Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.387107 | 2.9481 | 0.0023 |
2 | 0.218875 | 1.6669 | 0.050463 |
3 | 0.320872 | 2.4437 | 0.008801 |
4 | 0.076446 | 0.5822 | 0.281345 |
5 | 0.214129 | 1.6308 | 0.05418 |
6 | 0.298616 | 2.2742 | 0.013335 |
7 | 0.145952 | 1.1115 | 0.135462 |
8 | 0.333951 | 2.5433 | 0.006835 |
9 | 0.249593 | 1.9008 | 0.031148 |
10 | 0.10252 | 0.7808 | 0.219057 |
11 | 0.160311 | 1.2209 | 0.113534 |
12 | -0.072619 | -0.5531 | 0.291177 |
13 | -0.106655 | -0.8123 | 0.209981 |
14 | 0.139823 | 1.0649 | 0.145677 |
15 | 0.071749 | 0.5464 | 0.293435 |
16 | -0.019071 | -0.1452 | 0.442512 |
17 | 0.090929 | 0.6925 | 0.245694 |
18 | 0.029197 | 0.2224 | 0.412409 |
19 | -0.070134 | -0.5341 | 0.297649 |
20 | 0.011434 | 0.0871 | 0.465455 |
21 | -0.082271 | -0.6266 | 0.266703 |
22 | -0.141426 | -1.0771 | 0.142955 |
23 | -0.089439 | -0.6811 | 0.249244 |
24 | -0.231911 | -1.7662 | 0.041314 |
25 | -0.121553 | -0.9257 | 0.179213 |
26 | -0.120291 | -0.9161 | 0.181701 |
27 | -0.178938 | -1.3628 | 0.089114 |
28 | -0.047274 | -0.36 | 0.360068 |
29 | -0.080777 | -0.6152 | 0.270421 |
30 | -0.240257 | -1.8297 | 0.036215 |
31 | -0.193563 | -1.4741 | 0.072927 |
32 | -0.261882 | -1.9944 | 0.025406 |
33 | -0.198104 | -1.5087 | 0.0684 |
34 | -0.080788 | -0.6153 | 0.270393 |
35 | -0.099017 | -0.7541 | 0.226923 |
36 | -0.055934 | -0.426 | 0.335849 |
37 | -0.031352 | -0.2388 | 0.406062 |
38 | -0.085377 | -0.6502 | 0.259062 |
39 | -0.09988 | -0.7607 | 0.22497 |
40 | -0.167884 | -1.2786 | 0.103071 |
41 | -0.120809 | -0.9201 | 0.180678 |
42 | -0.052118 | -0.3969 | 0.346443 |
43 | -0.003127 | -0.0238 | 0.49054 |
44 | -0.003923 | -0.0299 | 0.488133 |
45 | -0.021868 | -0.1665 | 0.434156 |
46 | -0.062904 | -0.4791 | 0.316849 |
47 | -0.058232 | -0.4435 | 0.329535 |
48 | -0.090522 | -0.6894 | 0.246662 |
49 | -0.072913 | -0.5553 | 0.290415 |
50 | 0.003781 | 0.0288 | 0.488565 |
51 | 0.007174 | 0.0546 | 0.478307 |
52 | 0.024998 | 0.1904 | 0.424839 |
53 | -0.010324 | -0.0786 | 0.468802 |
54 | -0.013603 | -0.1036 | 0.458922 |
55 | -0.007627 | -0.0581 | 0.47694 |
56 | 0.008161 | 0.0622 | 0.475328 |
57 | -0.001251 | -0.0095 | 0.496217 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.387107 | 2.9481 | 0.0023 |
2 | 0.081189 | 0.6183 | 0.269394 |
3 | 0.250542 | 1.9081 | 0.030668 |
4 | -0.159698 | -1.2162 | 0.114413 |
5 | 0.238085 | 1.8132 | 0.037488 |
6 | 0.110512 | 0.8416 | 0.201725 |
7 | 0.018439 | 0.1404 | 0.444406 |
8 | 0.226295 | 1.7234 | 0.045071 |
9 | -0.021546 | -0.1641 | 0.435116 |
10 | -0.002356 | -0.0179 | 0.492872 |
11 | -0.056377 | -0.4294 | 0.334629 |
12 | -0.232899 | -1.7737 | 0.040681 |
13 | -0.106979 | -0.8147 | 0.20928 |
14 | 0.111318 | 0.8478 | 0.200025 |
15 | 0.044138 | 0.3361 | 0.368986 |
16 | -0.160923 | -1.2256 | 0.11266 |
17 | 0.063735 | 0.4854 | 0.314612 |
18 | 0.094073 | 0.7164 | 0.238297 |
19 | -0.108359 | -0.8252 | 0.20631 |
20 | 0.081835 | 0.6232 | 0.267787 |
21 | -0.023417 | -0.1783 | 0.429539 |
22 | -0.118905 | -0.9056 | 0.184459 |
23 | -0.109379 | -0.833 | 0.20413 |
24 | -0.220732 | -1.681 | 0.049066 |
25 | 0.010819 | 0.0824 | 0.467308 |
26 | -0.126788 | -0.9656 | 0.16913 |
27 | 0.137858 | 1.0499 | 0.14906 |
28 | 0.015358 | 0.117 | 0.453645 |
29 | 0.031936 | 0.2432 | 0.404347 |
30 | -0.016322 | -0.1243 | 0.450753 |
31 | -0.090842 | -0.6918 | 0.245902 |
32 | -0.073099 | -0.5567 | 0.289934 |
33 | 0.092406 | 0.7037 | 0.242205 |
34 | 0.027301 | 0.2079 | 0.41801 |
35 | -0.018696 | -0.1424 | 0.443636 |
36 | -0.041248 | -0.3141 | 0.377273 |
37 | 0.063143 | 0.4809 | 0.316205 |
38 | 0.019573 | 0.1491 | 0.44101 |
39 | -0.00466 | -0.0355 | 0.485905 |
40 | -0.037876 | -0.2885 | 0.387014 |
41 | 0.084127 | 0.6407 | 0.262124 |
42 | -0.027321 | -0.2081 | 0.417952 |
43 | -0.031448 | -0.2395 | 0.405781 |
44 | -0.062264 | -0.4742 | 0.318573 |
45 | -0.016917 | -0.1288 | 0.448968 |
46 | -0.059098 | -0.4501 | 0.327167 |
47 | 0.01326 | 0.101 | 0.459954 |
48 | -0.130643 | -0.9949 | 0.161948 |
49 | 0.028768 | 0.2191 | 0.413673 |
50 | 0.093254 | 0.7102 | 0.240213 |
51 | 0.007201 | 0.0548 | 0.478227 |
52 | -0.016639 | -0.1267 | 0.4498 |
53 | -0.050838 | -0.3872 | 0.350023 |
54 | 0.030874 | 0.2351 | 0.407468 |
55 | -0.068582 | -0.5223 | 0.301724 |
56 | -0.043956 | -0.3348 | 0.369508 |
57 | 0.001135 | 0.0086 | 0.496567 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |