Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.511233 | -3.9269 | 0.000114 |
2 | 0.088771 | 0.6819 | 0.248998 |
3 | -0.115485 | -0.8871 | 0.189325 |
4 | 0.055388 | 0.4254 | 0.336031 |
5 | -0.042298 | -0.3249 | 0.373203 |
6 | -0.018663 | -0.1434 | 0.443251 |
7 | 0.047063 | 0.3615 | 0.359508 |
8 | 0.019515 | 0.1499 | 0.440678 |
9 | -0.060163 | -0.4621 | 0.322847 |
10 | -0.005453 | -0.0419 | 0.483366 |
11 | 0.324265 | 2.4907 | 0.007791 |
12 | -0.417072 | -3.2036 | 0.001095 |
13 | 0.090884 | 0.6981 | 0.24393 |
14 | 0.02293 | 0.1761 | 0.4304 |
15 | 0.043843 | 0.3368 | 0.368746 |
16 | -0.015105 | -0.116 | 0.454014 |
17 | -0.054574 | -0.4192 | 0.3383 |
18 | 0.068767 | 0.5282 | 0.299667 |
19 | -0.002083 | -0.016 | 0.493645 |
20 | -0.096202 | -0.7389 | 0.231437 |
21 | 0.039032 | 0.2998 | 0.382686 |
22 | 0.133371 | 1.0244 | 0.154905 |
23 | -0.086999 | -0.6683 | 0.253288 |
24 | -0.079588 | -0.6113 | 0.271666 |
25 | 0.207528 | 1.5941 | 0.058134 |
26 | -0.239412 | -1.839 | 0.035478 |
27 | 0.144988 | 1.1137 | 0.134968 |
28 | -0.144962 | -1.1135 | 0.13501 |
29 | 0.209092 | 1.6061 | 0.0568 |
30 | -0.108513 | -0.8335 | 0.203962 |
31 | -0.064239 | -0.4934 | 0.31177 |
32 | 0.102969 | 0.7909 | 0.21608 |
33 | 0.052226 | 0.4012 | 0.344878 |
34 | -0.085521 | -0.6569 | 0.256899 |
35 | -0.025547 | -0.1962 | 0.422551 |
36 | 0.041965 | 0.3223 | 0.374168 |
37 | -0.130913 | -1.0056 | 0.159367 |
38 | 0.165808 | 1.2736 | 0.1039 |
39 | -0.101437 | -0.7791 | 0.219503 |
40 | 0.150742 | 1.1579 | 0.12579 |
41 | -0.177953 | -1.3669 | 0.088424 |
42 | 0.072972 | 0.5605 | 0.288628 |
43 | 0.04291 | 0.3296 | 0.371436 |
44 | -0.010028 | -0.077 | 0.469433 |
45 | -0.076522 | -0.5878 | 0.279463 |
46 | -0.004938 | -0.0379 | 0.484935 |
47 | 0.056508 | 0.434 | 0.332918 |
48 | -0.017645 | -0.1355 | 0.446326 |
49 | 0.059193 | 0.4547 | 0.325509 |
50 | -0.056731 | -0.4358 | 0.332301 |
51 | 0.045004 | 0.3457 | 0.365407 |
52 | -0.073088 | -0.5614 | 0.288326 |
53 | 0.053523 | 0.4111 | 0.341238 |
54 | -0.016128 | -0.1239 | 0.450915 |
55 | -0.011643 | -0.0894 | 0.46452 |
56 | -0.009445 | -0.0725 | 0.471207 |
57 | 0.043753 | 0.3361 | 0.369003 |
58 | -0.023426 | -0.1799 | 0.428907 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.511233 | -3.9269 | 0.000114 |
2 | -0.233657 | -1.7948 | 0.038908 |
3 | -0.256263 | -1.9684 | 0.026864 |
4 | -0.184354 | -1.416 | 0.081009 |
5 | -0.183561 | -1.41 | 0.0819 |
6 | -0.231754 | -1.7801 | 0.040101 |
7 | -0.172939 | -1.3284 | 0.094586 |
8 | -0.107066 | -0.8224 | 0.207084 |
9 | -0.182652 | -1.403 | 0.082932 |
10 | -0.245783 | -1.8879 | 0.03198 |
11 | 0.338065 | 2.5967 | 0.005931 |
12 | -0.021801 | -0.1675 | 0.43379 |
13 | -0.192832 | -1.4812 | 0.071941 |
14 | -0.023784 | -0.1827 | 0.427833 |
15 | -0.020807 | -0.1598 | 0.436783 |
16 | -0.018186 | -0.1397 | 0.44469 |
17 | -0.107145 | -0.823 | 0.206912 |
18 | -0.133437 | -1.025 | 0.154785 |
19 | -0.068288 | -0.5245 | 0.300939 |
20 | -0.160527 | -1.233 | 0.111227 |
21 | -0.341173 | -2.6206 | 0.005572 |
22 | -0.228632 | -1.7562 | 0.042126 |
23 | 0.182312 | 1.4004 | 0.08332 |
24 | -0.153807 | -1.1814 | 0.121089 |
25 | 0.066194 | 0.5084 | 0.306517 |
26 | -0.102879 | -0.7902 | 0.216279 |
27 | 0.00117 | 0.009 | 0.49643 |
28 | -0.032504 | -0.2497 | 0.401856 |
29 | 0.029384 | 0.2257 | 0.411106 |
30 | 0.02405 | 0.1847 | 0.427035 |
31 | -0.049991 | -0.384 | 0.351185 |
32 | -0.043589 | -0.3348 | 0.369475 |
33 | -0.123506 | -0.9487 | 0.17333 |
34 | 0.045326 | 0.3482 | 0.364482 |
35 | 0.196045 | 1.5058 | 0.068721 |
36 | -0.036125 | -0.2775 | 0.391191 |
37 | -0.054987 | -0.4224 | 0.337149 |
38 | 0.001272 | 0.0098 | 0.496119 |
39 | 0.026653 | 0.2047 | 0.419245 |
40 | 0.009552 | 0.0734 | 0.47088 |
41 | -0.055058 | -0.4229 | 0.336951 |
42 | 0.083657 | 0.6426 | 0.261493 |
43 | 0.102689 | 0.7888 | 0.216703 |
44 | -0.000785 | -0.006 | 0.497606 |
45 | -0.118126 | -0.9073 | 0.183959 |
46 | -0.006589 | -0.0506 | 0.479903 |
47 | 0.116081 | 0.8916 | 0.188106 |
48 | -0.028806 | -0.2213 | 0.412826 |
49 | 0.018879 | 0.145 | 0.442597 |
50 | -0.004551 | -0.035 | 0.486117 |
51 | 0.101629 | 0.7806 | 0.219072 |
52 | -0.028972 | -0.2225 | 0.412333 |
53 | 0.035909 | 0.2758 | 0.391824 |
54 | -0.002828 | -0.0217 | 0.491371 |
55 | 0.009717 | 0.0746 | 0.470379 |
56 | -0.0412 | -0.3165 | 0.376384 |
57 | -0.111947 | -0.8599 | 0.196668 |
58 | -0.08379 | -0.6436 | 0.261163 |
59 | NA | NA | NA |
60 | NA | NA | NA |