Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.537847 | 3.7263 | 0.000256 |
2 | -0.08553 | -0.5926 | 0.278126 |
3 | -0.485876 | -3.3662 | 0.000754 |
4 | -0.50964 | -3.5309 | 0.000463 |
5 | -0.152639 | -1.0575 | 0.147785 |
6 | 0.222556 | 1.5419 | 0.064831 |
7 | 0.406781 | 2.8183 | 0.003496 |
8 | 0.281539 | 1.9506 | 0.028481 |
9 | -0.031898 | -0.221 | 0.413017 |
10 | -0.186682 | -1.2934 | 0.101036 |
11 | -0.244558 | -1.6943 | 0.04834 |
12 | -0.245622 | -1.7017 | 0.047639 |
13 | -0.070217 | -0.4865 | 0.314421 |
14 | 0.111648 | 0.7735 | 0.221503 |
15 | 0.139176 | 0.9642 | 0.169879 |
16 | 0.041246 | 0.2858 | 0.388145 |
17 | -0.044554 | -0.3087 | 0.379451 |
18 | -0.083322 | -0.5773 | 0.283227 |
19 | -0.095095 | -0.6588 | 0.256575 |
20 | 0.018178 | 0.1259 | 0.450152 |
21 | 0.111547 | 0.7728 | 0.221709 |
22 | 0.003272 | 0.0227 | 0.491004 |
23 | -0.127139 | -0.8808 | 0.191395 |
24 | -0.154918 | -1.0733 | 0.144251 |
25 | -0.059428 | -0.4117 | 0.341186 |
26 | 0.054031 | 0.3743 | 0.354902 |
27 | 0.072471 | 0.5021 | 0.308949 |
28 | 0.013443 | 0.0931 | 0.463091 |
29 | -0.091472 | -0.6337 | 0.26463 |
30 | -0.151979 | -1.0529 | 0.14882 |
31 | -0.013022 | -0.0902 | 0.464244 |
32 | 0.094233 | 0.6529 | 0.258479 |
33 | 0.104537 | 0.7243 | 0.236213 |
34 | 0.055254 | 0.3828 | 0.351774 |
35 | -0.008353 | -0.0579 | 0.477046 |
36 | -0.019143 | -0.1326 | 0.447521 |
37 | -0.009955 | -0.069 | 0.472649 |
38 | 0.05926 | 0.4106 | 0.34161 |
39 | 0.076359 | 0.529 | 0.299611 |
40 | 0.067755 | 0.4694 | 0.320446 |
41 | 0.041983 | 0.2909 | 0.386203 |
42 | -0.000331 | -0.0023 | 0.49909 |
43 | -0.033415 | -0.2315 | 0.408952 |
44 | -0.066939 | -0.4638 | 0.322456 |
45 | -0.042107 | -0.2917 | 0.385876 |
46 | 0.000627 | 0.0043 | 0.498276 |
47 | 9.2e-05 | 6e-04 | 0.499747 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
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 | 0.537847 | 3.7263 | 0.000256 |
2 | -0.527365 | -3.6537 | 0.000319 |
3 | -0.257227 | -1.7821 | 0.040528 |
4 | -0.13586 | -0.9413 | 0.17564 |
5 | 0.135442 | 0.9384 | 0.176377 |
6 | 0.010811 | 0.0749 | 0.470302 |
7 | 0.101826 | 0.7055 | 0.241964 |
8 | -0.029703 | -0.2058 | 0.418914 |
9 | -0.037326 | -0.2586 | 0.398524 |
10 | 0.162487 | 1.1257 | 0.132936 |
11 | -0.14681 | -1.0171 | 0.157095 |
12 | -0.236373 | -1.6376 | 0.054019 |
13 | 0.068142 | 0.4721 | 0.319497 |
14 | 0.009733 | 0.0674 | 0.473258 |
15 | -0.187752 | -1.3008 | 0.099772 |
16 | -0.101787 | -0.7052 | 0.242046 |
17 | 0.088478 | 0.613 | 0.271386 |
18 | -0.021266 | -0.1473 | 0.441742 |
19 | -0.037494 | -0.2598 | 0.398078 |
20 | 0.155097 | 1.0745 | 0.143976 |
21 | -0.045456 | -0.3149 | 0.37709 |
22 | -0.220166 | -1.5254 | 0.066866 |
23 | 0.003817 | 0.0264 | 0.489506 |
24 | -0.063885 | -0.4426 | 0.330017 |
25 | -0.09467 | -0.6559 | 0.257513 |
26 | -0.03029 | -0.2099 | 0.417336 |
27 | -0.148847 | -1.0312 | 0.153798 |
28 | -0.204894 | -1.4195 | 0.081101 |
29 | 0.045975 | 0.3185 | 0.375734 |
30 | -0.019704 | -0.1365 | 0.445994 |
31 | -0.014861 | -0.103 | 0.459212 |
32 | -0.053143 | -0.3682 | 0.357177 |
33 | 0.070737 | 0.4901 | 0.313155 |
34 | -0.094963 | -0.6579 | 0.256864 |
35 | -0.011475 | -0.0795 | 0.468483 |
36 | 0.075364 | 0.5221 | 0.301987 |
37 | -0.081451 | -0.5643 | 0.287587 |
38 | 0.016156 | 0.1119 | 0.455671 |
39 | -0.051599 | -0.3575 | 0.361146 |
40 | 0.079791 | 0.5528 | 0.291479 |
41 | -0.089416 | -0.6195 | 0.26926 |
42 | -0.009319 | -0.0646 | 0.474396 |
43 | 0.049164 | 0.3406 | 0.367438 |
44 | -0.077362 | -0.536 | 0.297223 |
45 | -0.015592 | -0.108 | 0.457212 |
46 | -0.086949 | -0.6024 | 0.274871 |
47 | -0.113315 | -0.7851 | 0.218136 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |