Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.316648 | -2.4527 | 0.008551 |
2 | 0.190318 | 1.4742 | 0.072829 |
3 | 0.087479 | 0.6776 | 0.250311 |
4 | -0.029326 | -0.2272 | 0.410538 |
5 | 0.0762 | 0.5902 | 0.278621 |
6 | -0.071919 | -0.5571 | 0.289772 |
7 | -0.176453 | -1.3668 | 0.088394 |
8 | -0.052345 | -0.4055 | 0.343289 |
9 | -0.043459 | -0.3366 | 0.368785 |
10 | -0.229343 | -1.7765 | 0.040361 |
11 | 0.180567 | 1.3987 | 0.08353 |
12 | -0.426667 | -3.3049 | 0.000803 |
13 | 0.112805 | 0.8738 | 0.192861 |
14 | -0.002853 | -0.0221 | 0.49122 |
15 | -0.010012 | -0.0776 | 0.469221 |
16 | 0.012634 | 0.0979 | 0.461183 |
17 | 0.06757 | 0.5234 | 0.301313 |
18 | 0.170223 | 1.3185 | 0.096167 |
19 | 0.032824 | 0.2543 | 0.400084 |
20 | 0.032033 | 0.2481 | 0.40244 |
21 | 0.136064 | 1.0539 | 0.148066 |
22 | -0.040764 | -0.3158 | 0.376642 |
23 | 0.155522 | 1.2047 | 0.116531 |
24 | -0.082881 | -0.642 | 0.261662 |
25 | -0.013864 | -0.1074 | 0.457418 |
26 | 0.007819 | 0.0606 | 0.475954 |
27 | -0.090578 | -0.7016 | 0.242817 |
28 | 0.00922 | 0.0714 | 0.47165 |
29 | -0.04318 | -0.3345 | 0.369596 |
30 | -0.197404 | -1.5291 | 0.065749 |
31 | 0.064056 | 0.4962 | 0.310791 |
32 | 0.070366 | 0.5451 | 0.293868 |
33 | -0.222102 | -1.7204 | 0.045257 |
34 | 0.185405 | 1.4361 | 0.078078 |
35 | -0.136896 | -1.0604 | 0.146608 |
36 | 0.10523 | 0.8151 | 0.209116 |
37 | 0.007978 | 0.0618 | 0.475464 |
38 | 0.004154 | 0.0322 | 0.487219 |
39 | 0.031219 | 0.2418 | 0.404871 |
40 | 0.004909 | 0.038 | 0.484898 |
41 | -0.013757 | -0.1066 | 0.457745 |
42 | 0.074827 | 0.5796 | 0.282175 |
43 | -0.034446 | -0.2668 | 0.395263 |
44 | -0.072221 | -0.5594 | 0.288978 |
45 | 0.089686 | 0.6947 | 0.24496 |
46 | -0.073629 | -0.5703 | 0.285292 |
47 | 0.025728 | 0.1993 | 0.421356 |
48 | -0.040912 | -0.3169 | 0.37621 |
49 | 0.00284 | 0.022 | 0.49126 |
50 | 0.000115 | 9e-04 | 0.499645 |
51 | -0.00539 | -0.0417 | 0.483419 |
52 | -0.009905 | -0.0767 | 0.469548 |
53 | 6.1e-05 | 5e-04 | 0.499811 |
54 | 0.000376 | 0.0029 | 0.498844 |
55 | -0.000598 | -0.0046 | 0.49816 |
56 | -0.000178 | -0.0014 | 0.499452 |
57 | -0.001019 | -0.0079 | 0.496865 |
58 | 0.000555 | 0.0043 | 0.498291 |
59 | -3.6e-05 | -3e-04 | 0.499889 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.316648 | -2.4527 | 0.008551 |
2 | 0.100087 | 0.7753 | 0.220613 |
3 | 0.194678 | 1.508 | 0.068405 |
4 | 0.034243 | 0.2652 | 0.395865 |
5 | 0.030075 | 0.233 | 0.408293 |
6 | -0.07043 | -0.5455 | 0.293699 |
7 | -0.272883 | -2.1137 | 0.019352 |
8 | -0.22221 | -1.7212 | 0.045181 |
9 | -0.03703 | -0.2868 | 0.387614 |
10 | -0.184094 | -1.426 | 0.079527 |
11 | 0.150914 | 1.169 | 0.123518 |
12 | -0.295596 | -2.2897 | 0.012786 |
13 | -0.176761 | -1.3692 | 0.088022 |
14 | -0.025235 | -0.1955 | 0.422844 |
15 | 0.066028 | 0.5115 | 0.305455 |
16 | -0.051199 | -0.3966 | 0.346539 |
17 | 0.024828 | 0.1923 | 0.424073 |
18 | 0.206611 | 1.6004 | 0.057381 |
19 | -0.024439 | -0.1893 | 0.425247 |
20 | -0.196181 | -1.5196 | 0.06693 |
21 | 0.125377 | 0.9712 | 0.167682 |
22 | -0.131384 | -1.0177 | 0.156455 |
23 | 0.244204 | 1.8916 | 0.031687 |
24 | -0.070411 | -0.5454 | 0.293751 |
25 | -0.027725 | -0.2148 | 0.415344 |
26 | 0.005305 | 0.0411 | 0.483679 |
27 | -0.003511 | -0.0272 | 0.489198 |
28 | 0.025105 | 0.1945 | 0.423236 |
29 | 0.053877 | 0.4173 | 0.338962 |
30 | -0.027506 | -0.2131 | 0.416 |
31 | 0.054997 | 0.426 | 0.335814 |
32 | 0.036324 | 0.2814 | 0.3897 |
33 | -0.015275 | -0.1183 | 0.453104 |
34 | -0.07445 | -0.5767 | 0.283154 |
35 | 0.088937 | 0.6889 | 0.24677 |
36 | -0.039483 | -0.3058 | 0.380394 |
37 | -0.082713 | -0.6407 | 0.26208 |
38 | 0.052888 | 0.4097 | 0.341753 |
39 | -0.03166 | -0.2452 | 0.403553 |
40 | -0.104062 | -0.8061 | 0.211696 |
41 | -0.043039 | -0.3334 | 0.370006 |
42 | -0.012985 | -0.1006 | 0.46011 |
43 | -0.01296 | -0.1004 | 0.460186 |
44 | -0.030405 | -0.2355 | 0.407305 |
45 | -0.006173 | -0.0478 | 0.48101 |
46 | -0.088201 | -0.6832 | 0.248554 |
47 | 0.028428 | 0.2202 | 0.413229 |
48 | 0.032265 | 0.2499 | 0.401751 |
49 | -0.133265 | -1.0323 | 0.153044 |
50 | 0.017255 | 0.1337 | 0.447062 |
51 | 0.049158 | 0.3808 | 0.352356 |
52 | -0.090022 | -0.6973 | 0.244152 |
53 | -0.03983 | -0.3085 | 0.379376 |
54 | 0.023194 | 0.1797 | 0.429013 |
55 | -0.058578 | -0.4537 | 0.325826 |
56 | -0.002545 | -0.0197 | 0.492169 |
57 | -0.013454 | -0.1042 | 0.458674 |
58 | 0.028275 | 0.219 | 0.413691 |
59 | -0.016512 | -0.1279 | 0.449328 |
60 | NA | NA | NA |