Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.190379 | 1.4747 | 0.072765 |
2 | 0.190992 | 1.4794 | 0.07213 |
3 | 0.346925 | 2.6873 | 0.004654 |
4 | 0.212795 | 1.6483 | 0.052259 |
5 | 0.144006 | 1.1155 | 0.134549 |
6 | 0.14731 | 1.1411 | 0.129189 |
7 | 0.051293 | 0.3973 | 0.346274 |
8 | 0.210145 | 1.6278 | 0.054406 |
9 | -0.00231 | -0.0179 | 0.49289 |
10 | -0.137838 | -1.0677 | 0.144969 |
11 | 0.249614 | 1.9335 | 0.028948 |
12 | 0.029699 | 0.23 | 0.409418 |
13 | -0.065332 | -0.5061 | 0.307335 |
14 | 0.092424 | 0.7159 | 0.23841 |
15 | 0.077644 | 0.6014 | 0.274911 |
16 | 0.045079 | 0.3492 | 0.364087 |
17 | 0.037881 | 0.2934 | 0.385106 |
18 | -0.010613 | -0.0822 | 0.467379 |
19 | 0.052682 | 0.4081 | 0.342337 |
20 | -0.052485 | -0.4065 | 0.342893 |
21 | -0.212609 | -1.6469 | 0.052407 |
22 | -0.109339 | -0.8469 | 0.200199 |
23 | -0.043907 | -0.3401 | 0.367484 |
24 | -0.221284 | -1.7141 | 0.04584 |
25 | -0.189192 | -1.4655 | 0.074006 |
26 | -0.142624 | -1.1048 | 0.136837 |
27 | -0.193519 | -1.499 | 0.06956 |
28 | -0.152767 | -1.1833 | 0.120673 |
29 | -0.096454 | -0.7471 | 0.228951 |
30 | -0.109249 | -0.8462 | 0.200392 |
31 | -0.013457 | -0.1042 | 0.458663 |
32 | -0.134701 | -1.0434 | 0.150478 |
33 | -0.052617 | -0.4076 | 0.342521 |
34 | 0.018748 | 0.1452 | 0.442513 |
35 | 0.01565 | 0.1212 | 0.45196 |
36 | -0.069653 | -0.5395 | 0.295758 |
37 | -0.039869 | -0.3088 | 0.379262 |
38 | -0.055225 | -0.4278 | 0.335174 |
39 | -0.089976 | -0.697 | 0.244261 |
40 | -0.069616 | -0.5392 | 0.295857 |
41 | -0.135116 | -1.0466 | 0.149739 |
42 | -0.079543 | -0.6161 | 0.270067 |
43 | -0.049514 | -0.3835 | 0.35134 |
44 | -0.036291 | -0.2811 | 0.389796 |
45 | -0.049769 | -0.3855 | 0.350613 |
46 | -0.024675 | -0.1911 | 0.424535 |
47 | -0.006523 | -0.0505 | 0.479934 |
48 | -0.013725 | -0.1063 | 0.457844 |
49 | 0.018214 | 0.1411 | 0.444139 |
50 | -0.023594 | -0.1828 | 0.427801 |
51 | 0.028037 | 0.2172 | 0.414406 |
52 | 0.008446 | 0.0654 | 0.474028 |
53 | 0.00551 | 0.0427 | 0.483049 |
54 | -0.006304 | -0.0488 | 0.480608 |
55 | 0.010428 | 0.0808 | 0.467944 |
56 | 0.002945 | 0.0228 | 0.490938 |
57 | -0.003508 | -0.0272 | 0.489207 |
58 | 0.006189 | 0.0479 | 0.480962 |
59 | 0.000163 | 0.0013 | 0.499499 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.190379 | 1.4747 | 0.072765 |
2 | 0.160567 | 1.2438 | 0.109214 |
3 | 0.304432 | 2.3581 | 0.010822 |
4 | 0.111491 | 0.8636 | 0.195622 |
5 | 0.019159 | 0.1484 | 0.44126 |
6 | -0.010418 | -0.0807 | 0.467977 |
7 | -0.09057 | -0.7016 | 0.242834 |
8 | 0.152494 | 1.1812 | 0.12109 |
9 | -0.105605 | -0.818 | 0.208294 |
10 | -0.209762 | -1.6248 | 0.054722 |
11 | 0.249496 | 1.9326 | 0.029006 |
12 | 0.008245 | 0.0639 | 0.474644 |
13 | -0.031246 | -0.242 | 0.404792 |
14 | 0.02132 | 0.1651 | 0.434692 |
15 | 0.052677 | 0.408 | 0.34235 |
16 | 0.027726 | 0.2148 | 0.41534 |
17 | -0.027604 | -0.2138 | 0.415706 |
18 | -0.001508 | -0.0117 | 0.495359 |
19 | -0.096779 | -0.7496 | 0.228199 |
20 | -0.114286 | -0.8853 | 0.189776 |
21 | -0.126868 | -0.9827 | 0.164847 |
22 | -0.172091 | -1.333 | 0.093784 |
23 | 0.047958 | 0.3715 | 0.355794 |
24 | -0.048709 | -0.3773 | 0.353642 |
25 | -0.054637 | -0.4232 | 0.336825 |
26 | -0.033507 | -0.2595 | 0.398053 |
27 | -0.07106 | -0.5504 | 0.292034 |
28 | 0.033161 | 0.2569 | 0.399082 |
29 | 0.083861 | 0.6496 | 0.259221 |
30 | -0.009699 | -0.0751 | 0.47018 |
31 | 0.036145 | 0.28 | 0.39023 |
32 | -0.06388 | -0.4948 | 0.31127 |
33 | 0.07742 | 0.5997 | 0.275485 |
34 | -0.028669 | -0.2221 | 0.412507 |
35 | 0.115453 | 0.8943 | 0.187368 |
36 | -0.012353 | -0.0957 | 0.462046 |
37 | -0.097934 | -0.7586 | 0.225532 |
38 | 0.014677 | 0.1137 | 0.454932 |
39 | -0.071878 | -0.5568 | 0.289881 |
40 | 0.002796 | 0.0217 | 0.491397 |
41 | -0.092934 | -0.7199 | 0.237201 |
42 | -0.085289 | -0.6606 | 0.255685 |
43 | 0.073347 | 0.5681 | 0.286029 |
44 | 0.07026 | 0.5442 | 0.294151 |
45 | 0.027418 | 0.2124 | 0.416265 |
46 | -0.134499 | -1.0418 | 0.150836 |
47 | -0.024564 | -0.1903 | 0.424869 |
48 | -0.030596 | -0.237 | 0.406732 |
49 | -0.029461 | -0.2282 | 0.410133 |
50 | -0.029751 | -0.2305 | 0.409263 |
51 | -0.057383 | -0.4445 | 0.329145 |
52 | -0.018795 | -0.1456 | 0.442367 |
53 | 0.059321 | 0.4595 | 0.323769 |
54 | -0.027912 | -0.2162 | 0.414782 |
55 | 0.049727 | 0.3852 | 0.350731 |
56 | 0.067118 | 0.5199 | 0.302526 |
57 | 0.054585 | 0.4228 | 0.336971 |
58 | -0.01375 | -0.1065 | 0.457768 |
59 | -0.027159 | -0.2104 | 0.417045 |
60 | NA | NA | NA |