Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.432801 | 3.2961 | 0.000838 |
2 | 0.218947 | 1.6675 | 0.050408 |
3 | 0.228143 | 1.7375 | 0.043804 |
4 | 0.125487 | 0.9557 | 0.1716 |
5 | 0.317488 | 2.4179 | 0.009386 |
6 | 0.269265 | 2.0507 | 0.022414 |
7 | 0.159606 | 1.2155 | 0.114545 |
8 | 0.325716 | 2.4806 | 0.00802 |
9 | 0.289088 | 2.2016 | 0.015841 |
10 | 0.174248 | 1.327 | 0.094849 |
11 | 0.137144 | 1.0445 | 0.150304 |
12 | -0.095574 | -0.7279 | 0.234811 |
13 | -0.063177 | -0.4811 | 0.316114 |
14 | 0.056698 | 0.4318 | 0.333745 |
15 | 0.056488 | 0.4302 | 0.334323 |
16 | 0.052314 | 0.3984 | 0.345893 |
17 | 0.042127 | 0.3208 | 0.374745 |
18 | -0.01853 | -0.1411 | 0.444132 |
19 | -0.054033 | -0.4115 | 0.341111 |
20 | 0.03981 | 0.3032 | 0.381418 |
21 | -0.071795 | -0.5468 | 0.293317 |
22 | -0.157764 | -1.2015 | 0.117221 |
23 | -0.162336 | -1.2363 | 0.110663 |
24 | -0.25214 | -1.9202 | 0.029875 |
25 | -0.143935 | -1.0962 | 0.138765 |
26 | -0.100827 | -0.7679 | 0.222837 |
27 | -0.167324 | -1.2743 | 0.103819 |
28 | -0.124997 | -0.952 | 0.172536 |
29 | -0.106652 | -0.8122 | 0.209988 |
30 | -0.213134 | -1.6232 | 0.054987 |
31 | -0.213918 | -1.6292 | 0.05435 |
32 | -0.302277 | -2.3021 | 0.01247 |
33 | -0.191729 | -1.4602 | 0.07482 |
34 | -0.078277 | -0.5961 | 0.276701 |
35 | -0.078331 | -0.5965 | 0.276565 |
36 | -0.047025 | -0.3581 | 0.360772 |
37 | -0.044216 | -0.3367 | 0.368765 |
38 | -0.076974 | -0.5862 | 0.280002 |
39 | -0.101464 | -0.7727 | 0.221411 |
40 | -0.164052 | -1.2494 | 0.108271 |
41 | -0.136292 | -1.038 | 0.151796 |
42 | -0.007658 | -0.0583 | 0.476846 |
43 | 0.018267 | 0.1391 | 0.444921 |
44 | -0.000816 | -0.0062 | 0.497532 |
45 | -0.03951 | -0.3009 | 0.382285 |
46 | -0.070053 | -0.5335 | 0.29786 |
47 | -0.045559 | -0.347 | 0.364937 |
48 | -0.060577 | -0.4613 | 0.323139 |
49 | -0.053038 | -0.4039 | 0.343876 |
50 | 0.005385 | 0.041 | 0.483715 |
51 | 0.004744 | 0.0361 | 0.485652 |
52 | 0.014338 | 0.1092 | 0.456713 |
53 | -0.015728 | -0.1198 | 0.452536 |
54 | -0.017399 | -0.1325 | 0.447521 |
55 | 0.004661 | 0.0355 | 0.485904 |
56 | 0.006122 | 0.0466 | 0.481487 |
57 | -0.001776 | -0.0135 | 0.494627 |
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 | 0.432801 | 3.2961 | 0.000838 |
2 | 0.038922 | 0.2964 | 0.383985 |
3 | 0.148161 | 1.1284 | 0.131907 |
4 | -0.034332 | -0.2615 | 0.397331 |
5 | 0.315465 | 2.4025 | 0.009752 |
6 | 0.006043 | 0.046 | 0.481726 |
7 | 0.019766 | 0.1505 | 0.440434 |
8 | 0.233089 | 1.7752 | 0.04056 |
9 | 0.085699 | 0.6527 | 0.258275 |
10 | -0.070773 | -0.539 | 0.295978 |
11 | -0.050391 | -0.3838 | 0.351276 |
12 | -0.250348 | -1.9066 | 0.030766 |
13 | -0.098203 | -0.7479 | 0.228774 |
14 | -0.040549 | -0.3088 | 0.379284 |
15 | 0.038128 | 0.2904 | 0.386284 |
16 | -0.081923 | -0.6239 | 0.267567 |
17 | 0.066674 | 0.5078 | 0.30677 |
18 | 0.001568 | 0.0119 | 0.495258 |
19 | -0.061575 | -0.4689 | 0.320434 |
20 | 0.213153 | 1.6233 | 0.054971 |
21 | -0.036097 | -0.2749 | 0.392182 |
22 | -0.130658 | -0.9951 | 0.161919 |
23 | -0.126955 | -0.9669 | 0.168814 |
24 | -0.237355 | -1.8076 | 0.037924 |
25 | -0.111384 | -0.8483 | 0.199887 |
26 | -0.066756 | -0.5084 | 0.306551 |
27 | 0.025429 | 0.1937 | 0.42356 |
28 | -0.011119 | -0.0847 | 0.466403 |
29 | 0.149508 | 1.1386 | 0.129772 |
30 | -0.012059 | -0.0918 | 0.463572 |
31 | -0.026687 | -0.2032 | 0.41983 |
32 | -0.000875 | -0.0067 | 0.497352 |
33 | 0.197633 | 1.5051 | 0.068859 |
34 | -0.036584 | -0.2786 | 0.390766 |
35 | 0.029812 | 0.227 | 0.410595 |
36 | -0.061619 | -0.4693 | 0.320315 |
37 | -0.018042 | -0.1374 | 0.445595 |
38 | -0.060771 | -0.4628 | 0.322613 |
39 | 0.021022 | 0.1601 | 0.43668 |
40 | -0.139592 | -1.0631 | 0.146071 |
41 | 0.039631 | 0.3018 | 0.381933 |
42 | 0.087396 | 0.6656 | 0.254156 |
43 | -0.012274 | -0.0935 | 0.462923 |
44 | -0.042774 | -0.3258 | 0.372891 |
45 | 0.046103 | 0.3511 | 0.363388 |
46 | -0.078714 | -0.5995 | 0.275597 |
47 | -0.032568 | -0.248 | 0.402493 |
48 | -0.062107 | -0.473 | 0.318996 |
49 | -0.028715 | -0.2187 | 0.413831 |
50 | 0.007622 | 0.058 | 0.476957 |
51 | 0.004735 | 0.0361 | 0.485677 |
52 | -0.021492 | -0.1637 | 0.435276 |
53 | -0.085096 | -0.6481 | 0.259749 |
54 | 0.03969 | 0.3023 | 0.381764 |
55 | -0.008965 | -0.0683 | 0.4729 |
56 | -0.052141 | -0.3971 | 0.346377 |
57 | 0.027013 | 0.2057 | 0.418864 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |