Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.266037 | 2.0435 | 0.02274 |
2 | -0.157003 | -1.206 | 0.116323 |
3 | -0.350555 | -2.6927 | 0.004606 |
4 | -0.378808 | -2.9097 | 0.002548 |
5 | 0.017372 | 0.1334 | 0.44715 |
6 | 0.15057 | 1.1565 | 0.126059 |
7 | 0.039112 | 0.3004 | 0.382456 |
8 | -0.27721 | -2.1293 | 0.018707 |
9 | -0.231324 | -1.7768 | 0.040375 |
10 | -0.109569 | -0.8416 | 0.2017 |
11 | 0.23656 | 1.8171 | 0.037144 |
12 | 0.736686 | 5.6586 | 0 |
13 | 0.150281 | 1.1543 | 0.126509 |
14 | -0.132324 | -1.0164 | 0.156794 |
15 | -0.254543 | -1.9552 | 0.027652 |
16 | -0.277032 | -2.1279 | 0.018766 |
17 | 0.013327 | 0.1024 | 0.459406 |
18 | 0.131917 | 1.0133 | 0.157534 |
19 | 0.027022 | 0.2076 | 0.418144 |
20 | -0.221696 | -1.7029 | 0.046927 |
21 | -0.209852 | -1.6119 | 0.05616 |
22 | -0.096401 | -0.7405 | 0.230977 |
23 | 0.197224 | 1.5149 | 0.067568 |
24 | 0.575754 | 4.4225 | 2.1e-05 |
25 | 0.112112 | 0.8612 | 0.196321 |
26 | -0.107312 | -0.8243 | 0.20655 |
27 | -0.20094 | -1.5434 | 0.064035 |
28 | -0.224663 | -1.7257 | 0.044821 |
29 | 0.018767 | 0.1442 | 0.442935 |
30 | 0.072309 | 0.5554 | 0.290355 |
31 | 0.012503 | 0.096 | 0.461907 |
32 | -0.13358 | -1.0261 | 0.154528 |
33 | -0.140366 | -1.0782 | 0.142672 |
34 | -0.054256 | -0.4167 | 0.339188 |
35 | 0.123603 | 0.9494 | 0.173141 |
36 | 0.363285 | 2.7904 | 0.003539 |
37 | 0.080038 | 0.6148 | 0.27053 |
38 | -0.037387 | -0.2872 | 0.387493 |
39 | -0.131269 | -1.0083 | 0.158716 |
40 | -0.147398 | -1.1322 | 0.131068 |
41 | -0.006887 | -0.0529 | 0.478996 |
42 | 0.029803 | 0.2289 | 0.409861 |
43 | 0.011349 | 0.0872 | 0.465415 |
44 | -0.088197 | -0.6775 | 0.250384 |
45 | -0.064766 | -0.4975 | 0.31035 |
46 | -0.003186 | -0.0245 | 0.490279 |
47 | 0.109201 | 0.8388 | 0.202487 |
48 | 0.188721 | 1.4496 | 0.076234 |
49 | 0.019624 | 0.1507 | 0.440349 |
50 | -0.042529 | -0.3267 | 0.372537 |
51 | -0.0828 | -0.636 | 0.263618 |
52 | -0.076658 | -0.5888 | 0.279114 |
53 | -0.010862 | -0.0834 | 0.466894 |
54 | 0.01475 | 0.1133 | 0.455091 |
55 | 0.020951 | 0.1609 | 0.436349 |
56 | 0.021613 | 0.166 | 0.434359 |
57 | 0.008788 | 0.0675 | 0.473205 |
58 | 9.2e-05 | 7e-04 | 0.499721 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.266037 | 2.0435 | 0.02274 |
2 | -0.245128 | -1.8829 | 0.032326 |
3 | -0.26716 | -2.0521 | 0.022303 |
4 | -0.294877 | -2.265 | 0.0136 |
5 | 0.089006 | 0.6837 | 0.24843 |
6 | -0.076281 | -0.5859 | 0.280081 |
7 | -0.18804 | -1.4444 | 0.076964 |
8 | -0.455947 | -3.5022 | 0.000443 |
9 | -0.18281 | -1.4042 | 0.082752 |
10 | -0.3664 | -2.8144 | 0.003316 |
11 | -0.146984 | -1.129 | 0.131733 |
12 | 0.478858 | 3.6782 | 0.000255 |
13 | -0.30736 | -2.3609 | 0.010778 |
14 | 0.043441 | 0.3337 | 0.369903 |
15 | 0.181653 | 1.3953 | 0.084077 |
16 | 0.109947 | 0.8445 | 0.200895 |
17 | -0.070394 | -0.5407 | 0.295373 |
18 | 0.155737 | 1.1962 | 0.118194 |
19 | 0.111606 | 0.8573 | 0.197384 |
20 | 0.017013 | 0.1307 | 0.448237 |
21 | -0.130397 | -1.0016 | 0.160313 |
22 | 0.095567 | 0.7341 | 0.232907 |
23 | -0.051751 | -0.3975 | 0.346213 |
24 | -0.012073 | -0.0927 | 0.463216 |
25 | -0.059235 | -0.455 | 0.325392 |
26 | -0.015208 | -0.1168 | 0.4537 |
27 | -0.08918 | -0.685 | 0.248013 |
28 | -0.042224 | -0.3243 | 0.373417 |
29 | -0.028028 | -0.2153 | 0.415144 |
30 | -0.217889 | -1.6736 | 0.049748 |
31 | -0.061405 | -0.4717 | 0.319456 |
32 | 0.084884 | 0.652 | 0.258465 |
33 | -0.065002 | -0.4993 | 0.309715 |
34 | -0.104248 | -0.8007 | 0.213246 |
35 | -0.055724 | -0.428 | 0.335096 |
36 | -0.142066 | -1.0912 | 0.139805 |
37 | 0.015786 | 0.1213 | 0.451952 |
38 | -0.025889 | -0.1989 | 0.421528 |
39 | -0.11476 | -0.8815 | 0.190815 |
40 | -0.00593 | -0.0455 | 0.481913 |
41 | -0.048975 | -0.3762 | 0.354064 |
42 | 0.007081 | 0.0544 | 0.478405 |
43 | -0.086309 | -0.663 | 0.254972 |
44 | -0.058784 | -0.4515 | 0.326633 |
45 | 0.152917 | 1.1746 | 0.122441 |
46 | 0.066977 | 0.5145 | 0.304425 |
47 | 0.069787 | 0.536 | 0.296971 |
48 | -0.062266 | -0.4783 | 0.317111 |
49 | 0.088777 | 0.6819 | 0.248982 |
50 | -0.006364 | -0.0489 | 0.480588 |
51 | 0.029334 | 0.2253 | 0.411256 |
52 | -0.112887 | -0.8671 | 0.1947 |
53 | -0.040924 | -0.3143 | 0.377185 |
54 | -0.026996 | -0.2074 | 0.41822 |
55 | -0.010212 | -0.0784 | 0.468873 |
56 | 0.059038 | 0.4535 | 0.325934 |
57 | -0.01131 | -0.0869 | 0.465532 |
58 | -0.043393 | -0.3333 | 0.370042 |
59 | NA | NA | NA |
60 | NA | NA | NA |