Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.41632 | 3.1978 | 0.001114 |
2 | 0.076697 | 0.5891 | 0.279014 |
3 | -0.112083 | -0.8609 | 0.196383 |
4 | -0.00739 | -0.0568 | 0.477462 |
5 | 0.172541 | 1.3253 | 0.095089 |
6 | 0.314849 | 2.4184 | 0.009347 |
7 | 0.170664 | 1.3109 | 0.097486 |
8 | -0.151973 | -1.1673 | 0.123888 |
9 | -0.11594 | -0.8906 | 0.188394 |
10 | -0.011391 | -0.0875 | 0.465286 |
11 | 0.38421 | 2.9512 | 0.002268 |
12 | 0.374897 | 2.8796 | 0.00277 |
13 | 0.271303 | 2.0839 | 0.020754 |
14 | -0.019703 | -0.1513 | 0.44011 |
15 | -0.095952 | -0.737 | 0.232016 |
16 | -0.078996 | -0.6068 | 0.273164 |
17 | 0.115967 | 0.8908 | 0.188338 |
18 | 0.034786 | 0.2672 | 0.395126 |
19 | -0.11715 | -0.8998 | 0.185931 |
20 | -0.106703 | -0.8196 | 0.20787 |
21 | -0.123287 | -0.947 | 0.173754 |
22 | -0.051185 | -0.3932 | 0.34781 |
23 | -0.001978 | -0.0152 | 0.493965 |
24 | 0.043653 | 0.3353 | 0.369291 |
25 | -0.124832 | -0.9589 | 0.170772 |
26 | -0.103557 | -0.7954 | 0.214774 |
27 | -0.088949 | -0.6832 | 0.248567 |
28 | 0.014742 | 0.1132 | 0.455113 |
29 | -0.081337 | -0.6248 | 0.267268 |
30 | -0.136832 | -1.051 | 0.148766 |
31 | -0.165966 | -1.2748 | 0.103688 |
32 | -0.142771 | -1.0966 | 0.138627 |
33 | -0.053127 | -0.4081 | 0.342347 |
34 | -0.019919 | -0.153 | 0.43946 |
35 | -0.061795 | -0.4747 | 0.318393 |
36 | -0.210326 | -1.6155 | 0.055764 |
37 | -0.097409 | -0.7482 | 0.228651 |
38 | -0.093264 | -0.7164 | 0.238293 |
39 | -0.028542 | -0.2192 | 0.413612 |
40 | 0.011029 | 0.0847 | 0.466388 |
41 | -0.035533 | -0.2729 | 0.392928 |
42 | -0.100939 | -0.7753 | 0.220622 |
43 | -0.115105 | -0.8841 | 0.190104 |
44 | -0.032215 | -0.2474 | 0.40271 |
45 | -0.01118 | -0.0859 | 0.465929 |
46 | -0.008717 | -0.067 | 0.47342 |
47 | -0.05568 | -0.4277 | 0.335218 |
48 | -0.071667 | -0.5505 | 0.292032 |
49 | -0.038504 | -0.2958 | 0.384229 |
50 | -0.008991 | -0.0691 | 0.472588 |
51 | 0.006412 | 0.0493 | 0.480442 |
52 | 0.000908 | 0.007 | 0.497229 |
53 | -0.023745 | -0.1824 | 0.427951 |
54 | -0.013104 | -0.1007 | 0.460084 |
55 | 0.002395 | 0.0184 | 0.492691 |
56 | -0.001926 | -0.0148 | 0.494122 |
57 | 0.003052 | 0.0234 | 0.490687 |
58 | 0.005237 | 0.0402 | 0.484024 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.41632 | 3.1978 | 0.001114 |
2 | -0.116884 | -0.8978 | 0.186471 |
3 | -0.121519 | -0.9334 | 0.177208 |
4 | 0.122433 | 0.9404 | 0.175417 |
5 | 0.167603 | 1.2874 | 0.101494 |
6 | 0.189684 | 1.457 | 0.075211 |
7 | -0.047036 | -0.3613 | 0.359587 |
8 | -0.242216 | -1.8605 | 0.0339 |
9 | 0.12786 | 0.9821 | 0.165027 |
10 | 0.030622 | 0.2352 | 0.40743 |
11 | 0.379101 | 2.9119 | 0.002532 |
12 | 0.016369 | 0.1257 | 0.450185 |
13 | 0.104565 | 0.8032 | 0.212548 |
14 | -0.044164 | -0.3392 | 0.36782 |
15 | -0.020599 | -0.1582 | 0.43741 |
16 | -0.148269 | -1.1389 | 0.129679 |
17 | 0.016911 | 0.1299 | 0.448546 |
18 | -0.30509 | -2.3434 | 0.011248 |
19 | -0.004059 | -0.0312 | 0.487618 |
20 | 0.065685 | 0.5045 | 0.307882 |
21 | 0.060226 | 0.4626 | 0.322674 |
22 | -0.194641 | -1.4951 | 0.070114 |
23 | -0.092736 | -0.7123 | 0.239537 |
24 | -0.135252 | -1.0389 | 0.151547 |
25 | -0.074269 | -0.5705 | 0.285261 |
26 | -0.096898 | -0.7443 | 0.229829 |
27 | 0.071259 | 0.5473 | 0.293102 |
28 | 0.066254 | 0.5089 | 0.306358 |
29 | -0.004293 | -0.033 | 0.486902 |
30 | -0.003117 | -0.0239 | 0.49049 |
31 | 0.016705 | 0.1283 | 0.44917 |
32 | -0.061761 | -0.4744 | 0.318484 |
33 | 0.015071 | 0.1158 | 0.454116 |
34 | -0.011424 | -0.0878 | 0.465185 |
35 | 0.022594 | 0.1735 | 0.431407 |
36 | -0.006888 | -0.0529 | 0.478992 |
37 | 0.145556 | 1.118 | 0.134042 |
38 | -0.057775 | -0.4438 | 0.329414 |
39 | -0.059697 | -0.4585 | 0.324123 |
40 | 0.023437 | 0.18 | 0.428875 |
41 | -0.0556 | -0.4271 | 0.335441 |
42 | 0.083019 | 0.6377 | 0.263075 |
43 | -0.052757 | -0.4052 | 0.343386 |
44 | -0.004185 | -0.0321 | 0.487232 |
45 | -0.037471 | -0.2878 | 0.387247 |
46 | -0.016179 | -0.1243 | 0.45076 |
47 | 0.02317 | 0.178 | 0.429677 |
48 | -0.094055 | -0.7224 | 0.236437 |
49 | 0.036326 | 0.279 | 0.390599 |
50 | 0.004745 | 0.0364 | 0.485524 |
51 | -0.064161 | -0.4928 | 0.31198 |
52 | 0.007385 | 0.0567 | 0.477478 |
53 | -0.029828 | -0.2291 | 0.409787 |
54 | -0.046247 | -0.3552 | 0.361841 |
55 | -0.032083 | -0.2464 | 0.403101 |
56 | 0.002947 | 0.0226 | 0.491009 |
57 | 0.014735 | 0.1132 | 0.455134 |
58 | 0.011971 | 0.0919 | 0.463525 |
59 | NA | NA | NA |
60 | NA | NA | NA |