Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.220173 | 1.7055 | 0.046641 |
2 | -0.222616 | -1.7244 | 0.044894 |
3 | -0.262838 | -2.0359 | 0.023089 |
4 | -0.181764 | -1.4079 | 0.082155 |
5 | 0.081547 | 0.6317 | 0.265004 |
6 | 0.218472 | 1.6923 | 0.047891 |
7 | 0.08047 | 0.6233 | 0.267719 |
8 | -0.226669 | -1.7558 | 0.042116 |
9 | -0.263116 | -2.0381 | 0.022978 |
10 | -0.209417 | -1.6221 | 0.055009 |
11 | 0.28768 | 2.2284 | 0.014808 |
12 | 0.73014 | 5.6556 | 0 |
13 | 0.095784 | 0.7419 | 0.230509 |
14 | -0.226375 | -1.7535 | 0.042312 |
15 | -0.233897 | -1.8118 | 0.037514 |
16 | -0.177837 | -1.3775 | 0.086735 |
17 | 0.044602 | 0.3455 | 0.365469 |
18 | 0.134141 | 1.039 | 0.151475 |
19 | 0.023351 | 0.1809 | 0.428536 |
20 | -0.232716 | -1.8026 | 0.038236 |
21 | -0.240087 | -1.8597 | 0.033916 |
22 | -0.163883 | -1.2694 | 0.104595 |
23 | 0.236042 | 1.8284 | 0.036233 |
24 | 0.497753 | 3.8556 | 0.000142 |
25 | 0.016588 | 0.1285 | 0.449096 |
26 | -0.199679 | -1.5467 | 0.063596 |
27 | -0.17113 | -1.3256 | 0.095004 |
28 | -0.119586 | -0.9263 | 0.178998 |
29 | 0.043165 | 0.3344 | 0.369639 |
30 | 0.074936 | 0.5804 | 0.281893 |
31 | 0.001085 | 0.0084 | 0.496662 |
32 | -0.191374 | -1.4824 | 0.071736 |
33 | -0.17799 | -1.3787 | 0.086553 |
34 | -0.067865 | -0.5257 | 0.300525 |
35 | 0.169539 | 1.3132 | 0.09705 |
36 | 0.29006 | 2.2468 | 0.014172 |
37 | -0.004493 | -0.0348 | 0.486176 |
38 | -0.092735 | -0.7183 | 0.237673 |
39 | -0.100969 | -0.7821 | 0.218616 |
40 | -0.027524 | -0.2132 | 0.415947 |
41 | 0.034395 | 0.2664 | 0.395412 |
42 | 0.044793 | 0.347 | 0.364916 |
43 | 0.004285 | 0.0332 | 0.486816 |
44 | -0.093231 | -0.7222 | 0.236499 |
45 | -0.077837 | -0.6029 | 0.274416 |
46 | -0.011318 | -0.0877 | 0.465217 |
47 | 0.098742 | 0.7649 | 0.223678 |
48 | 0.136992 | 1.0611 | 0.146441 |
49 | -0.018841 | -0.1459 | 0.44223 |
50 | -0.039544 | -0.3063 | 0.380215 |
51 | -0.036402 | -0.282 | 0.389468 |
52 | -4e-06 | 0 | 0.499987 |
53 | 0.003256 | 0.0252 | 0.489982 |
54 | 0.004725 | 0.0366 | 0.485462 |
55 | -0.003167 | -0.0245 | 0.490254 |
56 | -0.043885 | -0.3399 | 0.367546 |
57 | -0.01259 | -0.0975 | 0.461319 |
58 | 0.015706 | 0.1217 | 0.451789 |
59 | 0.042959 | 0.3328 | 0.370239 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.220173 | 1.7055 | 0.046641 |
2 | -0.284904 | -2.2069 | 0.015581 |
3 | -0.15685 | -1.215 | 0.114572 |
4 | -0.162016 | -1.255 | 0.107177 |
5 | 0.067569 | 0.5234 | 0.301315 |
6 | 0.085424 | 0.6617 | 0.255352 |
7 | -0.013463 | -0.1043 | 0.458647 |
8 | -0.21263 | -1.647 | 0.052391 |
9 | -0.119785 | -0.9279 | 0.178601 |
10 | -0.226946 | -1.7579 | 0.041931 |
11 | 0.292747 | 2.2676 | 0.013484 |
12 | 0.605602 | 4.691 | 8e-06 |
13 | -0.146714 | -1.1364 | 0.130145 |
14 | 0.006369 | 0.0493 | 0.480407 |
15 | 0.023576 | 0.1826 | 0.427857 |
16 | -0.113897 | -0.8822 | 0.190583 |
17 | -0.088853 | -0.6883 | 0.246972 |
18 | -0.20925 | -1.6208 | 0.055148 |
19 | -0.049231 | -0.3813 | 0.352149 |
20 | -0.021852 | -0.1693 | 0.433078 |
21 | -0.011949 | -0.0926 | 0.463282 |
22 | -0.031729 | -0.2458 | 0.403349 |
23 | -0.162685 | -1.2602 | 0.106246 |
24 | -0.046898 | -0.3633 | 0.358841 |
25 | -0.030329 | -0.2349 | 0.407531 |
26 | -0.079172 | -0.6133 | 0.27101 |
27 | 0.039987 | 0.3097 | 0.378917 |
28 | 0.025772 | 0.1996 | 0.421223 |
29 | 0.053613 | 0.4153 | 0.339708 |
30 | -0.041093 | -0.3183 | 0.37568 |
31 | -0.006143 | -0.0476 | 0.481104 |
32 | -0.007151 | -0.0554 | 0.478005 |
33 | -0.024299 | -0.1882 | 0.42567 |
34 | 0.064511 | 0.4997 | 0.309557 |
35 | -0.127028 | -0.984 | 0.164544 |
36 | -0.148193 | -1.1479 | 0.127783 |
37 | 0.056242 | 0.4356 | 0.332327 |
38 | 0.05208 | 0.4034 | 0.344042 |
39 | -0.066966 | -0.5187 | 0.302933 |
40 | 0.047777 | 0.3701 | 0.356315 |
41 | -0.039771 | -0.3081 | 0.379549 |
42 | 0.050255 | 0.3893 | 0.349227 |
43 | -0.008133 | -0.063 | 0.474987 |
44 | 0.069066 | 0.535 | 0.29732 |
45 | 0.020954 | 0.1623 | 0.435805 |
46 | -0.008475 | -0.0656 | 0.47394 |
47 | 0.039119 | 0.303 | 0.381462 |
48 | -0.06034 | -0.4674 | 0.320956 |
49 | -0.112085 | -0.8682 | 0.194371 |
50 | -0.029321 | -0.2271 | 0.41055 |
51 | -0.058939 | -0.4565 | 0.324826 |
52 | -0.084602 | -0.6553 | 0.257383 |
53 | -0.056502 | -0.4377 | 0.331601 |
54 | -0.007023 | -0.0544 | 0.478399 |
55 | -0.047234 | -0.3659 | 0.357874 |
56 | -0.053147 | -0.4117 | 0.341022 |
57 | 0.010893 | 0.0844 | 0.466518 |
58 | -0.002678 | -0.0207 | 0.491759 |
59 | 0.047641 | 0.369 | 0.356703 |
60 | NA | NA | NA |