Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.375957 | 2.9122 | 0.002517 |
2 | 0.313436 | 2.4279 | 0.009102 |
3 | 0.24296 | 1.882 | 0.032347 |
4 | 0.045075 | 0.3491 | 0.3641 |
5 | 0.000928 | 0.0072 | 0.497146 |
6 | -0.020031 | -0.1552 | 0.561392 |
7 | 0.027917 | 0.2162 | 0.414765 |
8 | 0.112163 | 0.8688 | 0.194207 |
9 | 0.289597 | 2.2432 | 0.014294 |
10 | 0.200251 | 1.5511 | 0.063064 |
11 | 0.248541 | 1.9252 | 0.029475 |
12 | 0.34973 | 2.709 | 0.004391 |
13 | 0.223379 | 1.7303 | 0.04436 |
14 | 0.143801 | 1.1139 | 0.134886 |
15 | 0.085826 | 0.6648 | 0.254362 |
16 | 0.003608 | 0.0279 | 0.488898 |
17 | -0.095735 | -0.7416 | 0.769376 |
18 | -0.137519 | -1.0652 | 0.854477 |
19 | -0.095808 | -0.7421 | 0.769547 |
20 | -0.096466 | -0.7472 | 0.771076 |
21 | 0.078834 | 0.6106 | 0.271871 |
22 | 0.046775 | 0.3623 | 0.359194 |
23 | 0.220101 | 1.7049 | 0.046694 |
24 | 0.159513 | 1.2356 | 0.110715 |
25 | 0.067145 | 0.5201 | 0.302452 |
26 | -0.027151 | -0.2103 | 0.582932 |
27 | -0.116793 | -0.9047 | 0.815371 |
28 | -0.181861 | -1.4087 | 0.917956 |
29 | -0.22953 | -1.7779 | 0.959759 |
30 | -0.138764 | -1.0749 | 0.856629 |
31 | -0.150603 | -1.1666 | 0.875999 |
32 | -0.031933 | -0.2474 | 0.59726 |
33 | -0.026891 | -0.2083 | 0.582149 |
34 | -0.071184 | -0.5514 | 0.708293 |
35 | 0.003646 | 0.0282 | 0.488782 |
36 | 0.014996 | 0.1162 | 0.453958 |
37 | -0.055857 | -0.4327 | 0.666597 |
38 | -0.140277 | -1.0866 | 0.859216 |
39 | -0.087992 | -0.6816 | 0.750937 |
40 | -0.141918 | -1.0993 | 0.861985 |
41 | -0.231813 | -1.7956 | 0.961204 |
42 | -0.240647 | -1.864 | 0.966395 |
43 | -0.193605 | -1.4997 | 0.930527 |
44 | -0.130343 | -1.0096 | 0.841636 |
45 | -0.096802 | -0.7498 | 0.771856 |
46 | -0.049944 | -0.3869 | 0.649886 |
47 | -0.102419 | -0.7933 | 0.784644 |
48 | -0.017545 | -0.1359 | 0.553824 |
49 | -0.032923 | -0.255 | 0.600211 |
50 | -0.1681 | -1.3021 | 0.90107 |
51 | -0.10255 | -0.7943 | 0.784938 |
52 | -0.092112 | -0.7135 | 0.760848 |
53 | -0.16473 | -1.276 | 0.896562 |
54 | -0.093754 | -0.7262 | 0.764735 |
55 | -0.081652 | -0.6325 | 0.735259 |
56 | -0.060083 | -0.4654 | 0.678336 |
57 | -0.026581 | -0.2059 | 0.581215 |
58 | -0.017052 | -0.1321 | 0.55232 |
59 | -0.005211 | -0.0404 | 0.516033 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.375957 | 2.9122 | 0.002517 |
1 | 0.20042 | 1.5525 | 0.062907 |
2 | 0.089047 | 0.6898 | 0.246503 |
3 | -0.136408 | -1.0566 | 0.852538 |
4 | -0.0611 | -0.4733 | 0.681134 |
5 | -0.004254 | -0.0329 | 0.513088 |
6 | 0.095146 | 0.737 | 0.231999 |
7 | 0.135716 | 1.0512 | 0.14868 |
8 | 0.265814 | 2.059 | 0.021922 |
9 | -0.017223 | -0.1334 | 0.552842 |
10 | 0.039712 | 0.3076 | 0.379723 |
11 | 0.190441 | 1.4752 | 0.0727 |
12 | 0.060361 | 0.4676 | 0.320899 |
13 | -0.033519 | -0.2596 | 0.601985 |
14 | -0.034923 | -0.2705 | 0.606154 |
15 | -0.048037 | -0.3721 | 0.644432 |
16 | -0.140481 | -1.0882 | 0.859562 |
17 | -0.16027 | -1.2414 | 0.890364 |
18 | -0.016646 | -0.1289 | 0.551082 |
19 | -0.092276 | -0.7148 | 0.761238 |
20 | 0.048515 | 0.3758 | 0.354197 |
21 | -0.056279 | -0.4359 | 0.667776 |
22 | 0.18983 | 1.4704 | 0.073337 |
23 | -0.052035 | -0.4031 | 0.655832 |
24 | -0.076511 | -0.5926 | 0.722178 |
25 | -0.096848 | -0.7502 | 0.771962 |
26 | -0.012389 | -0.096 | 0.538067 |
27 | -0.067258 | -0.521 | 0.697851 |
28 | -0.006327 | -0.049 | 0.519464 |
29 | 0.071416 | 0.5532 | 0.291096 |
30 | -0.025956 | -0.2011 | 0.579333 |
31 | -0.010578 | -0.0819 | 0.532515 |
32 | -0.046188 | -0.3578 | 0.639115 |
33 | -0.093687 | -0.7257 | 0.764577 |
34 | -0.029992 | -0.2323 | 0.591458 |
35 | 0.055813 | 0.4323 | 0.333529 |
36 | 0.012276 | 0.0951 | 0.462281 |
37 | -0.116479 | -0.9022 | 0.814733 |
38 | 0.047708 | 0.3695 | 0.356513 |
39 | 0.041977 | 0.3251 | 0.373099 |
40 | -0.062554 | -0.4845 | 0.685116 |
41 | -0.155622 | -1.2054 | 0.883618 |
42 | 0.071531 | 0.5541 | 0.290791 |
43 | -0.034197 | -0.2649 | 0.604 |
44 | -0.050885 | -0.3942 | 0.652567 |
45 | -0.026222 | -0.2031 | 0.580134 |
46 | -0.087184 | -0.6753 | 0.748968 |
47 | -0.015981 | -0.1238 | 0.549051 |
48 | 0.072587 | 0.5623 | 0.288018 |
49 | 0.02049 | 0.1587 | 0.437212 |
50 | 0.043641 | 0.338 | 0.368255 |
51 | 0.048646 | 0.3768 | 0.353822 |
52 | -0.06694 | -0.5185 | 0.696997 |
53 | 0.064942 | 0.503 | 0.308388 |
54 | -0.014487 | -0.1122 | 0.544486 |
55 | 0.039012 | 0.3022 | 0.381776 |
56 | 0.041775 | 0.3236 | 0.373688 |
57 | -0.005803 | -0.0449 | 0.517851 |
58 | 0.037675 | 0.2918 | 0.385713 |
59 | NA | NA | NA |