Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.335893 | 2.6018 | 0.005832 |
2 | -0.294888 | -2.2842 | 0.012957 |
3 | -0.397181 | -3.0766 | 0.001576 |
4 | -0.231097 | -1.7901 | 0.039244 |
5 | 0.068392 | 0.5298 | 0.299115 |
6 | 0.202819 | 1.571 | 0.060718 |
7 | 0.04551 | 0.3525 | 0.362842 |
8 | -0.20342 | -1.5757 | 0.060179 |
9 | -0.323853 | -2.5086 | 0.007422 |
10 | -0.2207 | -1.7095 | 0.04626 |
11 | 0.304316 | 2.3572 | 0.010846 |
12 | 0.775638 | 6.0081 | 0 |
13 | 0.23198 | 1.7969 | 0.038692 |
14 | -0.277391 | -2.1487 | 0.017853 |
15 | -0.340837 | -2.6401 | 0.005274 |
16 | -0.206279 | -1.5978 | 0.057667 |
17 | 0.043372 | 0.336 | 0.369038 |
18 | 0.156035 | 1.2086 | 0.115772 |
19 | 0.033767 | 0.2616 | 0.39728 |
20 | -0.176887 | -1.3702 | 0.087872 |
21 | -0.266927 | -2.0676 | 0.021499 |
22 | -0.158224 | -1.2256 | 0.112569 |
23 | 0.238931 | 1.8508 | 0.034565 |
24 | 0.552502 | 4.2797 | 3.4e-05 |
25 | 0.136877 | 1.0602 | 0.146642 |
26 | -0.245566 | -1.9021 | 0.030978 |
27 | -0.254656 | -1.9726 | 0.02658 |
28 | -0.140125 | -1.0854 | 0.141043 |
29 | 0.054338 | 0.4209 | 0.337666 |
30 | 0.101349 | 0.785 | 0.217758 |
31 | 0.018053 | 0.1398 | 0.444628 |
32 | -0.133938 | -1.0375 | 0.151839 |
33 | -0.173669 | -1.3452 | 0.091806 |
34 | -0.07219 | -0.5592 | 0.28906 |
35 | 0.177527 | 1.3751 | 0.087104 |
36 | 0.328004 | 2.5407 | 0.006834 |
37 | 0.082855 | 0.6418 | 0.261725 |
38 | -0.15318 | -1.1865 | 0.120045 |
39 | -0.166805 | -1.2921 | 0.100644 |
40 | -0.084045 | -0.651 | 0.258763 |
41 | 0.043018 | 0.3332 | 0.370065 |
42 | 0.065402 | 0.5066 | 0.307145 |
43 | 0.03217 | 0.2492 | 0.402034 |
44 | -0.047715 | -0.3696 | 0.356491 |
45 | -0.072592 | -0.5623 | 0.288004 |
46 | -0.02678 | -0.2074 | 0.418186 |
47 | 0.080357 | 0.6224 | 0.268004 |
48 | 0.158068 | 1.2244 | 0.112796 |
49 | 0.041121 | 0.3185 | 0.375597 |
50 | -0.081609 | -0.6321 | 0.264849 |
51 | -0.086749 | -0.672 | 0.252095 |
52 | -0.031883 | -0.247 | 0.402888 |
53 | 0.034656 | 0.2684 | 0.394639 |
54 | 0.027853 | 0.2157 | 0.414959 |
55 | 0.007876 | 0.061 | 0.475778 |
56 | -0.00365 | -0.0283 | 0.488768 |
57 | -0.003824 | -0.0296 | 0.488234 |
58 | -0.001689 | -0.0131 | 0.494802 |
59 | -0.000329 | -0.0025 | 0.498988 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.335893 | 2.6018 | 0.005832 |
2 | -0.459562 | -3.5598 | 0.000367 |
3 | -0.14039 | -1.0875 | 0.140592 |
4 | -0.189601 | -1.4686 | 0.073576 |
5 | 0.033418 | 0.2589 | 0.398317 |
6 | -0.030984 | -0.24 | 0.405575 |
7 | -0.11773 | -0.9119 | 0.182727 |
8 | -0.205043 | -1.5883 | 0.058743 |
9 | -0.273911 | -2.1217 | 0.019001 |
10 | -0.294301 | -2.2796 | 0.013099 |
11 | 0.238992 | 1.8512 | 0.03453 |
12 | 0.576737 | 4.4674 | 1.8e-05 |
13 | -0.238795 | -1.8497 | 0.034642 |
14 | 0.186943 | 1.4481 | 0.076403 |
15 | 0.077681 | 0.6017 | 0.274815 |
16 | -0.041082 | -0.3182 | 0.375711 |
17 | -0.084213 | -0.6523 | 0.258346 |
18 | -0.029557 | -0.2289 | 0.409846 |
19 | -0.003239 | -0.0251 | 0.490034 |
20 | -0.113594 | -0.8799 | 0.191214 |
21 | -0.030615 | -0.2371 | 0.406677 |
22 | -0.01559 | -0.1208 | 0.452141 |
23 | -0.160819 | -1.2457 | 0.108859 |
24 | -0.13875 | -1.0748 | 0.143394 |
25 | -0.065596 | -0.5081 | 0.306622 |
26 | -0.1041 | -0.8064 | 0.211611 |
27 | -0.038423 | -0.2976 | 0.38351 |
28 | -0.017425 | -0.135 | 0.446544 |
29 | 0.026624 | 0.2062 | 0.418656 |
30 | -0.130516 | -1.011 | 0.158044 |
31 | 0.040902 | 0.3168 | 0.376239 |
32 | -0.002501 | -0.0194 | 0.492305 |
33 | 0.05028 | 0.3895 | 0.349156 |
34 | 0.022459 | 0.174 | 0.431238 |
35 | -0.021835 | -0.1691 | 0.433132 |
36 | -0.142636 | -1.1049 | 0.136817 |
37 | 0.119995 | 0.9295 | 0.178182 |
38 | -0.013027 | -0.1009 | 0.45998 |
39 | -0.104461 | -0.8092 | 0.210812 |
40 | 0.001567 | 0.0121 | 0.495178 |
41 | -0.0354 | -0.2742 | 0.392434 |
42 | -0.026488 | -0.2052 | 0.419064 |
43 | -0.024313 | -0.1883 | 0.425627 |
44 | 0.129753 | 1.0051 | 0.159452 |
45 | 0.013058 | 0.1011 | 0.459887 |
46 | -0.055245 | -0.4279 | 0.335119 |
47 | -0.010664 | -0.0826 | 0.467222 |
48 | 0.055601 | 0.4307 | 0.33412 |
49 | -0.128016 | -0.9916 | 0.162686 |
50 | -0.006001 | -0.0465 | 0.481539 |
51 | 0.028614 | 0.2216 | 0.412673 |
52 | -0.022693 | -0.1758 | 0.43053 |
53 | -0.038507 | -0.2983 | 0.383264 |
54 | 0.030556 | 0.2367 | 0.406852 |
55 | -0.090069 | -0.6977 | 0.244039 |
56 | -0.05891 | -0.4563 | 0.324905 |
57 | -0.00562 | -0.0435 | 0.482712 |
58 | -0.019806 | -0.1534 | 0.439293 |
59 | -0.05906 | -0.4575 | 0.324491 |
60 | NA | NA | NA |