Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.574448 | -3.9382 | 0.000135 |
2 | 0.32019 | 2.1951 | 0.016565 |
3 | -0.133213 | -0.9133 | 0.182884 |
4 | 0.004118 | 0.0282 | 0.488798 |
5 | -0.119105 | -0.8165 | 0.209155 |
6 | 0.168496 | 1.1552 | 0.126934 |
7 | -0.216313 | -1.483 | 0.072379 |
8 | 0.228572 | 1.567 | 0.061911 |
9 | -0.13729 | -0.9412 | 0.175705 |
10 | 0.008237 | 0.0565 | 0.477602 |
11 | 0.069618 | 0.4773 | 0.317688 |
12 | -0.145506 | -0.9975 | 0.161806 |
13 | -0.018265 | -0.1252 | 0.450442 |
14 | -0.067222 | -0.4609 | 0.323516 |
15 | 0.091435 | 0.6268 | 0.266897 |
16 | -0.07143 | -0.4897 | 0.313312 |
17 | 0.103668 | 0.7107 | 0.240388 |
18 | -0.058791 | -0.4031 | 0.344368 |
19 | 0.030861 | 0.2116 | 0.416678 |
20 | -0.104549 | -0.7168 | 0.238537 |
21 | 0.242959 | 1.6656 | 0.051219 |
22 | -0.325374 | -2.2306 | 0.015258 |
23 | 0.32451 | 2.2247 | 0.015469 |
24 | -0.240763 | -1.6506 | 0.052745 |
25 | 0.150688 | 1.0331 | 0.153431 |
26 | 0.007444 | 0.051 | 0.479757 |
27 | 0.077725 | 0.5329 | 0.298322 |
28 | -0.153983 | -1.0557 | 0.148261 |
29 | 0.174669 | 1.1975 | 0.118564 |
30 | -0.206878 | -1.4183 | 0.081353 |
31 | 0.153786 | 1.0543 | 0.148566 |
32 | -0.053033 | -0.3636 | 0.358902 |
33 | -0.06122 | -0.4197 | 0.338309 |
34 | 0.094268 | 0.6463 | 0.260623 |
35 | -0.073872 | -0.5064 | 0.307459 |
36 | -0.020819 | -0.1427 | 0.443558 |
37 | 0.016558 | 0.1135 | 0.455052 |
38 | -0.004214 | -0.0289 | 0.488538 |
39 | -0.06567 | -0.4502 | 0.327314 |
40 | 0.060518 | 0.4149 | 0.340055 |
41 | -0.014667 | -0.1005 | 0.460168 |
42 | 0.055847 | 0.3829 | 0.351772 |
43 | -0.008123 | -0.0557 | 0.477914 |
44 | 0.007476 | 0.0513 | 0.479671 |
45 | -0.01479 | -0.1014 | 0.459833 |
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 | -0.574448 | -3.9382 | 0.000135 |
2 | -0.014627 | -0.1003 | 0.460275 |
3 | 0.067189 | 0.4606 | 0.323596 |
4 | -0.063962 | -0.4385 | 0.331516 |
5 | -0.240303 | -1.6474 | 0.05307 |
6 | 0.047052 | 0.3226 | 0.374226 |
7 | -0.072919 | -0.4999 | 0.309737 |
8 | 0.049604 | 0.3401 | 0.367659 |
9 | 0.025783 | 0.1768 | 0.43023 |
10 | -0.122223 | -0.8379 | 0.203158 |
11 | 0.037962 | 0.2603 | 0.397903 |
12 | -0.107262 | -0.7354 | 0.232889 |
13 | -0.211843 | -1.4523 | 0.076528 |
14 | -0.298157 | -2.0441 | 0.023287 |
15 | 0.010961 | 0.0751 | 0.470209 |
16 | 0.003354 | 0.023 | 0.490875 |
17 | -0.073745 | -0.5056 | 0.30776 |
18 | -0.063741 | -0.437 | 0.332061 |
19 | -0.097624 | -0.6693 | 0.253297 |
20 | -0.169958 | -1.1652 | 0.124914 |
21 | 0.215125 | 1.4748 | 0.073464 |
22 | -0.155602 | -1.0668 | 0.145766 |
23 | -0.082277 | -0.5641 | 0.287697 |
24 | -0.074923 | -0.5136 | 0.304953 |
25 | -0.059127 | -0.4054 | 0.343527 |
26 | 0.024854 | 0.1704 | 0.432717 |
27 | 0.116183 | 0.7965 | 0.214871 |
28 | -0.067707 | -0.4642 | 0.322332 |
29 | -0.107102 | -0.7343 | 0.233221 |
30 | 0.022591 | 0.1549 | 0.438791 |
31 | 0.045754 | 0.3137 | 0.377579 |
32 | -0.03642 | -0.2497 | 0.401961 |
33 | -0.106039 | -0.727 | 0.235426 |
34 | 0.001578 | 0.0108 | 0.495706 |
35 | 0.003298 | 0.0226 | 0.491029 |
36 | -0.095536 | -0.655 | 0.257843 |
37 | -0.131059 | -0.8985 | 0.186751 |
38 | -0.065612 | -0.4498 | 0.327456 |
39 | 0.04199 | 0.2879 | 0.387357 |
40 | 0.007772 | 0.0533 | 0.478867 |
41 | -0.017196 | -0.1179 | 0.453329 |
42 | -0.076801 | -0.5265 | 0.300502 |
43 | 0.119029 | 0.816 | 0.209302 |
44 | 0.002468 | 0.0169 | 0.493286 |
45 | 0.052053 | 0.3569 | 0.361399 |
46 | -0.106616 | -0.7309 | 0.234227 |
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 |