Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.293367 | 2.2534 | 0.013982 |
2 | 0.07764 | 0.5964 | 0.276606 |
3 | 0.222185 | 1.7066 | 0.046574 |
4 | 0.240563 | 1.8478 | 0.034823 |
5 | 0.252465 | 1.9392 | 0.028631 |
6 | -0.040352 | -0.31 | 0.378845 |
7 | -0.051907 | -0.3987 | 0.345775 |
8 | 0.141785 | 1.0891 | 0.140275 |
9 | 0.024364 | 0.1871 | 0.426095 |
10 | -0.169302 | -1.3004 | 0.099255 |
11 | 0.114639 | 0.8806 | 0.191065 |
12 | -0.012426 | -0.0954 | 0.462142 |
13 | -0.039393 | -0.3026 | 0.381635 |
14 | 0.048817 | 0.375 | 0.354514 |
15 | -0.058522 | -0.4495 | 0.327353 |
16 | 0.042946 | 0.3299 | 0.371331 |
17 | -0.124097 | -0.9532 | 0.172186 |
18 | -0.170674 | -1.311 | 0.097473 |
19 | 0.018037 | 0.1385 | 0.445142 |
20 | -0.09558 | -0.7342 | 0.232879 |
21 | -0.170992 | -1.3134 | 0.097064 |
22 | -0.177413 | -1.3627 | 0.089073 |
23 | -0.159168 | -1.2226 | 0.113173 |
24 | -0.116244 | -0.8929 | 0.187773 |
25 | -0.07093 | -0.5448 | 0.293964 |
26 | -0.123643 | -0.9497 | 0.173065 |
27 | -0.029967 | -0.2302 | 0.409374 |
28 | 0.053575 | 0.4115 | 0.341092 |
29 | -0.034815 | -0.2674 | 0.395039 |
30 | -0.037619 | -0.289 | 0.386814 |
31 | -0.079569 | -0.6112 | 0.271714 |
32 | -0.020117 | -0.1545 | 0.438863 |
33 | -0.039693 | -0.3049 | 0.380761 |
34 | -0.090533 | -0.6954 | 0.244768 |
35 | -0.115249 | -0.8852 | 0.189808 |
36 | -0.044641 | -0.3429 | 0.366447 |
37 | -0.007423 | -0.057 | 0.477363 |
38 | -0.03327 | -0.2555 | 0.399594 |
39 | -0.053953 | -0.4144 | 0.340035 |
40 | -0.04658 | -0.3578 | 0.360889 |
41 | 0.012655 | 0.0972 | 0.461446 |
42 | 0.015103 | 0.116 | 0.454019 |
43 | 0.023598 | 0.1813 | 0.428394 |
44 | -0.007077 | -0.0544 | 0.478416 |
45 | 0.004028 | 0.0309 | 0.48771 |
46 | 0.01268 | 0.0974 | 0.461372 |
47 | 0.001548 | 0.0119 | 0.495275 |
48 | 0.007419 | 0.057 | 0.477375 |
49 | 0.014518 | 0.1115 | 0.455793 |
50 | 0.023943 | 0.1839 | 0.427358 |
51 | 0.017469 | 0.1342 | 0.446859 |
52 | 0.005961 | 0.0458 | 0.481816 |
53 | 0.005174 | 0.0397 | 0.484218 |
54 | 0.01966 | 0.151 | 0.44024 |
55 | 0.018341 | 0.1409 | 0.444222 |
56 | 0.009437 | 0.0725 | 0.471231 |
57 | 0.000632 | 0.0049 | 0.498072 |
58 | -0.0014 | -0.0108 | 0.495729 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.293367 | 2.2534 | 0.013982 |
2 | -0.009218 | -0.0708 | 0.471897 |
3 | 0.220934 | 1.697 | 0.047481 |
4 | 0.132651 | 1.0189 | 0.156202 |
5 | 0.174699 | 1.3419 | 0.092387 |
6 | -0.217285 | -1.669 | 0.050209 |
7 | -0.057807 | -0.444 | 0.329325 |
8 | 0.072663 | 0.5581 | 0.289431 |
9 | -0.061318 | -0.471 | 0.319691 |
10 | -0.172441 | -1.3245 | 0.095216 |
11 | 0.308195 | 2.3673 | 0.010609 |
12 | -0.179998 | -1.3826 | 0.086001 |
13 | 0.019872 | 0.1526 | 0.439602 |
14 | 0.110028 | 0.8451 | 0.200724 |
15 | -0.056897 | -0.437 | 0.33184 |
16 | -0.092939 | -0.7139 | 0.239058 |
17 | -0.091982 | -0.7065 | 0.241322 |
18 | -0.060666 | -0.466 | 0.321472 |
19 | -0.006218 | -0.0478 | 0.481034 |
20 | -0.087256 | -0.6702 | 0.252663 |
21 | 0.063378 | 0.4868 | 0.314096 |
22 | -0.206877 | -1.5891 | 0.058696 |
23 | -0.0011 | -0.0084 | 0.496644 |
24 | -0.045473 | -0.3493 | 0.36406 |
25 | 0.053615 | 0.4118 | 0.340979 |
26 | 0.003095 | 0.0238 | 0.490557 |
27 | 0.053824 | 0.4134 | 0.340395 |
28 | 0.106182 | 0.8156 | 0.209005 |
29 | -0.025131 | -0.193 | 0.423797 |
30 | -0.162629 | -1.2492 | 0.108267 |
31 | 0.015974 | 0.1227 | 0.451382 |
32 | -0.090504 | -0.6952 | 0.244837 |
33 | -0.084261 | -0.6472 | 0.259999 |
34 | 0.009897 | 0.076 | 0.469831 |
35 | -0.034761 | -0.267 | 0.395199 |
36 | 0.022455 | 0.1725 | 0.431825 |
37 | 0.040923 | 0.3143 | 0.377187 |
38 | 0.071933 | 0.5525 | 0.291338 |
39 | -0.141722 | -1.0886 | 0.140382 |
40 | -0.064896 | -0.4985 | 0.31 |
41 | 0.013468 | 0.1035 | 0.458978 |
42 | -0.051069 | -0.3923 | 0.348137 |
43 | 0.022968 | 0.1764 | 0.430284 |
44 | 0.015715 | 0.1207 | 0.452166 |
45 | -0.02366 | -0.1817 | 0.428208 |
46 | -0.011574 | -0.0889 | 0.464731 |
47 | -0.05012 | -0.385 | 0.350819 |
48 | 0.01651 | 0.1268 | 0.449757 |
49 | 0.016223 | 0.1246 | 0.450627 |
50 | 0.04122 | 0.3166 | 0.376326 |
51 | 0.015846 | 0.1217 | 0.45177 |
52 | -0.033316 | -0.2559 | 0.399457 |
53 | -0.048727 | -0.3743 | 0.354768 |
54 | -0.038271 | -0.294 | 0.384909 |
55 | -0.034485 | -0.2649 | 0.39601 |
56 | -0.056396 | -0.4332 | 0.333229 |
57 | -0.090805 | -0.6975 | 0.244118 |
58 | 0.067853 | 0.5212 | 0.302093 |
59 | NA | NA | NA |
60 | NA | NA | NA |