Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.608777 | 4.1736 | 6.4e-05 |
2 | -0.003587 | -0.0246 | 0.490244 |
3 | -0.493888 | -3.3859 | 0.000721 |
4 | -0.560965 | -3.8458 | 0.00018 |
5 | -0.255966 | -1.7548 | 0.042904 |
6 | 0.168423 | 1.1547 | 0.127035 |
7 | 0.396675 | 2.7195 | 0.004567 |
8 | 0.398779 | 2.7339 | 0.004398 |
9 | 0.171065 | 1.1728 | 0.1234 |
10 | -0.144548 | -0.991 | 0.163388 |
11 | -0.377808 | -2.5901 | 0.006368 |
12 | -0.44042 | -3.0194 | 0.002043 |
13 | -0.279159 | -1.9138 | 0.030872 |
14 | 0.020948 | 0.1436 | 0.44321 |
15 | 0.193786 | 1.3285 | 0.095209 |
16 | 0.211479 | 1.4498 | 0.076874 |
17 | 0.102158 | 0.7004 | 0.243577 |
18 | -0.084308 | -0.578 | 0.283016 |
19 | -0.184611 | -1.2656 | 0.105942 |
20 | -0.157104 | -1.0771 | 0.143477 |
21 | -0.081126 | -0.5562 | 0.290367 |
22 | 0.028875 | 0.198 | 0.421967 |
23 | 0.064488 | 0.4421 | 0.330219 |
24 | 0.050435 | 0.3458 | 0.365532 |
25 | 0.052624 | 0.3608 | 0.359944 |
26 | 0.073047 | 0.5008 | 0.30943 |
27 | 0.020676 | 0.1417 | 0.443942 |
28 | -0.044069 | -0.3021 | 0.381947 |
29 | -0.117632 | -0.8064 | 0.212024 |
30 | -0.110237 | -0.7557 | 0.226786 |
31 | 0.018424 | 0.1263 | 0.450013 |
32 | 0.116335 | 0.7976 | 0.214571 |
33 | 0.14478 | 0.9926 | 0.163003 |
34 | 0.073208 | 0.5019 | 0.309045 |
35 | -0.028915 | -0.1982 | 0.421859 |
36 | -0.054091 | -0.3708 | 0.356214 |
37 | -0.023968 | -0.1643 | 0.435093 |
38 | 0.014718 | 0.1009 | 0.46003 |
39 | 0.049051 | 0.3363 | 0.369079 |
40 | 0.052492 | 0.3599 | 0.36028 |
41 | 0.018696 | 0.1282 | 0.449278 |
42 | -0.004801 | -0.0329 | 0.48694 |
43 | -0.032708 | -0.2242 | 0.411772 |
44 | -0.040959 | -0.2808 | 0.390048 |
45 | -0.02321 | -0.1591 | 0.437129 |
46 | -0.005859 | -0.0402 | 0.484066 |
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 | 0.608777 | 4.1736 | 6.4e-05 |
2 | -0.594538 | -4.0759 | 8.8e-05 |
3 | -0.315703 | -2.1644 | 0.017775 |
4 | 0.046181 | 0.3166 | 0.376473 |
5 | 0.07215 | 0.4946 | 0.311582 |
6 | 0.065653 | 0.4501 | 0.327356 |
7 | -0.031486 | -0.2159 | 0.415017 |
8 | 0.193524 | 1.3267 | 0.095503 |
9 | 0.001018 | 0.007 | 0.49723 |
10 | -0.129694 | -0.8891 | 0.18923 |
11 | -0.116281 | -0.7972 | 0.214677 |
12 | -0.189568 | -1.2996 | 0.100037 |
13 | -0.064971 | -0.4454 | 0.32903 |
14 | -0.035155 | -0.241 | 0.405297 |
15 | -0.271571 | -1.8618 | 0.034445 |
16 | -0.018487 | -0.1267 | 0.449845 |
17 | 0.077902 | 0.5341 | 0.297906 |
18 | -0.102103 | -0.7 | 0.243694 |
19 | 0.032477 | 0.2227 | 0.412386 |
20 | 0.067631 | 0.4637 | 0.322519 |
21 | -0.059969 | -0.4111 | 0.341425 |
22 | -0.038034 | -0.2607 | 0.397714 |
23 | -0.184214 | -1.2629 | 0.106426 |
24 | -0.077055 | -0.5283 | 0.299901 |
25 | 0.016588 | 0.1137 | 0.454971 |
26 | 0.014257 | 0.0977 | 0.461277 |
27 | -0.234134 | -1.6051 | 0.057581 |
28 | -0.090359 | -0.6195 | 0.2693 |
29 | 0.027597 | 0.1892 | 0.425376 |
30 | -0.050653 | -0.3473 | 0.364974 |
31 | 0.034723 | 0.2381 | 0.406438 |
32 | -0.090346 | -0.6194 | 0.269328 |
33 | 0.003475 | 0.0238 | 0.490548 |
34 | -0.073448 | -0.5035 | 0.30847 |
35 | -0.038722 | -0.2655 | 0.395907 |
36 | 0.021224 | 0.1455 | 0.442467 |
37 | -0.041397 | -0.2838 | 0.388903 |
38 | 0.037592 | 0.2577 | 0.398874 |
39 | -0.067314 | -0.4615 | 0.323292 |
40 | -0.085165 | -0.5839 | 0.281053 |
41 | -0.022311 | -0.153 | 0.439543 |
42 | -0.052657 | -0.361 | 0.359858 |
43 | -0.068989 | -0.473 | 0.319214 |
44 | -0.02256 | -0.1547 | 0.438875 |
45 | -0.084182 | -0.5771 | 0.283307 |
46 | -0.050657 | -0.3473 | 0.364962 |
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 |