Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.314515 | 2.4362 | 0.008914 |
2 | 0.130742 | 1.0127 | 0.157629 |
3 | -0.044693 | -0.3462 | 0.365206 |
4 | -0.218072 | -1.6892 | 0.048188 |
5 | -0.270914 | -2.0985 | 0.02004 |
6 | -0.516494 | -4.0007 | 8.8e-05 |
7 | -0.275589 | -2.1347 | 0.01844 |
8 | -0.144498 | -1.1193 | 0.133741 |
9 | -0.070928 | -0.5494 | 0.292384 |
10 | 0.052736 | 0.4085 | 0.342184 |
11 | 0.228616 | 1.7708 | 0.040832 |
12 | 0.752032 | 5.8252 | 0 |
13 | 0.224774 | 1.7411 | 0.043397 |
14 | 0.06982 | 0.5408 | 0.295315 |
15 | -0.070545 | -0.5464 | 0.293395 |
16 | -0.207459 | -1.607 | 0.056656 |
17 | -0.231124 | -1.7903 | 0.039227 |
18 | -0.413482 | -3.2028 | 0.00109 |
19 | -0.199247 | -1.5434 | 0.064001 |
20 | -0.092208 | -0.7142 | 0.238923 |
21 | -0.057818 | -0.4479 | 0.327936 |
22 | 0.026507 | 0.2053 | 0.419007 |
23 | 0.162429 | 1.2582 | 0.106602 |
24 | 0.547742 | 4.2428 | 3.9e-05 |
25 | 0.199014 | 1.5416 | 0.06422 |
26 | 0.075879 | 0.5878 | 0.27945 |
27 | -0.003605 | -0.0279 | 0.488908 |
28 | -0.139579 | -1.0812 | 0.141974 |
29 | -0.135038 | -1.046 | 0.149878 |
30 | -0.270084 | -2.0921 | 0.020336 |
31 | -0.132285 | -1.0247 | 0.154816 |
32 | -0.050841 | -0.3938 | 0.347559 |
33 | -0.055267 | -0.4281 | 0.335057 |
34 | 0.013832 | 0.1071 | 0.457516 |
35 | 0.091232 | 0.7067 | 0.241251 |
36 | 0.326615 | 2.5299 | 0.007026 |
37 | 0.12873 | 0.9971 | 0.161351 |
38 | 0.03208 | 0.2485 | 0.402302 |
39 | -0.009545 | -0.0739 | 0.470653 |
40 | -0.110778 | -0.8581 | 0.197132 |
41 | -0.0941 | -0.7289 | 0.23445 |
42 | -0.135488 | -1.0495 | 0.149081 |
43 | -0.054251 | -0.4202 | 0.33791 |
44 | 0.00126 | 0.0098 | 0.496122 |
45 | -0.002812 | -0.0218 | 0.491346 |
46 | 0.004463 | 0.0346 | 0.48627 |
47 | 0.028348 | 0.2196 | 0.413472 |
48 | 0.123339 | 0.9554 | 0.17161 |
49 | 0.033506 | 0.2595 | 0.398055 |
50 | 0.001319 | 0.0102 | 0.495941 |
51 | -0.00867 | -0.0672 | 0.473339 |
52 | -0.059377 | -0.4599 | 0.323614 |
53 | -0.021768 | -0.1686 | 0.433332 |
54 | -0.023674 | -0.1834 | 0.427561 |
55 | -0.007768 | -0.0602 | 0.476111 |
56 | 0.036185 | 0.2803 | 0.39011 |
57 | 0.010636 | 0.0824 | 0.467307 |
58 | 0.004539 | 0.0352 | 0.486036 |
59 | 0.007112 | 0.0551 | 0.478127 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.314515 | 2.4362 | 0.008914 |
2 | 0.035316 | 0.2736 | 0.392682 |
3 | -0.106081 | -0.8217 | 0.20725 |
4 | -0.202068 | -1.5652 | 0.061396 |
5 | -0.158961 | -1.2313 | 0.111507 |
6 | -0.435777 | -3.3755 | 0.000648 |
7 | -0.075229 | -0.5827 | 0.281132 |
8 | -0.100561 | -0.7789 | 0.219538 |
9 | -0.181959 | -1.4095 | 0.081932 |
10 | -0.175352 | -1.3583 | 0.089732 |
11 | 0.025324 | 0.1962 | 0.422574 |
12 | 0.643373 | 4.9835 | 3e-06 |
13 | -0.343963 | -2.6643 | 0.004947 |
14 | -0.209729 | -1.6246 | 0.05475 |
15 | -0.055575 | -0.4305 | 0.334194 |
16 | 0.066702 | 0.5167 | 0.303643 |
17 | -0.079412 | -0.6151 | 0.2704 |
18 | 0.076162 | 0.59 | 0.278719 |
19 | -0.046494 | -0.3601 | 0.360002 |
20 | -0.230455 | -1.7851 | 0.03965 |
21 | -0.026932 | -0.2086 | 0.417728 |
22 | 0.055296 | 0.4283 | 0.334977 |
23 | -0.127353 | -0.9865 | 0.163932 |
24 | -0.188169 | -1.4576 | 0.075089 |
25 | 0.142657 | 1.105 | 0.136783 |
26 | -0.008313 | -0.0644 | 0.474435 |
27 | -0.014674 | -0.1137 | 0.454942 |
28 | -0.028659 | -0.222 | 0.412539 |
29 | 0.082938 | 0.6424 | 0.26152 |
30 | -0.041653 | -0.3226 | 0.374043 |
31 | -0.031639 | -0.2451 | 0.403617 |
32 | 0.06836 | 0.5295 | 0.2992 |
33 | -0.01735 | -0.1344 | 0.44677 |
34 | 0.015149 | 0.1173 | 0.453488 |
35 | -0.024576 | -0.1904 | 0.424833 |
36 | -0.130414 | -1.0102 | 0.158232 |
37 | -0.066622 | -0.516 | 0.303858 |
38 | 0.009231 | 0.0715 | 0.471619 |
39 | -0.072366 | -0.5605 | 0.288599 |
40 | -0.027224 | -0.2109 | 0.416849 |
41 | -0.048576 | -0.3763 | 0.354022 |
42 | 0.062447 | 0.4837 | 0.315176 |
43 | 0.013718 | 0.1063 | 0.457865 |
44 | 0.039437 | 0.3055 | 0.38053 |
45 | 0.041553 | 0.3219 | 0.374336 |
46 | -0.134545 | -1.0422 | 0.150754 |
47 | -0.041821 | -0.3239 | 0.373553 |
48 | -0.070095 | -0.543 | 0.294587 |
49 | -0.00026 | -0.002 | 0.499201 |
50 | 0.013453 | 0.1042 | 0.458678 |
51 | 0.021605 | 0.1674 | 0.433829 |
52 | -0.055065 | -0.4265 | 0.335624 |
53 | -0.020809 | -0.1612 | 0.436244 |
54 | -0.073046 | -0.5658 | 0.286817 |
55 | -0.107448 | -0.8323 | 0.204274 |
56 | 0.040076 | 0.3104 | 0.378656 |
57 | -0.045722 | -0.3542 | 0.362231 |
58 | -0.020493 | -0.1587 | 0.437205 |
59 | 0.04934 | 0.3822 | 0.351837 |
60 | NA | NA | NA |