Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.615 | 4.2162 | 5.6e-05 |
2 | 0.524638 | 3.5967 | 0.000386 |
3 | 0.290019 | 1.9883 | 0.026312 |
4 | 0.19429 | 1.332 | 0.094645 |
5 | 0.09333 | 0.6398 | 0.262693 |
6 | 0.197241 | 1.3522 | 0.091389 |
7 | 0.192667 | 1.3209 | 0.096472 |
8 | 0.216724 | 1.4858 | 0.072006 |
9 | 0.108527 | 0.744 | 0.230283 |
10 | 0.044597 | 0.3057 | 0.380575 |
11 | 0.008927 | 0.0612 | 0.475728 |
12 | -0.047807 | -0.3278 | 0.372278 |
13 | 0.136797 | 0.9378 | 0.176562 |
14 | 0.035361 | 0.2424 | 0.404754 |
15 | 0.158909 | 1.0894 | 0.140761 |
16 | 0.046178 | 0.3166 | 0.376483 |
17 | 0.002506 | 0.0172 | 0.493182 |
18 | -0.086388 | -0.5922 | 0.278263 |
19 | -0.024175 | -0.1657 | 0.434539 |
20 | -0.12474 | -0.8552 | 0.198397 |
21 | -0.039721 | -0.2723 | 0.393287 |
22 | -0.064206 | -0.4402 | 0.330914 |
23 | -0.01658 | -0.1137 | 0.454992 |
24 | -0.120915 | -0.8289 | 0.205662 |
25 | -0.143174 | -0.9816 | 0.165673 |
26 | -0.144106 | -0.9879 | 0.164121 |
27 | -0.229732 | -1.575 | 0.060986 |
28 | -0.211717 | -1.4515 | 0.076647 |
29 | -0.185338 | -1.2706 | 0.10506 |
30 | -0.175951 | -1.2063 | 0.116877 |
31 | -0.177164 | -1.2146 | 0.115297 |
32 | -0.160313 | -1.0991 | 0.138672 |
33 | -0.201096 | -1.3786 | 0.087265 |
34 | -0.213278 | -1.4622 | 0.075176 |
35 | -0.250842 | -1.7197 | 0.046035 |
36 | -0.192444 | -1.3193 | 0.096725 |
37 | -0.18155 | -1.2446 | 0.109717 |
38 | -0.112837 | -0.7736 | 0.221529 |
39 | -0.076538 | -0.5247 | 0.301124 |
40 | -0.058562 | -0.4015 | 0.344943 |
41 | -0.025753 | -0.1766 | 0.430309 |
42 | -0.018612 | -0.1276 | 0.449506 |
43 | -0.054258 | -0.372 | 0.355793 |
44 | -0.025325 | -0.1736 | 0.431456 |
45 | -0.002523 | -0.0173 | 0.493135 |
46 | -6.7e-05 | -5e-04 | 0.499819 |
47 | NA | NA | NA |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
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 | 0.615 | 4.2162 | 5.6e-05 |
2 | 0.235476 | 1.6143 | 0.056574 |
3 | -0.172783 | -1.1845 | 0.121078 |
4 | -0.024171 | -0.1657 | 0.434549 |
5 | -0.00027 | -0.0019 | 0.499265 |
6 | 0.256778 | 1.7604 | 0.042425 |
7 | 0.050063 | 0.3432 | 0.366484 |
8 | -0.045578 | -0.3125 | 0.378035 |
9 | -0.159365 | -1.0926 | 0.14008 |
10 | -0.058321 | -0.3998 | 0.345548 |
11 | 0.129092 | 0.885 | 0.190328 |
12 | -0.058636 | -0.402 | 0.344757 |
13 | 0.309275 | 2.1203 | 0.019645 |
14 | -0.299267 | -2.0517 | 0.022899 |
15 | 0.133901 | 0.918 | 0.181658 |
16 | -0.116204 | -0.7967 | 0.214829 |
17 | -0.061908 | -0.4244 | 0.336598 |
18 | 0.107514 | 0.7371 | 0.23237 |
19 | -0.043711 | -0.2997 | 0.382877 |
20 | -0.091274 | -0.6257 | 0.267256 |
21 | -0.102899 | -0.7054 | 0.24201 |
22 | 0.112462 | 0.771 | 0.222283 |
23 | 0.032966 | 0.226 | 0.41109 |
24 | -0.170879 | -1.1715 | 0.123655 |
25 | 0.012109 | 0.083 | 0.467095 |
26 | -0.135052 | -0.9259 | 0.179622 |
27 | 0.002608 | 0.0179 | 0.492905 |
28 | -0.116308 | -0.7974 | 0.214623 |
29 | 0.10168 | 0.6971 | 0.244593 |
30 | -0.055553 | -0.3809 | 0.352514 |
31 | -0.061457 | -0.4213 | 0.337717 |
32 | -0.055057 | -0.3775 | 0.353769 |
33 | 0.00098 | 0.0067 | 0.497335 |
34 | -0.100385 | -0.6882 | 0.247354 |
35 | 0.003302 | 0.0226 | 0.491018 |
36 | 0.012563 | 0.0861 | 0.465866 |
37 | 0.012417 | 0.0851 | 0.466261 |
38 | -0.020818 | -0.1427 | 0.443561 |
39 | 0.037682 | 0.2583 | 0.398638 |
40 | 0.051336 | 0.3519 | 0.363227 |
41 | 0.063685 | 0.4366 | 0.332199 |
42 | -0.034249 | -0.2348 | 0.407692 |
43 | -0.011286 | -0.0774 | 0.469329 |
44 | -0.066337 | -0.4548 | 0.325679 |
45 | 0.091784 | 0.6292 | 0.26612 |
46 | -0.044332 | -0.3039 | 0.381264 |
47 | NA | NA | NA |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |