Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.045508 | 0.3525 | 0.362849 |
2 | -0.137553 | -1.0655 | 0.145463 |
3 | 0.302322 | 2.3418 | 0.011265 |
4 | -0.204869 | -1.5869 | 0.058895 |
5 | 0.014118 | 0.1094 | 0.456641 |
6 | 0.417145 | 3.2312 | 0.001002 |
7 | -0.138398 | -1.072 | 0.144001 |
8 | -0.165745 | -1.2839 | 0.102064 |
9 | 0.101104 | 0.7831 | 0.21831 |
10 | -0.286897 | -2.2223 | 0.015022 |
11 | -0.020425 | -0.1582 | 0.437409 |
12 | 0.469796 | 3.639 | 0.000286 |
13 | -0.010395 | -0.0805 | 0.468047 |
14 | -0.200811 | -1.5555 | 0.062546 |
15 | -0.006552 | -0.0508 | 0.479845 |
16 | -0.179444 | -1.39 | 0.084837 |
17 | -0.107684 | -0.8341 | 0.203762 |
18 | 0.177775 | 1.377 | 0.086808 |
19 | -0.085561 | -0.6628 | 0.255013 |
20 | -0.241312 | -1.8692 | 0.03324 |
21 | -0.014686 | -0.1138 | 0.454906 |
22 | -0.158771 | -1.2298 | 0.111779 |
23 | -0.088369 | -0.6845 | 0.248145 |
24 | 0.276573 | 2.1423 | 0.018117 |
25 | 0.110886 | 0.8589 | 0.196902 |
26 | -0.235807 | -1.8266 | 0.036371 |
27 | -0.00757 | -0.0586 | 0.476719 |
28 | -0.099537 | -0.771 | 0.221862 |
29 | -0.198184 | -1.5351 | 0.065005 |
30 | 0.127476 | 0.9874 | 0.163701 |
31 | 0.007708 | 0.0597 | 0.476295 |
32 | -0.246041 | -1.9058 | 0.030733 |
33 | -0.038615 | -0.2991 | 0.382945 |
34 | -0.046979 | -0.3639 | 0.358606 |
35 | -0.145449 | -1.1266 | 0.13219 |
36 | 0.211684 | 1.6397 | 0.053151 |
37 | 0.143964 | 1.1151 | 0.134619 |
38 | -0.192954 | -1.4946 | 0.070128 |
39 | 0.059029 | 0.4572 | 0.324575 |
40 | 0.006231 | 0.0483 | 0.480834 |
41 | -0.133269 | -1.0323 | 0.153038 |
42 | 0.183465 | 1.4211 | 0.08023 |
43 | 0.048961 | 0.3792 | 0.352921 |
44 | -0.141666 | -1.0973 | 0.138439 |
45 | 0.122304 | 0.9474 | 0.173628 |
46 | 0.023981 | 0.1858 | 0.426633 |
47 | -0.032762 | -0.2538 | 0.400269 |
48 | 0.235477 | 1.824 | 0.036567 |
49 | 0.080987 | 0.6273 | 0.266415 |
50 | -0.022294 | -0.1727 | 0.431738 |
51 | 0.104033 | 0.8058 | 0.211759 |
52 | -0.018746 | -0.1452 | 0.442517 |
53 | -0.031013 | -0.2402 | 0.405486 |
54 | 0.067409 | 0.5222 | 0.301744 |
55 | -0.032257 | -0.2499 | 0.401775 |
56 | -0.071004 | -0.55 | 0.292183 |
57 | -0.014999 | -0.1162 | 0.453949 |
58 | -0.045337 | -0.3512 | 0.363343 |
59 | -0.035978 | -0.2787 | 0.390722 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.045508 | 0.3525 | 0.362849 |
2 | -0.139914 | -1.0838 | 0.141401 |
3 | 0.322799 | 2.5004 | 0.007578 |
4 | -0.30857 | -2.3902 | 0.009999 |
5 | 0.225656 | 1.7479 | 0.042797 |
6 | 0.233368 | 1.8077 | 0.037837 |
7 | -0.089216 | -0.6911 | 0.246095 |
8 | -0.166142 | -1.2869 | 0.101531 |
9 | -0.047066 | -0.3646 | 0.358357 |
10 | -0.179867 | -1.3932 | 0.084343 |
11 | 0.065463 | 0.5071 | 0.306981 |
12 | 0.356206 | 2.7592 | 0.003836 |
13 | 0.132589 | 1.027 | 0.154265 |
14 | -0.245904 | -1.9048 | 0.030804 |
15 | -0.261882 | -2.0285 | 0.023476 |
16 | 0.023085 | 0.1788 | 0.429344 |
17 | -0.146801 | -1.1371 | 0.130006 |
18 | -0.111924 | -0.867 | 0.19471 |
19 | 0.006706 | 0.0519 | 0.479372 |
20 | 0.006298 | 0.0488 | 0.480627 |
21 | 0.021588 | 0.1672 | 0.433879 |
22 | 0.043561 | 0.3374 | 0.368489 |
23 | 0.041187 | 0.319 | 0.375406 |
24 | -0.070167 | -0.5435 | 0.294395 |
25 | 0.048183 | 0.3732 | 0.355148 |
26 | -0.168351 | -1.304 | 0.0986 |
27 | 0.013381 | 0.1037 | 0.458896 |
28 | -0.18487 | -1.432 | 0.078667 |
29 | -0.103183 | -0.7993 | 0.213649 |
30 | -0.139229 | -1.0785 | 0.142572 |
31 | 0.105212 | 0.815 | 0.209157 |
32 | -0.011469 | -0.0888 | 0.464752 |
33 | -0.047208 | -0.3657 | 0.357948 |
34 | 0.037332 | 0.2892 | 0.386722 |
35 | -0.05078 | -0.3933 | 0.347731 |
36 | -0.072461 | -0.5613 | 0.288349 |
37 | -0.126553 | -0.9803 | 0.165443 |
38 | -0.043518 | -0.3371 | 0.368614 |
39 | 0.013301 | 0.103 | 0.45914 |
40 | 0.008523 | 0.066 | 0.47379 |
41 | 0.080292 | 0.6219 | 0.268168 |
42 | 0.082831 | 0.6416 | 0.261786 |
43 | -0.139774 | -1.0827 | 0.141641 |
44 | -0.023069 | -0.1787 | 0.429391 |
45 | 0.135175 | 1.0471 | 0.149635 |
46 | -0.026804 | -0.2076 | 0.418112 |
47 | -0.005416 | -0.042 | 0.483338 |
48 | -0.088557 | -0.686 | 0.247691 |
49 | -0.016363 | -0.1267 | 0.449782 |
50 | 0.012889 | 0.0998 | 0.460402 |
51 | 0.065398 | 0.5066 | 0.307156 |
52 | -0.04756 | -0.3684 | 0.356938 |
53 | 0.013615 | 0.1055 | 0.458181 |
54 | -0.10166 | -0.7875 | 0.217057 |
55 | -0.021745 | -0.1684 | 0.433404 |
56 | -0.065494 | -0.5073 | 0.306898 |
57 | -0.12178 | -0.9433 | 0.174654 |
58 | -0.131907 | -1.0217 | 0.155501 |
59 | -0.047203 | -0.3656 | 0.357963 |
60 | NA | NA | NA |