Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.217021 | 1.667 | 0.05041 |
2 | -0.368968 | -2.8341 | 0.003141 |
3 | -0.212738 | -1.6341 | 0.053785 |
4 | 0.21804 | 1.6748 | 0.049634 |
5 | -0.007399 | -0.0568 | 0.477434 |
6 | -0.309693 | -2.3788 | 0.010312 |
7 | -0.108469 | -0.8332 | 0.204055 |
8 | 0.325162 | 2.4976 | 0.007656 |
9 | 0.162825 | 1.2507 | 0.107994 |
10 | -0.191136 | -1.4681 | 0.073689 |
11 | -0.121961 | -0.9368 | 0.176339 |
12 | 0.065917 | 0.5063 | 0.30726 |
13 | 0.01863 | 0.1431 | 0.44335 |
14 | -0.17827 | -1.3693 | 0.088045 |
15 | -0.151515 | -1.1638 | 0.124593 |
16 | 0.043349 | 0.333 | 0.37017 |
17 | 0.054386 | 0.4177 | 0.338825 |
18 | -0.160074 | -1.2296 | 0.111872 |
19 | -0.068362 | -0.5251 | 0.300741 |
20 | 0.131874 | 1.0129 | 0.157612 |
21 | 0.143562 | 1.1027 | 0.137314 |
22 | -0.029695 | -0.2281 | 0.410182 |
23 | -0.053784 | -0.4131 | 0.340507 |
24 | -0.016273 | -0.125 | 0.450476 |
25 | 0.0919 | 0.7059 | 0.241516 |
26 | -0.054341 | -0.4174 | 0.338951 |
27 | -0.107779 | -0.8279 | 0.205541 |
28 | -0.093972 | -0.7218 | 0.23663 |
29 | 0.091355 | 0.7017 | 0.242809 |
30 | 0.153139 | 1.1763 | 0.122103 |
31 | 0.160293 | 1.2312 | 0.111561 |
32 | -0.007225 | -0.0555 | 0.477966 |
33 | 0.007051 | 0.0542 | 0.478495 |
34 | 0.033867 | 0.2601 | 0.397832 |
35 | -0.062783 | -0.4822 | 0.315707 |
36 | -0.083111 | -0.6384 | 0.262846 |
37 | 0.030798 | 0.2366 | 0.406908 |
38 | 0.105777 | 0.8125 | 0.209889 |
39 | 0.004532 | 0.0348 | 0.486173 |
40 | -0.079812 | -0.613 | 0.2711 |
41 | -0.059035 | -0.4535 | 0.325943 |
42 | 0.005012 | 0.0385 | 0.48471 |
43 | -0.012925 | -0.0993 | 0.460626 |
44 | -0.047821 | -0.3673 | 0.357348 |
45 | -0.000994 | -0.0076 | 0.496967 |
46 | 0.023277 | 0.1788 | 0.429356 |
47 | -0.007779 | -0.0598 | 0.476278 |
48 | -0.067762 | -0.5205 | 0.302336 |
49 | -0.07138 | -0.5483 | 0.292783 |
50 | 0.035366 | 0.2717 | 0.393418 |
51 | 0.0584 | 0.4486 | 0.327689 |
52 | 0.029854 | 0.2293 | 0.40971 |
53 | 0.00857 | 0.0658 | 0.473869 |
54 | 0.028388 | 0.2181 | 0.414071 |
55 | 0.012394 | 0.0952 | 0.462239 |
56 | -0.006181 | -0.0475 | 0.481147 |
57 | -0.01858 | -0.1427 | 0.443501 |
58 | -0.000921 | -0.0071 | 0.497189 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.217021 | 1.667 | 0.05041 |
2 | -0.436631 | -3.3538 | 0.000699 |
3 | -0.003816 | -0.0293 | 0.488359 |
4 | 0.161013 | 1.2368 | 0.110537 |
5 | -0.276406 | -2.1231 | 0.018975 |
6 | -0.152775 | -1.1735 | 0.122658 |
7 | 0.023886 | 0.1835 | 0.427528 |
8 | 0.150333 | 1.1547 | 0.126428 |
9 | -0.064082 | -0.4922 | 0.312195 |
10 | -0.029175 | -0.2241 | 0.411727 |
11 | 0.048091 | 0.3694 | 0.356578 |
12 | -0.151977 | -1.1674 | 0.123881 |
13 | -0.026531 | -0.2038 | 0.419611 |
14 | -0.06443 | -0.4949 | 0.311256 |
15 | -0.135155 | -1.0381 | 0.151719 |
16 | -0.088297 | -0.6782 | 0.250142 |
17 | -0.10939 | -0.8402 | 0.202083 |
18 | -0.228204 | -1.7529 | 0.04241 |
19 | -0.022548 | -0.1732 | 0.431546 |
20 | -0.029697 | -0.2281 | 0.410177 |
21 | -0.039354 | -0.3023 | 0.381748 |
22 | -0.000911 | -0.007 | 0.497221 |
23 | 0.010985 | 0.0844 | 0.46652 |
24 | -0.148519 | -1.1408 | 0.129282 |
25 | 0.090366 | 0.6941 | 0.245167 |
26 | -0.088554 | -0.6802 | 0.24952 |
27 | -0.122584 | -0.9416 | 0.175123 |
28 | -0.220999 | -1.6975 | 0.047433 |
29 | -0.030347 | -0.2331 | 0.408244 |
30 | -0.050747 | -0.3898 | 0.349046 |
31 | 0.090948 | 0.6986 | 0.243779 |
32 | -0.0392 | -0.3011 | 0.382197 |
33 | 0.0103 | 0.0791 | 0.468604 |
34 | 0.007787 | 0.0598 | 0.476254 |
35 | -0.080841 | -0.621 | 0.268511 |
36 | 0.078315 | 0.6016 | 0.274889 |
37 | 0.10963 | 0.8421 | 0.201571 |
38 | 0.011604 | 0.0891 | 0.464639 |
39 | -0.06607 | -0.5075 | 0.30685 |
40 | -0.031511 | -0.242 | 0.404795 |
41 | -0.096819 | -0.7437 | 0.23001 |
42 | -0.147553 | -1.1334 | 0.130821 |
43 | 0.07222 | 0.5547 | 0.290587 |
44 | -0.070754 | -0.5435 | 0.294426 |
45 | -0.039285 | -0.3018 | 0.381951 |
46 | -0.027397 | -0.2104 | 0.417025 |
47 | 0.03809 | 0.2926 | 0.385437 |
48 | -0.02617 | -0.201 | 0.420689 |
49 | 0.060548 | 0.4651 | 0.321792 |
50 | 0.03709 | 0.2849 | 0.388362 |
51 | -0.038821 | -0.2982 | 0.383303 |
52 | 0.038966 | 0.2993 | 0.382879 |
53 | 0.022613 | 0.1737 | 0.431351 |
54 | -0.076189 | -0.5852 | 0.280317 |
55 | 0.047755 | 0.3668 | 0.357535 |
56 | -0.060122 | -0.4618 | 0.322961 |
57 | -0.015373 | -0.1181 | 0.453202 |
58 | 0.001219 | 0.0094 | 0.49628 |
59 | NA | NA | NA |
60 | NA | NA | NA |