Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.433183 | -3.299 | 0.000831 |
2 | -0.025633 | -0.1952 | 0.422953 |
3 | 0.134732 | 1.0261 | 0.154556 |
4 | -0.007581 | -0.0577 | 0.477078 |
5 | -0.177355 | -1.3507 | 0.091019 |
6 | 0.166381 | 1.2671 | 0.105088 |
7 | 0.01385 | 0.1055 | 0.458182 |
8 | -0.303745 | -2.3133 | 0.012137 |
9 | 0.24931 | 1.8987 | 0.031292 |
10 | -0.168742 | -1.2851 | 0.101932 |
11 | 0.011615 | 0.0885 | 0.46491 |
12 | 0.090198 | 0.6869 | 0.247434 |
13 | -0.05869 | -0.447 | 0.328281 |
14 | -0.150759 | -1.1481 | 0.127811 |
15 | 0.14197 | 1.0812 | 0.14204 |
16 | 0.064902 | 0.4943 | 0.311489 |
17 | -0.025011 | -0.1905 | 0.4248 |
18 | -0.048393 | -0.3686 | 0.356902 |
19 | 0.068792 | 0.5239 | 0.301171 |
20 | 0.012071 | 0.0919 | 0.463535 |
21 | -0.004849 | -0.0369 | 0.485335 |
22 | -0.098062 | -0.7468 | 0.229094 |
23 | 0.109848 | 0.8366 | 0.203133 |
24 | -0.073686 | -0.5612 | 0.28842 |
25 | -0.055606 | -0.4235 | 0.336755 |
26 | 0.140399 | 1.0692 | 0.144694 |
27 | -0.036321 | -0.2766 | 0.39153 |
28 | 0.008596 | 0.0655 | 0.474016 |
29 | -0.100594 | -0.7661 | 0.223362 |
30 | 0.076689 | 0.584 | 0.280727 |
31 | -0.03824 | -0.2912 | 0.385959 |
32 | -0.007901 | -0.0602 | 0.476113 |
33 | 0.072089 | 0.549 | 0.292551 |
34 | -0.104761 | -0.7978 | 0.21411 |
35 | 0.063968 | 0.4872 | 0.31399 |
36 | 0.023543 | 0.1793 | 0.429165 |
37 | 0.001432 | 0.0109 | 0.495667 |
38 | -0.050315 | -0.3832 | 0.35149 |
39 | 0.051912 | 0.3953 | 0.347018 |
40 | -0.002566 | -0.0195 | 0.492238 |
41 | -0.057997 | -0.4417 | 0.330178 |
42 | 0.102475 | 0.7804 | 0.219157 |
43 | -0.066116 | -0.5035 | 0.308251 |
44 | -0.011304 | -0.0861 | 0.465845 |
45 | -0.012192 | -0.0929 | 0.463169 |
46 | 0.033927 | 0.2584 | 0.398513 |
47 | -0.068487 | -0.5216 | 0.301974 |
48 | 0.04051 | 0.3085 | 0.379399 |
49 | -0.0337 | -0.2566 | 0.399179 |
50 | -0.000585 | -0.0045 | 0.498229 |
51 | 0.013891 | 0.1058 | 0.458057 |
52 | 0.025653 | 0.1954 | 0.422894 |
53 | -0.007559 | -0.0576 | 0.477145 |
54 | -0.001459 | -0.0111 | 0.495586 |
55 | -0.000806 | -0.0061 | 0.497561 |
56 | 0.005581 | 0.0425 | 0.483121 |
57 | 0.007869 | 0.0599 | 0.476208 |
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 | -0.433183 | -3.299 | 0.000831 |
2 | -0.262547 | -1.9995 | 0.025123 |
3 | 0.009231 | 0.0703 | 0.472099 |
4 | 0.083535 | 0.6362 | 0.26358 |
5 | -0.149272 | -1.1368 | 0.130143 |
6 | 0.003987 | 0.0304 | 0.487941 |
7 | 0.08128 | 0.619 | 0.269166 |
8 | -0.278706 | -2.1226 | 0.019036 |
9 | -0.031642 | -0.241 | 0.405212 |
10 | -0.19995 | -1.5228 | 0.066625 |
11 | -0.068332 | -0.5204 | 0.302382 |
12 | 0.055748 | 0.4246 | 0.336364 |
13 | -0.090016 | -0.6855 | 0.247867 |
14 | -0.193227 | -1.4716 | 0.073271 |
15 | -0.118316 | -0.9011 | 0.185639 |
16 | 0.013668 | 0.1041 | 0.458728 |
17 | 0.185152 | 1.4101 | 0.081929 |
18 | -0.14438 | -1.0996 | 0.138032 |
19 | -0.062974 | -0.4796 | 0.31666 |
20 | 0.084743 | 0.6454 | 0.260613 |
21 | 0.047099 | 0.3587 | 0.360564 |
22 | -0.216508 | -1.6489 | 0.05229 |
23 | -0.090537 | -0.6895 | 0.246626 |
24 | -0.031479 | -0.2397 | 0.405691 |
25 | 0.003693 | 0.0281 | 0.48883 |
26 | 0.067306 | 0.5126 | 0.305094 |
27 | 0.028858 | 0.2198 | 0.413409 |
28 | 0.073439 | 0.5593 | 0.289057 |
29 | -0.114745 | -0.8739 | 0.192896 |
30 | -0.067182 | -0.5116 | 0.305423 |
31 | 0.030704 | 0.2338 | 0.407969 |
32 | -0.20249 | -1.5421 | 0.064242 |
33 | 0.071802 | 0.5468 | 0.293297 |
34 | 0.035515 | 0.2705 | 0.393879 |
35 | -0.027684 | -0.2108 | 0.416878 |
36 | 0.013377 | 0.1019 | 0.459602 |
37 | -0.020887 | -0.1591 | 0.437082 |
38 | 0.03165 | 0.241 | 0.405188 |
39 | -0.046918 | -0.3573 | 0.361077 |
40 | -0.024952 | -0.19 | 0.424975 |
41 | 0.127048 | 0.9676 | 0.168638 |
42 | 0.007461 | 0.0568 | 0.477442 |
43 | -0.126937 | -0.9667 | 0.168848 |
44 | -0.02445 | -0.1862 | 0.426466 |
45 | -0.034681 | -0.2641 | 0.39631 |
46 | -0.031925 | -0.2431 | 0.40438 |
47 | -0.074349 | -0.5662 | 0.286713 |
48 | 0.017951 | 0.1367 | 0.445867 |
49 | -0.005044 | -0.0384 | 0.484744 |
50 | 0.003653 | 0.0278 | 0.488951 |
51 | -0.07049 | -0.5368 | 0.296717 |
52 | -0.027023 | -0.2058 | 0.418833 |
53 | -0.096568 | -0.7354 | 0.232517 |
54 | -0.046557 | -0.3546 | 0.3621 |
55 | 0.058038 | 0.442 | 0.330065 |
56 | -0.076395 | -0.5818 | 0.281476 |
57 | -0.076145 | -0.5799 | 0.282112 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |