Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.484996 | -3.6936 | 0.000246 |
2 | -0.04276 | -0.3256 | 0.372931 |
3 | 0.053079 | 0.4042 | 0.343763 |
4 | -0.031153 | -0.2373 | 0.406649 |
5 | 0.023411 | 0.1783 | 0.429557 |
6 | -0.009088 | -0.0692 | 0.472531 |
7 | -0.005229 | -0.0398 | 0.484185 |
8 | -0.000869 | -0.0066 | 0.49737 |
9 | -0.000573 | -0.0044 | 0.498267 |
10 | -0.000836 | -0.0064 | 0.49747 |
11 | -0.000163 | -0.0012 | 0.499506 |
12 | -0.000689 | -0.0053 | 0.497915 |
13 | 0.000456 | 0.0035 | 0.498622 |
14 | -0.000358 | -0.0027 | 0.498918 |
15 | 0.000712 | 0.0054 | 0.497847 |
16 | -0.000521 | -0.004 | 0.498424 |
17 | 0.000439 | 0.0033 | 0.498671 |
18 | -0.00121 | -0.0092 | 0.49634 |
19 | 0.001485 | 0.0113 | 0.495506 |
20 | -0.001213 | -0.0092 | 0.49633 |
21 | 0.000726 | 0.0055 | 0.497804 |
22 | -0.000266 | -0.002 | 0.499196 |
23 | 0.000343 | 0.0026 | 0.498962 |
24 | -0.000125 | -0.001 | 0.499621 |
25 | -0.00094 | -0.0072 | 0.497156 |
26 | 0.001226 | 0.0093 | 0.49629 |
27 | -0.00055 | -0.0042 | 0.498335 |
28 | -0.000572 | -0.0044 | 0.498269 |
29 | 0.000761 | 0.0058 | 0.497697 |
30 | 0.000153 | 0.0012 | 0.499537 |
31 | -0.001009 | -0.0077 | 0.496947 |
32 | 0.001576 | 0.012 | 0.495232 |
33 | -0.002032 | -0.0155 | 0.493852 |
34 | 0.001568 | 0.0119 | 0.495257 |
35 | -0.000941 | -0.0072 | 0.497154 |
36 | 0.000423 | 0.0032 | 0.498722 |
37 | -0.002126 | -0.0162 | 0.49357 |
38 | 0.003511 | 0.0267 | 0.489381 |
39 | -0.000709 | -0.0054 | 0.497856 |
40 | -0.003262 | -0.0248 | 0.490132 |
41 | 0.002551 | 0.0194 | 0.492282 |
42 | 0.002205 | 0.0168 | 0.493331 |
43 | -0.005936 | -0.0452 | 0.48205 |
44 | 0.002255 | 0.0172 | 0.493178 |
45 | 0.00179 | 0.0136 | 0.494585 |
46 | -0.00195 | -0.0148 | 0.494102 |
47 | 0.001251 | 0.0095 | 0.496214 |
48 | -0.000946 | -0.0072 | 0.497139 |
49 | 0.000356 | 0.0027 | 0.498924 |
50 | 0.000717 | 0.0055 | 0.497832 |
51 | -0.001203 | -0.0092 | 0.49636 |
52 | 0.000107 | 8e-04 | 0.499677 |
53 | 0.001492 | 0.0114 | 0.495488 |
54 | -0.002644 | -0.0201 | 0.492002 |
55 | 0.001967 | 0.015 | 0.494051 |
56 | 0.00123 | 0.0094 | 0.496279 |
57 | -0.000918 | -0.007 | 0.497223 |
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 | -0.484996 | -3.6936 | 0.000246 |
2 | -0.363479 | -2.7682 | 0.003777 |
3 | -0.228228 | -1.7381 | 0.043747 |
4 | -0.197619 | -1.505 | 0.068873 |
5 | -0.132935 | -1.0124 | 0.157776 |
6 | -0.107561 | -0.8192 | 0.208024 |
7 | -0.091876 | -0.6997 | 0.243453 |
8 | -0.085107 | -0.6482 | 0.259721 |
9 | -0.078154 | -0.5952 | 0.277012 |
10 | -0.073997 | -0.5635 | 0.287619 |
11 | -0.069389 | -0.5284 | 0.299602 |
12 | -0.065909 | -0.5019 | 0.308802 |
13 | -0.061288 | -0.4668 | 0.321213 |
14 | -0.057766 | -0.4399 | 0.330811 |
15 | -0.053042 | -0.404 | 0.343867 |
16 | -0.049993 | -0.3807 | 0.352395 |
17 | -0.0463 | -0.3526 | 0.36283 |
18 | -0.045472 | -0.3463 | 0.365183 |
19 | -0.0417 | -0.3176 | 0.375973 |
20 | -0.040871 | -0.3113 | 0.378358 |
21 | -0.038255 | -0.2913 | 0.385915 |
22 | -0.036771 | -0.28 | 0.390222 |
23 | -0.034343 | -0.2616 | 0.397297 |
24 | -0.0327 | -0.249 | 0.402106 |
25 | -0.032687 | -0.2489 | 0.402143 |
26 | -0.03041 | -0.2316 | 0.408832 |
27 | -0.029416 | -0.224 | 0.411763 |
28 | -0.029286 | -0.223 | 0.412147 |
29 | -0.027835 | -0.212 | 0.416432 |
30 | -0.026112 | -0.1989 | 0.421533 |
31 | -0.026375 | -0.2009 | 0.420754 |
32 | -0.023644 | -0.1801 | 0.428863 |
33 | -0.025075 | -0.191 | 0.424609 |
34 | -0.023041 | -0.1755 | 0.430659 |
35 | -0.023438 | -0.1785 | 0.429477 |
36 | -0.022338 | -0.1701 | 0.432754 |
37 | -0.025693 | -0.1957 | 0.422777 |
38 | -0.021526 | -0.1639 | 0.435176 |
39 | -0.019747 | -0.1504 | 0.440489 |
40 | -0.023452 | -0.1786 | 0.429435 |
41 | -0.022417 | -0.1707 | 0.432518 |
42 | -0.017418 | -0.1327 | 0.447463 |
43 | -0.023809 | -0.1813 | 0.428371 |
44 | -0.024973 | -0.1902 | 0.424913 |
45 | -0.023151 | -0.1763 | 0.43033 |
46 | -0.024271 | -0.1848 | 0.426998 |
47 | -0.023309 | -0.1775 | 0.429862 |
48 | -0.024095 | -0.1835 | 0.427523 |
49 | -0.023903 | -0.182 | 0.428094 |
50 | -0.022896 | -0.1744 | 0.43109 |
51 | -0.02402 | -0.1829 | 0.427744 |
52 | -0.024836 | -0.1891 | 0.42532 |
53 | -0.02292 | -0.1745 | 0.431021 |
54 | -0.02604 | -0.1983 | 0.421745 |
55 | -0.024975 | -0.1902 | 0.424905 |
56 | -0.022159 | -0.1688 | 0.433286 |
57 | -0.02096 | -0.1596 | 0.436865 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |