Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.396934 | 3.0489 | 0.001718 |
2 | -0.248066 | -1.9054 | 0.030801 |
3 | -0.499029 | -3.8331 | 0.000155 |
4 | -0.334539 | -2.5696 | 0.006364 |
5 | 0.10024 | 0.77 | 0.222199 |
6 | 0.390328 | 2.9982 | 0.001986 |
7 | 0.232838 | 1.7885 | 0.039418 |
8 | -0.14038 | -1.0783 | 0.142649 |
9 | -0.327823 | -2.5181 | 0.007267 |
10 | -0.255465 | -1.9623 | 0.027227 |
11 | 0.071127 | 0.5463 | 0.293448 |
12 | 0.359671 | 2.7627 | 0.003817 |
13 | 0.053927 | 0.4142 | 0.340107 |
14 | -0.127542 | -0.9797 | 0.165624 |
15 | -0.096202 | -0.7389 | 0.231436 |
16 | -0.05339 | -0.4101 | 0.34161 |
17 | 0.076548 | 0.588 | 0.279396 |
18 | 0.107854 | 0.8284 | 0.205379 |
19 | 0.016006 | 0.1229 | 0.451284 |
20 | -0.151955 | -1.1672 | 0.123915 |
21 | -0.198271 | -1.523 | 0.066557 |
22 | -0.115443 | -0.8867 | 0.189411 |
23 | 0.120561 | 0.926 | 0.179098 |
24 | 0.250974 | 1.9278 | 0.029351 |
25 | 0.012925 | 0.0993 | 0.460625 |
26 | -0.138438 | -1.0634 | 0.145975 |
27 | -0.087073 | -0.6688 | 0.253109 |
28 | -0.045788 | -0.3517 | 0.363156 |
29 | 0.096623 | 0.7422 | 0.230462 |
30 | 0.157441 | 1.2093 | 0.11568 |
31 | 0.079576 | 0.6112 | 0.271695 |
32 | -0.155485 | -1.1943 | 0.118569 |
33 | -0.228276 | -1.7534 | 0.042362 |
34 | -0.049225 | -0.3781 | 0.353354 |
35 | 0.183316 | 1.4081 | 0.082177 |
36 | 0.293705 | 2.256 | 0.013896 |
37 | 0.080144 | 0.6156 | 0.270263 |
38 | -0.136403 | -1.0477 | 0.149518 |
39 | -0.169703 | -1.3035 | 0.098732 |
40 | -0.036286 | -0.2787 | 0.390719 |
41 | 0.182255 | 1.3999 | 0.083385 |
42 | 0.25261 | 1.9403 | 0.028561 |
43 | 0.077166 | 0.5927 | 0.277816 |
44 | -0.231463 | -1.7779 | 0.040287 |
45 | -0.318271 | -2.4447 | 0.008752 |
46 | -0.114257 | -0.8776 | 0.191854 |
47 | 0.109664 | 0.8423 | 0.201499 |
48 | 0.207969 | 1.5974 | 0.057755 |
49 | 0.042944 | 0.3299 | 0.371336 |
50 | -0.092959 | -0.714 | 0.239011 |
51 | -0.117197 | -0.9002 | 0.185834 |
52 | -0.029838 | -0.2292 | 0.409758 |
53 | 0.059982 | 0.4607 | 0.323342 |
54 | 0.104763 | 0.8047 | 0.212112 |
55 | 0.037912 | 0.2912 | 0.385956 |
56 | -0.069939 | -0.5372 | 0.29657 |
57 | -0.074593 | -0.573 | 0.284424 |
58 | -0.012707 | -0.0976 | 0.46129 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.396934 | 3.0489 | 0.001718 |
2 | -0.481483 | -3.6983 | 0.000239 |
3 | -0.250387 | -1.9233 | 0.029639 |
4 | -0.139757 | -1.0735 | 0.143711 |
5 | 0.108268 | 0.8316 | 0.204487 |
6 | 0.108366 | 0.8324 | 0.204277 |
7 | -0.082347 | -0.6325 | 0.264745 |
8 | -0.116812 | -0.8973 | 0.186616 |
9 | -0.044054 | -0.3384 | 0.368137 |
10 | -0.099681 | -0.7657 | 0.223464 |
11 | 0.06245 | 0.4797 | 0.316611 |
12 | 0.116526 | 0.8951 | 0.187197 |
13 | -0.399154 | -3.066 | 0.001636 |
14 | 0.22439 | 1.7236 | 0.045011 |
15 | 0.113491 | 0.8717 | 0.193442 |
16 | -0.11814 | -0.9075 | 0.18393 |
17 | 0.026111 | 0.2006 | 0.420866 |
18 | -0.085823 | -0.6592 | 0.256161 |
19 | 0.074392 | 0.5714 | 0.284944 |
20 | -0.150819 | -1.1585 | 0.125671 |
21 | -0.190946 | -1.4667 | 0.073886 |
22 | -0.031214 | -0.2398 | 0.405674 |
23 | 0.067382 | 0.5176 | 0.303348 |
24 | -0.028238 | -0.2169 | 0.414518 |
25 | -0.064587 | -0.4961 | 0.310832 |
26 | -0.109314 | -0.8397 | 0.202245 |
27 | 0.122549 | 0.9413 | 0.17519 |
28 | -0.007789 | -0.0598 | 0.476247 |
29 | -0.055368 | -0.4253 | 0.336086 |
30 | -0.003246 | -0.0249 | 0.490097 |
31 | -0.025825 | -0.1984 | 0.42172 |
32 | -0.137068 | -1.0528 | 0.148354 |
33 | -0.019108 | -0.1468 | 0.441905 |
34 | 0.088322 | 0.6784 | 0.25008 |
35 | -0.028738 | -0.2207 | 0.413027 |
36 | 0.150939 | 1.1594 | 0.125485 |
37 | 0.033017 | 0.2536 | 0.400339 |
38 | -0.024718 | -0.1899 | 0.425035 |
39 | 0.011038 | 0.0848 | 0.46636 |
40 | 0.190102 | 1.4602 | 0.074769 |
41 | 0.081467 | 0.6258 | 0.266942 |
42 | -0.011182 | -0.0859 | 0.465923 |
43 | -0.069445 | -0.5334 | 0.297874 |
44 | 0.040498 | 0.3111 | 0.378423 |
45 | 0.017302 | 0.1329 | 0.447362 |
46 | -0.131536 | -1.0103 | 0.158227 |
47 | -0.040328 | -0.3098 | 0.378914 |
48 | -0.043697 | -0.3356 | 0.369166 |
49 | 0.011692 | 0.0898 | 0.464371 |
50 | 0.091826 | 0.7053 | 0.24169 |
51 | -0.095393 | -0.7327 | 0.233313 |
52 | 0.000298 | 0.0023 | 0.499092 |
53 | -0.030913 | -0.2375 | 0.406565 |
54 | 0.003902 | 0.03 | 0.488096 |
55 | 0.015956 | 0.1226 | 0.451435 |
56 | 0.02151 | 0.1652 | 0.434666 |
57 | -0.021965 | -0.1687 | 0.4333 |
58 | -0.005897 | -0.0453 | 0.482011 |
59 | NA | NA | NA |
60 | NA | NA | NA |