Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.344186 | 2.5526 | 0.00675 |
2 | -0.025788 | -0.1912 | 0.424517 |
3 | -0.246124 | -1.8253 | 0.036694 |
4 | -0.461798 | -3.4248 | 0.000585 |
5 | -0.196303 | -1.4558 | 0.075564 |
6 | -0.100803 | -0.7476 | 0.22895 |
7 | 0.015089 | 0.1119 | 0.455653 |
8 | 0.237659 | 1.7625 | 0.041768 |
9 | 0.192209 | 1.4255 | 0.079837 |
10 | 0.035257 | 0.2615 | 0.397353 |
11 | 0.028372 | 0.2104 | 0.417063 |
12 | -0.078602 | -0.5829 | 0.281161 |
13 | -0.043459 | -0.3223 | 0.374223 |
14 | 0.03581 | 0.2656 | 0.39578 |
15 | -0.136931 | -1.0155 | 0.157156 |
16 | -0.176567 | -1.3095 | 0.097911 |
17 | -0.084038 | -0.6232 | 0.26785 |
18 | -0.106351 | -0.7887 | 0.216831 |
19 | -0.010458 | -0.0776 | 0.469229 |
20 | 0.175695 | 1.303 | 0.099004 |
21 | 0.134784 | 0.9996 | 0.160944 |
22 | 0.153564 | 1.1389 | 0.129848 |
23 | 0.063163 | 0.4684 | 0.320665 |
24 | -0.051821 | -0.3843 | 0.351112 |
25 | -0.040495 | -0.3003 | 0.382534 |
26 | -0.207563 | -1.5393 | 0.064729 |
27 | -0.234391 | -1.7383 | 0.043878 |
28 | -0.07167 | -0.5315 | 0.2986 |
29 | 0.069639 | 0.5165 | 0.303804 |
30 | 0.177939 | 1.3196 | 0.096213 |
31 | 0.275433 | 2.0427 | 0.022945 |
32 | 0.08009 | 0.594 | 0.277487 |
33 | -0.055416 | -0.411 | 0.341342 |
34 | -0.031932 | -0.2368 | 0.406839 |
35 | -0.113672 | -0.843 | 0.201436 |
36 | -0.014541 | -0.1078 | 0.457257 |
37 | 0.057812 | 0.4287 | 0.334891 |
38 | 0.062716 | 0.4651 | 0.321843 |
39 | 0.046659 | 0.346 | 0.365318 |
40 | -0.022842 | -0.1694 | 0.433051 |
41 | -0.089949 | -0.6671 | 0.253756 |
42 | 0.01152 | 0.0854 | 0.466113 |
43 | 0.028906 | 0.2144 | 0.415525 |
44 | -0.007857 | -0.0583 | 0.476874 |
45 | 0.062837 | 0.466 | 0.321524 |
46 | -0.057693 | -0.4279 | 0.33521 |
47 | -0.044824 | -0.3324 | 0.370417 |
48 | -0.083045 | -0.6159 | 0.270257 |
49 | -0.086051 | -0.6382 | 0.263005 |
50 | 0.012328 | 0.0914 | 0.463742 |
51 | 0.042025 | 0.3117 | 0.378238 |
52 | 0.045083 | 0.3343 | 0.369695 |
53 | 0.015336 | 0.1137 | 0.454931 |
54 | -0.023125 | -0.1715 | 0.432231 |
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 | 0.344186 | 2.5526 | 0.00675 |
2 | -0.163637 | -1.2136 | 0.11505 |
3 | -0.209194 | -1.5514 | 0.063268 |
4 | -0.367762 | -2.7274 | 0.004275 |
5 | 0.049463 | 0.3668 | 0.357576 |
6 | -0.188008 | -1.3943 | 0.084417 |
7 | -0.083698 | -0.6207 | 0.268673 |
8 | 0.076773 | 0.5694 | 0.285714 |
9 | 0.02383 | 0.1767 | 0.430186 |
10 | -0.149816 | -1.1111 | 0.135686 |
11 | 0.098723 | 0.7322 | 0.233592 |
12 | 0.010123 | 0.0751 | 0.470214 |
13 | 0.050101 | 0.3716 | 0.355823 |
14 | 0.051023 | 0.3784 | 0.353296 |
15 | -0.13785 | -1.0223 | 0.155553 |
16 | -0.186083 | -1.38 | 0.086581 |
17 | -0.003812 | -0.0283 | 0.488776 |
18 | -0.157722 | -1.1697 | 0.123583 |
19 | -0.185853 | -1.3783 | 0.086843 |
20 | 0.095318 | 0.7069 | 0.241307 |
21 | -0.062318 | -0.4622 | 0.322894 |
22 | -0.076913 | -0.5704 | 0.285364 |
23 | 0.040239 | 0.2984 | 0.383253 |
24 | 0.139502 | 1.0346 | 0.152698 |
25 | -0.015661 | -0.1161 | 0.45398 |
26 | -0.147222 | -1.0918 | 0.139835 |
27 | -0.090191 | -0.6689 | 0.253186 |
28 | -0.05253 | -0.3896 | 0.349178 |
29 | 0.012054 | 0.0894 | 0.464546 |
30 | -0.050149 | -0.3719 | 0.355694 |
31 | 0.065898 | 0.4887 | 0.313495 |
32 | -0.121617 | -0.9019 | 0.185511 |
33 | -0.100662 | -0.7465 | 0.229264 |
34 | 0.062443 | 0.4631 | 0.322565 |
35 | 0.078252 | 0.5803 | 0.282031 |
36 | 0.083206 | 0.6171 | 0.269868 |
37 | 0.101608 | 0.7535 | 0.227169 |
38 | 0.107476 | 0.7971 | 0.21442 |
39 | -0.031077 | -0.2305 | 0.40929 |
40 | 0.088374 | 0.6554 | 0.257471 |
41 | 0.027741 | 0.2057 | 0.418878 |
42 | 0.021277 | 0.1578 | 0.437598 |
43 | -0.047489 | -0.3522 | 0.363023 |
44 | -0.095435 | -0.7078 | 0.24104 |
45 | -0.080399 | -0.5963 | 0.276725 |
46 | -0.046165 | -0.3424 | 0.366688 |
47 | 0.107247 | 0.7954 | 0.214909 |
48 | -0.138914 | -1.0302 | 0.153709 |
49 | 0.01914 | 0.1419 | 0.443822 |
50 | 0.073686 | 0.5465 | 0.293477 |
51 | -0.000477 | -0.0035 | 0.498596 |
52 | 0.002892 | 0.0214 | 0.491484 |
53 | 0.09396 | 0.6968 | 0.244423 |
54 | -0.049992 | -0.3708 | 0.356123 |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |