Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.332441 | -2.5751 | 0.006253 |
2 | -0.269029 | -2.0839 | 0.020718 |
3 | 0.31775 | 2.4613 | 0.008369 |
4 | -0.099855 | -0.7735 | 0.22114 |
5 | -0.108045 | -0.8369 | 0.202981 |
6 | 0.270951 | 2.0988 | 0.020027 |
7 | -0.251439 | -1.9476 | 0.028071 |
8 | 0.032479 | 0.2516 | 0.401112 |
9 | 0.245239 | 1.8996 | 0.031147 |
10 | -0.380371 | -2.9463 | 0.002286 |
11 | -0.082853 | -0.6418 | 0.26173 |
12 | 0.497202 | 3.8513 | 0.000144 |
13 | -0.206086 | -1.5963 | 0.057834 |
14 | -0.170625 | -1.3217 | 0.09565 |
15 | 0.121374 | 0.9402 | 0.175452 |
16 | 0.007601 | 0.0589 | 0.476623 |
17 | -0.048471 | -0.3755 | 0.354325 |
18 | 0.053428 | 0.4138 | 0.34023 |
19 | -0.021525 | -0.1667 | 0.43407 |
20 | 0.010233 | 0.0793 | 0.468543 |
21 | -0.005438 | -0.0421 | 0.483271 |
22 | -0.084954 | -0.6581 | 0.25651 |
23 | -0.074014 | -0.5733 | 0.284288 |
24 | 0.171111 | 1.3254 | 0.095028 |
25 | 0.143633 | 1.1126 | 0.135163 |
26 | -0.299823 | -2.3224 | 0.01181 |
27 | 0.100747 | 0.7804 | 0.219116 |
28 | 0.096577 | 0.7481 | 0.228667 |
29 | -0.11956 | -0.9261 | 0.17905 |
30 | 0.03737 | 0.2895 | 0.386612 |
31 | 0.156707 | 1.2139 | 0.114781 |
32 | -0.159253 | -1.2336 | 0.111087 |
33 | 0.029271 | 0.2267 | 0.410702 |
34 | 0.068357 | 0.5295 | 0.299208 |
35 | -0.216907 | -1.6802 | 0.049064 |
36 | 0.166182 | 1.2872 | 0.101477 |
37 | 0.08803 | 0.6819 | 0.248971 |
38 | -0.262742 | -2.0352 | 0.023128 |
39 | 0.135002 | 1.0457 | 0.149943 |
40 | 0.050348 | 0.39 | 0.348961 |
41 | -0.135792 | -1.0518 | 0.148546 |
42 | 0.126942 | 0.9833 | 0.164707 |
43 | 0.071505 | 0.5539 | 0.290862 |
44 | -0.162938 | -1.2621 | 0.105897 |
45 | 0.116367 | 0.9014 | 0.185496 |
46 | -0.053963 | -0.418 | 0.338722 |
47 | -0.08655 | -0.6704 | 0.252584 |
48 | 0.131371 | 1.0176 | 0.156479 |
49 | -0.034921 | -0.2705 | 0.393855 |
50 | -0.085639 | -0.6634 | 0.254821 |
51 | 0.040954 | 0.3172 | 0.376085 |
52 | -0.023051 | -0.1785 | 0.429447 |
53 | -0.034111 | -0.2642 | 0.396257 |
54 | 0.051999 | 0.4028 | 0.344269 |
55 | -0.029854 | -0.2312 | 0.408956 |
56 | -0.008386 | -0.065 | 0.474212 |
57 | 0.038782 | 0.3004 | 0.382453 |
58 | -0.030752 | -0.2382 | 0.406267 |
59 | 0.001872 | 0.0145 | 0.494238 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.332441 | -2.5751 | 0.006253 |
2 | -0.426704 | -3.3052 | 0.000802 |
3 | 0.066385 | 0.5142 | 0.304496 |
4 | -0.058544 | -0.4535 | 0.325919 |
5 | -0.038629 | -0.2992 | 0.382905 |
6 | 0.194896 | 1.5097 | 0.06819 |
7 | -0.142303 | -1.1023 | 0.137372 |
8 | 0.045734 | 0.3543 | 0.362194 |
9 | 0.126416 | 0.9792 | 0.165704 |
10 | -0.247424 | -1.9165 | 0.030032 |
11 | -0.300965 | -2.3313 | 0.011558 |
12 | 0.209238 | 1.6207 | 0.055158 |
13 | 0.183566 | 1.4219 | 0.080117 |
14 | -0.007141 | -0.0553 | 0.478036 |
15 | -0.199775 | -1.5474 | 0.063507 |
16 | 0.095492 | 0.7397 | 0.231191 |
17 | 0.000672 | 0.0052 | 0.497932 |
18 | -0.154835 | -1.1993 | 0.117555 |
19 | 0.145061 | 1.1236 | 0.132822 |
20 | 0.040102 | 0.3106 | 0.378579 |
21 | -0.259596 | -2.0108 | 0.024422 |
22 | -0.004451 | -0.0345 | 0.486305 |
23 | 0.075211 | 0.5826 | 0.281179 |
24 | -0.13304 | -1.0305 | 0.153451 |
25 | 0.159598 | 1.2362 | 0.110594 |
26 | 0.03534 | 0.2737 | 0.392611 |
27 | 0.11066 | 0.8572 | 0.197381 |
28 | -0.200447 | -1.5527 | 0.062883 |
29 | 0.058473 | 0.4529 | 0.326116 |
30 | 0.108188 | 0.838 | 0.202674 |
31 | -0.041746 | -0.3234 | 0.373773 |
32 | -0.023068 | -0.1787 | 0.429393 |
33 | 0.078091 | 0.6049 | 0.273766 |
34 | 0.051241 | 0.3969 | 0.346422 |
35 | -0.166461 | -1.2894 | 0.101103 |
36 | 0.010464 | 0.0811 | 0.467833 |
37 | -0.063428 | -0.4913 | 0.3125 |
38 | -0.091105 | -0.7057 | 0.241554 |
39 | 1.7e-05 | 1e-04 | 0.499949 |
40 | 0.147121 | 1.1396 | 0.129493 |
41 | 0.021712 | 0.1682 | 0.433502 |
42 | -0.004633 | -0.0359 | 0.485747 |
43 | 0.077364 | 0.5993 | 0.275627 |
44 | -0.010036 | -0.0777 | 0.469147 |
45 | -0.024939 | -0.1932 | 0.423738 |
46 | -0.102093 | -0.7908 | 0.216085 |
47 | 0.030107 | 0.2332 | 0.408196 |
48 | -0.029119 | -0.2256 | 0.411158 |
49 | -0.087398 | -0.677 | 0.25051 |
50 | -0.019796 | -0.1533 | 0.439323 |
51 | 0.001242 | 0.0096 | 0.496178 |
52 | -0.045498 | -0.3524 | 0.362877 |
53 | 0.001437 | 0.0111 | 0.495577 |
54 | -0.058606 | -0.454 | 0.325747 |
55 | -0.059186 | -0.4585 | 0.32414 |
56 | -0.104748 | -0.8114 | 0.210179 |
57 | 0.049685 | 0.3849 | 0.350853 |
58 | 0.081732 | 0.6331 | 0.26454 |
59 | -0.088605 | -0.6863 | 0.247573 |
60 | NA | NA | NA |