Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.556035 | -4.198 | 4.8e-05 |
2 | 0.063502 | 0.4794 | 0.316733 |
3 | 0.355724 | 2.6857 | 0.004733 |
4 | -0.331469 | -2.5025 | 0.007611 |
5 | 0.139995 | 1.0569 | 0.147499 |
6 | 0.162795 | 1.2291 | 0.112047 |
7 | -0.376035 | -2.839 | 0.003131 |
8 | 0.276417 | 2.0869 | 0.02069 |
9 | -0.116754 | -0.8815 | 0.190883 |
10 | -0.067012 | -0.5059 | 0.307428 |
11 | 0.107028 | 0.808 | 0.211214 |
12 | -0.099207 | -0.749 | 0.228469 |
13 | 0.001736 | 0.0131 | 0.494795 |
14 | 0.05664 | 0.4276 | 0.335269 |
15 | 0.035666 | 0.2693 | 0.394346 |
16 | -0.172723 | -1.304 | 0.098733 |
17 | 0.155404 | 1.1733 | 0.122783 |
18 | -0.052305 | -0.3949 | 0.347196 |
19 | -0.098981 | -0.7473 | 0.228979 |
20 | 0.176587 | 1.3332 | 0.093884 |
21 | -0.08798 | -0.6642 | 0.254609 |
22 | -0.196978 | -1.4871 | 0.071243 |
23 | 0.402392 | 3.038 | 0.001795 |
24 | -0.342945 | -2.5892 | 0.006094 |
25 | 0.110026 | 0.8307 | 0.204811 |
26 | 0.096893 | 0.7315 | 0.233728 |
27 | -0.149319 | -1.1273 | 0.132162 |
28 | 0.079808 | 0.6025 | 0.274604 |
29 | 0.055722 | 0.4207 | 0.337782 |
30 | -0.141341 | -1.0671 | 0.145213 |
31 | 0.127115 | 0.9597 | 0.17063 |
32 | -0.087663 | -0.6618 | 0.25537 |
33 | 0.037354 | 0.282 | 0.389475 |
34 | 0.030666 | 0.2315 | 0.408869 |
35 | -0.087626 | -0.6616 | 0.25546 |
36 | 0.023389 | 0.1766 | 0.43023 |
37 | 0.010815 | 0.0817 | 0.467605 |
38 | -0.011077 | -0.0836 | 0.466823 |
39 | -0.023644 | -0.1785 | 0.429479 |
40 | 0.024052 | 0.1816 | 0.428274 |
41 | -0.00982 | -0.0741 | 0.470579 |
42 | -0.001542 | -0.0116 | 0.495377 |
43 | 0.025556 | 0.1929 | 0.423844 |
44 | -0.012292 | -0.0928 | 0.463192 |
45 | -0.033603 | -0.2537 | 0.400321 |
46 | 0.058323 | 0.4403 | 0.330683 |
47 | -0.0255 | -0.1925 | 0.42401 |
48 | -0.027056 | -0.2043 | 0.419436 |
49 | 0.019697 | 0.1487 | 0.441154 |
50 | -0.03397 | -0.2565 | 0.399257 |
51 | 0.006713 | 0.0507 | 0.479879 |
52 | 0.018256 | 0.1378 | 0.445429 |
53 | -0.029252 | -0.2208 | 0.413 |
54 | 0.011848 | 0.0895 | 0.464518 |
55 | -0.007267 | -0.0549 | 0.478219 |
56 | 0.009277 | 0.07 | 0.472203 |
57 | NA | NA | NA |
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 | -0.556035 | -4.198 | 4.8e-05 |
2 | -0.355623 | -2.6849 | 0.004742 |
3 | 0.341119 | 2.5754 | 0.006316 |
4 | 0.167736 | 1.2664 | 0.105264 |
5 | 0.01045 | 0.0789 | 0.468696 |
6 | 0.127727 | 0.9643 | 0.16948 |
7 | -0.235162 | -1.7754 | 0.040583 |
8 | -0.17047 | -1.287 | 0.101645 |
9 | -0.17425 | -1.3156 | 0.096795 |
10 | 0.064659 | 0.4882 | 0.313653 |
11 | 0.065409 | 0.4938 | 0.311662 |
12 | 0.04642 | 0.3505 | 0.363641 |
13 | 0.016508 | 0.1246 | 0.450625 |
14 | -0.076707 | -0.5791 | 0.282392 |
15 | 0.189635 | 1.4317 | 0.078843 |
16 | -0.188624 | -1.4241 | 0.079938 |
17 | -0.130683 | -0.9866 | 0.163996 |
18 | -0.097821 | -0.7385 | 0.231611 |
19 | -0.068201 | -0.5149 | 0.304306 |
20 | 0.128513 | 0.9703 | 0.16801 |
21 | 0.216522 | 1.6347 | 0.053811 |
22 | -0.152853 | -1.154 | 0.126655 |
23 | 0.013397 | 0.1011 | 0.459897 |
24 | -0.054037 | -0.408 | 0.342413 |
25 | -0.026891 | -0.203 | 0.41992 |
26 | -0.121152 | -0.9147 | 0.182108 |
27 | 0.116291 | 0.878 | 0.191821 |
28 | 0.026044 | 0.1966 | 0.422409 |
29 | -0.048566 | -0.3667 | 0.357613 |
30 | 0.079867 | 0.603 | 0.274456 |
31 | -0.002098 | -0.0158 | 0.493709 |
32 | -0.105609 | -0.7973 | 0.214284 |
33 | -0.056829 | -0.429 | 0.334752 |
34 | 0.039309 | 0.2968 | 0.383859 |
35 | -0.04324 | -0.3265 | 0.372638 |
36 | -0.058285 | -0.44 | 0.330786 |
37 | -0.026388 | -0.1992 | 0.421397 |
38 | -0.059354 | -0.4481 | 0.327886 |
39 | 0.08694 | 0.6564 | 0.257109 |
40 | 0.021351 | 0.1612 | 0.436254 |
41 | 0.028834 | 0.2177 | 0.414222 |
42 | 0.039108 | 0.2953 | 0.384434 |
43 | -0.045176 | -0.3411 | 0.367151 |
44 | -0.133411 | -1.0072 | 0.15904 |
45 | 0.005285 | 0.0399 | 0.484155 |
46 | -0.079849 | -0.6028 | 0.274501 |
47 | 0.027462 | 0.2073 | 0.418244 |
48 | 0.004027 | 0.0304 | 0.487926 |
49 | 0.059126 | 0.4464 | 0.328502 |
50 | -0.089687 | -0.6771 | 0.250533 |
51 | 0.011392 | 0.086 | 0.465881 |
52 | -0.005445 | -0.0411 | 0.483676 |
53 | -0.090088 | -0.6802 | 0.249581 |
54 | -0.013422 | -0.1013 | 0.459821 |
55 | 0.020214 | 0.1526 | 0.439621 |
56 | -0.02159 | -0.163 | 0.435548 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |