Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.514935 | 3.9216 | 0.000118 |
2 | 0.441961 | 3.3659 | 0.000679 |
3 | 0.205566 | 1.5655 | 0.061448 |
4 | 0.119697 | 0.9116 | 0.18288 |
5 | 0.088037 | 0.6705 | 0.252609 |
6 | 0.114585 | 0.8727 | 0.193225 |
7 | 0.052717 | 0.4015 | 0.34477 |
8 | 0.083616 | 0.6368 | 0.263381 |
9 | -0.079382 | -0.6046 | 0.273917 |
10 | -0.222497 | -1.6945 | 0.047768 |
11 | -0.320485 | -2.4407 | 0.008866 |
12 | -0.41993 | -3.1981 | 0.001121 |
13 | -0.356066 | -2.7117 | 0.004396 |
14 | -0.258037 | -1.9652 | 0.027096 |
15 | -0.153227 | -1.1669 | 0.124005 |
16 | -0.088466 | -0.6737 | 0.251577 |
17 | -0.059927 | -0.4564 | 0.324906 |
18 | -0.074033 | -0.5638 | 0.287526 |
19 | -0.064275 | -0.4895 | 0.313167 |
20 | -0.037552 | -0.286 | 0.387953 |
21 | 0.07409 | 0.5643 | 0.287379 |
22 | 0.01825 | 0.139 | 0.444971 |
23 | 0.21384 | 1.6286 | 0.054414 |
24 | 0.14662 | 1.1166 | 0.134379 |
25 | 0.210011 | 1.5994 | 0.057583 |
26 | 0.136384 | 1.0387 | 0.151634 |
27 | 0.07402 | 0.5637 | 0.287558 |
28 | -0.022329 | -0.17 | 0.432782 |
29 | 0.005027 | 0.0383 | 0.484797 |
30 | -0.108796 | -0.8286 | 0.205372 |
31 | -0.10475 | -0.7978 | 0.214134 |
32 | -0.127494 | -0.971 | 0.167799 |
33 | -0.154438 | -1.1762 | 0.122167 |
34 | -0.098744 | -0.752 | 0.227543 |
35 | -0.159005 | -1.2109 | 0.115413 |
36 | -0.196891 | -1.4995 | 0.069587 |
37 | -0.177866 | -1.3546 | 0.090401 |
38 | -0.172147 | -1.311 | 0.097506 |
39 | -0.091108 | -0.6939 | 0.24527 |
40 | -0.034894 | -0.2657 | 0.395688 |
41 | -0.028849 | -0.2197 | 0.413435 |
42 | 0.021368 | 0.1627 | 0.435646 |
43 | 0.038791 | 0.2954 | 0.384362 |
44 | 0.035937 | 0.2737 | 0.392648 |
45 | 0.049995 | 0.3808 | 0.352389 |
46 | 0.062652 | 0.4771 | 0.317526 |
47 | 0.081358 | 0.6196 | 0.268973 |
48 | 0.05339 | 0.4066 | 0.342897 |
49 | 0.095139 | 0.7246 | 0.235819 |
50 | 0.122159 | 0.9303 | 0.178027 |
51 | 0.060489 | 0.4607 | 0.323378 |
52 | 0.015351 | 0.1169 | 0.453667 |
53 | -0.008541 | -0.065 | 0.47418 |
54 | -0.007088 | -0.054 | 0.478567 |
55 | -0.008495 | -0.0647 | 0.47432 |
56 | -0.002975 | -0.0227 | 0.491002 |
57 | 0.002302 | 0.0175 | 0.493037 |
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 | 0.514935 | 3.9216 | 0.000118 |
2 | 0.240601 | 1.8324 | 0.036017 |
3 | -0.131666 | -1.0027 | 0.160076 |
4 | -0.041881 | -0.319 | 0.375452 |
5 | 0.069906 | 0.5324 | 0.298244 |
6 | 0.093846 | 0.7147 | 0.238827 |
7 | -0.073524 | -0.5599 | 0.288836 |
8 | 0.03157 | 0.2404 | 0.405422 |
9 | -0.173318 | -1.32 | 0.096019 |
10 | -0.250736 | -1.9096 | 0.030571 |
11 | -0.129332 | -0.985 | 0.164366 |
12 | -0.170891 | -1.3015 | 0.099122 |
13 | -0.024093 | -0.1835 | 0.427528 |
14 | 0.057524 | 0.4381 | 0.331474 |
15 | 0.077219 | 0.5881 | 0.27938 |
16 | 0.02518 | 0.1918 | 0.424299 |
17 | 0.039835 | 0.3034 | 0.381346 |
18 | 0.03641 | 0.2773 | 0.391271 |
19 | -0.003743 | -0.0285 | 0.48868 |
20 | 0.015889 | 0.121 | 0.452053 |
21 | 0.076839 | 0.5852 | 0.280345 |
22 | -0.23678 | -1.8033 | 0.038271 |
23 | 0.122352 | 0.9318 | 0.17765 |
24 | -0.06392 | -0.4868 | 0.314118 |
25 | 0.009522 | 0.0725 | 0.471221 |
26 | -0.001228 | -0.0094 | 0.496285 |
27 | -0.044634 | -0.3399 | 0.367572 |
28 | -0.087447 | -0.666 | 0.254033 |
29 | 0.003019 | 0.023 | 0.490868 |
30 | -0.091076 | -0.6936 | 0.245347 |
31 | -0.145968 | -1.1117 | 0.135436 |
32 | -0.009906 | -0.0754 | 0.470061 |
33 | -0.005292 | -0.0403 | 0.483996 |
34 | 0.044121 | 0.336 | 0.369037 |
35 | -0.012592 | -0.0959 | 0.461967 |
36 | -0.05353 | -0.4077 | 0.342509 |
37 | 0.009381 | 0.0714 | 0.471644 |
38 | 0.00679 | 0.0517 | 0.479469 |
39 | 0.055727 | 0.4244 | 0.336421 |
40 | -0.049117 | -0.3741 | 0.354861 |
41 | -0.106476 | -0.8109 | 0.21037 |
42 | -0.049019 | -0.3733 | 0.355135 |
43 | -0.010854 | -0.0827 | 0.467201 |
44 | -0.100564 | -0.7659 | 0.223429 |
45 | 0.028058 | 0.2137 | 0.415773 |
46 | -0.041304 | -0.3146 | 0.377112 |
47 | 0.024365 | 0.1856 | 0.426721 |
48 | -0.127827 | -0.9735 | 0.167173 |
49 | 0.064374 | 0.4903 | 0.312901 |
50 | 0.062599 | 0.4767 | 0.31767 |
51 | -0.038492 | -0.2931 | 0.385229 |
52 | -0.097216 | -0.7404 | 0.231031 |
53 | 0.019257 | 0.1467 | 0.441955 |
54 | 0.033154 | 0.2525 | 0.400775 |
55 | -0.062951 | -0.4794 | 0.31672 |
56 | 0.075542 | 0.5753 | 0.283653 |
57 | 0.003331 | 0.0254 | 0.489924 |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |