Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.218104 | 1.6894 | 0.048164 |
2 | 0.210878 | 1.6335 | 0.053805 |
3 | 0.174644 | 1.3528 | 0.0906 |
4 | 0.31971 | 2.4765 | 0.008053 |
5 | -0.036778 | -0.2849 | 0.388358 |
6 | 0.061927 | 0.4797 | 0.316598 |
7 | 0.103134 | 0.7989 | 0.213758 |
8 | -0.037995 | -0.2943 | 0.384768 |
9 | -0.221989 | -1.7195 | 0.045337 |
10 | -0.166926 | -1.293 | 0.100484 |
11 | 0.034473 | 0.267 | 0.395182 |
12 | -0.418752 | -3.2436 | 0.000965 |
13 | -0.280031 | -2.1691 | 0.017024 |
14 | -0.14662 | -1.1357 | 0.130296 |
15 | 0.019555 | 0.1515 | 0.440057 |
16 | -0.216757 | -1.679 | 0.049177 |
17 | -0.056151 | -0.4349 | 0.332581 |
18 | -0.030096 | -0.2331 | 0.40823 |
19 | -0.033825 | -0.262 | 0.397105 |
20 | -0.121471 | -0.9409 | 0.175262 |
21 | 0.001968 | 0.0152 | 0.493943 |
22 | 0.143667 | 1.1128 | 0.135107 |
23 | -0.015721 | -0.1218 | 0.451741 |
24 | -0.068402 | -0.5298 | 0.299089 |
25 | 0.097384 | 0.7543 | 0.2268 |
26 | 0.075265 | 0.583 | 0.281038 |
27 | -0.04864 | -0.3768 | 0.353838 |
28 | 0.038798 | 0.3005 | 0.382406 |
29 | 0.085833 | 0.6649 | 0.254345 |
30 | 0.048045 | 0.3722 | 0.355546 |
31 | -0.059026 | -0.4572 | 0.324584 |
32 | 0.070241 | 0.5441 | 0.2942 |
33 | 0.114944 | 0.8904 | 0.188416 |
34 | -0.000544 | -0.0042 | 0.498326 |
35 | -0.10619 | -0.8225 | 0.207012 |
36 | 0.081611 | 0.6322 | 0.264843 |
37 | -0.023517 | -0.1822 | 0.428034 |
38 | -0.041751 | -0.3234 | 0.373758 |
39 | 0.001528 | 0.0118 | 0.495298 |
40 | 0.033023 | 0.2558 | 0.399493 |
41 | -0.098653 | -0.7642 | 0.223882 |
42 | -0.083605 | -0.6476 | 0.259856 |
43 | -0.038125 | -0.2953 | 0.384387 |
44 | 0.000104 | 8e-04 | 0.499681 |
45 | -0.064621 | -0.5005 | 0.30926 |
46 | -0.093991 | -0.7281 | 0.234707 |
47 | 0.038125 | 0.2953 | 0.384387 |
48 | -0.028412 | -0.2201 | 0.413278 |
49 | 0.000104 | 8e-04 | 0.499681 |
50 | 0.026677 | 0.2066 | 0.418496 |
51 | -0.009557 | -0.074 | 0.470617 |
52 | -0.043331 | -0.3356 | 0.369157 |
53 | 0.03569 | 0.2765 | 0.391574 |
54 | 0.040637 | 0.3148 | 0.377013 |
55 | 0.04157 | 0.322 | 0.374287 |
56 | -0.008003 | -0.062 | 0.475388 |
57 | -0.016395 | -0.127 | 0.449685 |
58 | 0.001761 | 0.0136 | 0.49458 |
59 | -0.003522 | -0.0273 | 0.489162 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.218104 | 1.6894 | 0.048164 |
2 | 0.171465 | 1.3282 | 0.094577 |
3 | 0.107244 | 0.8307 | 0.204716 |
4 | 0.258154 | 1.9997 | 0.025036 |
5 | -0.198862 | -1.5404 | 0.064363 |
6 | -0.004273 | -0.0331 | 0.486851 |
7 | 0.074472 | 0.5769 | 0.283096 |
8 | -0.15811 | -1.2247 | 0.112734 |
9 | -0.181622 | -1.4068 | 0.082317 |
10 | -0.143872 | -1.1144 | 0.134771 |
11 | 0.149462 | 1.1577 | 0.125782 |
12 | -0.391856 | -3.0353 | 0.001775 |
13 | -0.082325 | -0.6377 | 0.263051 |
14 | 0.079763 | 0.6178 | 0.26951 |
15 | 0.129796 | 1.0054 | 0.159372 |
16 | 0.083592 | 0.6475 | 0.259888 |
17 | -0.064217 | -0.4974 | 0.310354 |
18 | -0.02985 | -0.2312 | 0.408967 |
19 | -0.015448 | -0.1197 | 0.452576 |
20 | -0.039075 | -0.3027 | 0.381593 |
21 | -0.149572 | -1.1586 | 0.12561 |
22 | 0.019707 | 0.1526 | 0.439594 |
23 | 0.075132 | 0.582 | 0.281383 |
24 | -0.23071 | -1.7871 | 0.039489 |
25 | 0.035717 | 0.2767 | 0.391496 |
26 | -0.053277 | -0.4127 | 0.340656 |
27 | 0.089615 | 0.6942 | 0.245132 |
28 | 0.104332 | 0.8082 | 0.211098 |
29 | -0.051969 | -0.4026 | 0.344355 |
30 | 0.037421 | 0.2899 | 0.38646 |
31 | -0.086417 | -0.6694 | 0.25291 |
32 | 0.07247 | 0.5613 | 0.288325 |
33 | -0.054018 | -0.4184 | 0.338566 |
34 | -0.004404 | -0.0341 | 0.486451 |
35 | -0.05989 | -0.4639 | 0.322198 |
36 | -0.079764 | -0.6178 | 0.269507 |
37 | -0.040852 | -0.3164 | 0.376383 |
38 | -0.034835 | -0.2698 | 0.394109 |
39 | 0.144229 | 1.1172 | 0.134183 |
40 | -0.046045 | -0.3567 | 0.361299 |
41 | -0.044189 | -0.3423 | 0.366665 |
42 | 0.023567 | 0.1826 | 0.427883 |
43 | -0.105527 | -0.8174 | 0.208464 |
44 | 0.058924 | 0.4564 | 0.324867 |
45 | -0.046398 | -0.3594 | 0.360281 |
46 | 0.012271 | 0.095 | 0.462296 |
47 | -0.029138 | -0.2257 | 0.411102 |
48 | -0.046047 | -0.3567 | 0.361291 |
49 | 0.046161 | 0.3576 | 0.360962 |
50 | -0.021954 | -0.1701 | 0.432769 |
51 | -0.029565 | -0.229 | 0.409819 |
52 | -0.02333 | -0.1807 | 0.428601 |
53 | 0.037901 | 0.2936 | 0.385045 |
54 | -0.011575 | -0.0897 | 0.464428 |
55 | -0.080707 | -0.6252 | 0.267119 |
56 | -0.016236 | -0.1258 | 0.45017 |
57 | -0.0222 | -0.172 | 0.432024 |
58 | -0.013631 | -0.1056 | 0.458133 |
59 | -0.013111 | -0.1016 | 0.459725 |
60 | NA | NA | NA |