | -0.034482 | -0.2339 | 0.408063 |
43 | -0.101776 | -0.6903 | 0.246744 |
44 | -0.102667 | -0.6963 | 0.244867 |
45 | -0.010597 | -0.0719 | 0.471508 |
46 | NA | NA | NA |
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 |
60 | NA | NA | NA |