Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.21994 | 1.7036 | 0.046811 |
2 | 0.284352 | 2.2026 | 0.015739 |
3 | 0.337032 | 2.6106 | 0.005699 |
4 | 0.200118 | 1.5501 | 0.063188 |
5 | 0.125277 | 0.9704 | 0.167873 |
6 | 0.196558 | 1.5225 | 0.066565 |
7 | 0.078285 | 0.6064 | 0.27327 |
8 | 0.134449 | 1.0414 | 0.150925 |
9 | 0.01997 | 0.1547 | 0.438793 |
10 | -0.1355 | -1.0496 | 0.14906 |
11 | 0.15888 | 1.2307 | 0.111622 |
12 | -0.233377 | -1.8077 | 0.037831 |
13 | -0.185353 | -1.4357 | 0.078135 |
14 | -0.034775 | -0.2694 | 0.394285 |
15 | -0.065993 | -0.5112 | 0.305549 |
16 | -0.154007 | -1.1929 | 0.118795 |
17 | -0.058468 | -0.4529 | 0.326131 |
18 | -0.149729 | -1.1598 | 0.125364 |
19 | -0.090823 | -0.7035 | 0.242229 |
20 | -0.162059 | -1.2553 | 0.107118 |
21 | -0.281688 | -2.1819 | 0.016521 |
22 | -0.110531 | -0.8562 | 0.197656 |
23 | -0.207964 | -1.6109 | 0.056227 |
24 | -0.221451 | -1.7154 | 0.04572 |
25 | -0.089487 | -0.6932 | 0.245441 |
26 | -0.147298 | -1.141 | 0.12921 |
27 | -0.276448 | -2.1414 | 0.018158 |
28 | -0.182809 | -1.416 | 0.080969 |
29 | -0.153335 | -1.1877 | 0.11981 |
30 | -0.101473 | -0.786 | 0.217479 |
31 | -0.010822 | -0.0838 | 0.466736 |
32 | -0.075792 | -0.5871 | 0.279675 |
33 | 0.053561 | 0.4149 | 0.339854 |
34 | 0.008536 | 0.0661 | 0.47375 |
35 | 0.063457 | 0.4915 | 0.312419 |
36 | 0.026505 | 0.2053 | 0.419014 |
37 | 0.032933 | 0.2551 | 0.39976 |
38 | 0.043687 | 0.3384 | 0.368121 |
39 | 0.068435 | 0.5301 | 0.299002 |
40 | 0.100975 | 0.7821 | 0.218602 |
41 | 0.107922 | 0.836 | 0.203247 |
42 | 0.126001 | 0.976 | 0.166491 |
43 | 0.038345 | 0.297 | 0.383738 |
44 | 0.07582 | 0.5873 | 0.279603 |
45 | -0.005159 | -0.04 | 0.484127 |
46 | 0.004524 | 0.035 | 0.48608 |
47 | 0.026402 | 0.2045 | 0.419323 |
48 | 0.034799 | 0.2696 | 0.394214 |
49 | 0.053238 | 0.4124 | 0.340765 |
50 | 0.017 | 0.1317 | 0.447839 |
51 | 0.014009 | 0.1085 | 0.456977 |
52 | -0.007511 | -0.0582 | 0.476899 |
53 | -0.00282 | -0.0218 | 0.491323 |
54 | -0.010933 | -0.0847 | 0.466396 |
55 | -0.00335 | -0.0259 | 0.489693 |
56 | 0.010549 | 0.0817 | 0.467575 |
57 | 0.001335 | 0.0103 | 0.495891 |
58 | -0.002794 | -0.0216 | 0.491403 |
59 | -0.001147 | -0.0089 | 0.49647 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.21994 | 1.7036 | 0.046811 |
2 | 0.247974 | 1.9208 | 0.029756 |
3 | 0.263641 | 2.0422 | 0.02277 |
4 | 0.060538 | 0.4689 | 0.320413 |
5 | -0.051708 | -0.4005 | 0.345095 |
6 | 0.057291 | 0.4438 | 0.329402 |
7 | -0.035889 | -0.278 | 0.390985 |
8 | 0.062148 | 0.4814 | 0.315994 |
9 | -0.086591 | -0.6707 | 0.252484 |
10 | -0.237886 | -1.8427 | 0.035161 |
11 | 0.200208 | 1.5508 | 0.063104 |
12 | -0.273274 | -2.1168 | 0.019218 |
13 | -0.121633 | -0.9422 | 0.174943 |
14 | 0.054328 | 0.4208 | 0.337694 |
15 | 0.109074 | 0.8449 | 0.200766 |
16 | 0.011331 | 0.0878 | 0.465176 |
17 | -0.067205 | -0.5206 | 0.302292 |
18 | -0.04367 | -0.3383 | 0.368172 |
19 | -0.009444 | -0.0732 | 0.470963 |
20 | -0.082617 | -0.64 | 0.26232 |
21 | -0.184375 | -1.4282 | 0.079215 |
22 | -0.136696 | -1.0588 | 0.146958 |
23 | 0.00273 | 0.0211 | 0.4916 |
24 | -0.02267 | -0.1756 | 0.430601 |
25 | -0.005678 | -0.044 | 0.482533 |
26 | -0.071515 | -0.554 | 0.290834 |
27 | -0.120802 | -0.9357 | 0.176582 |
28 | -0.080171 | -0.621 | 0.268475 |
29 | 0.037079 | 0.2872 | 0.38747 |
30 | 0.039399 | 0.3052 | 0.38064 |
31 | 0.119453 | 0.9253 | 0.179264 |
32 | 0.002102 | 0.0163 | 0.493531 |
33 | -0.014763 | -0.1144 | 0.454669 |
34 | -0.090193 | -0.6986 | 0.243742 |
35 | 0.101399 | 0.7854 | 0.217645 |
36 | -0.093406 | -0.7235 | 0.236086 |
37 | -0.129116 | -1.0001 | 0.160633 |
38 | 0.024476 | 0.1896 | 0.425134 |
39 | -0.050393 | -0.3903 | 0.348832 |
40 | 0.012157 | 0.0942 | 0.462645 |
41 | 0.007637 | 0.0592 | 0.476513 |
42 | 0.025143 | 0.1948 | 0.42312 |
43 | 0.009061 | 0.0702 | 0.472139 |
44 | -0.059604 | -0.4617 | 0.322987 |
45 | -0.091032 | -0.7051 | 0.241729 |
46 | -0.142599 | -1.1046 | 0.136879 |
47 | 0.064075 | 0.4963 | 0.310741 |
48 | -0.024382 | -0.1889 | 0.425421 |
49 | -0.079809 | -0.6182 | 0.269392 |
50 | -0.101235 | -0.7842 | 0.218015 |
51 | -0.01555 | -0.1204 | 0.452265 |
52 | 0.033931 | 0.2628 | 0.396791 |
53 | -0.002563 | -0.0199 | 0.492114 |
54 | 0.002483 | 0.0192 | 0.492358 |
55 | -0.072361 | -0.5605 | 0.288611 |
56 | 0.038772 | 0.3003 | 0.382483 |
57 | -0.017931 | -0.1389 | 0.445 |
58 | -0.06725 | -0.5209 | 0.30217 |
59 | 0.027114 | 0.21 | 0.417182 |
60 | NA | NA | NA |