Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.061516 | 0.4765 | 0.317724 |
2 | 0.118556 | 0.9183 | 0.18106 |
3 | 0.14813 | 1.1474 | 0.127883 |
4 | 0.048635 | 0.3767 | 0.353853 |
5 | 0.364919 | 2.8267 | 0.003191 |
6 | 0.00847 | 0.0656 | 0.473952 |
7 | 0.298602 | 2.313 | 0.012085 |
8 | 0.091025 | 0.7051 | 0.241746 |
9 | 0.053879 | 0.4173 | 0.338958 |
10 | 0.04778 | 0.3701 | 0.356305 |
11 | 0.053232 | 0.4123 | 0.340782 |
12 | 0.618693 | 4.7924 | 6e-06 |
13 | -0.001695 | -0.0131 | 0.494784 |
14 | 0.013064 | 0.1012 | 0.459867 |
15 | 0.046882 | 0.3631 | 0.358885 |
16 | -0.088081 | -0.6823 | 0.248847 |
17 | 0.185023 | 1.4332 | 0.078499 |
18 | -0.095749 | -0.7417 | 0.23059 |
19 | 0.117024 | 0.9065 | 0.184158 |
20 | -0.034478 | -0.2671 | 0.395168 |
21 | -0.040145 | -0.311 | 0.378454 |
22 | -0.113406 | -0.8784 | 0.191604 |
23 | -0.020858 | -0.1616 | 0.436095 |
24 | 0.329101 | 2.5492 | 0.006686 |
25 | -0.124899 | -0.9675 | 0.168598 |
26 | -0.075416 | -0.5842 | 0.280649 |
27 | -0.096926 | -0.7508 | 0.227859 |
28 | -0.167175 | -1.2949 | 0.100152 |
29 | 0.037907 | 0.2936 | 0.38503 |
30 | -0.169332 | -1.3116 | 0.097319 |
31 | -0.011338 | -0.0878 | 0.465156 |
32 | -0.110241 | -0.8539 | 0.198272 |
33 | -0.145097 | -1.1239 | 0.132762 |
34 | -0.153179 | -1.1865 | 0.120047 |
35 | -0.114009 | -0.8831 | 0.190351 |
36 | 0.161826 | 1.2535 | 0.107443 |
37 | -0.17065 | -1.3218 | 0.095618 |
38 | -0.110135 | -0.8531 | 0.198498 |
39 | -0.15717 | -1.2174 | 0.114102 |
40 | -0.173812 | -1.3463 | 0.091628 |
41 | -0.017423 | -0.135 | 0.446547 |
42 | -0.144691 | -1.1208 | 0.133426 |
43 | -0.065027 | -0.5037 | 0.308159 |
44 | -0.073742 | -0.5712 | 0.284998 |
45 | -0.185392 | -1.436 | 0.078092 |
46 | -0.093881 | -0.7272 | 0.234965 |
47 | -0.064013 | -0.4958 | 0.310908 |
48 | 0.009752 | 0.0755 | 0.470018 |
49 | -0.072598 | -0.5623 | 0.287989 |
50 | -0.077693 | -0.6018 | 0.274785 |
51 | -0.088127 | -0.6826 | 0.248735 |
52 | -0.103488 | -0.8016 | 0.212969 |
53 | -0.034893 | -0.2703 | 0.393938 |
54 | -0.038937 | -0.3016 | 0.381998 |
55 | -0.024526 | -0.19 | 0.424985 |
56 | -0.021661 | -0.1678 | 0.43366 |
57 | -0.033744 | -0.2614 | 0.397346 |
58 | -0.00569 | -0.0441 | 0.482496 |
59 | 0.005299 | 0.041 | 0.483697 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.061516 | 0.4765 | 0.317724 |
2 | 0.115208 | 0.8924 | 0.187872 |
3 | 0.136919 | 1.0606 | 0.146568 |
4 | 0.022509 | 0.1744 | 0.431087 |
5 | 0.342372 | 2.652 | 0.005111 |
6 | -0.048942 | -0.3791 | 0.352975 |
7 | 0.273019 | 2.1148 | 0.019305 |
8 | -0.025801 | -0.1999 | 0.421136 |
9 | 0.032826 | 0.2543 | 0.400079 |
10 | -0.180825 | -1.4007 | 0.083233 |
11 | 0.09025 | 0.6991 | 0.243603 |
12 | 0.529687 | 4.1029 | 6.2e-05 |
13 | -0.088148 | -0.6828 | 0.248684 |
14 | -0.183422 | -1.4208 | 0.080278 |
15 | -0.110795 | -0.8582 | 0.197095 |
16 | -0.160063 | -1.2398 | 0.109931 |
17 | -0.149299 | -1.1565 | 0.126037 |
18 | -0.080061 | -0.6202 | 0.268753 |
19 | -0.051839 | -0.4015 | 0.344723 |
20 | -0.11641 | -0.9017 | 0.185409 |
21 | 0.124919 | 0.9676 | 0.16856 |
22 | -0.098624 | -0.7639 | 0.223948 |
23 | 0.05459 | 0.4229 | 0.336958 |
24 | 0.017856 | 0.1383 | 0.445228 |
25 | -0.007861 | -0.0609 | 0.475825 |
26 | -0.077272 | -0.5985 | 0.275864 |
27 | -0.007284 | -0.0564 | 0.477596 |
28 | -0.045462 | -0.3521 | 0.36298 |
29 | -0.019309 | -0.1496 | 0.440805 |
30 | -0.005798 | -0.0449 | 0.482165 |
31 | -0.018372 | -0.1423 | 0.443656 |
32 | -0.038256 | -0.2963 | 0.384 |
33 | -0.051867 | -0.4018 | 0.344645 |
34 | 0.02874 | 0.2226 | 0.412293 |
35 | -0.091982 | -0.7125 | 0.239462 |
36 | -0.004879 | -0.0378 | 0.484991 |
37 | 0.011871 | 0.092 | 0.463521 |
38 | 0.000944 | 0.0073 | 0.497096 |
39 | -0.03459 | -0.2679 | 0.394836 |
40 | 0.045602 | 0.3532 | 0.362577 |
41 | -0.009644 | -0.0747 | 0.470349 |
42 | 0.039607 | 0.3068 | 0.38003 |
43 | -0.033549 | -0.2599 | 0.397928 |
44 | 0.054125 | 0.4192 | 0.338266 |
45 | -0.130823 | -1.0134 | 0.15748 |
46 | 0.09958 | 0.7713 | 0.221766 |
47 | 0.012954 | 0.1003 | 0.460205 |
48 | -0.169581 | -1.3136 | 0.096996 |
49 | 0.03093 | 0.2396 | 0.405736 |
50 | 0.086474 | 0.6698 | 0.25277 |
51 | 0.004981 | 0.0386 | 0.484676 |
52 | -0.001458 | -0.0113 | 0.495514 |
53 | -0.019862 | -0.1539 | 0.439122 |
54 | 0.000335 | 0.0026 | 0.498968 |
55 | -0.009989 | -0.0774 | 0.469293 |
56 | 0.043081 | 0.3337 | 0.369883 |
57 | 0.101548 | 0.7866 | 0.217309 |
58 | 0.051566 | 0.3994 | 0.345497 |
59 | -0.058794 | -0.4554 | 0.325227 |
60 | NA | NA | NA |