Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.189137 | 1.4528 | 0.07579 |
2 | -0.210198 | -1.6146 | 0.055871 |
3 | -0.349468 | -2.6843 | 0.00471 |
4 | -0.266018 | -2.0433 | 0.022747 |
5 | 0.151133 | 1.1609 | 0.125184 |
6 | 0.20919 | 1.6068 | 0.056717 |
7 | 0.018707 | 0.1437 | 0.443118 |
8 | -0.178918 | -1.3743 | 0.087274 |
9 | -0.175865 | -1.3508 | 0.090952 |
10 | -0.037839 | -0.2906 | 0.386171 |
11 | 0.128531 | 0.9873 | 0.163773 |
12 | 0.467651 | 3.5921 | 0.000335 |
13 | -0.026787 | -0.2058 | 0.418845 |
14 | -0.169126 | -1.2991 | 0.099484 |
15 | -0.165027 | -1.2676 | 0.104961 |
16 | -0.134219 | -1.031 | 0.153384 |
17 | 0.154766 | 1.1888 | 0.119645 |
18 | 0.078759 | 0.605 | 0.273762 |
19 | -0.089836 | -0.69 | 0.246437 |
20 | -0.030092 | -0.2311 | 0.409002 |
21 | -0.047735 | -0.3667 | 0.357593 |
22 | -0.038303 | -0.2942 | 0.384815 |
23 | 0.017835 | 0.137 | 0.44575 |
24 | 0.117314 | 0.9011 | 0.185597 |
25 | -0.009809 | -0.0753 | 0.470097 |
26 | -0.006744 | -0.0518 | 0.479431 |
27 | -0.015825 | -0.1216 | 0.451834 |
28 | -0.047206 | -0.3626 | 0.3591 |
29 | -0.014327 | -0.11 | 0.456373 |
30 | -0.090454 | -0.6948 | 0.244958 |
31 | -0.105227 | -0.8083 | 0.211092 |
32 | 0.091191 | 0.7005 | 0.243199 |
33 | 0.084111 | 0.6461 | 0.26037 |
34 | -0.01699 | -0.1305 | 0.448307 |
35 | 0.010457 | 0.0803 | 0.468127 |
36 | 0.029775 | 0.2287 | 0.409944 |
37 | -0.006893 | -0.0529 | 0.478977 |
38 | 0.042583 | 0.3271 | 0.372379 |
39 | 0.000757 | 0.0058 | 0.497691 |
40 | -0.049345 | -0.379 | 0.353014 |
41 | -0.034935 | -0.2683 | 0.394686 |
42 | -0.076149 | -0.5849 | 0.28042 |
43 | -0.035933 | -0.276 | 0.391754 |
44 | 0.091182 | 0.7004 | 0.243221 |
45 | 0.131396 | 1.0093 | 0.158482 |
46 | 0.00949 | 0.0729 | 0.471067 |
47 | -0.038849 | -0.2984 | 0.383221 |
48 | -0.052664 | -0.4045 | 0.343646 |
49 | -0.024003 | -0.1844 | 0.427176 |
50 | 0.002319 | 0.0178 | 0.492925 |
51 | -0.005595 | -0.043 | 0.482934 |
52 | -0.009355 | -0.0719 | 0.47148 |
53 | 0.035857 | 0.2754 | 0.391976 |
54 | 0.01086 | 0.0834 | 0.466902 |
55 | -0.004085 | -0.0314 | 0.487537 |
56 | -0.007654 | -0.0588 | 0.476657 |
57 | -0.002178 | -0.0167 | 0.493354 |
58 | 0.000647 | 0.005 | 0.498025 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.189137 | 1.4528 | 0.07579 |
2 | -0.255096 | -1.9594 | 0.027396 |
3 | -0.278787 | -2.1414 | 0.018191 |
4 | -0.234411 | -1.8005 | 0.038443 |
5 | 0.115066 | 0.8838 | 0.190184 |
6 | -0.016431 | -0.1262 | 0.449997 |
7 | -0.12097 | -0.9292 | 0.178289 |
8 | -0.159264 | -1.2233 | 0.113034 |
9 | -0.059317 | -0.4556 | 0.325166 |
10 | -0.085273 | -0.655 | 0.257509 |
11 | -0.039395 | -0.3026 | 0.38163 |
12 | 0.412801 | 3.1708 | 0.001206 |
13 | -0.210343 | -1.6157 | 0.05575 |
14 | 0.069266 | 0.532 | 0.298348 |
15 | 0.061107 | 0.4694 | 0.320268 |
16 | -0.014594 | -0.1121 | 0.455562 |
17 | -0.02468 | -0.1896 | 0.425147 |
18 | -0.065955 | -0.5066 | 0.307159 |
19 | -0.056493 | -0.4339 | 0.332962 |
20 | 0.101235 | 0.7776 | 0.219955 |
21 | -0.053884 | -0.4139 | 0.340228 |
22 | -0.139134 | -1.0687 | 0.144778 |
23 | -0.026165 | -0.201 | 0.420705 |
24 | -0.100367 | -0.7709 | 0.221911 |
25 | 0.032223 | 0.2475 | 0.402688 |
26 | -0.044826 | -0.3443 | 0.365916 |
27 | 0.010217 | 0.0785 | 0.468856 |
28 | 0.046551 | 0.3576 | 0.360972 |
29 | -0.167146 | -1.2839 | 0.102103 |
30 | -0.106472 | -0.8178 | 0.208374 |
31 | -0.042097 | -0.3234 | 0.373785 |
32 | -0.02904 | -0.2231 | 0.412129 |
33 | -0.031675 | -0.2433 | 0.404308 |
34 | -0.062042 | -0.4766 | 0.317721 |
35 | 0.074445 | 0.5718 | 0.284807 |
36 | 0.081348 | 0.6248 | 0.26724 |
37 | -0.126637 | -0.9727 | 0.167332 |
38 | 0.009992 | 0.0768 | 0.46954 |
39 | 0.071791 | 0.5514 | 0.291707 |
40 | -0.075125 | -0.577 | 0.283051 |
41 | 0.016833 | 0.1293 | 0.448783 |
42 | -0.015304 | -0.1176 | 0.453411 |
43 | 0.021072 | 0.1619 | 0.435985 |
44 | -0.038878 | -0.2986 | 0.383137 |
45 | 0.039128 | 0.3005 | 0.382409 |
46 | 0.021645 | 0.1663 | 0.434262 |
47 | -0.036468 | -0.2801 | 0.390184 |
48 | -0.063107 | -0.4847 | 0.31483 |
49 | 0.03934 | 0.3022 | 0.38179 |
50 | -0.136342 | -1.0473 | 0.149625 |
51 | -0.03102 | -0.2383 | 0.406249 |
52 | -0.015029 | -0.1154 | 0.454243 |
53 | -0.040465 | -0.3108 | 0.378518 |
54 | 0.077356 | 0.5942 | 0.27733 |
55 | -0.013971 | -0.1073 | 0.457453 |
56 | -0.082249 | -0.6318 | 0.264991 |
57 | -0.051794 | -0.3978 | 0.346093 |
58 | 0.022013 | 0.1691 | 0.433154 |
59 | NA | NA | NA |
60 | NA | NA | NA |