Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.596547 | -4.0897 | 8.4e-05 |
2 | 0.266575 | 1.8275 | 0.036985 |
3 | -0.00403 | -0.0276 | 0.489037 |
4 | -0.064801 | -0.4443 | 0.32945 |
5 | 0.079668 | 0.5462 | 0.293763 |
6 | 0.035751 | 0.2451 | 0.403725 |
7 | -0.113756 | -0.7799 | 0.219689 |
8 | 0.156442 | 1.0725 | 0.144482 |
9 | -0.174541 | -1.1966 | 0.118733 |
10 | 0.105707 | 0.7247 | 0.236118 |
11 | 0.055632 | 0.3814 | 0.352314 |
12 | -0.11349 | -0.778 | 0.220221 |
13 | 0.157714 | 1.0812 | 0.142555 |
14 | -0.245964 | -1.6862 | 0.049188 |
15 | 0.270298 | 1.8531 | 0.035078 |
16 | -0.202591 | -1.3889 | 0.085706 |
17 | 0.180302 | 1.2361 | 0.111284 |
18 | -0.070749 | -0.485 | 0.314954 |
19 | 0.006992 | 0.0479 | 0.480984 |
20 | -0.115693 | -0.7932 | 0.215838 |
21 | 0.189401 | 1.2985 | 0.100231 |
22 | -0.269097 | -1.8448 | 0.035684 |
23 | 0.322242 | 2.2092 | 0.016036 |
24 | -0.282677 | -1.9379 | 0.029326 |
25 | 0.090252 | 0.6187 | 0.269539 |
26 | 0.021904 | 0.1502 | 0.440637 |
27 | -0.062682 | -0.4297 | 0.33468 |
28 | 0.030104 | 0.2064 | 0.418691 |
29 | -0.036055 | -0.2472 | 0.402924 |
30 | -0.020153 | -0.1382 | 0.44535 |
31 | -0.026258 | -0.18 | 0.428957 |
32 | 0.010435 | 0.0715 | 0.471635 |
33 | -0.024155 | -0.1656 | 0.434592 |
34 | 0.065514 | 0.4491 | 0.327697 |
35 | -0.134455 | -0.9218 | 0.180676 |
36 | 0.081123 | 0.5562 | 0.290372 |
37 | -0.087067 | -0.5969 | 0.276719 |
38 | 0.071269 | 0.4886 | 0.313699 |
39 | -0.094743 | -0.6495 | 0.259581 |
40 | 0.065693 | 0.4504 | 0.327257 |
41 | -0.059936 | -0.4109 | 0.341506 |
42 | 0.04705 | 0.3226 | 0.374231 |
43 | -0.024855 | -0.1704 | 0.432715 |
44 | 0.031037 | 0.2128 | 0.416211 |
45 | -0.018919 | -0.1297 | 0.448679 |
46 | 0.002107 | 0.0144 | 0.494268 |
47 | NA | NA | NA |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
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 | -0.596547 | -4.0897 | 8.4e-05 |
2 | -0.138625 | -0.9504 | 0.173393 |
3 | 0.149334 | 1.0238 | 0.155589 |
4 | 0.05107 | 0.3501 | 0.363907 |
5 | 0.029298 | 0.2009 | 0.420838 |
6 | 0.139248 | 0.9546 | 0.172324 |
7 | -0.04088 | -0.2803 | 0.390255 |
8 | 0.035006 | 0.24 | 0.405691 |
9 | -0.090927 | -0.6234 | 0.26803 |
10 | -0.058486 | -0.401 | 0.345132 |
11 | 0.14391 | 0.9866 | 0.164446 |
12 | 0.040111 | 0.275 | 0.392266 |
13 | 0.09384 | 0.6433 | 0.261567 |
14 | -0.218245 | -1.4962 | 0.070642 |
15 | 0.076252 | 0.5228 | 0.3018 |
16 | -0.023239 | -0.1593 | 0.437051 |
17 | 0.133199 | 0.9132 | 0.182909 |
18 | 0.093981 | 0.6443 | 0.261257 |
19 | 0.007279 | 0.0499 | 0.480205 |
20 | -0.22429 | -1.5377 | 0.065419 |
21 | -0.03706 | -0.2541 | 0.400273 |
22 | -0.156683 | -1.0742 | 0.144116 |
23 | 0.140375 | 0.9624 | 0.170396 |
24 | 0.052319 | 0.3587 | 0.36072 |
25 | -0.054785 | -0.3756 | 0.354457 |
26 | -0.064822 | -0.4444 | 0.329398 |
27 | -0.014774 | -0.1013 | 0.459878 |
28 | -0.114886 | -0.7876 | 0.217437 |
29 | -0.090604 | -0.6211 | 0.268752 |
30 | 0.007745 | 0.0531 | 0.478939 |
31 | 0.005146 | 0.0353 | 0.486004 |
32 | -0.039143 | -0.2684 | 0.394801 |
33 | -0.038879 | -0.2665 | 0.395495 |
34 | -0.051895 | -0.3558 | 0.361801 |
35 | -0.016351 | -0.1121 | 0.455611 |
36 | -0.08865 | -0.6078 | 0.273137 |
37 | 0.072081 | 0.4942 | 0.311748 |
38 | -0.04197 | -0.2877 | 0.387408 |
39 | -0.03566 | -0.2445 | 0.403965 |
40 | -0.090882 | -0.6231 | 0.26813 |
41 | -0.012463 | -0.0854 | 0.466135 |
42 | 0.051071 | 0.3501 | 0.363903 |
43 | 0.148973 | 1.0213 | 0.156169 |
44 | -0.012093 | -0.0829 | 0.467141 |
45 | 0.031708 | 0.2174 | 0.414428 |
46 | -0.051623 | -0.3539 | 0.362495 |
47 | NA | NA | NA |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |