Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.338087 | 2.6188 | 0.005578 |
2 | -0.295585 | -2.2896 | 0.012789 |
3 | -0.525179 | -4.068 | 7e-05 |
4 | -0.352056 | -2.727 | 0.004184 |
5 | 0.144597 | 1.12 | 0.133579 |
6 | 0.53455 | 4.1406 | 5.5e-05 |
7 | 0.35274 | 2.7323 | 0.004125 |
8 | -0.057328 | -0.4441 | 0.329299 |
9 | -0.337762 | -2.6163 | 0.005615 |
10 | -0.319812 | -2.4773 | 0.008037 |
11 | -0.014082 | -0.1091 | 0.456753 |
12 | 0.363424 | 2.8151 | 0.003294 |
13 | 0.082846 | 0.6417 | 0.261748 |
14 | -0.06568 | -0.5088 | 0.306396 |
15 | -0.078723 | -0.6098 | 0.272154 |
16 | -0.088736 | -0.6873 | 0.247258 |
17 | -0.004284 | -0.0332 | 0.486818 |
18 | 0.093299 | 0.7227 | 0.236338 |
19 | 0.025063 | 0.1941 | 0.423361 |
20 | -0.053174 | -0.4119 | 0.340947 |
21 | -0.061141 | -0.4736 | 0.318754 |
22 | -0.057299 | -0.4438 | 0.329379 |
23 | 0.043672 | 0.3383 | 0.368167 |
24 | 0.162875 | 1.2616 | 0.105984 |
25 | -0.107472 | -0.8325 | 0.20422 |
26 | -0.142776 | -1.1059 | 0.136584 |
27 | -0.072378 | -0.5606 | 0.288567 |
28 | -0.014652 | -0.1135 | 0.455008 |
29 | 0.082919 | 0.6423 | 0.261567 |
30 | 0.129292 | 1.0015 | 0.160306 |
31 | 0.039005 | 0.3021 | 0.381799 |
32 | -0.119974 | -0.9293 | 0.178226 |
33 | -0.168425 | -1.3046 | 0.098503 |
34 | 0.005163 | 0.04 | 0.484115 |
35 | 0.170687 | 1.3221 | 0.09557 |
36 | 0.234147 | 1.8137 | 0.037363 |
37 | -0.023159 | -0.1794 | 0.429119 |
38 | -0.177244 | -1.3729 | 0.087442 |
39 | -0.192009 | -1.4873 | 0.071087 |
40 | -0.036799 | -0.285 | 0.388296 |
41 | 0.162749 | 1.2607 | 0.106157 |
42 | 0.266809 | 2.0667 | 0.021543 |
43 | 0.072279 | 0.5599 | 0.288825 |
44 | -0.190231 | -1.4735 | 0.072918 |
45 | -0.260447 | -2.0174 | 0.024066 |
46 | -0.062972 | -0.4878 | 0.313742 |
47 | 0.134385 | 1.0409 | 0.151039 |
48 | 0.207473 | 1.6071 | 0.056644 |
49 | 0.048393 | 0.3749 | 0.354547 |
50 | -0.104083 | -0.8062 | 0.211649 |
51 | -0.147456 | -1.1422 | 0.128956 |
52 | -0.061849 | -0.4791 | 0.316811 |
53 | 0.027369 | 0.212 | 0.416414 |
54 | 0.0838 | 0.6491 | 0.259371 |
55 | 0.045124 | 0.3495 | 0.363959 |
56 | -0.060884 | -0.4716 | 0.31946 |
57 | -0.080072 | -0.6202 | 0.268726 |
58 | -0.017581 | -0.1362 | 0.446067 |
59 | 0.000555 | 0.0043 | 0.498293 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.338087 | 2.6188 | 0.005578 |
2 | -0.462786 | -3.5847 | 0.000339 |
3 | -0.319732 | -2.4766 | 0.00805 |
4 | -0.24325 | -1.8842 | 0.032192 |
5 | 0.090088 | 0.6978 | 0.243994 |
6 | 0.259632 | 2.0111 | 0.024407 |
7 | 0.04387 | 0.3398 | 0.367591 |
8 | 0.075113 | 0.5818 | 0.281434 |
9 | 0.039098 | 0.3029 | 0.381525 |
10 | 0.001689 | 0.0131 | 0.494803 |
11 | 0.006271 | 0.0486 | 0.48071 |
12 | 0.152725 | 1.183 | 0.120737 |
13 | -0.46302 | -3.5865 | 0.000337 |
14 | 0.119928 | 0.929 | 0.178316 |
15 | 0.076418 | 0.5919 | 0.27806 |
16 | 0.009037 | 0.07 | 0.472215 |
17 | -0.054986 | -0.4259 | 0.335845 |
18 | -0.008136 | -0.063 | 0.474981 |
19 | 0.095564 | 0.7402 | 0.231023 |
20 | -0.019882 | -0.154 | 0.439061 |
21 | -0.0425 | -0.3292 | 0.371574 |
22 | -0.149778 | -1.1602 | 0.125287 |
23 | 0.068071 | 0.5273 | 0.299973 |
24 | 0.0493 | 0.3819 | 0.351952 |
25 | -0.1623 | -1.2572 | 0.106782 |
26 | -0.080311 | -0.6221 | 0.26812 |
27 | -0.094278 | -0.7303 | 0.234031 |
28 | 0.064778 | 0.5018 | 0.308834 |
29 | -0.011388 | -0.0882 | 0.465002 |
30 | -0.026166 | -0.2027 | 0.420035 |
31 | 0.063382 | 0.491 | 0.312626 |
32 | -0.031396 | -0.2432 | 0.404344 |
33 | 3e-05 | 2e-04 | 0.499907 |
34 | 0.243449 | 1.8857 | 0.032086 |
35 | -0.00103 | -0.008 | 0.496831 |
36 | 0.027821 | 0.2155 | 0.415054 |
37 | 0.038657 | 0.2994 | 0.382822 |
38 | -0.100684 | -0.7799 | 0.219259 |
39 | -0.083027 | -0.6431 | 0.261297 |
40 | -0.020185 | -0.1564 | 0.438139 |
41 | -0.044329 | -0.3434 | 0.36626 |
42 | 0.101496 | 0.7862 | 0.217426 |
43 | -0.093199 | -0.7219 | 0.236576 |
44 | 0.048297 | 0.3741 | 0.354821 |
45 | 0.066707 | 0.5167 | 0.303629 |
46 | -0.017598 | -0.1363 | 0.446016 |
47 | -0.028618 | -0.2217 | 0.412662 |
48 | -0.107585 | -0.8333 | 0.203977 |
49 | 0.005242 | 0.0406 | 0.483872 |
50 | -0.072284 | -0.5599 | 0.288813 |
51 | 0.035751 | 0.2769 | 0.391393 |
52 | -0.096745 | -0.7494 | 0.228278 |
53 | -0.033247 | -0.2575 | 0.398827 |
54 | -0.059313 | -0.4594 | 0.323791 |
55 | 0.044456 | 0.3444 | 0.365892 |
56 | 0.004569 | 0.0354 | 0.485944 |
57 | -0.057506 | -0.4454 | 0.328802 |
58 | -0.084703 | -0.6561 | 0.257132 |
59 | 0.069266 | 0.5365 | 0.296788 |
60 | NA | NA | NA |