Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.370752 | -2.8478 | 0.003025 |
2 | -0.194303 | -1.4925 | 0.070452 |
3 | 0.060562 | 0.4652 | 0.321757 |
4 | -0.000143 | -0.0011 | 0.499563 |
5 | 0.196916 | 1.5125 | 0.067867 |
6 | -0.177961 | -1.3669 | 0.088415 |
7 | -0.121244 | -0.9313 | 0.177748 |
8 | 0.199016 | 1.5287 | 0.065845 |
9 | 0.0725 | 0.5569 | 0.289857 |
10 | -0.33276 | -2.556 | 0.006592 |
11 | 0.300796 | 2.3105 | 0.012189 |
12 | -0.10409 | -0.7995 | 0.213596 |
13 | -0.053592 | -0.4117 | 0.341043 |
14 | 0.119923 | 0.9211 | 0.180362 |
15 | -0.121027 | -0.9296 | 0.178176 |
16 | 0.167327 | 1.2853 | 0.101862 |
17 | -0.091669 | -0.7041 | 0.242063 |
18 | -0.181354 | -1.393 | 0.084422 |
19 | 0.214919 | 1.6508 | 0.052044 |
20 | -0.000473 | -0.0036 | 0.498557 |
21 | -0.042045 | -0.323 | 0.373935 |
22 | -0.048768 | -0.3746 | 0.354654 |
23 | -0.00241 | -0.0185 | 0.492646 |
24 | -0.021978 | -0.1688 | 0.433258 |
25 | 0.086255 | 0.6625 | 0.255103 |
26 | -0.103109 | -0.792 | 0.215768 |
27 | -0.00811 | -0.0623 | 0.475271 |
28 | 0.148636 | 1.1417 | 0.129096 |
29 | -0.083559 | -0.6418 | 0.261736 |
30 | 0.023942 | 0.1839 | 0.427362 |
31 | -0.052765 | -0.4053 | 0.343364 |
32 | 0.040364 | 0.31 | 0.378811 |
33 | 0.001442 | 0.0111 | 0.495599 |
34 | 0.012596 | 0.0968 | 0.461626 |
35 | -0.063373 | -0.4868 | 0.314111 |
36 | 0.026574 | 0.2041 | 0.41948 |
37 | 0.011472 | 0.0881 | 0.46504 |
38 | 0.003448 | 0.0265 | 0.48948 |
39 | 0.00237 | 0.0182 | 0.492767 |
40 | -0.022158 | -0.1702 | 0.432719 |
41 | 0.020187 | 0.1551 | 0.438653 |
42 | -0.001618 | -0.0124 | 0.495063 |
43 | 0.01321 | 0.1015 | 0.459761 |
44 | -0.0318 | -0.2443 | 0.403937 |
45 | 0.026981 | 0.2072 | 0.418267 |
46 | -0.008649 | -0.0664 | 0.47363 |
47 | 0.012076 | 0.0928 | 0.463206 |
48 | -0.021783 | -0.1673 | 0.433847 |
49 | -0.004372 | -0.0336 | 0.486661 |
50 | 0.012478 | 0.0958 | 0.461985 |
51 | 0.002274 | 0.0175 | 0.493061 |
52 | -0.007144 | -0.0549 | 0.478211 |
53 | -0.004532 | -0.0348 | 0.486175 |
54 | 0.004032 | 0.031 | 0.487699 |
55 | -0.002067 | -0.0159 | 0.493693 |
56 | 0.000234 | 0.0018 | 0.499286 |
57 | -0.000974 | -0.0075 | 0.497029 |
58 | 5.1e-05 | 4e-04 | 0.499846 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.370752 | -2.8478 | 0.003025 |
2 | -0.384631 | -2.9544 | 0.002247 |
3 | -0.247351 | -1.8999 | 0.031166 |
4 | -0.223785 | -1.7189 | 0.045436 |
5 | 0.117864 | 0.9053 | 0.184487 |
6 | -0.028375 | -0.2179 | 0.41411 |
7 | -0.15525 | -1.1925 | 0.11892 |
8 | 0.008161 | 0.0627 | 0.475114 |
9 | 0.145674 | 1.1189 | 0.133849 |
10 | -0.300691 | -2.3096 | 0.012213 |
11 | 0.179706 | 1.3803 | 0.086344 |
12 | -0.021334 | -0.1639 | 0.435198 |
13 | -0.126134 | -0.9689 | 0.168287 |
14 | 0.037089 | 0.2849 | 0.388364 |
15 | 0.08966 | 0.6887 | 0.246859 |
16 | 0.051645 | 0.3967 | 0.346513 |
17 | 0.01707 | 0.1311 | 0.448064 |
18 | -0.113818 | -0.8742 | 0.192764 |
19 | 0.006695 | 0.0514 | 0.47958 |
20 | -0.110524 | -0.849 | 0.199669 |
21 | 0.166635 | 1.2799 | 0.102786 |
22 | -0.094183 | -0.7234 | 0.236135 |
23 | -0.002589 | -0.0199 | 0.492101 |
24 | -0.18052 | -1.3866 | 0.085391 |
25 | -0.066198 | -0.5085 | 0.306508 |
26 | -0.104216 | -0.8005 | 0.213316 |
27 | -0.110248 | -0.8468 | 0.200257 |
28 | 0.010944 | 0.0841 | 0.466646 |
29 | 0.148828 | 1.1432 | 0.128793 |
30 | -0.071283 | -0.5475 | 0.293038 |
31 | 0.079058 | 0.6073 | 0.273006 |
32 | 0.015698 | 0.1206 | 0.452218 |
33 | -0.008532 | -0.0655 | 0.473983 |
34 | -0.022464 | -0.1726 | 0.431798 |
35 | 0.01397 | 0.1073 | 0.457455 |
36 | -0.096095 | -0.7381 | 0.231684 |
37 | -0.069993 | -0.5376 | 0.296427 |
38 | 0.126655 | 0.9729 | 0.167299 |
39 | 0.003525 | 0.0271 | 0.489246 |
40 | -0.060209 | -0.4625 | 0.322722 |
41 | 0.056886 | 0.4369 | 0.331872 |
42 | -0.079811 | -0.613 | 0.271104 |
43 | -0.026692 | -0.205 | 0.419128 |
44 | -0.021293 | -0.1636 | 0.43532 |
45 | 0.025524 | 0.1961 | 0.42262 |
46 | -0.009616 | -0.0739 | 0.470686 |
47 | 0.006478 | 0.0498 | 0.480242 |
48 | -0.033887 | -0.2603 | 0.397773 |
49 | -0.08392 | -0.6446 | 0.260842 |
50 | -0.024998 | -0.192 | 0.424196 |
51 | 0.022312 | 0.1714 | 0.432254 |
52 | 0.010496 | 0.0806 | 0.468009 |
53 | 0.022535 | 0.1731 | 0.431585 |
54 | -0.030961 | -0.2378 | 0.406424 |
55 | 0.042829 | 0.329 | 0.37167 |
56 | -0.009012 | -0.0692 | 0.472523 |
57 | -0.080074 | -0.6151 | 0.27044 |
58 | -0.011968 | -0.0919 | 0.463532 |
59 | NA | NA | NA |
60 | NA | NA | NA |