Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.266431 | 2.0638 | 0.021687 |
2 | 0.350379 | 2.714 | 0.004333 |
3 | 0.469478 | 3.6366 | 0.000288 |
4 | 0.137651 | 1.0662 | 0.145294 |
5 | 0.119596 | 0.9264 | 0.178978 |
6 | 0.178003 | 1.3788 | 0.086536 |
7 | -0.123993 | -0.9604 | 0.170342 |
8 | 0.025451 | 0.1971 | 0.422191 |
9 | -0.009812 | -0.076 | 0.469834 |
10 | -0.229403 | -1.7769 | 0.040323 |
11 | -0.120402 | -0.9326 | 0.177375 |
12 | -0.213995 | -1.6576 | 0.051309 |
13 | -0.206915 | -1.6028 | 0.05712 |
14 | -0.040913 | -0.3169 | 0.376204 |
15 | -0.162193 | -1.2563 | 0.106931 |
16 | -0.129273 | -1.0013 | 0.160341 |
17 | 0.095738 | 0.7416 | 0.230617 |
18 | -0.022176 | -0.1718 | 0.432097 |
19 | -0.014065 | -0.1089 | 0.456805 |
20 | 7.2e-05 | 6e-04 | 0.499777 |
21 | 0.047948 | 0.3714 | 0.355823 |
22 | -0.128974 | -0.999 | 0.160896 |
23 | 0.042538 | 0.3295 | 0.371465 |
24 | -0.181668 | -1.4072 | 0.082265 |
25 | -0.187264 | -1.4505 | 0.076058 |
26 | -0.047563 | -0.3684 | 0.356927 |
27 | -0.21409 | -1.6583 | 0.051235 |
28 | -0.181903 | -1.409 | 0.081996 |
29 | -0.09562 | -0.7407 | 0.230891 |
30 | -0.217551 | -1.6851 | 0.048578 |
31 | -0.104966 | -0.8131 | 0.209698 |
32 | -0.057769 | -0.4475 | 0.328071 |
33 | -0.209774 | -1.6249 | 0.054713 |
34 | 0.018629 | 0.1443 | 0.442873 |
35 | 0.095955 | 0.7433 | 0.230112 |
36 | -0.011427 | -0.0885 | 0.464881 |
37 | 0.1891 | 1.4648 | 0.074103 |
38 | 0.119908 | 0.9288 | 0.178355 |
39 | 0.088581 | 0.6861 | 0.247632 |
40 | 0.232543 | 1.8013 | 0.038343 |
41 | 0.066396 | 0.5143 | 0.304465 |
42 | 0.074182 | 0.5746 | 0.283852 |
43 | 0.14502 | 1.1233 | 0.132888 |
44 | 0.068093 | 0.5274 | 0.299916 |
45 | 0.039615 | 0.3069 | 0.380007 |
46 | 0.042922 | 0.3325 | 0.370346 |
47 | -0.032757 | -0.2537 | 0.400284 |
48 | -0.031866 | -0.2468 | 0.402941 |
49 | -0.041099 | -0.3184 | 0.375662 |
50 | -0.093815 | -0.7267 | 0.235121 |
51 | -0.057882 | -0.4484 | 0.327756 |
52 | -0.048848 | -0.3784 | 0.353243 |
53 | -0.062099 | -0.481 | 0.316128 |
54 | -0.04864 | -0.3768 | 0.353839 |
55 | -0.045442 | -0.352 | 0.363039 |
56 | -0.026528 | -0.2055 | 0.418945 |
57 | -0.010165 | -0.0787 | 0.468752 |
58 | -0.003601 | -0.0279 | 0.48892 |
59 | 0.000222 | 0.0017 | 0.499318 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.266431 | 2.0638 | 0.021687 |
2 | 0.300742 | 2.3295 | 0.011607 |
3 | 0.383524 | 2.9708 | 0.002134 |
4 | -0.108485 | -0.8403 | 0.202032 |
5 | -0.173256 | -1.342 | 0.09232 |
6 | -0.006563 | -0.0508 | 0.479814 |
7 | -0.197164 | -1.5272 | 0.06598 |
8 | 0.052844 | 0.4093 | 0.34188 |
9 | 0.035751 | 0.2769 | 0.391393 |
10 | -0.139951 | -1.0841 | 0.141338 |
11 | -0.117233 | -0.9081 | 0.183734 |
12 | -0.16523 | -1.2799 | 0.102759 |
13 | 0.078961 | 0.6116 | 0.271546 |
14 | 0.217739 | 1.6866 | 0.048437 |
15 | 0.032921 | 0.255 | 0.399797 |
16 | -0.097013 | -0.7515 | 0.227657 |
17 | 0.052339 | 0.4054 | 0.343308 |
18 | 0.068651 | 0.5318 | 0.298425 |
19 | -0.034647 | -0.2684 | 0.394665 |
20 | -0.20189 | -1.5638 | 0.061558 |
21 | 0.075227 | 0.5827 | 0.281137 |
22 | -0.251844 | -1.9508 | 0.027879 |
23 | 0.018726 | 0.1451 | 0.442578 |
24 | -0.194417 | -1.5059 | 0.068663 |
25 | -0.111096 | -0.8605 | 0.196457 |
26 | 0.11218 | 0.8689 | 0.19417 |
27 | -0.06658 | -0.5157 | 0.303971 |
28 | 0.087379 | 0.6768 | 0.250555 |
29 | 0.000368 | 0.0028 | 0.498868 |
30 | -0.053992 | -0.4182 | 0.33864 |
31 | -0.016576 | -0.1284 | 0.449131 |
32 | -0.057988 | -0.4492 | 0.327461 |
33 | -0.021373 | -0.1656 | 0.434531 |
34 | -0.007441 | -0.0576 | 0.477116 |
35 | 0.091552 | 0.7092 | 0.240486 |
36 | 0.029041 | 0.2249 | 0.411392 |
37 | 0.001976 | 0.0153 | 0.493921 |
38 | -0.067313 | -0.5214 | 0.302001 |
39 | -0.00705 | -0.0546 | 0.478315 |
40 | 0.003748 | 0.029 | 0.488468 |
41 | 0.061391 | 0.4755 | 0.318068 |
42 | -0.042615 | -0.3301 | 0.37124 |
43 | 0.006529 | 0.0506 | 0.479918 |
44 | -0.029084 | -0.2253 | 0.411261 |
45 | -0.015872 | -0.1229 | 0.451281 |
46 | -0.040068 | -0.3104 | 0.37868 |
47 | 0.003761 | 0.0291 | 0.488429 |
48 | -0.007244 | -0.0561 | 0.477721 |
49 | -0.121706 | -0.9427 | 0.1748 |
50 | 0.035596 | 0.2757 | 0.391852 |
51 | 0.030298 | 0.2347 | 0.407625 |
52 | -0.029538 | -0.2288 | 0.409902 |
53 | -0.055467 | -0.4296 | 0.334497 |
54 | -0.095576 | -0.7403 | 0.230993 |
55 | -0.011919 | -0.0923 | 0.463373 |
56 | 0.028864 | 0.2236 | 0.411923 |
57 | 0.001362 | 0.0106 | 0.495808 |
58 | -0.081056 | -0.6279 | 0.26624 |
59 | 0.079529 | 0.616 | 0.270102 |
60 | NA | NA | NA |