Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.24048 | 1.8472 | 0.03487 |
2 | -0.253569 | -1.9477 | 0.028107 |
3 | -0.271351 | -2.0843 | 0.020736 |
4 | -0.173781 | -1.3348 | 0.093529 |
5 | 0.084553 | 0.6495 | 0.259279 |
6 | 0.224878 | 1.7273 | 0.044671 |
7 | 0.087985 | 0.6758 | 0.250895 |
8 | -0.221612 | -1.7022 | 0.046988 |
9 | -0.275659 | -2.1174 | 0.019226 |
10 | -0.219224 | -1.6839 | 0.048743 |
11 | 0.24297 | 1.8663 | 0.033487 |
12 | 0.73257 | 5.627 | 0 |
13 | 0.124695 | 0.9578 | 0.171035 |
14 | -0.249413 | -1.9158 | 0.030121 |
15 | -0.244891 | -1.881 | 0.032452 |
16 | -0.166905 | -1.282 | 0.102425 |
17 | 0.039017 | 0.2997 | 0.38273 |
18 | 0.148568 | 1.1412 | 0.129205 |
19 | 0.039908 | 0.3065 | 0.380136 |
20 | -0.232469 | -1.7856 | 0.03965 |
21 | -0.249982 | -1.9202 | 0.029838 |
22 | -0.167542 | -1.2869 | 0.101575 |
23 | 0.193498 | 1.4863 | 0.071264 |
24 | 0.511704 | 3.9305 | 0.000113 |
25 | 0.050093 | 0.3848 | 0.350896 |
26 | -0.223415 | -1.7161 | 0.045697 |
27 | -0.153089 | -1.1759 | 0.122179 |
28 | -0.105792 | -0.8126 | 0.209856 |
29 | 0.033514 | 0.2574 | 0.398872 |
30 | 0.098042 | 0.7531 | 0.227199 |
31 | 0.026701 | 0.2051 | 0.419102 |
32 | -0.193302 | -1.4848 | 0.071463 |
33 | -0.165037 | -1.2677 | 0.104947 |
34 | -0.064354 | -0.4943 | 0.311461 |
35 | 0.141575 | 1.0875 | 0.140629 |
36 | 0.294181 | 2.2596 | 0.013775 |
37 | 0.038654 | 0.2969 | 0.383791 |
38 | -0.114281 | -0.8778 | 0.191805 |
39 | -0.087873 | -0.675 | 0.251167 |
40 | -0.033213 | -0.2551 | 0.399763 |
41 | 0.032199 | 0.2473 | 0.402758 |
42 | 0.062132 | 0.4772 | 0.317476 |
43 | 0.01941 | 0.1491 | 0.440995 |
44 | -0.083383 | -0.6405 | 0.262172 |
45 | -0.065934 | -0.5064 | 0.307215 |
46 | -0.018748 | -0.144 | 0.442995 |
47 | 0.065792 | 0.5054 | 0.307596 |
48 | 0.141882 | 1.0898 | 0.140112 |
49 | 0.017623 | 0.1354 | 0.446392 |
50 | -0.066472 | -0.5106 | 0.305775 |
51 | -0.037475 | -0.2878 | 0.387235 |
52 | -0.014061 | -0.108 | 0.45718 |
53 | -0.002394 | -0.0184 | 0.492696 |
54 | 0.004844 | 0.0372 | 0.485221 |
55 | -0.006961 | -0.0535 | 0.478769 |
56 | -0.038169 | -0.2932 | 0.385206 |
57 | -0.00963 | -0.074 | 0.470643 |
58 | 0.01251 | 0.0961 | 0.461888 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.24048 | 1.8472 | 0.03487 |
2 | -0.330514 | -2.5387 | 0.006892 |
3 | -0.131948 | -1.0135 | 0.157478 |
4 | -0.169972 | -1.3056 | 0.098382 |
5 | 0.070531 | 0.5418 | 0.295013 |
6 | 0.079836 | 0.6132 | 0.271041 |
7 | -0.005163 | -0.0397 | 0.484249 |
8 | -0.204601 | -1.5716 | 0.060699 |
9 | -0.121931 | -0.9366 | 0.176399 |
10 | -0.24529 | -1.8841 | 0.03224 |
11 | 0.253804 | 1.9495 | 0.027996 |
12 | 0.597618 | 4.5904 | 1.2e-05 |
13 | -0.191436 | -1.4704 | 0.073377 |
14 | 0.059171 | 0.4545 | 0.325568 |
15 | -0.019912 | -0.153 | 0.43948 |
16 | -0.103579 | -0.7956 | 0.214725 |
17 | -0.087362 | -0.671 | 0.252408 |
18 | -0.172965 | -1.3286 | 0.094553 |
19 | -0.05221 | -0.401 | 0.344922 |
20 | -0.035598 | -0.2734 | 0.392737 |
21 | -0.02674 | -0.2054 | 0.418986 |
22 | -0.011909 | -0.0915 | 0.463713 |
23 | -0.107881 | -0.8287 | 0.205321 |
24 | -0.042903 | -0.3295 | 0.371455 |
25 | -0.045142 | -0.3467 | 0.365009 |
26 | -0.072928 | -0.5602 | 0.288741 |
27 | 0.105206 | 0.8081 | 0.211138 |
28 | -0.020181 | -0.155 | 0.438669 |
29 | 0.02882 | 0.2214 | 0.412783 |
30 | -0.034198 | -0.2627 | 0.396855 |
31 | 0.002662 | 0.0204 | 0.491879 |
32 | -0.008703 | -0.0669 | 0.473462 |
33 | 0.023126 | 0.1776 | 0.429809 |
34 | 0.038659 | 0.2969 | 0.383777 |
35 | -0.08653 | -0.6646 | 0.254433 |
36 | -0.161232 | -1.2384 | 0.110227 |
37 | 0.120207 | 0.9233 | 0.179798 |
38 | -2.6e-05 | -2e-04 | 0.499921 |
39 | -0.093056 | -0.7148 | 0.238782 |
40 | 0.078557 | 0.6034 | 0.274275 |
41 | -0.053609 | -0.4118 | 0.340997 |
42 | 0.039554 | 0.3038 | 0.381167 |
43 | -0.008993 | -0.0691 | 0.472581 |
44 | 0.110043 | 0.8453 | 0.200691 |
45 | 0.016668 | 0.128 | 0.449281 |
46 | -0.046516 | -0.3573 | 0.361073 |
47 | 0.015355 | 0.1179 | 0.453255 |
48 | -0.027595 | -0.212 | 0.416433 |
49 | -0.079807 | -0.613 | 0.271113 |
50 | -0.026756 | -0.2055 | 0.418938 |
51 | -0.047335 | -0.3636 | 0.358733 |
52 | -0.056369 | -0.433 | 0.333305 |
53 | -0.007249 | -0.0557 | 0.477893 |
54 | -0.051106 | -0.3926 | 0.348032 |
55 | -0.039865 | -0.3062 | 0.380263 |
56 | -0.088689 | -0.6812 | 0.249194 |
57 | 0.021139 | 0.1624 | 0.435783 |
58 | 0.0106 | 0.0814 | 0.467691 |
59 | NA | NA | NA |
60 | NA | NA | NA |