Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.409317 | 3.1173 | 0.00142 |
2 | 0.434154 | 3.3064 | 0.000813 |
3 | 0.510198 | 3.8856 | 0.000132 |
4 | 0.229088 | 1.7447 | 0.043168 |
5 | 0.175179 | 1.3341 | 0.093689 |
6 | 0.209513 | 1.5956 | 0.058006 |
7 | 0.033888 | 0.2581 | 0.398628 |
8 | 0.159756 | 1.2167 | 0.11433 |
9 | 0.131168 | 0.9989 | 0.160986 |
10 | 0.02459 | 0.1873 | 0.426049 |
11 | 0.061758 | 0.4703 | 0.31994 |
12 | 0.111462 | 0.8489 | 0.199723 |
13 | 0.015939 | 0.1214 | 0.451903 |
14 | 0.104737 | 0.7977 | 0.214162 |
15 | 0.031993 | 0.2436 | 0.404181 |
16 | 0.029594 | 0.2254 | 0.411236 |
17 | 0.104792 | 0.7981 | 0.214043 |
18 | -0.035898 | -0.2734 | 0.392761 |
19 | -0.097996 | -0.7463 | 0.229245 |
20 | -0.037761 | -0.2876 | 0.387346 |
21 | -0.026393 | -0.201 | 0.4207 |
22 | -0.072055 | -0.5488 | 0.29264 |
23 | -0.071728 | -0.5463 | 0.29349 |
24 | 0.048985 | 0.3731 | 0.355231 |
25 | 0.028006 | 0.2133 | 0.415926 |
26 | -0.01123 | -0.0855 | 0.466068 |
27 | 0.007756 | 0.0591 | 0.476551 |
28 | -0.077658 | -0.5914 | 0.278267 |
29 | -0.060612 | -0.4616 | 0.323046 |
30 | -0.091599 | -0.6976 | 0.244108 |
31 | -0.165025 | -1.2568 | 0.106933 |
32 | -0.116125 | -0.8844 | 0.190071 |
33 | -0.131436 | -1.001 | 0.160495 |
34 | -0.136769 | -1.0416 | 0.15096 |
35 | -0.221999 | -1.6907 | 0.048132 |
36 | -0.17712 | -1.3489 | 0.091305 |
37 | -0.188558 | -1.436 | 0.078185 |
38 | -0.230959 | -1.7589 | 0.041932 |
39 | -0.159134 | -1.2119 | 0.115228 |
40 | -0.208165 | -1.5853 | 0.059164 |
41 | -0.179742 | -1.3689 | 0.088159 |
42 | -0.150839 | -1.1488 | 0.127686 |
43 | -0.188894 | -1.4386 | 0.077823 |
44 | -0.199506 | -1.5194 | 0.067049 |
45 | -0.16457 | -1.2533 | 0.107558 |
46 | -0.127376 | -0.9701 | 0.168021 |
47 | -0.123408 | -0.9398 | 0.175597 |
48 | -0.037694 | -0.2871 | 0.387541 |
49 | -0.02485 | -0.1892 | 0.425279 |
50 | 0.019352 | 0.1474 | 0.441671 |
51 | 0.035009 | 0.2666 | 0.395354 |
52 | 0.023432 | 0.1785 | 0.429494 |
53 | 0.039938 | 0.3042 | 0.381047 |
54 | 0.034711 | 0.2644 | 0.396223 |
55 | -0.003489 | -0.0266 | 0.489448 |
56 | 0.009228 | 0.0703 | 0.472107 |
57 | -0.004956 | -0.0377 | 0.485012 |
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 | 0.409317 | 3.1173 | 0.00142 |
2 | 0.320273 | 2.4391 | 0.008902 |
3 | 0.345768 | 2.6333 | 0.005411 |
4 | -0.144692 | -1.1019 | 0.13752 |
5 | -0.166039 | -1.2645 | 0.105552 |
6 | 0.011791 | 0.0898 | 0.46438 |
7 | -0.049231 | -0.3749 | 0.35454 |
8 | 0.203901 | 1.5529 | 0.062948 |
9 | 0.067442 | 0.5136 | 0.304734 |
10 | -0.085196 | -0.6488 | 0.259503 |
11 | -0.138767 | -1.0568 | 0.147488 |
12 | 0.072995 | 0.5559 | 0.290203 |
13 | 0.066429 | 0.5059 | 0.307419 |
14 | 0.124513 | 0.9483 | 0.173464 |
15 | -0.095004 | -0.7235 | 0.236131 |
16 | -0.080023 | -0.6094 | 0.272308 |
17 | 0.044056 | 0.3355 | 0.369221 |
18 | -0.077461 | -0.5899 | 0.278766 |
19 | -0.118118 | -0.8996 | 0.186037 |
20 | -0.068152 | -0.519 | 0.302856 |
21 | 0.198574 | 1.5123 | 0.067945 |
22 | 0.077031 | 0.5866 | 0.279858 |
23 | -0.107657 | -0.8199 | 0.207818 |
24 | 0.05217 | 0.3973 | 0.346298 |
25 | 0.036762 | 0.28 | 0.390247 |
26 | -0.052077 | -0.3966 | 0.346555 |
27 | -0.055679 | -0.424 | 0.336552 |
28 | -0.127183 | -0.9686 | 0.168384 |
29 | -0.032465 | -0.2472 | 0.402794 |
30 | -0.028822 | -0.2195 | 0.413516 |
31 | -0.009767 | -0.0744 | 0.470479 |
32 | 0.047636 | 0.3628 | 0.359041 |
33 | -0.076901 | -0.5857 | 0.280188 |
34 | -0.020101 | -0.1531 | 0.439432 |
35 | -0.187651 | -1.4291 | 0.079169 |
36 | 0.019835 | 0.1511 | 0.440226 |
37 | 0.019559 | 0.149 | 0.441053 |
38 | -0.123548 | -0.9409 | 0.175326 |
39 | 0.051223 | 0.3901 | 0.348944 |
40 | -0.027561 | -0.2099 | 0.417243 |
41 | -0.064689 | -0.4927 | 0.312059 |
42 | -0.112023 | -0.8531 | 0.198545 |
43 | 0.058475 | 0.4453 | 0.32887 |
44 | 0.051985 | 0.3959 | 0.346814 |
45 | -0.031219 | -0.2378 | 0.406453 |
46 | 0.00941 | 0.0717 | 0.471558 |
47 | 0.05458 | 0.4157 | 0.339592 |
48 | 0.089719 | 0.6833 | 0.248575 |
49 | -0.024255 | -0.1847 | 0.427047 |
50 | 0.011022 | 0.0839 | 0.466697 |
51 | -0.042239 | -0.3217 | 0.374425 |
52 | 0.10244 | 0.7802 | 0.219234 |
53 | -0.005918 | -0.0451 | 0.482104 |
54 | -0.041663 | -0.3173 | 0.37608 |
55 | -0.023187 | -0.1766 | 0.430224 |
56 | -0.052536 | -0.4001 | 0.345276 |
57 | -0.007657 | -0.0583 | 0.476851 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |