Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.027325 | 0.2117 | 0.416545 |
2 | 0.094228 | 0.7299 | 0.23415 |
3 | 0.13723 | 1.063 | 0.146025 |
4 | 0.011753 | 0.091 | 0.463882 |
5 | 0.33749 | 2.6142 | 0.005646 |
6 | -0.007813 | -0.0605 | 0.475971 |
7 | 0.273664 | 2.1198 | 0.019085 |
8 | 0.059789 | 0.4631 | 0.322476 |
9 | 0.048629 | 0.3767 | 0.353869 |
10 | 0.025982 | 0.2013 | 0.42059 |
11 | 0.022848 | 0.177 | 0.430061 |
12 | 0.641481 | 4.9689 | 3e-06 |
13 | -0.023065 | -0.1787 | 0.429404 |
14 | 0.006364 | 0.0493 | 0.480424 |
15 | 0.041913 | 0.3247 | 0.373286 |
16 | -0.100979 | -0.7822 | 0.218591 |
17 | 0.181389 | 1.405 | 0.082584 |
18 | -0.095907 | -0.7429 | 0.230222 |
19 | 0.105484 | 0.8171 | 0.20856 |
20 | -0.046565 | -0.3607 | 0.359798 |
21 | -0.02673 | -0.2071 | 0.418336 |
22 | -0.11609 | -0.8992 | 0.186062 |
23 | -0.033376 | -0.2585 | 0.398441 |
24 | 0.365673 | 2.8325 | 0.00314 |
25 | -0.129442 | -1.0027 | 0.160027 |
26 | -0.069749 | -0.5403 | 0.295503 |
27 | -0.088813 | -0.6879 | 0.247069 |
28 | -0.167562 | -1.2979 | 0.09964 |
29 | 0.050033 | 0.3876 | 0.349858 |
30 | -0.156988 | -1.216 | 0.11437 |
31 | -0.009217 | -0.0714 | 0.47166 |
32 | -0.101127 | -0.7833 | 0.218259 |
33 | -0.1279 | -0.9907 | 0.162904 |
34 | -0.14441 | -1.1186 | 0.133885 |
35 | -0.111039 | -0.8601 | 0.196577 |
36 | 0.189441 | 1.4674 | 0.073745 |
37 | -0.162092 | -1.2556 | 0.107072 |
38 | -0.100237 | -0.7764 | 0.220272 |
39 | -0.145388 | -1.1262 | 0.132288 |
40 | -0.167434 | -1.2969 | 0.099808 |
41 | -0.002029 | -0.0157 | 0.493755 |
42 | -0.129254 | -1.0012 | 0.160376 |
43 | -0.056789 | -0.4399 | 0.330799 |
44 | -0.05926 | -0.459 | 0.323938 |
45 | -0.169314 | -1.3115 | 0.097343 |
46 | -0.087759 | -0.6798 | 0.24963 |
47 | -0.062345 | -0.4829 | 0.315454 |
48 | 0.028179 | 0.2183 | 0.413979 |
49 | -0.069937 | -0.5417 | 0.295005 |
50 | -0.071955 | -0.5574 | 0.289676 |
51 | -0.080794 | -0.6258 | 0.266901 |
52 | -0.100458 | -0.7781 | 0.219772 |
53 | -0.026687 | -0.2067 | 0.418467 |
54 | -0.033416 | -0.2588 | 0.398322 |
55 | -0.021591 | -0.1672 | 0.433872 |
56 | -0.016068 | -0.1245 | 0.450683 |
57 | -0.027794 | -0.2153 | 0.415136 |
58 | -0.005501 | -0.0426 | 0.483075 |
59 | 0.003983 | 0.0309 | 0.487744 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.027325 | 0.2117 | 0.416545 |
2 | 0.093551 | 0.7246 | 0.235743 |
3 | 0.133608 | 1.0349 | 0.152429 |
4 | -0.002143 | -0.0166 | 0.493406 |
5 | 0.321126 | 2.4874 | 0.007832 |
6 | -0.040559 | -0.3142 | 0.377241 |
7 | 0.261768 | 2.0276 | 0.023522 |
8 | -0.039984 | -0.3097 | 0.378925 |
9 | 0.059479 | 0.4607 | 0.323332 |
10 | -0.183077 | -1.4181 | 0.080666 |
11 | 0.075212 | 0.5826 | 0.281178 |
12 | 0.568526 | 4.4038 | 2.2e-05 |
13 | -0.072952 | -0.5651 | 0.287061 |
14 | -0.178954 | -1.3862 | 0.085412 |
15 | -0.126524 | -0.98 | 0.165499 |
16 | -0.12707 | -0.9843 | 0.164464 |
17 | -0.151614 | -1.1744 | 0.122438 |
18 | -0.072413 | -0.5609 | 0.288474 |
19 | -0.07205 | -0.5581 | 0.289427 |
20 | -0.120049 | -0.9299 | 0.178076 |
21 | 0.116607 | 0.9032 | 0.185008 |
22 | -0.076604 | -0.5934 | 0.277581 |
23 | 0.040625 | 0.3147 | 0.377049 |
24 | 0.010196 | 0.079 | 0.468657 |
25 | -0.014991 | -0.1161 | 0.453972 |
26 | -0.076463 | -0.5923 | 0.277945 |
27 | -0.022314 | -0.1728 | 0.431679 |
28 | -0.036092 | -0.2796 | 0.390385 |
29 | -0.032988 | -0.2555 | 0.399598 |
30 | 0.007039 | 0.0545 | 0.478351 |
31 | -0.013542 | -0.1049 | 0.458404 |
32 | -0.003509 | -0.0272 | 0.489204 |
33 | -0.083786 | -0.649 | 0.259406 |
34 | 0.051895 | 0.402 | 0.344563 |
35 | -0.1035 | -0.8017 | 0.212943 |
36 | -0.025448 | -0.1971 | 0.422201 |
37 | -0.005355 | -0.0415 | 0.483524 |
38 | 0.019871 | 0.1539 | 0.439095 |
39 | -0.050913 | -0.3944 | 0.347352 |
40 | 0.054994 | 0.426 | 0.335823 |
41 | 0.000838 | 0.0065 | 0.49742 |
42 | 0.041623 | 0.3224 | 0.374132 |
43 | -0.03076 | -0.2383 | 0.406245 |
44 | 0.067228 | 0.5207 | 0.302229 |
45 | -0.142038 | -1.1002 | 0.137815 |
46 | 0.089776 | 0.6954 | 0.244743 |
47 | 0.011632 | 0.0901 | 0.464252 |
48 | -0.16881 | -1.3076 | 0.097999 |
49 | 0.011121 | 0.0861 | 0.46582 |
50 | 0.093984 | 0.728 | 0.234723 |
51 | 0.028868 | 0.2236 | 0.41191 |
52 | -0.009175 | -0.0711 | 0.471788 |
53 | -0.02915 | -0.2258 | 0.411064 |
54 | 0.000963 | 0.0075 | 0.497036 |
55 | -0.016448 | -0.1274 | 0.449522 |
56 | 0.02854 | 0.2211 | 0.412895 |
57 | 0.123489 | 0.9565 | 0.171318 |
58 | 0.040325 | 0.3124 | 0.377928 |
59 | -0.046493 | -0.3601 | 0.360007 |
60 | NA | NA | NA |