Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.021279 | 0.1621 | 0.435912 |
2 | -0.090104 | -0.6862 | 0.247656 |
3 | -0.425407 | -3.2398 | 0.000991 |
4 | -0.310889 | -2.3677 | 0.010628 |
5 | -0.008133 | -0.0619 | 0.475413 |
6 | 0.221354 | 1.6858 | 0.048605 |
7 | 0.123626 | 0.9415 | 0.175174 |
8 | 0.152541 | 1.1617 | 0.125055 |
9 | -0.042904 | -0.3267 | 0.372517 |
10 | -0.055029 | -0.4191 | 0.338349 |
11 | -0.161714 | -1.2316 | 0.111539 |
12 | 0.106317 | 0.8097 | 0.210716 |
13 | -0.187506 | -1.428 | 0.079327 |
14 | 0.156731 | 1.1936 | 0.118742 |
15 | 0.098647 | 0.7513 | 0.227763 |
16 | -0.016774 | -0.1277 | 0.449395 |
17 | 0.004725 | 0.036 | 0.485708 |
18 | -0.114294 | -0.8704 | 0.193826 |
19 | -0.063868 | -0.4864 | 0.314256 |
20 | 0.093011 | 0.7083 | 0.240783 |
21 | 0.084703 | 0.6451 | 0.26071 |
22 | 0.050847 | 0.3872 | 0.349998 |
23 | -0.034107 | -0.2597 | 0.397988 |
24 | -0.183153 | -1.3949 | 0.08419 |
25 | -0.106738 | -0.8129 | 0.209802 |
26 | 0.165771 | 1.2625 | 0.105915 |
27 | 0.144689 | 1.1019 | 0.137524 |
28 | -0.026088 | -0.1987 | 0.421604 |
29 | -0.059944 | -0.4565 | 0.32486 |
30 | -0.195996 | -1.4927 | 0.070473 |
31 | 0.071815 | 0.5469 | 0.293264 |
32 | 0.106089 | 0.8079 | 0.211211 |
33 | 0.135884 | 1.0349 | 0.152514 |
34 | 0.020683 | 0.1575 | 0.437692 |
35 | -0.064491 | -0.4911 | 0.312587 |
36 | -0.234607 | -1.7867 | 0.039605 |
37 | -0.059815 | -0.4555 | 0.325211 |
38 | 0.034073 | 0.2595 | 0.398088 |
39 | 0.127079 | 0.9678 | 0.168579 |
40 | 0.079568 | 0.606 | 0.273449 |
41 | 0.143649 | 1.094 | 0.13924 |
42 | -0.132921 | -1.0123 | 0.1578 |
43 | -0.005629 | -0.0429 | 0.482977 |
44 | -0.170166 | -1.2959 | 0.100064 |
45 | -0.064385 | -0.4903 | 0.312872 |
46 | -0.000524 | -0.004 | 0.498415 |
47 | 0.16957 | 1.2914 | 0.100843 |
48 | 0.131015 | 0.9978 | 0.161266 |
49 | 0.114632 | 0.873 | 0.193129 |
50 | -0.161718 | -1.2316 | 0.111533 |
51 | -0.158352 | -1.206 | 0.116362 |
52 | -0.115562 | -0.8801 | 0.19122 |
53 | 0.1267 | 0.9649 | 0.169297 |
54 | 0.050482 | 0.3845 | 0.351021 |
55 | 0.084096 | 0.6405 | 0.2622 |
56 | -0.051075 | -0.389 | 0.34936 |
57 | -0.017682 | -0.1347 | 0.446673 |
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 | 0.021279 | 0.1621 | 0.435912 |
2 | -0.090598 | -0.69 | 0.246481 |
3 | -0.425068 | -3.2372 | 0.000999 |
4 | -0.388598 | -2.9595 | 0.002228 |
5 | -0.206651 | -1.5738 | 0.060485 |
6 | -0.106797 | -0.8133 | 0.209674 |
7 | -0.277697 | -2.1149 | 0.019374 |
8 | -0.111382 | -0.8483 | 0.199891 |
9 | -0.073634 | -0.5608 | 0.288554 |
10 | -0.038554 | -0.2936 | 0.385049 |
11 | -0.161965 | -1.2335 | 0.111184 |
12 | 0.172744 | 1.3156 | 0.096746 |
13 | -0.227007 | -1.7288 | 0.04458 |
14 | 0.028284 | 0.2154 | 0.415104 |
15 | 0.184476 | 1.4049 | 0.082688 |
16 | -0.062196 | -0.4737 | 0.318758 |
17 | 0.013656 | 0.104 | 0.458763 |
18 | 0.0086 | 0.0655 | 0.474003 |
19 | 0.038572 | 0.2938 | 0.384998 |
20 | 0.012831 | 0.0977 | 0.461248 |
21 | 0.144833 | 1.103 | 0.137288 |
22 | 0.084191 | 0.6412 | 0.261967 |
23 | 0.088392 | 0.6732 | 0.251756 |
24 | -0.148101 | -1.1279 | 0.132002 |
25 | -0.000331 | -0.0025 | 0.499 |
26 | 0.111335 | 0.8479 | 0.199989 |
27 | 0.024046 | 0.1831 | 0.427666 |
28 | -0.153684 | -1.1704 | 0.123309 |
29 | -0.155192 | -1.1819 | 0.121033 |
30 | -0.184409 | -1.4044 | 0.082763 |
31 | -0.093309 | -0.7106 | 0.240085 |
32 | -0.109832 | -0.8365 | 0.203165 |
33 | 0.004438 | 0.0338 | 0.486575 |
34 | 0.039561 | 0.3013 | 0.382136 |
35 | 0.034569 | 0.2633 | 0.396639 |
36 | -0.043422 | -0.3307 | 0.371034 |
37 | -0.050437 | -0.3841 | 0.351147 |
38 | -0.02072 | -0.1578 | 0.437583 |
39 | 0.017774 | 0.1354 | 0.446398 |
40 | -0.085692 | -0.6526 | 0.258292 |
41 | 0.042872 | 0.3265 | 0.372609 |
42 | -0.07154 | -0.5448 | 0.293978 |
43 | 0.004149 | 0.0316 | 0.487449 |
44 | 0.014894 | 0.1134 | 0.455041 |
45 | -0.05694 | -0.4336 | 0.333077 |
46 | -0.14258 | -1.0859 | 0.141017 |
47 | 0.012596 | 0.0959 | 0.461953 |
48 | 0.02485 | 0.1893 | 0.425278 |
49 | -0.033684 | -0.2565 | 0.399223 |
50 | -0.029819 | -0.2271 | 0.410574 |
51 | 0.064914 | 0.4944 | 0.311456 |
52 | 0.010198 | 0.0777 | 0.469181 |
53 | 0.011672 | 0.0889 | 0.464737 |
54 | 0.010005 | 0.0762 | 0.469763 |
55 | -0.081208 | -0.6185 | 0.269345 |
56 | -0.005368 | -0.0409 | 0.483766 |
57 | 0.04656 | 0.3546 | 0.362091 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |