Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.515066 | 3.9897 | 9.1e-05 |
2 | 0.342204 | 2.6507 | 0.005128 |
3 | 0.456845 | 3.5387 | 0.000392 |
4 | 0.403231 | 3.1234 | 0.001376 |
5 | 0.257855 | 1.9973 | 0.025165 |
6 | 0.238844 | 1.8501 | 0.034614 |
7 | 0.078678 | 0.6094 | 0.272268 |
8 | 0.1544 | 1.196 | 0.118206 |
9 | -0.032553 | -0.2522 | 0.400891 |
10 | -0.19552 | -1.5145 | 0.067576 |
11 | -0.057835 | -0.448 | 0.327887 |
12 | 0.175644 | 1.3605 | 0.089376 |
13 | -0.101849 | -0.7889 | 0.216632 |
14 | -0.21565 | -1.6704 | 0.050023 |
15 | -0.093055 | -0.7208 | 0.236915 |
16 | -0.010582 | -0.082 | 0.467474 |
17 | -0.099043 | -0.7672 | 0.222991 |
18 | -0.093349 | -0.7231 | 0.236221 |
19 | -0.058614 | -0.454 | 0.325725 |
20 | -0.050788 | -0.3934 | 0.347707 |
21 | -0.179468 | -1.3902 | 0.084809 |
22 | -0.191966 | -1.487 | 0.07113 |
23 | -0.104869 | -0.8123 | 0.209913 |
24 | 0.007056 | 0.0547 | 0.478296 |
25 | -0.097651 | -0.7564 | 0.226184 |
26 | -0.246307 | -1.9079 | 0.030597 |
27 | -0.132294 | -1.0247 | 0.1548 |
28 | -0.032121 | -0.2488 | 0.402179 |
29 | -0.164409 | -1.2735 | 0.103874 |
30 | -0.1309 | -1.0139 | 0.157339 |
31 | -0.071973 | -0.5575 | 0.289629 |
32 | -0.169164 | -1.3103 | 0.097538 |
33 | -0.202156 | -1.5659 | 0.061317 |
34 | -0.173657 | -1.3451 | 0.091821 |
35 | -0.189321 | -1.4665 | 0.07387 |
36 | -0.070763 | -0.5481 | 0.292819 |
37 | -0.136239 | -1.0553 | 0.14776 |
38 | -0.237546 | -1.84 | 0.035356 |
39 | -0.111097 | -0.8606 | 0.196454 |
40 | -0.081979 | -0.635 | 0.263918 |
41 | -0.136441 | -1.0569 | 0.147405 |
42 | -0.032026 | -0.2481 | 0.402462 |
43 | -0.023744 | -0.1839 | 0.427349 |
44 | -0.046139 | -0.3574 | 0.361025 |
45 | -0.013049 | -0.1011 | 0.459913 |
46 | 0.023929 | 0.1853 | 0.42679 |
47 | 0.059195 | 0.4585 | 0.324116 |
48 | 0.123696 | 0.9581 | 0.170916 |
49 | 0.09934 | 0.7695 | 0.222313 |
50 | 0.083114 | 0.6438 | 0.26108 |
51 | 0.106771 | 0.827 | 0.205744 |
52 | 0.083144 | 0.644 | 0.261005 |
53 | 0.056493 | 0.4376 | 0.331625 |
54 | 0.067707 | 0.5245 | 0.300948 |
55 | 0.061676 | 0.4777 | 0.317287 |
56 | 0.041682 | 0.3229 | 0.373959 |
57 | 0.021766 | 0.1686 | 0.433339 |
58 | 0.014845 | 0.115 | 0.45442 |
59 | 0.010939 | 0.0847 | 0.466379 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.515066 | 3.9897 | 9.1e-05 |
2 | 0.104682 | 0.8109 | 0.210325 |
3 | 0.337326 | 2.6129 | 0.005665 |
4 | 0.0813 | 0.6297 | 0.265626 |
5 | -0.04206 | -0.3258 | 0.372855 |
6 | -0.000534 | -0.0041 | 0.498358 |
7 | -0.250653 | -1.9415 | 0.028446 |
8 | 0.162697 | 1.2602 | 0.10623 |
9 | -0.336941 | -2.6099 | 0.005709 |
10 | -0.122065 | -0.9455 | 0.174095 |
11 | 0.121379 | 0.9402 | 0.175443 |
12 | 0.422658 | 3.2739 | 0.000882 |
13 | -0.164824 | -1.2767 | 0.10331 |
14 | -0.239673 | -1.8565 | 0.034147 |
15 | -0.005946 | -0.0461 | 0.481709 |
16 | 0.064817 | 0.5021 | 0.308727 |
17 | 0.000271 | 0.0021 | 0.499165 |
18 | -0.093595 | -0.725 | 0.23564 |
19 | 0.093433 | 0.7237 | 0.236022 |
20 | -0.221387 | -1.7149 | 0.045766 |
21 | -0.020119 | -0.1558 | 0.43834 |
22 | 0.132589 | 1.027 | 0.154265 |
23 | -0.038085 | -0.295 | 0.384504 |
24 | -0.110085 | -0.8527 | 0.198604 |
25 | 0.057678 | 0.4468 | 0.328325 |
26 | -0.017733 | -0.1374 | 0.445604 |
27 | -0.052537 | -0.4069 | 0.342748 |
28 | -0.014418 | -0.1117 | 0.455724 |
29 | -0.051316 | -0.3975 | 0.346209 |
30 | -0.038893 | -0.3013 | 0.382129 |
31 | -0.133832 | -1.0367 | 0.152027 |
32 | -0.052352 | -0.4055 | 0.343269 |
33 | 0.025397 | 0.1967 | 0.422354 |
34 | 0.014159 | 0.1097 | 0.456516 |
35 | -0.170505 | -1.3207 | 0.095804 |
36 | 0.09003 | 0.6974 | 0.244132 |
37 | -0.021547 | -0.1669 | 0.434005 |
38 | 0.033681 | 0.2609 | 0.397534 |
39 | -0.018315 | -0.1419 | 0.443829 |
40 | -0.124904 | -0.9675 | 0.168589 |
41 | 0.01727 | 0.1338 | 0.447016 |
42 | -0.03431 | -0.2658 | 0.395667 |
43 | 0.058461 | 0.4528 | 0.326151 |
44 | -0.010225 | -0.0792 | 0.468568 |
45 | 0.01699 | 0.1316 | 0.447869 |
46 | -0.00233 | -0.018 | 0.492831 |
47 | 0.056802 | 0.44 | 0.330763 |
48 | 0.032488 | 0.2517 | 0.401085 |
49 | -0.00297 | -0.023 | 0.490861 |
50 | -0.033962 | -0.2631 | 0.396701 |
51 | -0.055628 | -0.4309 | 0.334044 |
52 | -0.091361 | -0.7077 | 0.240941 |
53 | -0.08612 | -0.6671 | 0.253638 |
54 | -0.041206 | -0.3192 | 0.37535 |
55 | 0.07373 | 0.5711 | 0.285029 |
56 | 0.075257 | 0.5829 | 0.28106 |
57 | 0.026179 | 0.2028 | 0.419995 |
58 | -0.08287 | -0.6419 | 0.26169 |
59 | -0.049321 | -0.382 | 0.351892 |
60 | NA | NA | NA |