Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.375361 | 2.8832 | 0.002743 |
2 | 0.304908 | 2.342 | 0.011287 |
3 | 0.269986 | 2.0738 | 0.021236 |
4 | 0.084485 | 0.6489 | 0.259447 |
5 | -0.120705 | -0.9271 | 0.178813 |
6 | -0.08283 | -0.6362 | 0.263543 |
7 | -0.229931 | -1.7661 | 0.041273 |
8 | -0.340461 | -2.6151 | 0.005653 |
9 | -0.135461 | -1.0405 | 0.151177 |
10 | -0.222336 | -1.7078 | 0.046466 |
11 | -0.110045 | -0.8453 | 0.200688 |
12 | -0.059827 | -0.4595 | 0.323767 |
13 | -0.08279 | -0.6359 | 0.263643 |
14 | -0.070536 | -0.5418 | 0.294999 |
15 | 0.11562 | 0.8881 | 0.189049 |
16 | 0.117308 | 0.9011 | 0.18561 |
17 | 0.052164 | 0.4007 | 0.345053 |
18 | 0.010808 | 0.083 | 0.467058 |
19 | 0.061605 | 0.4732 | 0.318909 |
20 | 0.030306 | 0.2328 | 0.408368 |
21 | -0.055299 | -0.4248 | 0.336277 |
22 | -0.106756 | -0.82 | 0.207756 |
23 | -0.013615 | -0.1046 | 0.458534 |
24 | -0.09658 | -0.7418 | 0.230562 |
25 | -0.066125 | -0.5079 | 0.306703 |
26 | 0.028945 | 0.2223 | 0.412413 |
27 | -0.040038 | -0.3075 | 0.379759 |
28 | -0.053186 | -0.4085 | 0.342183 |
29 | -0.082744 | -0.6356 | 0.263758 |
30 | -0.005255 | -0.0404 | 0.483968 |
31 | -0.035353 | -0.2716 | 0.393456 |
32 | -0.025467 | -0.1956 | 0.422791 |
33 | 0.003315 | 0.0255 | 0.489887 |
34 | -0.051764 | -0.3976 | 0.346179 |
35 | 0.018891 | 0.1451 | 0.442562 |
36 | 0.036944 | 0.2838 | 0.388788 |
37 | -0.017678 | -0.1358 | 0.446226 |
38 | -0.048272 | -0.3708 | 0.356063 |
39 | 0.012565 | 0.0965 | 0.461719 |
40 | -0.029798 | -0.2289 | 0.409877 |
41 | -0.069317 | -0.5324 | 0.298213 |
42 | -0.002297 | -0.0176 | 0.49299 |
43 | -0.066082 | -0.5076 | 0.306818 |
44 | -0.035123 | -0.2698 | 0.394133 |
45 | -0.002212 | -0.017 | 0.493251 |
46 | 0.036638 | 0.2814 | 0.389684 |
47 | -0.002303 | -0.0177 | 0.492973 |
48 | 0.078474 | 0.6028 | 0.274487 |
49 | 0.058255 | 0.4475 | 0.328089 |
50 | 0.06973 | 0.5356 | 0.297123 |
51 | 0.090896 | 0.6982 | 0.243902 |
52 | 0.034939 | 0.2684 | 0.394676 |
53 | -0.000396 | -0.003 | 0.498791 |
54 | -0.011429 | -0.0878 | 0.465171 |
55 | 0.008736 | 0.0671 | 0.473365 |
56 | -0.002063 | -0.0158 | 0.493707 |
57 | -0.007391 | -0.0568 | 0.477459 |
58 | -0.019413 | -0.1491 | 0.440986 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.375361 | 2.8832 | 0.002743 |
2 | 0.190911 | 1.4664 | 0.073923 |
3 | 0.127719 | 0.981 | 0.165292 |
4 | -0.104694 | -0.8042 | 0.212264 |
5 | -0.247545 | -1.9014 | 0.031066 |
6 | -0.025092 | -0.1927 | 0.423915 |
7 | -0.146267 | -1.1235 | 0.132888 |
8 | -0.183342 | -1.4083 | 0.082148 |
9 | 0.137465 | 1.0559 | 0.147662 |
10 | -0.08854 | -0.6801 | 0.249554 |
11 | 0.089623 | 0.6884 | 0.246947 |
12 | -0.050903 | -0.391 | 0.348606 |
13 | -0.1427 | -1.0961 | 0.138745 |
14 | -0.043323 | -0.3328 | 0.370243 |
15 | 0.102647 | 0.7884 | 0.216797 |
16 | 0.104851 | 0.8054 | 0.211919 |
17 | -0.035411 | -0.272 | 0.393286 |
18 | -0.214383 | -1.6467 | 0.052467 |
19 | 0.058134 | 0.4465 | 0.328422 |
20 | 0.020449 | 0.1571 | 0.437863 |
21 | -0.107457 | -0.8254 | 0.206236 |
22 | -0.125189 | -0.9616 | 0.170088 |
23 | 0.143831 | 1.1048 | 0.136868 |
24 | 5e-05 | 4e-04 | 0.499847 |
25 | -0.020337 | -0.1562 | 0.4382 |
26 | -0.013561 | -0.1042 | 0.458695 |
27 | -0.08607 | -0.6611 | 0.255556 |
28 | -0.046895 | -0.3602 | 0.35999 |
29 | -0.131694 | -1.0116 | 0.157939 |
30 | 0.06148 | 0.4722 | 0.319249 |
31 | 0.012058 | 0.0926 | 0.463261 |
32 | -0.113337 | -0.8706 | 0.193761 |
33 | 0.142543 | 1.0949 | 0.139007 |
34 | -0.145724 | -1.1193 | 0.133768 |
35 | -0.066568 | -0.5113 | 0.305519 |
36 | 0.031161 | 0.2394 | 0.405831 |
37 | -0.056893 | -0.437 | 0.331852 |
38 | -0.018956 | -0.1456 | 0.442367 |
39 | -0.070148 | -0.5388 | 0.296019 |
40 | 0.008814 | 0.0677 | 0.473127 |
41 | -0.040201 | -0.3088 | 0.379286 |
42 | -0.156792 | -1.2043 | 0.116633 |
43 | -0.050502 | -0.3879 | 0.349737 |
44 | 0.094196 | 0.7235 | 0.236106 |
45 | -0.019 | -0.1459 | 0.442233 |
46 | -0.022867 | -0.1756 | 0.430588 |
47 | -0.028589 | -0.2196 | 0.413471 |
48 | 0.036567 | 0.2809 | 0.389894 |
49 | -0.050141 | -0.3851 | 0.350759 |
50 | -0.015419 | -0.1184 | 0.453062 |
51 | -0.045194 | -0.3471 | 0.364859 |
52 | -0.040311 | -0.3096 | 0.378966 |
53 | -0.055368 | -0.4253 | 0.336085 |
54 | 0.023997 | 0.1843 | 0.427197 |
55 | 0.045721 | 0.3512 | 0.363348 |
56 | -0.074184 | -0.5698 | 0.285481 |
57 | 0.032554 | 0.2501 | 0.401707 |
58 | 0.020699 | 0.159 | 0.43711 |
59 | NA | NA | NA |
60 | NA | NA | NA |