Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.432461 | -3.3498 | 0.000701 |
2 | -0.038661 | -0.2995 | 0.382809 |
3 | 0.014225 | 0.1102 | 0.456313 |
4 | 0.039332 | 0.3047 | 0.380839 |
5 | 0.039377 | 0.305 | 0.380706 |
6 | 0.053723 | 0.4161 | 0.339398 |
7 | -0.089776 | -0.6954 | 0.244745 |
8 | 0.033465 | 0.2592 | 0.398178 |
9 | 0.127588 | 0.9883 | 0.163489 |
10 | -0.08474 | -0.6564 | 0.257041 |
11 | -0.042286 | -0.3275 | 0.372199 |
12 | 0.058027 | 0.4495 | 0.327354 |
13 | -0.011343 | -0.0879 | 0.465138 |
14 | 0.10341 | 0.801 | 0.213143 |
15 | -0.045808 | -0.3548 | 0.361981 |
16 | -0.009965 | -0.0772 | 0.469365 |
17 | -0.046327 | -0.3588 | 0.360484 |
18 | 0.04714 | 0.3651 | 0.358144 |
19 | 0.029485 | 0.2284 | 0.410058 |
20 | 0.002876 | 0.0223 | 0.491151 |
21 | -0.017639 | -0.1366 | 0.445891 |
22 | -0.053743 | -0.4163 | 0.339341 |
23 | 0.096293 | 0.7459 | 0.229326 |
24 | -0.051941 | -0.4023 | 0.344434 |
25 | -0.074003 | -0.5732 | 0.284318 |
26 | 0.065038 | 0.5038 | 0.308129 |
27 | 0.072538 | 0.5619 | 0.288145 |
28 | -0.087652 | -0.6789 | 0.249891 |
29 | 0.049655 | 0.3846 | 0.350938 |
30 | -0.101322 | -0.7848 | 0.217818 |
31 | 0.022692 | 0.1758 | 0.430534 |
32 | 0.061887 | 0.4794 | 0.316706 |
33 | -0.060324 | -0.4673 | 0.320999 |
34 | -0.062319 | -0.4827 | 0.315526 |
35 | 0.111536 | 0.864 | 0.195528 |
36 | -0.11378 | -0.8813 | 0.190826 |
37 | 0.059043 | 0.4573 | 0.324538 |
38 | 0.006528 | 0.0506 | 0.479919 |
39 | -0.081972 | -0.635 | 0.263937 |
40 | 0.000547 | 0.0042 | 0.498317 |
41 | 0.112136 | 0.8686 | 0.194263 |
42 | -0.175586 | -1.3601 | 0.089446 |
43 | 0.170014 | 1.3169 | 0.096436 |
44 | -0.201471 | -1.5606 | 0.061941 |
45 | 0.018637 | 0.1444 | 0.442848 |
46 | 0.089904 | 0.6964 | 0.244436 |
47 | -0.001761 | -0.0136 | 0.49458 |
48 | -0.053198 | -0.4121 | 0.340879 |
49 | -0.040446 | -0.3133 | 0.377572 |
50 | 0.109965 | 0.8518 | 0.19886 |
51 | -0.136825 | -1.0598 | 0.146733 |
52 | 0.052244 | 0.4047 | 0.343575 |
53 | -0.00667 | -0.0517 | 0.479482 |
54 | 0.008777 | 0.068 | 0.473011 |
55 | 0.00976 | 0.0756 | 0.469993 |
56 | -0.018326 | -0.142 | 0.443795 |
57 | -0.00588 | -0.0455 | 0.481913 |
58 | -0.025081 | -0.1943 | 0.423307 |
59 | 0.005464 | 0.0423 | 0.483191 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.432461 | -3.3498 | 0.000701 |
2 | -0.277602 | -2.1503 | 0.017786 |
3 | -0.169509 | -1.313 | 0.097089 |
4 | -0.054611 | -0.423 | 0.336899 |
5 | 0.051551 | 0.3993 | 0.345541 |
6 | 0.160849 | 1.2459 | 0.108817 |
7 | 0.055072 | 0.4266 | 0.335604 |
8 | 0.044662 | 0.346 | 0.365295 |
9 | 0.188878 | 1.463 | 0.074338 |
10 | 0.08958 | 0.6939 | 0.245216 |
11 | -0.024184 | -0.1873 | 0.426017 |
12 | -0.003032 | -0.0235 | 0.49067 |
13 | -0.031944 | -0.2474 | 0.402707 |
14 | 0.092245 | 0.7145 | 0.238835 |
15 | 0.071972 | 0.5575 | 0.289633 |
16 | 0.07705 | 0.5968 | 0.276434 |
17 | -0.041598 | -0.3222 | 0.374205 |
18 | -0.068702 | -0.5322 | 0.298289 |
19 | -0.010076 | -0.078 | 0.469025 |
20 | 0.018278 | 0.1416 | 0.443943 |
21 | 0.009576 | 0.0742 | 0.47056 |
22 | -0.08546 | -0.662 | 0.255262 |
23 | 0.004161 | 0.0322 | 0.487198 |
24 | -0.027452 | -0.2126 | 0.416165 |
25 | -0.126589 | -0.9806 | 0.165376 |
26 | -0.049933 | -0.3868 | 0.350145 |
27 | 0.078096 | 0.6049 | 0.273754 |
28 | -0.025974 | -0.2012 | 0.420614 |
29 | 0.041504 | 0.3215 | 0.374478 |
30 | -0.050948 | -0.3946 | 0.347254 |
31 | -0.054206 | -0.4199 | 0.338038 |
32 | -0.028029 | -0.2171 | 0.414429 |
33 | -0.062716 | -0.4858 | 0.314441 |
34 | -0.112015 | -0.8677 | 0.194517 |
35 | 0.002569 | 0.0199 | 0.492095 |
36 | -0.081979 | -0.635 | 0.263918 |
37 | 0.017899 | 0.1386 | 0.445098 |
38 | 0.077872 | 0.6032 | 0.274327 |
39 | -0.003974 | -0.0308 | 0.487771 |
40 | -0.063022 | -0.4882 | 0.313605 |
41 | 0.051193 | 0.3965 | 0.346557 |
42 | -0.112251 | -0.8695 | 0.194022 |
43 | 0.111053 | 0.8602 | 0.196549 |
44 | -0.109342 | -0.847 | 0.200192 |
45 | -0.138379 | -1.0719 | 0.144034 |
46 | -0.042571 | -0.3297 | 0.371369 |
47 | 0.015576 | 0.1206 | 0.452186 |
48 | 0.091544 | 0.7091 | 0.240506 |
49 | -0.001915 | -0.0148 | 0.494108 |
50 | 0.136575 | 1.0579 | 0.147169 |
51 | -0.041655 | -0.3227 | 0.374039 |
52 | -0.055936 | -0.4333 | 0.333182 |
53 | 0.001017 | 0.0079 | 0.496871 |
54 | 0.028186 | 0.2183 | 0.413957 |
55 | -0.029537 | -0.2288 | 0.409903 |
56 | -0.012579 | -0.0974 | 0.461351 |
57 | 0.046037 | 0.3566 | 0.36132 |
58 | 0.019336 | 0.1498 | 0.440722 |
59 | -0.032842 | -0.2544 | 0.400032 |
60 | NA | NA | NA |