Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.407985 | 3.0257 | 0.001884 |
2 | 0.357404 | 2.6506 | 0.005237 |
3 | 0.331213 | 2.4563 | 0.008611 |
4 | 0.030265 | 0.2244 | 0.41162 |
5 | 0.012008 | 0.0891 | 0.464681 |
6 | 0.10292 | 0.7633 | 0.224281 |
7 | 0.068501 | 0.508 | 0.306736 |
8 | 0.005872 | 0.0435 | 0.482712 |
9 | -0.004451 | -0.033 | 0.486894 |
10 | -0.022707 | -0.1684 | 0.433443 |
11 | -0.198472 | -1.4719 | 0.073373 |
12 | -0.063041 | -0.4675 | 0.320987 |
13 | -0.141832 | -1.0519 | 0.148733 |
14 | -0.139812 | -1.0369 | 0.152165 |
15 | -0.146021 | -1.0829 | 0.141784 |
16 | -0.10771 | -0.7988 | 0.213922 |
17 | -0.105837 | -0.7849 | 0.217937 |
18 | -0.136142 | -1.0097 | 0.158541 |
19 | -0.077701 | -0.5762 | 0.283399 |
20 | -0.172508 | -1.2794 | 0.103072 |
21 | -0.210894 | -1.564 | 0.061773 |
22 | -0.124096 | -0.9203 | 0.180711 |
23 | -0.202594 | -1.5025 | 0.069347 |
24 | -0.075097 | -0.5569 | 0.289916 |
25 | -0.137726 | -1.0214 | 0.155767 |
26 | -0.010082 | -0.0748 | 0.470334 |
27 | -0.003948 | -0.0293 | 0.488373 |
28 | -0.038514 | -0.2856 | 0.388118 |
29 | 0.064593 | 0.479 | 0.316907 |
30 | 0.062939 | 0.4668 | 0.321254 |
31 | 0.00031 | 0.0023 | 0.499087 |
32 | 0.071239 | 0.5283 | 0.2997 |
33 | 0.000823 | 0.0061 | 0.497577 |
34 | -0.017434 | -0.1293 | 0.448799 |
35 | -0.015414 | -0.1143 | 0.454702 |
36 | -0.005167 | -0.0383 | 0.484787 |
37 | -0.003294 | -0.0244 | 0.4903 |
38 | 0.039131 | 0.2902 | 0.386375 |
39 | 0.00868 | 0.0644 | 0.474455 |
40 | 0.03891 | 0.2886 | 0.387001 |
41 | 0.032701 | 0.2425 | 0.404641 |
42 | 0.002396 | 0.0178 | 0.492943 |
43 | 0.004416 | 0.0327 | 0.486997 |
44 | -0.005613 | -0.0416 | 0.483474 |
45 | 0.004488 | 0.0333 | 0.486784 |
46 | 0.026637 | 0.1975 | 0.422065 |
47 | -0.007929 | -0.0588 | 0.476662 |
48 | 0.002172 | 0.0161 | 0.493604 |
49 | 0.008159 | 0.0605 | 0.475986 |
50 | -0.005984 | -0.0444 | 0.482382 |
51 | -0.008078 | -0.0599 | 0.476222 |
52 | -0.001945 | -0.0144 | 0.494272 |
53 | 0.004189 | 0.0311 | 0.487665 |
54 | 0.002094 | 0.0155 | 0.493832 |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
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 | 0.407985 | 3.0257 | 0.001884 |
2 | 0.229084 | 1.6989 | 0.047492 |
3 | 0.158696 | 1.1769 | 0.122147 |
4 | -0.247625 | -1.8364 | 0.03585 |
5 | -0.07188 | -0.5331 | 0.298064 |
6 | 0.168345 | 1.2485 | 0.108572 |
7 | 0.128571 | 0.9535 | 0.172252 |
8 | -0.122533 | -0.9087 | 0.183729 |
9 | -0.155193 | -1.1509 | 0.127368 |
10 | 0.017773 | 0.1318 | 0.447808 |
11 | -0.123434 | -0.9154 | 0.181987 |
12 | 0.102674 | 0.7615 | 0.22482 |
13 | -0.116863 | -0.8667 | 0.194941 |
14 | -0.015145 | -0.1123 | 0.45549 |
15 | -0.14626 | -1.0847 | 0.141394 |
16 | 0.064566 | 0.4788 | 0.316978 |
17 | 0.041935 | 0.311 | 0.378489 |
18 | -0.068142 | -0.5054 | 0.307663 |
19 | -0.060879 | -0.4515 | 0.326706 |
20 | -0.174745 | -1.2959 | 0.100203 |
21 | -0.0496 | -0.3678 | 0.357202 |
22 | 0.027728 | 0.2056 | 0.418916 |
23 | -0.025543 | -0.1894 | 0.425226 |
24 | 0.014301 | 0.1061 | 0.45796 |
25 | -0.19764 | -1.4657 | 0.074207 |
26 | 0.110758 | 0.8214 | 0.207481 |
27 | 0.072799 | 0.5399 | 0.295725 |
28 | -0.001565 | -0.0116 | 0.495391 |
29 | -0.041869 | -0.3105 | 0.378673 |
30 | 0.016261 | 0.1206 | 0.452227 |
31 | -0.08226 | -0.6101 | 0.272169 |
32 | 0.02286 | 0.1695 | 0.433 |
33 | -0.062897 | -0.4665 | 0.321364 |
34 | -0.07229 | -0.5361 | 0.297019 |
35 | -0.039871 | -0.2957 | 0.38429 |
36 | -0.099636 | -0.7389 | 0.231548 |
37 | 0.119945 | 0.8895 | 0.188795 |
38 | 0.004085 | 0.0303 | 0.48797 |
39 | -0.067216 | -0.4985 | 0.310064 |
40 | -0.025298 | -0.1876 | 0.425934 |
41 | 0.008228 | 0.061 | 0.475782 |
42 | 0.003627 | 0.0269 | 0.489319 |
43 | -0.051929 | -0.3851 | 0.35082 |
44 | -0.060597 | -0.4494 | 0.327454 |
45 | -0.002781 | -0.0206 | 0.491811 |
46 | -0.001324 | -0.0098 | 0.496102 |
47 | -0.01511 | -0.1121 | 0.455592 |
48 | -0.068134 | -0.5053 | 0.307686 |
49 | 0.025169 | 0.1867 | 0.426307 |
50 | 0.005732 | 0.0425 | 0.483124 |
51 | 0.025425 | 0.1886 | 0.425568 |
52 | -0.041708 | -0.3093 | 0.379125 |
53 | -0.003955 | -0.0293 | 0.488354 |
54 | -0.037553 | -0.2785 | 0.390836 |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |