Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.495808 | -3.8405 | 0.000149 |
2 | -0.122583 | -0.9495 | 0.173081 |
3 | 0.2465 | 1.9094 | 0.030499 |
4 | -0.078106 | -0.605 | 0.273729 |
5 | -0.045509 | -0.3525 | 0.362846 |
6 | -0.006124 | -0.0474 | 0.481162 |
7 | 0.059946 | 0.4643 | 0.322043 |
8 | -0.025838 | -0.2001 | 0.421024 |
9 | 0.003987 | 0.0309 | 0.487731 |
10 | 0.174173 | 1.3491 | 0.091181 |
11 | -0.365391 | -2.8303 | 0.003159 |
12 | 0.27819 | 2.1548 | 0.017599 |
13 | -0.039009 | -0.3022 | 0.381786 |
14 | -0.040387 | -0.3128 | 0.377744 |
15 | -0.004217 | -0.0327 | 0.487025 |
16 | -0.026946 | -0.2087 | 0.417686 |
17 | 0.079289 | 0.6142 | 0.270712 |
18 | -0.016239 | -0.1258 | 0.450161 |
19 | -0.048708 | -0.3773 | 0.353645 |
20 | -0.026028 | -0.2016 | 0.420451 |
21 | 0.049499 | 0.3834 | 0.351383 |
22 | 0.069293 | 0.5367 | 0.296715 |
23 | -0.17688 | -1.3701 | 0.08788 |
24 | 0.094727 | 0.7338 | 0.232978 |
25 | 0.012847 | 0.0995 | 0.460533 |
26 | -0.007293 | -0.0565 | 0.477568 |
27 | 0.025791 | 0.1998 | 0.421166 |
28 | -0.101426 | -0.7856 | 0.217583 |
29 | 0.070607 | 0.5469 | 0.29323 |
30 | 0.08408 | 0.6513 | 0.258676 |
31 | -0.144888 | -1.1223 | 0.133103 |
32 | 0.007825 | 0.0606 | 0.475935 |
33 | 0.089654 | 0.6945 | 0.245037 |
34 | -0.027355 | -0.2119 | 0.416456 |
35 | -0.078414 | -0.6074 | 0.27294 |
36 | 0.102182 | 0.7915 | 0.215885 |
37 | 0.001787 | 0.0138 | 0.494502 |
38 | -0.133671 | -1.0354 | 0.152315 |
39 | 0.108336 | 0.8392 | 0.202354 |
40 | 0.011252 | 0.0872 | 0.465417 |
41 | -0.14201 | -1.1 | 0.137861 |
42 | 0.159211 | 1.2332 | 0.111148 |
43 | -0.019155 | -0.1484 | 0.441274 |
44 | -0.069437 | -0.5379 | 0.296333 |
45 | 0.046686 | 0.3616 | 0.359449 |
46 | -0.032342 | -0.2505 | 0.401521 |
47 | -0.027733 | -0.2148 | 0.415318 |
48 | 0.028765 | 0.2228 | 0.412219 |
49 | -0.009711 | -0.0752 | 0.470146 |
50 | 0.031856 | 0.2468 | 0.402971 |
51 | -0.011714 | -0.0907 | 0.464002 |
52 | -0.022777 | -0.1764 | 0.430275 |
53 | -0.001312 | -0.0102 | 0.495962 |
54 | 0.020648 | 0.1599 | 0.436735 |
55 | -0.018615 | -0.1442 | 0.442916 |
56 | 0.009335 | 0.0723 | 0.471298 |
57 | 0.00443 | 0.0343 | 0.486371 |
58 | -0.004344 | -0.0337 | 0.486634 |
59 | -0.000924 | -0.0072 | 0.497156 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.495808 | -3.8405 | 0.000149 |
2 | -0.488494 | -3.7839 | 0.000179 |
3 | -0.150062 | -1.1624 | 0.124843 |
4 | -0.046281 | -0.3585 | 0.360617 |
5 | -0.001455 | -0.0113 | 0.495524 |
6 | -0.093605 | -0.7251 | 0.235616 |
7 | -0.035521 | -0.2751 | 0.392074 |
8 | -0.01219 | -0.0944 | 0.462544 |
9 | 0.048371 | 0.3747 | 0.354611 |
10 | 0.343278 | 2.659 | 0.005017 |
11 | -0.138149 | -1.0701 | 0.144431 |
12 | 0.031964 | 0.2476 | 0.402649 |
13 | -0.076604 | -0.5934 | 0.277581 |
14 | 0.158984 | 1.2315 | 0.111474 |
15 | 0.043095 | 0.3338 | 0.369843 |
16 | -0.07914 | -0.613 | 0.271091 |
17 | -0.098404 | -0.7622 | 0.224454 |
18 | 0.029184 | 0.2261 | 0.410964 |
19 | 0.070142 | 0.5433 | 0.294463 |
20 | -0.11098 | -0.8596 | 0.196702 |
21 | -0.039227 | -0.3038 | 0.381148 |
22 | -0.077873 | -0.6032 | 0.274323 |
23 | -0.021114 | -0.1635 | 0.435319 |
24 | -0.066655 | -0.5163 | 0.303769 |
25 | -0.030079 | -0.233 | 0.408282 |
26 | -0.018958 | -0.1469 | 0.441871 |
27 | 0.071317 | 0.5524 | 0.291356 |
28 | -0.031295 | -0.2424 | 0.404645 |
29 | -0.007018 | -0.0544 | 0.478413 |
30 | 0.147915 | 1.1457 | 0.128226 |
31 | -0.027128 | -0.2101 | 0.417138 |
32 | -0.038215 | -0.296 | 0.384121 |
33 | 0.00842 | 0.0652 | 0.474107 |
34 | 0.020332 | 0.1575 | 0.437695 |
35 | -0.078735 | -0.6099 | 0.272124 |
36 | 0.011829 | 0.0916 | 0.463648 |
37 | 0.101992 | 0.79 | 0.216311 |
38 | -0.068547 | -0.531 | 0.298702 |
39 | -0.151523 | -1.1737 | 0.122579 |
40 | -0.071634 | -0.5549 | 0.290521 |
41 | -0.035624 | -0.2759 | 0.39177 |
42 | 0.034727 | 0.269 | 0.39443 |
43 | -0.021493 | -0.1665 | 0.434167 |
44 | -0.005035 | -0.039 | 0.484509 |
45 | 0.06079 | 0.4709 | 0.319719 |
46 | -0.057509 | -0.4455 | 0.328793 |
47 | -0.115471 | -0.8944 | 0.187331 |
48 | -0.036022 | -0.279 | 0.390591 |
49 | -0.056341 | -0.4364 | 0.33205 |
50 | 0.055173 | 0.4274 | 0.33532 |
51 | 0.03846 | 0.2979 | 0.3834 |
52 | -0.060142 | -0.4659 | 0.321503 |
53 | -0.002851 | -0.0221 | 0.491227 |
54 | -0.039929 | -0.3093 | 0.379087 |
55 | 0.01957 | 0.1516 | 0.440009 |
56 | 0.094274 | 0.7302 | 0.234042 |
57 | 0.010779 | 0.0835 | 0.466869 |
58 | -0.07388 | -0.5723 | 0.284638 |
59 | -0.014543 | -0.1126 | 0.455342 |
60 | NA | NA | NA |