Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.28833 | 2.2147 | 0.015327 |
2 | 0.075299 | 0.5784 | 0.282603 |
3 | 0.21863 | 1.6793 | 0.049188 |
4 | 0.232184 | 1.7834 | 0.039829 |
5 | 0.255974 | 1.9662 | 0.026995 |
6 | -0.027258 | -0.2094 | 0.417438 |
7 | -0.045959 | -0.353 | 0.362667 |
8 | 0.143323 | 1.1009 | 0.137709 |
9 | 0.027587 | 0.2119 | 0.416459 |
10 | -0.16052 | -1.233 | 0.111236 |
11 | 0.123461 | 0.9483 | 0.173417 |
12 | -0.011932 | -0.0917 | 0.463643 |
13 | -0.041828 | -0.3213 | 0.374565 |
14 | 0.053236 | 0.4089 | 0.342041 |
15 | -0.057868 | -0.4445 | 0.329155 |
16 | 0.04131 | 0.3173 | 0.376064 |
17 | -0.126301 | -0.9701 | 0.167969 |
18 | -0.174561 | -1.3408 | 0.092558 |
19 | 0.017571 | 0.135 | 0.44655 |
20 | -0.096099 | -0.7382 | 0.231674 |
21 | -0.172927 | -1.3283 | 0.0946 |
22 | -0.180754 | -1.3884 | 0.085118 |
23 | -0.162856 | -1.2509 | 0.10795 |
24 | -0.119038 | -0.9143 | 0.182128 |
25 | -0.070054 | -0.5381 | 0.296268 |
26 | -0.12236 | -0.9399 | 0.17556 |
27 | -0.029344 | -0.2254 | 0.411224 |
28 | 0.052211 | 0.401 | 0.344921 |
29 | -0.03703 | -0.2844 | 0.388538 |
30 | -0.040484 | -0.311 | 0.378461 |
31 | -0.081034 | -0.6224 | 0.268028 |
32 | -0.020416 | -0.1568 | 0.437961 |
33 | -0.041045 | -0.3153 | 0.376835 |
34 | -0.089893 | -0.6905 | 0.2463 |
35 | -0.114029 | -0.8759 | 0.192326 |
36 | -0.044053 | -0.3384 | 0.368141 |
37 | -0.006936 | -0.0533 | 0.478847 |
38 | -0.031991 | -0.2457 | 0.403373 |
39 | -0.053269 | -0.4092 | 0.34195 |
40 | -0.046688 | -0.3586 | 0.360581 |
41 | 0.011452 | 0.088 | 0.465102 |
42 | 0.014646 | 0.1125 | 0.455405 |
43 | 0.023407 | 0.1798 | 0.428967 |
44 | -0.006825 | -0.0524 | 0.479184 |
45 | 0.003889 | 0.0299 | 0.488136 |
46 | 0.012314 | 0.0946 | 0.462481 |
47 | 0.001708 | 0.0131 | 0.494789 |
48 | 0.007335 | 0.0563 | 0.47763 |
49 | 0.014267 | 0.1096 | 0.456553 |
50 | 0.023042 | 0.177 | 0.430061 |
51 | 0.016546 | 0.1271 | 0.44965 |
52 | 0.005606 | 0.0431 | 0.482899 |
53 | 0.004948 | 0.038 | 0.484906 |
54 | 0.018955 | 0.1456 | 0.442367 |
55 | 0.017709 | 0.136 | 0.446132 |
56 | 0.009158 | 0.0703 | 0.47208 |
57 | 0.000612 | 0.0047 | 0.498133 |
58 | -0.001358 | -0.0104 | 0.495857 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.28833 | 2.2147 | 0.015327 |
2 | -0.008545 | -0.0656 | 0.473944 |
3 | 0.217275 | 1.6689 | 0.050216 |
4 | 0.127021 | 0.9757 | 0.166606 |
5 | 0.183771 | 1.4116 | 0.081664 |
6 | -0.201929 | -1.551 | 0.06312 |
7 | -0.054693 | -0.4201 | 0.337968 |
8 | 0.072196 | 0.5545 | 0.290651 |
9 | -0.062619 | -0.481 | 0.316154 |
10 | -0.172829 | -1.3275 | 0.094725 |
11 | 0.303653 | 2.3324 | 0.011556 |
12 | -0.17579 | -1.3503 | 0.091044 |
13 | 0.014487 | 0.1113 | 0.455887 |
14 | 0.109795 | 0.8434 | 0.201218 |
15 | -0.055905 | -0.4294 | 0.334592 |
16 | -0.088075 | -0.6765 | 0.250678 |
17 | -0.098264 | -0.7548 | 0.226691 |
18 | -0.061399 | -0.4716 | 0.31947 |
19 | -0.007782 | -0.0598 | 0.476269 |
20 | -0.087373 | -0.6711 | 0.252381 |
21 | 0.056539 | 0.4343 | 0.332833 |
22 | -0.204513 | -1.5709 | 0.060778 |
23 | -0.003873 | -0.0297 | 0.488184 |
24 | -0.044682 | -0.3432 | 0.366331 |
25 | 0.050161 | 0.3853 | 0.350703 |
26 | 0.011482 | 0.0882 | 0.465009 |
27 | 0.054821 | 0.4211 | 0.337611 |
28 | 0.108125 | 0.8305 | 0.204796 |
29 | -0.020348 | -0.1563 | 0.438167 |
30 | -0.161084 | -1.2373 | 0.110436 |
31 | 0.009656 | 0.0742 | 0.470564 |
32 | -0.082673 | -0.635 | 0.263934 |
33 | -0.085754 | -0.6587 | 0.256328 |
34 | 0.007426 | 0.057 | 0.477352 |
35 | -0.039184 | -0.301 | 0.382246 |
36 | 0.027114 | 0.2083 | 0.41787 |
37 | 0.037237 | 0.286 | 0.387931 |
38 | 0.070512 | 0.5416 | 0.295063 |
39 | -0.137083 | -1.053 | 0.148328 |
40 | -0.066836 | -0.5134 | 0.304801 |
41 | 0.01208 | 0.0928 | 0.463193 |
42 | -0.048672 | -0.3739 | 0.354926 |
43 | 0.018543 | 0.1424 | 0.443612 |
44 | 0.016206 | 0.1245 | 0.450679 |
45 | -0.021751 | -0.1671 | 0.433943 |
46 | -0.008599 | -0.0661 | 0.47378 |
47 | -0.048054 | -0.3691 | 0.356685 |
48 | 0.011635 | 0.0894 | 0.464546 |
49 | 0.020766 | 0.1595 | 0.436907 |
50 | 0.041888 | 0.3217 | 0.374391 |
51 | 0.016278 | 0.125 | 0.450462 |
52 | -0.034768 | -0.2671 | 0.395177 |
53 | -0.049124 | -0.3773 | 0.353642 |
54 | -0.038855 | -0.2985 | 0.383204 |
55 | -0.038756 | -0.2977 | 0.383491 |
56 | -0.054491 | -0.4186 | 0.338532 |
57 | -0.089944 | -0.6909 | 0.246176 |
58 | 0.06285 | 0.4828 | 0.315526 |
59 | NA | NA | NA |
60 | NA | NA | NA |