Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.606602 | -4.0692 | 9.4e-05 |
2 | 0.102146 | 0.6852 | 0.248362 |
3 | 0.270546 | 1.8149 | 0.038105 |
4 | -0.243376 | -1.6326 | 0.054764 |
5 | 0.104881 | 0.7036 | 0.242665 |
6 | 0.13473 | 0.9038 | 0.185458 |
7 | -0.257808 | -1.7294 | 0.045293 |
8 | 0.190412 | 1.2773 | 0.10402 |
9 | -0.094309 | -0.6326 | 0.265085 |
10 | 0.018262 | 0.1225 | 0.451521 |
11 | 0.048345 | 0.3243 | 0.373604 |
12 | -0.152868 | -1.0255 | 0.155311 |
13 | 0.119528 | 0.8018 | 0.213437 |
14 | -0.077746 | -0.5215 | 0.302276 |
15 | 0.109982 | 0.7378 | 0.232239 |
16 | -0.178959 | -1.2005 | 0.118115 |
17 | 0.137114 | 0.9198 | 0.181293 |
18 | -0.052235 | -0.3504 | 0.363836 |
19 | -0.059764 | -0.4009 | 0.345193 |
20 | 0.143978 | 0.9658 | 0.169646 |
21 | -0.089885 | -0.603 | 0.27478 |
22 | -0.170604 | -1.1444 | 0.129245 |
23 | 0.387562 | 2.5998 | 0.006285 |
24 | -0.353594 | -2.372 | 0.011015 |
25 | 0.153481 | 1.0296 | 0.154355 |
26 | 0.040207 | 0.2697 | 0.394306 |
27 | -0.104526 | -0.7012 | 0.2434 |
28 | 0.057936 | 0.3886 | 0.349684 |
29 | 0.037208 | 0.2496 | 0.402017 |
30 | -0.102485 | -0.6875 | 0.247652 |
31 | 0.082507 | 0.5535 | 0.291339 |
32 | -0.080274 | -0.5385 | 0.296445 |
33 | 0.034496 | 0.2314 | 0.409024 |
34 | 0.03183 | 0.2135 | 0.415942 |
35 | -0.128568 | -0.8625 | 0.196504 |
36 | 0.119082 | 0.7988 | 0.214294 |
37 | -0.095866 | -0.6431 | 0.261715 |
38 | 0.051517 | 0.3456 | 0.365631 |
39 | -0.03765 | -0.2526 | 0.400879 |
40 | 0.016208 | 0.1087 | 0.45695 |
41 | -0.016378 | -0.1099 | 0.456502 |
42 | 0.010998 | 0.0738 | 0.470758 |
43 | -0.002606 | -0.0175 | 0.493064 |
44 | 0.003146 | 0.0211 | 0.491628 |
45 | NA | NA | NA |
46 | NA | NA | NA |
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 | -0.606602 | -4.0692 | 9.4e-05 |
2 | -0.420579 | -2.8213 | 0.003546 |
3 | 0.19884 | 1.3339 | 0.094481 |
4 | 0.226572 | 1.5199 | 0.067767 |
5 | 0.117756 | 0.7899 | 0.216855 |
6 | 0.207405 | 1.3913 | 0.085486 |
7 | -0.081436 | -0.5463 | 0.293783 |
8 | -0.153829 | -1.0319 | 0.153813 |
9 | -0.262946 | -1.7639 | 0.042269 |
10 | -0.044911 | -0.3013 | 0.382299 |
11 | 0.154291 | 1.035 | 0.153097 |
12 | -0.013539 | -0.0908 | 0.464019 |
13 | -0.040797 | -0.2737 | 0.392795 |
14 | -0.16316 | -1.0945 | 0.139778 |
15 | 0.212944 | 1.4285 | 0.08003 |
16 | -0.047115 | -0.3161 | 0.376709 |
17 | -0.008201 | -0.055 | 0.478186 |
18 | -0.036941 | -0.2478 | 0.402705 |
19 | -0.140932 | -0.9454 | 0.174752 |
20 | 0.045254 | 0.3036 | 0.381426 |
21 | 0.101321 | 0.6797 | 0.250094 |
22 | -0.181114 | -1.2149 | 0.115361 |
23 | 0.079149 | 0.5309 | 0.299033 |
24 | 0.009048 | 0.0607 | 0.475934 |
25 | 0.070773 | 0.4748 | 0.318627 |
26 | -0.052567 | -0.3526 | 0.363006 |
27 | 0.155255 | 1.0415 | 0.151608 |
28 | -0.048696 | -0.3267 | 0.372718 |
29 | -0.13528 | -0.9075 | 0.184492 |
30 | -0.143539 | -0.9629 | 0.170374 |
31 | -0.040729 | -0.2732 | 0.392967 |
32 | -0.014234 | -0.0955 | 0.462177 |
33 | -0.057204 | -0.3837 | 0.351491 |
34 | 0.045864 | 0.3077 | 0.379878 |
35 | -0.001982 | -0.0133 | 0.494724 |
36 | 0.034004 | 0.2281 | 0.4103 |
37 | -0.047612 | -0.3194 | 0.375455 |
38 | -0.101994 | -0.6842 | 0.24868 |
39 | 0.039771 | 0.2668 | 0.395424 |
40 | -0.079028 | -0.5301 | 0.299311 |
41 | 0.02398 | 0.1609 | 0.436462 |
42 | 0.003401 | 0.0228 | 0.49095 |
43 | -0.006851 | -0.046 | 0.481772 |
44 | -0.085507 | -0.5736 | 0.284548 |
45 | NA | NA | NA |
46 | NA | NA | NA |
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 |