Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.175752 | 1.3614 | 0.089244 |
2 | -0.00025 | -0.0019 | 0.499229 |
3 | 0.171358 | 1.3273 | 0.094714 |
4 | -0.076924 | -0.5958 | 0.276759 |
5 | 0.1522 | 1.1789 | 0.121539 |
6 | 0.588785 | 4.5607 | 1.3e-05 |
7 | 0.071725 | 0.5556 | 0.290281 |
8 | -0.111972 | -0.8673 | 0.194609 |
9 | 0.0874 | 0.677 | 0.250506 |
10 | -0.051519 | -0.3991 | 0.345633 |
11 | 0.128318 | 0.9939 | 0.16212 |
12 | 0.545737 | 4.2273 | 4.1e-05 |
13 | 0.022209 | 0.172 | 0.431995 |
14 | -0.110066 | -0.8526 | 0.198646 |
15 | 0.0282 | 0.2184 | 0.413916 |
16 | -0.096946 | -0.7509 | 0.227811 |
17 | 0.019736 | 0.1529 | 0.439506 |
18 | 0.319376 | 2.4739 | 0.008106 |
19 | -0.023802 | -0.1844 | 0.427172 |
20 | -0.168376 | -1.3042 | 0.098568 |
21 | 0.007726 | 0.0598 | 0.476238 |
22 | -0.118172 | -0.9154 | 0.181834 |
23 | -0.013193 | -0.1022 | 0.459472 |
24 | 0.355444 | 2.7533 | 0.003898 |
25 | -0.063157 | -0.4892 | 0.313238 |
26 | -0.142076 | -1.1005 | 0.137752 |
27 | -0.067464 | -0.5226 | 0.301599 |
28 | -0.193493 | -1.4988 | 0.069586 |
29 | -0.081795 | -0.6336 | 0.264381 |
30 | 0.141802 | 1.0984 | 0.138211 |
31 | -0.089134 | -0.6904 | 0.246293 |
32 | -0.205828 | -1.5943 | 0.058058 |
33 | -0.106065 | -0.8216 | 0.207285 |
34 | -0.131758 | -1.0206 | 0.155772 |
35 | -0.055297 | -0.4283 | 0.334972 |
36 | 0.189394 | 1.467 | 0.073794 |
37 | -0.065889 | -0.5104 | 0.305831 |
38 | -0.179538 | -1.3907 | 0.084728 |
39 | -0.10443 | -0.8089 | 0.210881 |
40 | -0.124349 | -0.9632 | 0.169656 |
41 | -0.085682 | -0.6637 | 0.254715 |
42 | 0.098917 | 0.7662 | 0.223279 |
43 | -0.133482 | -1.0339 | 0.152655 |
44 | -0.180569 | -1.3987 | 0.083528 |
45 | -0.104872 | -0.8123 | 0.209905 |
46 | -0.107407 | -0.832 | 0.204361 |
47 | -0.054566 | -0.4227 | 0.337024 |
48 | 0.057389 | 0.4445 | 0.329127 |
49 | -0.122438 | -0.9484 | 0.173364 |
50 | -0.098082 | -0.7597 | 0.225192 |
51 | -0.04622 | -0.358 | 0.360793 |
52 | -0.084546 | -0.6549 | 0.257521 |
53 | -0.056095 | -0.4345 | 0.332739 |
54 | -0.044467 | -0.3444 | 0.36586 |
55 | -0.074959 | -0.5806 | 0.281834 |
56 | -0.068925 | -0.5339 | 0.297695 |
57 | -0.028567 | -0.2213 | 0.412815 |
58 | 0.009525 | 0.0738 | 0.470715 |
59 | 0.001377 | 0.0107 | 0.495763 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.175752 | 1.3614 | 0.089244 |
2 | -0.032132 | -0.2489 | 0.402148 |
3 | 0.182882 | 1.4166 | 0.080886 |
4 | -0.150869 | -1.1686 | 0.123588 |
5 | 0.227655 | 1.7634 | 0.041461 |
6 | 0.533082 | 4.1292 | 5.7e-05 |
7 | -0.102309 | -0.7925 | 0.215602 |
8 | -0.231801 | -1.7955 | 0.038803 |
9 | 0.014697 | 0.1138 | 0.454872 |
10 | 0.107445 | 0.8323 | 0.204279 |
11 | 0.040036 | 0.3101 | 0.378772 |
12 | 0.263829 | 2.0436 | 0.022695 |
13 | -0.096299 | -0.7459 | 0.229313 |
14 | -0.042714 | -0.3309 | 0.370951 |
15 | -0.101214 | -0.784 | 0.218061 |
16 | -0.018836 | -0.1459 | 0.442243 |
17 | -0.160312 | -1.2418 | 0.109576 |
18 | -0.057906 | -0.4485 | 0.327689 |
19 | 0.059389 | 0.46 | 0.323581 |
20 | 0.011369 | 0.0881 | 0.46506 |
21 | 0.005219 | 0.0404 | 0.483944 |
22 | -0.079375 | -0.6148 | 0.270494 |
23 | -0.026136 | -0.2024 | 0.420125 |
24 | 0.188976 | 1.4638 | 0.074234 |
25 | -0.082934 | -0.6424 | 0.26153 |
26 | -0.027924 | -0.2163 | 0.414746 |
27 | -0.142867 | -1.1066 | 0.136432 |
28 | -0.031762 | -0.246 | 0.403252 |
29 | -0.04862 | -0.3766 | 0.353896 |
30 | -0.151786 | -1.1757 | 0.122173 |
31 | 0.012535 | 0.0971 | 0.461488 |
32 | -0.019895 | -0.1541 | 0.439023 |
33 | -0.003982 | -0.0308 | 0.487747 |
34 | 0.097372 | 0.7542 | 0.226826 |
35 | -0.001607 | -0.0124 | 0.495054 |
36 | 0.01749 | 0.1355 | 0.446345 |
37 | -0.008979 | -0.0695 | 0.472393 |
38 | -0.023519 | -0.1822 | 0.428029 |
39 | 0.018579 | 0.1439 | 0.443025 |
40 | -0.011505 | -0.0891 | 0.464643 |
41 | -0.019843 | -0.1537 | 0.43918 |
42 | -0.001757 | -0.0136 | 0.494593 |
43 | -0.158132 | -1.2249 | 0.112703 |
44 | 0.068287 | 0.5289 | 0.299398 |
45 | -0.078659 | -0.6093 | 0.272316 |
46 | -0.012211 | -0.0946 | 0.462478 |
47 | -0.04363 | -0.338 | 0.368288 |
48 | -0.130063 | -1.0075 | 0.158878 |
49 | 0.033441 | 0.259 | 0.398249 |
50 | 0.092685 | 0.7179 | 0.237792 |
51 | 0.097728 | 0.757 | 0.226008 |
52 | -0.033853 | -0.2622 | 0.397023 |
53 | -0.045214 | -0.3502 | 0.363698 |
54 | -0.072032 | -0.558 | 0.289474 |
55 | 0.106991 | 0.8288 | 0.205265 |
56 | -0.034939 | -0.2706 | 0.393799 |
57 | -0.002859 | -0.0221 | 0.491203 |
58 | 0.03157 | 0.2445 | 0.403824 |
59 | 0.121168 | 0.9386 | 0.175859 |
60 | NA | NA | NA |