Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.514089 | 3.9821 | 9.4e-05 |
2 | 0.286353 | 2.2181 | 0.015173 |
3 | 0.339561 | 2.6302 | 0.005413 |
4 | 0.327069 | 2.5335 | 0.006962 |
5 | 0.38416 | 2.9757 | 0.002104 |
6 | 0.399257 | 3.0926 | 0.001505 |
7 | 0.259675 | 2.0114 | 0.024389 |
8 | 0.101437 | 0.7857 | 0.217558 |
9 | -0.013223 | -0.1024 | 0.459382 |
10 | -0.122561 | -0.9494 | 0.173124 |
11 | 0.027485 | 0.2129 | 0.416063 |
12 | 0.33501 | 2.595 | 0.005937 |
13 | -0.010602 | -0.0821 | 0.467412 |
14 | -0.256963 | -1.9904 | 0.025553 |
15 | -0.158708 | -1.2293 | 0.11187 |
16 | -0.130946 | -1.0143 | 0.157256 |
17 | -0.063386 | -0.491 | 0.312614 |
18 | -0.048742 | -0.3776 | 0.353546 |
19 | -0.118147 | -0.9152 | 0.181885 |
20 | -0.221249 | -1.7138 | 0.045865 |
21 | -0.28031 | -2.1713 | 0.016938 |
22 | -0.306575 | -2.3747 | 0.010388 |
23 | -0.196204 | -1.5198 | 0.066909 |
24 | -0.001257 | -0.0097 | 0.496133 |
25 | -0.19587 | -1.5172 | 0.067233 |
26 | -0.402158 | -3.1151 | 0.00141 |
27 | -0.282134 | -2.1854 | 0.016387 |
28 | -0.217903 | -1.6879 | 0.048314 |
29 | -0.188856 | -1.4629 | 0.074361 |
30 | -0.125673 | -0.9735 | 0.167116 |
31 | -0.166988 | -1.2935 | 0.1004 |
32 | -0.212469 | -1.6458 | 0.052519 |
33 | -0.226377 | -1.7535 | 0.042311 |
34 | -0.158773 | -1.2298 | 0.111778 |
35 | -0.114699 | -0.8885 | 0.188922 |
36 | 0.038476 | 0.298 | 0.383355 |
37 | -0.047907 | -0.3711 | 0.355939 |
38 | -0.171363 | -1.3274 | 0.094707 |
39 | -0.071759 | -0.5558 | 0.290192 |
40 | -0.026007 | -0.2014 | 0.420515 |
41 | -0.009496 | -0.0736 | 0.470806 |
42 | 0.07118 | 0.5514 | 0.291718 |
43 | 0.046249 | 0.3582 | 0.36071 |
44 | 0.017617 | 0.1365 | 0.445957 |
45 | 0.03733 | 0.2892 | 0.386729 |
46 | 0.063268 | 0.4901 | 0.312934 |
47 | 0.081782 | 0.6335 | 0.264413 |
48 | 0.164177 | 1.2717 | 0.104192 |
49 | 0.12528 | 0.9704 | 0.167867 |
50 | 0.062243 | 0.4821 | 0.315732 |
51 | 0.092393 | 0.7157 | 0.238484 |
52 | 0.069812 | 0.5408 | 0.295337 |
53 | 0.059729 | 0.4627 | 0.322642 |
54 | 0.073356 | 0.5682 | 0.286006 |
55 | 0.053207 | 0.4121 | 0.340852 |
56 | 0.01843 | 0.1428 | 0.44348 |
57 | 0.008019 | 0.0621 | 0.475338 |
58 | -0.004143 | -0.0321 | 0.487253 |
59 | -0.005199 | -0.0403 | 0.484004 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.514089 | 3.9821 | 9.4e-05 |
2 | 0.029991 | 0.2323 | 0.408543 |
3 | 0.246713 | 1.911 | 0.030391 |
4 | 0.087006 | 0.6739 | 0.251468 |
5 | 0.228013 | 1.7662 | 0.041226 |
6 | 0.126405 | 0.9791 | 0.165725 |
7 | -0.055646 | -0.431 | 0.333996 |
8 | -0.171624 | -1.3294 | 0.094375 |
9 | -0.241126 | -1.8678 | 0.033341 |
10 | -0.322286 | -2.4964 | 0.007655 |
11 | 0.063175 | 0.4894 | 0.313187 |
12 | 0.540671 | 4.188 | 4.7e-05 |
13 | -0.229463 | -1.7774 | 0.040285 |
14 | -0.229359 | -1.7766 | 0.040351 |
15 | 0.008563 | 0.0663 | 0.473668 |
16 | 0.022862 | 0.1771 | 0.430019 |
17 | -0.050683 | -0.3926 | 0.348008 |
18 | -0.19276 | -1.4931 | 0.070323 |
19 | -0.024499 | -0.1898 | 0.425067 |
20 | -0.021352 | -0.1654 | 0.434596 |
21 | 0.050845 | 0.3938 | 0.347545 |
22 | 0.068847 | 0.5333 | 0.297904 |
23 | -0.125292 | -0.9705 | 0.167845 |
24 | -0.196274 | -1.5203 | 0.06684 |
25 | 0.020944 | 0.1622 | 0.435835 |
26 | 0.034501 | 0.2672 | 0.395099 |
27 | -0.016173 | -0.1253 | 0.450363 |
28 | -0.109123 | -0.8453 | 0.20066 |
29 | -0.111731 | -0.8655 | 0.195117 |
30 | 0.145955 | 1.1306 | 0.131369 |
31 | 0.036515 | 0.2828 | 0.389136 |
32 | -0.008159 | -0.0632 | 0.47491 |
33 | -0.140487 | -1.0882 | 0.140428 |
34 | 0.060151 | 0.4659 | 0.321476 |
35 | -0.095257 | -0.7379 | 0.23174 |
36 | 0.023823 | 0.1845 | 0.42711 |
37 | -0.036291 | -0.2811 | 0.389797 |
38 | 0.035148 | 0.2723 | 0.39318 |
39 | -0.063981 | -0.4956 | 0.310995 |
40 | -0.084935 | -0.6579 | 0.256557 |
41 | 0.065298 | 0.5058 | 0.307427 |
42 | 0.056171 | 0.4351 | 0.332527 |
43 | 0.017471 | 0.1353 | 0.446402 |
44 | -0.005282 | -0.0409 | 0.483749 |
45 | 0.05362 | 0.4153 | 0.339688 |
46 | -0.137098 | -1.062 | 0.146256 |
47 | 0.011237 | 0.087 | 0.465464 |
48 | 0.014298 | 0.1107 | 0.456092 |
49 | -0.070647 | -0.5472 | 0.293124 |
50 | -0.03773 | -0.2923 | 0.385551 |
51 | -0.062842 | -0.4868 | 0.314097 |
52 | 0.03608 | 0.2795 | 0.390421 |
53 | -0.034442 | -0.2668 | 0.395274 |
54 | -0.145843 | -1.1297 | 0.131551 |
55 | -0.049129 | -0.3806 | 0.35244 |
56 | 0.051179 | 0.3964 | 0.346596 |
57 | -0.013579 | -0.1052 | 0.458291 |
58 | 0.010022 | 0.0776 | 0.469192 |
59 | 0.037141 | 0.2877 | 0.387287 |
60 | NA | NA | NA |