Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.258569 | 1.9861 | 0.025837 |
2 | -0.26014 | -1.9982 | 0.025157 |
3 | -0.315995 | -2.4272 | 0.009144 |
4 | -0.20009 | -1.5369 | 0.06483 |
5 | 0.083062 | 0.638 | 0.262968 |
6 | 0.221979 | 1.7051 | 0.046723 |
7 | 0.082425 | 0.6331 | 0.264552 |
8 | -0.185404 | -1.4241 | 0.079841 |
9 | -0.2804 | -2.1538 | 0.017677 |
10 | -0.233626 | -1.7945 | 0.038927 |
11 | 0.229935 | 1.7662 | 0.041271 |
12 | 0.727866 | 5.5908 | 0 |
13 | 0.141973 | 1.0905 | 0.139959 |
14 | -0.25314 | -1.9444 | 0.02831 |
15 | -0.288548 | -2.2164 | 0.015267 |
16 | -0.195363 | -1.5006 | 0.069394 |
17 | 0.048056 | 0.3691 | 0.356678 |
18 | 0.154901 | 1.1898 | 0.119442 |
19 | 0.048411 | 0.3719 | 0.355667 |
20 | -0.184318 | -1.4158 | 0.081049 |
21 | -0.245161 | -1.8831 | 0.032308 |
22 | -0.174387 | -1.3395 | 0.092774 |
23 | 0.181241 | 1.3921 | 0.084553 |
24 | 0.51018 | 3.9188 | 0.000117 |
25 | 0.064687 | 0.4969 | 0.310562 |
26 | -0.221108 | -1.6984 | 0.047354 |
27 | -0.209143 | -1.6065 | 0.056757 |
28 | -0.124296 | -0.9547 | 0.171804 |
29 | 0.044796 | 0.3441 | 0.366003 |
30 | 0.09544 | 0.7331 | 0.233204 |
31 | 0.027806 | 0.2136 | 0.415805 |
32 | -0.134783 | -1.0353 | 0.15238 |
33 | -0.155238 | -1.1924 | 0.118938 |
34 | -0.075553 | -0.5803 | 0.281949 |
35 | 0.150745 | 1.1579 | 0.125786 |
36 | 0.311566 | 2.3932 | 0.009952 |
37 | 0.055207 | 0.4241 | 0.336534 |
38 | -0.113874 | -0.8747 | 0.192646 |
39 | -0.132907 | -1.0209 | 0.155739 |
40 | -0.057174 | -0.4392 | 0.331073 |
41 | 0.032426 | 0.2491 | 0.402088 |
42 | 0.049832 | 0.3828 | 0.351633 |
43 | 0.032613 | 0.2505 | 0.401532 |
44 | -0.038311 | -0.2943 | 0.384791 |
45 | -0.055675 | -0.4276 | 0.335232 |
46 | -0.031078 | -0.2387 | 0.406078 |
47 | 0.069736 | 0.5357 | 0.297106 |
48 | 0.155046 | 1.1909 | 0.119225 |
49 | 0.033272 | 0.2556 | 0.399587 |
50 | -0.063037 | -0.4842 | 0.31502 |
51 | -0.077494 | -0.5952 | 0.276979 |
52 | -0.027129 | -0.2084 | 0.417826 |
53 | 0.003588 | 0.0276 | 0.489053 |
54 | 0.003775 | 0.029 | 0.488482 |
55 | 0.005506 | 0.0423 | 0.483205 |
56 | 0.004784 | 0.0367 | 0.485407 |
57 | 0.003061 | 0.0235 | 0.49066 |
58 | 0.000886 | 0.0068 | 0.497296 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.258569 | 1.9861 | 0.025837 |
2 | -0.350426 | -2.6917 | 0.004618 |
3 | -0.164376 | -1.2626 | 0.105851 |
4 | -0.177891 | -1.3664 | 0.088498 |
5 | 0.056032 | 0.4304 | 0.334239 |
6 | 0.048817 | 0.375 | 0.354514 |
7 | -0.032485 | -0.2495 | 0.401912 |
8 | -0.168886 | -1.2972 | 0.099799 |
9 | -0.156861 | -1.2049 | 0.116532 |
10 | -0.243947 | -1.8738 | 0.032957 |
11 | 0.219212 | 1.6838 | 0.048752 |
12 | 0.586388 | 4.5041 | 1.6e-05 |
13 | -0.236443 | -1.8162 | 0.037214 |
14 | 0.059253 | 0.4551 | 0.325341 |
15 | 0.001969 | 0.0151 | 0.493993 |
16 | -0.070236 | -0.5395 | 0.295789 |
17 | -0.091399 | -0.702 | 0.242706 |
18 | -0.126583 | -0.9723 | 0.167434 |
19 | -0.046404 | -0.3564 | 0.361392 |
20 | -0.102803 | -0.7896 | 0.216448 |
21 | -0.039262 | -0.3016 | 0.382018 |
22 | -0.00369 | -0.0283 | 0.48874 |
23 | -0.121636 | -0.9343 | 0.176977 |
24 | -0.050572 | -0.3885 | 0.349541 |
25 | -0.048388 | -0.3717 | 0.355734 |
26 | -0.050019 | -0.3842 | 0.351104 |
27 | 0.02984 | 0.2292 | 0.409752 |
28 | 0.004511 | 0.0347 | 0.486237 |
29 | -0.035514 | -0.2728 | 0.392985 |
30 | -0.076601 | -0.5884 | 0.27926 |
31 | -0.011507 | -0.0884 | 0.464936 |
32 | 0.011214 | 0.0861 | 0.465826 |
33 | -0.009126 | -0.0701 | 0.472176 |
34 | 0.022398 | 0.172 | 0.431997 |
35 | -0.054236 | -0.4166 | 0.339244 |
36 | -0.137284 | -1.0545 | 0.147977 |
37 | 0.124173 | 0.9538 | 0.172041 |
38 | 0.02705 | 0.2078 | 0.418059 |
39 | -0.099802 | -0.7666 | 0.223191 |
40 | 0.03459 | 0.2657 | 0.395702 |
41 | -0.041966 | -0.3223 | 0.374164 |
42 | -0.007297 | -0.056 | 0.477747 |
43 | 0.010897 | 0.0837 | 0.46679 |
44 | 0.099495 | 0.7642 | 0.223886 |
45 | 0.00661 | 0.0508 | 0.47984 |
46 | -0.084772 | -0.6511 | 0.25874 |
47 | -0.007597 | -0.0584 | 0.476832 |
48 | -0.00577 | -0.0443 | 0.482399 |
49 | -0.087214 | -0.6699 | 0.252767 |
50 | -0.041052 | -0.3153 | 0.376814 |
51 | -0.024511 | -0.1883 | 0.425654 |
52 | -0.061242 | -0.4704 | 0.319899 |
53 | 0.00476 | 0.0366 | 0.485478 |
54 | 0.013529 | 0.1039 | 0.458794 |
55 | -0.079152 | -0.608 | 0.272768 |
56 | -0.03732 | -0.2867 | 0.387687 |
57 | 0.015225 | 0.1169 | 0.453651 |
58 | 0.032708 | 0.2512 | 0.401252 |
59 | NA | NA | NA |
60 | NA | NA | NA |