Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.266368 | 2.046 | 0.02261 |
2 | 0.064166 | 0.4929 | 0.311968 |
3 | 0.203517 | 1.5632 | 0.061672 |
4 | 0.196781 | 1.5115 | 0.067999 |
5 | 0.268308 | 2.0609 | 0.021864 |
6 | 0.020052 | 0.154 | 0.439059 |
7 | -0.026561 | -0.204 | 0.41952 |
8 | 0.145837 | 1.1202 | 0.133585 |
9 | 0.035502 | 0.2727 | 0.393019 |
10 | -0.127379 | -0.9784 | 0.165931 |
11 | 0.153597 | 1.1798 | 0.121407 |
12 | -0.010011 | -0.0769 | 0.469485 |
13 | -0.051774 | -0.3977 | 0.346149 |
14 | 0.069318 | 0.5324 | 0.29821 |
15 | -0.054372 | -0.4176 | 0.338863 |
16 | 0.033286 | 0.2557 | 0.399547 |
17 | -0.133338 | -1.0242 | 0.154964 |
18 | -0.186654 | -1.4337 | 0.078466 |
19 | 0.015264 | 0.1172 | 0.453532 |
20 | -0.096282 | -0.7396 | 0.231252 |
21 | -0.176625 | -1.3567 | 0.090025 |
22 | -0.190431 | -1.4627 | 0.074424 |
23 | -0.174313 | -1.3389 | 0.092865 |
24 | -0.127338 | -0.9781 | 0.166009 |
25 | -0.06477 | -0.4975 | 0.310341 |
26 | -0.114013 | -0.8757 | 0.192359 |
27 | -0.026254 | -0.2017 | 0.420439 |
28 | 0.044812 | 0.3442 | 0.365958 |
29 | -0.045402 | -0.3487 | 0.364262 |
30 | -0.050796 | -0.3902 | 0.348908 |
31 | -0.084895 | -0.6521 | 0.258438 |
32 | -0.020789 | -0.1597 | 0.436838 |
33 | -0.044852 | -0.3445 | 0.365841 |
34 | -0.085492 | -0.6567 | 0.25697 |
35 | -0.106906 | -0.8212 | 0.207431 |
36 | -0.040974 | -0.3147 | 0.377039 |
37 | -0.005046 | -0.0388 | 0.484607 |
38 | -0.026432 | -0.203 | 0.419905 |
39 | -0.049329 | -0.3789 | 0.353061 |
40 | -0.045881 | -0.3524 | 0.362891 |
41 | 0.006715 | 0.0516 | 0.479519 |
42 | 0.012554 | 0.0964 | 0.461753 |
43 | 0.021998 | 0.169 | 0.433199 |
44 | -0.005728 | -0.044 | 0.482528 |
45 | 0.003329 | 0.0256 | 0.489845 |
46 | 0.010701 | 0.0822 | 0.467384 |
47 | 0.002142 | 0.0165 | 0.493464 |
48 | 0.006778 | 0.0521 | 0.479328 |
49 | 0.01289 | 0.099 | 0.460732 |
50 | 0.019274 | 0.148 | 0.441406 |
51 | 0.012979 | 0.0997 | 0.460464 |
52 | 0.004254 | 0.0327 | 0.487023 |
53 | 0.004026 | 0.0309 | 0.487717 |
54 | 0.015945 | 0.1225 | 0.451468 |
55 | 0.014984 | 0.1151 | 0.454379 |
56 | 0.007904 | 0.0607 | 0.475897 |
57 | 0.000525 | 0.004 | 0.498398 |
58 | -0.00117 | -0.009 | 0.496429 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.266368 | 2.046 | 0.02261 |
2 | -0.007304 | -0.0561 | 0.477724 |
3 | 0.202634 | 1.5565 | 0.062474 |
4 | 0.103109 | 0.792 | 0.215768 |
5 | 0.217732 | 1.6724 | 0.049868 |
6 | -0.144707 | -1.1115 | 0.135427 |
7 | -0.043069 | -0.3308 | 0.370977 |
8 | 0.069809 | 0.5362 | 0.296914 |
9 | -0.06455 | -0.4958 | 0.310933 |
10 | -0.169403 | -1.3012 | 0.099123 |
11 | 0.282075 | 2.1667 | 0.017155 |
12 | -0.157217 | -1.2076 | 0.116009 |
13 | -0.009789 | -0.0752 | 0.470158 |
14 | 0.108696 | 0.8349 | 0.203567 |
15 | -0.050862 | -0.3907 | 0.348722 |
16 | -0.076273 | -0.5859 | 0.280102 |
17 | -0.119823 | -0.9204 | 0.180561 |
18 | -0.064125 | -0.4926 | 0.312078 |
19 | -0.015826 | -0.1216 | 0.45183 |
20 | -0.082601 | -0.6345 | 0.264113 |
21 | 0.029784 | 0.2288 | 0.409916 |
22 | -0.194617 | -1.4949 | 0.070138 |
23 | -0.016766 | -0.1288 | 0.448985 |
24 | -0.039968 | -0.307 | 0.379962 |
25 | 0.038822 | 0.2982 | 0.383301 |
26 | 0.032948 | 0.2531 | 0.400545 |
27 | 0.068163 | 0.5236 | 0.301271 |
28 | 0.112473 | 0.8639 | 0.195565 |
29 | -0.000723 | -0.0056 | 0.497795 |
30 | -0.148945 | -1.1441 | 0.128608 |
31 | -0.013782 | -0.1059 | 0.458025 |
32 | -0.054088 | -0.4155 | 0.339657 |
33 | -0.090588 | -0.6958 | 0.244637 |
34 | -0.00324 | -0.0249 | 0.490114 |
35 | -0.051662 | -0.3968 | 0.346464 |
36 | 0.034907 | 0.2681 | 0.394769 |
37 | 0.028616 | 0.2198 | 0.413391 |
38 | 0.059511 | 0.4571 | 0.324634 |
39 | -0.123035 | -0.945 | 0.174244 |
40 | -0.073212 | -0.5624 | 0.288003 |
41 | 0.0051 | 0.0392 | 0.484442 |
42 | -0.038148 | -0.293 | 0.385268 |
43 | -0.001571 | -0.0121 | 0.495206 |
44 | 0.019829 | 0.1523 | 0.43973 |
45 | -0.007468 | -0.0574 | 0.477224 |
46 | -0.004557 | -0.035 | 0.486099 |
47 | -0.032573 | -0.2502 | 0.401651 |
48 | -0.005685 | -0.0437 | 0.482658 |
49 | 0.034174 | 0.2625 | 0.396927 |
50 | 0.045861 | 0.3523 | 0.362949 |
51 | 0.01718 | 0.132 | 0.447733 |
52 | -0.039402 | -0.3027 | 0.381609 |
53 | -0.054207 | -0.4164 | 0.339323 |
54 | -0.03617 | -0.2778 | 0.391059 |
55 | -0.051654 | -0.3968 | 0.346487 |
56 | -0.055305 | -0.4248 | 0.336261 |
57 | -0.08148 | -0.6259 | 0.26691 |
58 | 0.04317 | 0.3316 | 0.370685 |
59 | NA | NA | NA |
60 | NA | NA | NA |