Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.772511 | -5.8833 | 0 |
2 | 0.339501 | 2.5856 | 0.006129 |
3 | -0.040299 | -0.3069 | 0.380007 |
4 | -0.08021 | -0.6109 | 0.271838 |
5 | 0.085374 | 0.6502 | 0.259069 |
6 | -0.007937 | -0.0604 | 0.476004 |
7 | -0.062442 | -0.4755 | 0.318091 |
8 | 0.027869 | 0.2122 | 0.41633 |
9 | 0.100325 | 0.7641 | 0.223967 |
10 | -0.26886 | -2.0476 | 0.02257 |
11 | 0.420929 | 3.2057 | 0.001096 |
12 | -0.44286 | -3.3727 | 0.000665 |
13 | 0.286139 | 2.1792 | 0.016697 |
14 | -0.094149 | -0.717 | 0.238119 |
15 | 0.012609 | 0.096 | 0.461915 |
16 | -0.004915 | -0.0374 | 0.485135 |
17 | -0.026987 | -0.2055 | 0.418941 |
18 | 0.067081 | 0.5109 | 0.30569 |
19 | -0.042919 | -0.3269 | 0.372476 |
20 | -0.036387 | -0.2771 | 0.391338 |
21 | 0.113644 | 0.8655 | 0.19517 |
22 | -0.164842 | -1.2554 | 0.107184 |
23 | 0.176431 | 1.3437 | 0.092146 |
24 | -0.12426 | -0.9463 | 0.173951 |
25 | 0.032474 | 0.2473 | 0.402769 |
26 | 0.043347 | 0.3301 | 0.371249 |
27 | -0.075857 | -0.5777 | 0.282848 |
28 | 0.04686 | 0.3569 | 0.36124 |
29 | 0.04949 | 0.3769 | 0.35381 |
30 | -0.130584 | -0.9945 | 0.162056 |
31 | 0.06868 | 0.5231 | 0.301465 |
32 | 0.117939 | 0.8982 | 0.186397 |
33 | -0.272392 | -2.0745 | 0.021241 |
34 | 0.305018 | 2.3229 | 0.011855 |
35 | -0.245869 | -1.8725 | 0.033092 |
36 | 0.147688 | 1.1248 | 0.132662 |
37 | -0.053938 | -0.4108 | 0.341373 |
38 | -0.000114 | -9e-04 | 0.499654 |
39 | 0.011904 | 0.0907 | 0.464038 |
40 | 0.004171 | 0.0318 | 0.487385 |
41 | -0.039958 | -0.3043 | 0.380991 |
42 | 0.05808 | 0.4423 | 0.329949 |
43 | -0.009632 | -0.0734 | 0.470887 |
44 | -0.077334 | -0.589 | 0.279087 |
45 | 0.125361 | 0.9547 | 0.171841 |
46 | -0.112693 | -0.8582 | 0.197145 |
47 | 0.077074 | 0.587 | 0.279748 |
48 | -0.045537 | -0.3468 | 0.364999 |
49 | 0.020638 | 0.1572 | 0.437827 |
50 | -0.006508 | -0.0496 | 0.48032 |
51 | 0.004038 | 0.0308 | 0.487785 |
52 | -0.003373 | -0.0257 | 0.489797 |
53 | 6.2e-05 | 5e-04 | 0.499813 |
54 | 0.001077 | 0.0082 | 0.496741 |
55 | -0.000485 | -0.0037 | 0.498534 |
56 | 0.000592 | 0.0045 | 0.498211 |
57 | -0.000542 | -0.0041 | 0.498362 |
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 | -0.772511 | -5.8833 | 0 |
2 | -0.638035 | -4.8591 | 5e-06 |
3 | -0.433263 | -3.2996 | 0.000829 |
4 | -0.382599 | -2.9138 | 0.002532 |
5 | -0.397446 | -3.0269 | 0.001841 |
6 | -0.197542 | -1.5044 | 0.068948 |
7 | 0.014223 | 0.1083 | 0.457058 |
8 | -0.129965 | -0.9898 | 0.163195 |
9 | 0.127612 | 0.9719 | 0.167577 |
10 | -0.309332 | -2.3558 | 0.010942 |
11 | -0.054422 | -0.4145 | 0.340031 |
12 | 0.06721 | 0.5119 | 0.305347 |
13 | 0.037048 | 0.2821 | 0.389418 |
14 | -0.139479 | -1.0622 | 0.146264 |
15 | -0.058403 | -0.4448 | 0.329065 |
16 | 0.040771 | 0.3105 | 0.378645 |
17 | -0.200415 | -1.5263 | 0.066183 |
18 | -0.217038 | -1.6529 | 0.051876 |
19 | 0.122502 | 0.9329 | 0.177358 |
20 | -0.156704 | -1.1934 | 0.118782 |
21 | 0.16203 | 1.234 | 0.111093 |
22 | -0.180631 | -1.3756 | 0.08711 |
23 | -0.013483 | -0.1027 | 0.459285 |
24 | 0.064431 | 0.4907 | 0.312747 |
25 | 0.06514 | 0.4961 | 0.310851 |
26 | 0.075491 | 0.5749 | 0.283782 |
27 | 0.085518 | 0.6513 | 0.258717 |
28 | 0.010622 | 0.0809 | 0.467902 |
29 | 0.091992 | 0.7006 | 0.243181 |
30 | 0.034402 | 0.262 | 0.397126 |
31 | -0.040484 | -0.3083 | 0.379473 |
32 | -0.080156 | -0.6105 | 0.271974 |
33 | 0.06277 | 0.478 | 0.317208 |
34 | -0.075202 | -0.5727 | 0.284523 |
35 | -0.041225 | -0.314 | 0.37734 |
36 | 0.102328 | 0.7793 | 0.219485 |
37 | 0.004333 | 0.033 | 0.486894 |
38 | -0.043722 | -0.333 | 0.370176 |
39 | 0.041107 | 0.3131 | 0.377679 |
40 | 0.032221 | 0.2454 | 0.403512 |
41 | -0.00293 | -0.0223 | 0.491136 |
42 | -0.044065 | -0.3356 | 0.369196 |
43 | -0.032449 | -0.2471 | 0.402841 |
44 | -0.091114 | -0.6939 | 0.245256 |
45 | 0.037624 | 0.2865 | 0.387743 |
46 | 0.002153 | 0.0164 | 0.493487 |
47 | -0.119924 | -0.9133 | 0.182429 |
48 | 0.05665 | 0.4314 | 0.333877 |
49 | 0.043827 | 0.3338 | 0.369877 |
50 | -0.087596 | -0.6671 | 0.253674 |
51 | 0.017018 | 0.1296 | 0.448665 |
52 | 0.067096 | 0.511 | 0.30565 |
53 | -0.011691 | -0.089 | 0.464679 |
54 | 0.035277 | 0.2687 | 0.394571 |
55 | -0.00404 | -0.0308 | 0.487779 |
56 | 0.010905 | 0.083 | 0.467049 |
57 | -0.036424 | -0.2774 | 0.39123 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |