Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.324571 | 2.5141 | 0.007317 |
2 | 0.13958 | 1.0812 | 0.141972 |
3 | 0.233297 | 1.8071 | 0.037879 |
4 | 0.248655 | 1.9261 | 0.029419 |
5 | 0.238771 | 1.8495 | 0.034655 |
6 | -0.020655 | -0.16 | 0.436711 |
7 | -0.011905 | -0.0922 | 0.463416 |
8 | 0.158733 | 1.2295 | 0.111835 |
9 | 0.037902 | 0.2936 | 0.385043 |
10 | -0.150881 | -1.1687 | 0.12357 |
11 | 0.096274 | 0.7457 | 0.229369 |
12 | 0.014168 | 0.1097 | 0.456488 |
13 | 0.00444 | 0.0344 | 0.48634 |
14 | 0.055541 | 0.4302 | 0.334289 |
15 | -0.01043 | -0.0808 | 0.467938 |
16 | 0.057927 | 0.4487 | 0.327631 |
17 | -0.122494 | -0.9488 | 0.173256 |
18 | -0.195882 | -1.5173 | 0.067221 |
19 | -0.000556 | -0.0043 | 0.498288 |
20 | -0.077906 | -0.6035 | 0.274241 |
21 | -0.131977 | -1.0223 | 0.155373 |
22 | -0.178449 | -1.3823 | 0.086008 |
23 | -0.127103 | -0.9845 | 0.164403 |
24 | -0.115911 | -0.8978 | 0.186429 |
25 | -0.073005 | -0.5655 | 0.286923 |
26 | -0.094817 | -0.7344 | 0.232768 |
27 | -0.010736 | -0.0832 | 0.466999 |
28 | 0.08067 | 0.6249 | 0.267214 |
29 | -0.041953 | -0.325 | 0.373169 |
30 | -0.053962 | -0.418 | 0.338724 |
31 | -0.078307 | -0.6066 | 0.273214 |
32 | -0.047702 | -0.3695 | 0.356528 |
33 | -0.069252 | -0.5364 | 0.296826 |
34 | -0.08689 | -0.673 | 0.25175 |
35 | -0.104996 | -0.8133 | 0.209632 |
36 | -0.068829 | -0.5331 | 0.297952 |
37 | -0.066013 | -0.5113 | 0.305495 |
38 | -0.062583 | -0.4848 | 0.314805 |
39 | -0.077032 | -0.5967 | 0.276481 |
40 | -0.044416 | -0.344 | 0.366008 |
41 | -0.006171 | -0.0478 | 0.481016 |
42 | -0.00265 | -0.0205 | 0.491847 |
43 | -0.019991 | -0.1549 | 0.438729 |
44 | -0.052375 | -0.4057 | 0.343206 |
45 | -0.033724 | -0.2612 | 0.397407 |
46 | -0.034243 | -0.2652 | 0.395865 |
47 | -0.036814 | -0.2852 | 0.388251 |
48 | -0.047817 | -0.3704 | 0.356199 |
49 | -0.00243 | -0.0188 | 0.492524 |
50 | 0.012315 | 0.0954 | 0.46216 |
51 | 0.013912 | 0.1078 | 0.457273 |
52 | -0.000927 | -0.0072 | 0.497147 |
53 | 0.014956 | 0.1158 | 0.45408 |
54 | 0.033743 | 0.2614 | 0.39735 |
55 | 0.029748 | 0.2304 | 0.409272 |
56 | 0.016672 | 0.1291 | 0.44884 |
57 | 0.019619 | 0.152 | 0.43986 |
58 | 0.019968 | 0.1547 | 0.4388 |
59 | 0.010322 | 0.08 | 0.46827 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.324571 | 2.5141 | 0.007317 |
2 | 0.038264 | 0.2964 | 0.383977 |
3 | 0.198477 | 1.5374 | 0.064727 |
4 | 0.135744 | 1.0515 | 0.14863 |
5 | 0.128839 | 0.998 | 0.161148 |
6 | -0.200019 | -1.5493 | 0.063279 |
7 | -0.038324 | -0.2969 | 0.3838 |
8 | 0.109938 | 0.8516 | 0.198918 |
9 | -0.058704 | -0.4547 | 0.325475 |
10 | -0.17395 | -1.3474 | 0.091457 |
11 | 0.256068 | 1.9835 | 0.025947 |
12 | -0.119781 | -0.9278 | 0.17861 |
13 | 0.008496 | 0.0658 | 0.473874 |
14 | 0.132179 | 1.0239 | 0.155008 |
15 | -0.018036 | -0.1397 | 0.444681 |
16 | -0.096472 | -0.7473 | 0.22891 |
17 | -0.13957 | -1.0811 | 0.141989 |
18 | -0.108842 | -0.8431 | 0.201263 |
19 | 0.029194 | 0.2261 | 0.410932 |
20 | -0.070557 | -0.5465 | 0.293364 |
21 | 0.086808 | 0.6724 | 0.251951 |
22 | -0.154706 | -1.1983 | 0.117747 |
23 | 0.023588 | 0.1827 | 0.427821 |
24 | -0.1002 | -0.7761 | 0.220356 |
25 | 0.091753 | 0.7107 | 0.240008 |
26 | 0.016984 | 0.1316 | 0.447887 |
27 | 0.037234 | 0.2884 | 0.387012 |
28 | 0.099155 | 0.768 | 0.222735 |
29 | -0.030477 | -0.2361 | 0.407091 |
30 | -0.163901 | -1.2696 | 0.104569 |
31 | 0.002759 | 0.0214 | 0.491509 |
32 | -0.071596 | -0.5546 | 0.290622 |
33 | -0.038839 | -0.3008 | 0.382285 |
34 | -0.018983 | -0.147 | 0.441796 |
35 | -0.00333 | -0.0258 | 0.489752 |
36 | -0.033563 | -0.26 | 0.397887 |
37 | 0.020452 | 0.1584 | 0.437329 |
38 | 0.075567 | 0.5853 | 0.280257 |
39 | -0.144446 | -1.1189 | 0.133827 |
40 | -0.0215 | -0.1665 | 0.434147 |
41 | 0.013826 | 0.1071 | 0.457536 |
42 | -0.073287 | -0.5677 | 0.286185 |
43 | 0.0175 | 0.1356 | 0.446315 |
44 | -0.027667 | -0.2143 | 0.415517 |
45 | 0.008287 | 0.0642 | 0.474517 |
46 | -0.034633 | -0.2683 | 0.394708 |
47 | -0.024703 | -0.1913 | 0.424449 |
48 | -0.003317 | -0.0257 | 0.489794 |
49 | 0.022156 | 0.1716 | 0.432158 |
50 | 0.077984 | 0.6041 | 0.274039 |
51 | 0.010013 | 0.0776 | 0.469219 |
52 | -0.022668 | -0.1756 | 0.430605 |
53 | -0.030401 | -0.2355 | 0.407317 |
54 | -0.074577 | -0.5777 | 0.282825 |
55 | 0.00982 | 0.0761 | 0.469809 |
56 | -0.064584 | -0.5003 | 0.309359 |
57 | -0.035485 | -0.2749 | 0.392181 |
58 | 0.059544 | 0.4612 | 0.323153 |
59 | -0.013815 | -0.107 | 0.45757 |
60 | NA | NA | NA |