Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.486218 | 3.7662 | 0.00019 |
2 | 0.364636 | 2.8245 | 0.00321 |
3 | 0.439543 | 3.4047 | 0.000593 |
4 | 0.447739 | 3.4682 | 0.000488 |
5 | 0.374016 | 2.8971 | 0.002625 |
6 | 0.264478 | 2.0486 | 0.02244 |
7 | 0.164813 | 1.2766 | 0.103325 |
8 | 0.218937 | 1.6959 | 0.047546 |
9 | 0.078956 | 0.6116 | 0.27156 |
10 | -0.048899 | -0.3788 | 0.353099 |
11 | 0.077358 | 0.5992 | 0.275644 |
12 | 0.28139 | 2.1796 | 0.01661 |
13 | -0.043218 | -0.3348 | 0.369483 |
14 | -0.113921 | -0.8824 | 0.190534 |
15 | -0.065713 | -0.509 | 0.306306 |
16 | 0.03698 | 0.2864 | 0.387763 |
17 | -0.043997 | -0.3408 | 0.367224 |
18 | -0.085444 | -0.6618 | 0.255302 |
19 | -0.090487 | -0.7009 | 0.243034 |
20 | -0.067273 | -0.5211 | 0.302108 |
21 | -0.184823 | -1.4316 | 0.078719 |
22 | -0.203931 | -1.5796 | 0.059723 |
23 | -0.117491 | -0.9101 | 0.183211 |
24 | 0.006513 | 0.0505 | 0.479965 |
25 | -0.180138 | -1.3953 | 0.084028 |
26 | -0.278475 | -2.1571 | 0.017509 |
27 | -0.189835 | -1.4705 | 0.073332 |
28 | -0.093614 | -0.7251 | 0.235596 |
29 | -0.188863 | -1.4629 | 0.074353 |
30 | -0.19114 | -1.4806 | 0.071978 |
31 | -0.176665 | -1.3684 | 0.088138 |
32 | -0.211468 | -1.638 | 0.053325 |
33 | -0.248927 | -1.9282 | 0.029284 |
34 | -0.239592 | -1.8559 | 0.034192 |
35 | -0.194668 | -1.5079 | 0.068415 |
36 | -0.103096 | -0.7986 | 0.213842 |
37 | -0.209178 | -1.6203 | 0.055208 |
38 | -0.267023 | -2.0684 | 0.021462 |
39 | -0.152659 | -1.1825 | 0.120837 |
40 | -0.075739 | -0.5867 | 0.279812 |
41 | -0.131996 | -1.0224 | 0.155339 |
42 | -0.081577 | -0.6319 | 0.264928 |
43 | -0.055896 | -0.433 | 0.333295 |
44 | -0.107686 | -0.8341 | 0.203757 |
45 | -0.042032 | -0.3256 | 0.372939 |
46 | -0.070189 | -0.5437 | 0.294337 |
47 | 0.012319 | 0.0954 | 0.462149 |
48 | 0.089004 | 0.6894 | 0.246608 |
49 | -0.006653 | -0.0515 | 0.479535 |
50 | 0.017982 | 0.1393 | 0.444844 |
51 | 0.096048 | 0.744 | 0.229895 |
52 | 0.121609 | 0.942 | 0.174991 |
53 | 0.118957 | 0.9214 | 0.180257 |
54 | 0.100813 | 0.7809 | 0.218967 |
55 | 0.062505 | 0.4842 | 0.315017 |
56 | 0.066571 | 0.5157 | 0.303994 |
57 | 0.070714 | 0.5477 | 0.292949 |
58 | 0.022816 | 0.1767 | 0.430157 |
59 | 0.041395 | 0.3206 | 0.374798 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.486218 | 3.7662 | 0.00019 |
2 | 0.167928 | 1.3008 | 0.099157 |
3 | 0.2835 | 2.196 | 0.015985 |
4 | 0.195754 | 1.5163 | 0.067346 |
5 | 0.07184 | 0.5565 | 0.28998 |
6 | -0.070869 | -0.5489 | 0.292539 |
7 | -0.161525 | -1.2512 | 0.107865 |
8 | 0.018737 | 0.1451 | 0.442546 |
9 | -0.18414 | -1.4263 | 0.079476 |
10 | -0.170533 | -1.3209 | 0.095768 |
11 | 0.147839 | 1.1452 | 0.128345 |
12 | 0.448511 | 3.4741 | 0.000479 |
13 | -0.228902 | -1.7731 | 0.040646 |
14 | -0.163611 | -1.2673 | 0.104968 |
15 | -0.152052 | -1.1778 | 0.121765 |
16 | 0.022158 | 0.1716 | 0.432152 |
17 | -0.138339 | -1.0716 | 0.144102 |
18 | 0.12769 | 0.9891 | 0.163298 |
19 | 0.148191 | 1.1479 | 0.127787 |
20 | -0.078567 | -0.6086 | 0.27255 |
21 | -0.159135 | -1.2327 | 0.111257 |
22 | -0.001942 | -0.015 | 0.494023 |
23 | -0.101141 | -0.7834 | 0.218226 |
24 | -0.033909 | -0.2627 | 0.396858 |
25 | 0.106917 | 0.8282 | 0.205426 |
26 | -0.018126 | -0.1404 | 0.444407 |
27 | -0.056296 | -0.4361 | 0.332176 |
28 | -0.05504 | -0.4263 | 0.335694 |
29 | -0.054279 | -0.4204 | 0.337831 |
30 | -0.114052 | -0.8834 | 0.190261 |
31 | -0.00134 | -0.0104 | 0.495878 |
32 | -0.061686 | -0.4778 | 0.317258 |
33 | 0.031929 | 0.2473 | 0.402751 |
34 | 0.007009 | 0.0543 | 0.478443 |
35 | -0.040942 | -0.3171 | 0.376121 |
36 | -0.086945 | -0.6735 | 0.251615 |
37 | 0.027808 | 0.2154 | 0.415092 |
38 | 0.010317 | 0.0799 | 0.468284 |
39 | 0.003763 | 0.0291 | 0.488423 |
40 | 0.034068 | 0.2639 | 0.396384 |
41 | -0.001524 | -0.0118 | 0.495309 |
42 | -0.034305 | -0.2657 | 0.395682 |
43 | -0.043717 | -0.3386 | 0.368034 |
44 | -0.089879 | -0.6962 | 0.244497 |
45 | 0.094423 | 0.7314 | 0.233691 |
46 | -0.071015 | -0.5501 | 0.292152 |
47 | 0.098696 | 0.7645 | 0.223784 |
48 | 0.099685 | 0.7722 | 0.221525 |
49 | -0.014156 | -0.1096 | 0.456527 |
50 | 0.043568 | 0.3375 | 0.368467 |
51 | -0.006315 | -0.0489 | 0.480575 |
52 | -0.052416 | -0.406 | 0.343089 |
53 | -0.062256 | -0.4822 | 0.315698 |
54 | -0.080618 | -0.6245 | 0.267345 |
55 | -0.15564 | -1.2056 | 0.116356 |
56 | 0.042785 | 0.3314 | 0.370745 |
57 | 0.054502 | 0.4222 | 0.337204 |
58 | 0.048048 | 0.3722 | 0.355536 |
59 | -0.090486 | -0.7009 | 0.243037 |
60 | NA | NA | NA |