Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.433269 | 3.328 | 0.000755 |
2 | 0.314383 | 2.4148 | 0.009431 |
3 | 0.07004 | 0.538 | 0.296305 |
4 | -0.001932 | -0.0148 | 0.494105 |
5 | -0.166499 | -1.2789 | 0.102969 |
6 | -0.335677 | -2.5784 | 0.006221 |
7 | -0.159928 | -1.2284 | 0.112082 |
8 | -0.234166 | -1.7987 | 0.038594 |
9 | -0.138898 | -1.0669 | 0.145182 |
10 | -0.042953 | -0.3299 | 0.371312 |
11 | 0.053321 | 0.4096 | 0.341802 |
12 | -0.06707 | -0.5152 | 0.304178 |
13 | -0.098335 | -0.7553 | 0.226528 |
14 | -0.031316 | -0.2405 | 0.405371 |
15 | 0.007914 | 0.0608 | 0.475866 |
16 | -0.016573 | -0.1273 | 0.449567 |
17 | -0.101428 | -0.7791 | 0.219523 |
18 | -0.06043 | -0.4642 | 0.322117 |
19 | -0.071825 | -0.5517 | 0.291619 |
20 | -0.102278 | -0.7856 | 0.21762 |
21 | 0.028235 | 0.2169 | 0.414526 |
22 | 0.026179 | 0.2011 | 0.420661 |
23 | 0.16543 | 1.2707 | 0.104413 |
24 | 0.028639 | 0.22 | 0.413322 |
25 | 0.228791 | 1.7574 | 0.042021 |
26 | 0.174518 | 1.3405 | 0.092611 |
27 | 0.118732 | 0.912 | 0.182742 |
28 | -0.005229 | -0.0402 | 0.484048 |
29 | -0.093025 | -0.7145 | 0.238855 |
30 | -0.026362 | -0.2025 | 0.420115 |
31 | -0.157558 | -1.2102 | 0.115509 |
32 | -0.010838 | -0.0832 | 0.466968 |
33 | -0.045447 | -0.3491 | 0.364133 |
34 | 0.022417 | 0.1722 | 0.431941 |
35 | 4e-06 | 0 | 0.499987 |
36 | 0.091883 | 0.7058 | 0.241556 |
37 | 0.091414 | 0.7022 | 0.242669 |
38 | 0.026887 | 0.2065 | 0.418548 |
39 | -0.028636 | -0.22 | 0.413331 |
40 | -0.060694 | -0.4662 | 0.321396 |
41 | -0.048559 | -0.373 | 0.355246 |
42 | -0.083434 | -0.6409 | 0.262045 |
43 | -0.079936 | -0.614 | 0.270788 |
44 | -0.156867 | -1.2049 | 0.116522 |
45 | -0.127136 | -0.9766 | 0.166389 |
46 | -0.033022 | -0.2536 | 0.400326 |
47 | -0.066059 | -0.5074 | 0.30688 |
48 | 0.035761 | 0.2747 | 0.392258 |
49 | -0.019716 | -0.1514 | 0.440071 |
50 | 0.075677 | 0.5813 | 0.281631 |
51 | 0.072226 | 0.5548 | 0.290573 |
52 | 0.029815 | 0.229 | 0.409824 |
53 | 0.060765 | 0.4667 | 0.321202 |
54 | -0.034423 | -0.2644 | 0.396192 |
55 | 0.029125 | 0.2237 | 0.411876 |
56 | -0.000271 | -0.0021 | 0.499174 |
57 | 0.013208 | 0.1015 | 0.459766 |
58 | 0.007889 | 0.0606 | 0.475943 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.433269 | 3.328 | 0.000755 |
2 | 0.155933 | 1.1977 | 0.117904 |
3 | -0.141943 | -1.0903 | 0.140011 |
4 | -0.042416 | -0.3258 | 0.372862 |
5 | -0.158813 | -1.2199 | 0.113685 |
6 | -0.269167 | -2.0675 | 0.02154 |
7 | 0.163802 | 1.2582 | 0.106641 |
8 | -0.127531 | -0.9796 | 0.165646 |
9 | -0.05835 | -0.4482 | 0.327828 |
10 | 0.12864 | 0.9881 | 0.163568 |
11 | -0.02852 | -0.2191 | 0.413678 |
12 | -0.273683 | -2.1022 | 0.019907 |
13 | -0.023077 | -0.1773 | 0.429956 |
14 | 0.005288 | 0.0406 | 0.483868 |
15 | 0.008039 | 0.0617 | 0.475486 |
16 | 0.026332 | 0.2023 | 0.420204 |
17 | -0.176631 | -1.3567 | 0.090019 |
18 | -0.133612 | -1.0263 | 0.154472 |
19 | 0.015704 | 0.1206 | 0.4522 |
20 | -0.148088 | -1.1375 | 0.129967 |
21 | 0.122779 | 0.9431 | 0.174743 |
22 | 0.017869 | 0.1373 | 0.445648 |
23 | 0.093178 | 0.7157 | 0.238496 |
24 | -0.157122 | -1.2069 | 0.116148 |
25 | 0.160051 | 1.2294 | 0.111905 |
26 | -0.054713 | -0.4203 | 0.33791 |
27 | 0.004606 | 0.0354 | 0.485948 |
28 | -0.045854 | -0.3522 | 0.362966 |
29 | -0.059299 | -0.4555 | 0.325217 |
30 | 0.019636 | 0.1508 | 0.440312 |
31 | 0.009753 | 0.0749 | 0.470268 |
32 | 0.049934 | 0.3835 | 0.351346 |
33 | 0.008506 | 0.0653 | 0.474065 |
34 | -0.008879 | -0.0682 | 0.472928 |
35 | 0.032016 | 0.2459 | 0.4033 |
36 | 0.050577 | 0.3885 | 0.349525 |
37 | -0.028559 | -0.2194 | 0.413562 |
38 | 0.041722 | 0.3205 | 0.374872 |
39 | -0.023048 | -0.177 | 0.430044 |
40 | -0.054702 | -0.4202 | 0.337943 |
41 | 0.014532 | 0.1116 | 0.455751 |
42 | 0.008194 | 0.0629 | 0.475013 |
43 | -0.032175 | -0.2471 | 0.402829 |
44 | -0.151995 | -1.1675 | 0.123853 |
45 | 0.041365 | 0.3177 | 0.375905 |
46 | 0.032465 | 0.2494 | 0.401971 |
47 | -0.131416 | -1.0094 | 0.158447 |
48 | 0.017083 | 0.1312 | 0.448026 |
49 | -0.049519 | -0.3804 | 0.352522 |
50 | -0.016245 | -0.1248 | 0.450561 |
51 | 0.044521 | 0.342 | 0.366793 |
52 | -0.116171 | -0.8923 | 0.187922 |
53 | -0.081404 | -0.6253 | 0.2671 |
54 | 0.107938 | 0.8291 | 0.205199 |
55 | -0.044313 | -0.3404 | 0.367391 |
56 | 0.026569 | 0.2041 | 0.419495 |
57 | -0.093931 | -0.7215 | 0.236725 |
58 | -0.04305 | -0.3307 | 0.371032 |
59 | NA | NA | NA |
60 | NA | NA | NA |