Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.011871 | 0.092 | 0.46352 |
2 | 0.038838 | 0.3008 | 0.382289 |
3 | -0.109458 | -0.8479 | 0.199943 |
4 | -0.051329 | -0.3976 | 0.34617 |
5 | -0.100997 | -0.7823 | 0.218551 |
6 | -0.053604 | -0.4152 | 0.339734 |
7 | 0.028101 | 0.2177 | 0.414214 |
8 | 0.03353 | 0.2597 | 0.397983 |
9 | -0.006097 | -0.0472 | 0.481245 |
10 | 0.064977 | 0.5033 | 0.308294 |
11 | 0.156907 | 1.2154 | 0.114488 |
12 | -0.377489 | -2.924 | 0.002435 |
13 | -0.09635 | -0.7463 | 0.229193 |
14 | -0.016226 | -0.1257 | 0.450201 |
15 | 0.016848 | 0.1305 | 0.448301 |
16 | -0.034247 | -0.2653 | 0.395853 |
17 | -0.041658 | -0.3227 | 0.37403 |
18 | 0.046518 | 0.3603 | 0.359933 |
19 | 0.013048 | 0.1011 | 0.459917 |
20 | -0.034798 | -0.2695 | 0.394217 |
21 | 0.121521 | 0.9413 | 0.175162 |
22 | 0.201318 | 1.5594 | 0.06208 |
23 | 0.002469 | 0.0191 | 0.492404 |
24 | -0.012794 | -0.0991 | 0.460694 |
25 | 0.102863 | 0.7968 | 0.214362 |
26 | -0.175247 | -1.3575 | 0.08986 |
27 | 0.030653 | 0.2374 | 0.406564 |
28 | -0.040357 | -0.3126 | 0.377833 |
29 | 0.161703 | 1.2525 | 0.107615 |
30 | -0.038844 | -0.3009 | 0.382273 |
31 | -0.036432 | -0.2822 | 0.38938 |
32 | 0.104406 | 0.8087 | 0.210933 |
33 | 0.020535 | 0.1591 | 0.437077 |
34 | -0.141926 | -1.0994 | 0.138002 |
35 | -0.130004 | -1.007 | 0.158988 |
36 | -0.089845 | -0.6959 | 0.244578 |
37 | -0.118484 | -0.9178 | 0.181206 |
38 | 0.111092 | 0.8605 | 0.196465 |
39 | -0.007568 | -0.0586 | 0.476723 |
40 | 0.089459 | 0.6929 | 0.245509 |
41 | -0.107584 | -0.8333 | 0.203979 |
42 | 0.052258 | 0.4048 | 0.343536 |
43 | 0.047443 | 0.3675 | 0.357272 |
44 | -0.03135 | -0.2428 | 0.40448 |
45 | -0.091577 | -0.7094 | 0.240426 |
46 | -0.002297 | -0.0178 | 0.49293 |
47 | 0.073711 | 0.571 | 0.285078 |
48 | 0.049769 | 0.3855 | 0.350612 |
49 | 0.073059 | 0.5659 | 0.286781 |
50 | -0.02305 | -0.1785 | 0.429448 |
51 | 0.00931 | 0.0721 | 0.471375 |
52 | -0.067616 | -0.5238 | 0.30119 |
53 | -0.007138 | -0.0553 | 0.478045 |
54 | -0.052122 | -0.4037 | 0.343921 |
55 | -0.048973 | -0.3793 | 0.352886 |
56 | -0.023914 | -0.1852 | 0.426833 |
57 | 0.031256 | 0.2421 | 0.40476 |
58 | -0.022506 | -0.1743 | 0.431097 |
59 | -0.001584 | -0.0123 | 0.495125 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.011871 | 0.092 | 0.46352 |
2 | 0.038703 | 0.2998 | 0.382687 |
3 | -0.110542 | -0.8563 | 0.197632 |
4 | -0.050551 | -0.3916 | 0.348382 |
5 | -0.092534 | -0.7168 | 0.238149 |
6 | -0.061508 | -0.4764 | 0.317745 |
7 | 0.025032 | 0.1939 | 0.423457 |
8 | 0.013956 | 0.1081 | 0.457137 |
9 | -0.030892 | -0.2393 | 0.405848 |
10 | 0.056154 | 0.435 | 0.332573 |
11 | 0.159728 | 1.2372 | 0.110408 |
12 | -0.404385 | -3.1324 | 0.00134 |
13 | -0.085833 | -0.6649 | 0.254343 |
14 | 0.085224 | 0.6601 | 0.255844 |
15 | -0.058001 | -0.4493 | 0.327428 |
16 | -0.078982 | -0.6118 | 0.271493 |
17 | -0.101249 | -0.7843 | 0.217984 |
18 | -0.014741 | -0.1142 | 0.454737 |
19 | 0.018615 | 0.1442 | 0.442918 |
20 | -0.044979 | -0.3484 | 0.364376 |
21 | 0.071569 | 0.5544 | 0.290692 |
22 | 0.270946 | 2.0987 | 0.020028 |
23 | 0.148874 | 1.1532 | 0.126707 |
24 | -0.218469 | -1.6923 | 0.047892 |
25 | 0.106892 | 0.828 | 0.20548 |
26 | -0.112728 | -0.8732 | 0.193021 |
27 | 0.09517 | 0.7372 | 0.231942 |
28 | 0.00377 | 0.0292 | 0.488399 |
29 | 0.044951 | 0.3482 | 0.364458 |
30 | -0.028402 | -0.22 | 0.413309 |
31 | -0.050087 | -0.388 | 0.349705 |
32 | 0.036445 | 0.2823 | 0.389341 |
33 | 0.022079 | 0.171 | 0.432389 |
34 | 0.092704 | 0.7181 | 0.237748 |
35 | -0.06715 | -0.5201 | 0.30244 |
36 | -0.203944 | -1.5797 | 0.059712 |
37 | 0.008132 | 0.063 | 0.47499 |
38 | 0.040383 | 0.3128 | 0.377756 |
39 | -0.008698 | -0.0674 | 0.473255 |
40 | -0.033694 | -0.261 | 0.397496 |
41 | -0.014272 | -0.1106 | 0.456171 |
42 | 0.052412 | 0.406 | 0.343101 |
43 | -0.09859 | -0.7637 | 0.224028 |
44 | -0.09507 | -0.7364 | 0.232176 |
45 | -0.004163 | -0.0322 | 0.487192 |
46 | 0.098184 | 0.7605 | 0.224959 |
47 | 0.01408 | 0.1091 | 0.456759 |
48 | -0.098513 | -0.7631 | 0.224203 |
49 | 0.01216 | 0.0942 | 0.462637 |
50 | -0.035526 | -0.2752 | 0.39206 |
51 | -0.002605 | -0.0202 | 0.491985 |
52 | -0.101931 | -0.7896 | 0.216449 |
53 | -0.002754 | -0.0213 | 0.491524 |
54 | -0.079057 | -0.6124 | 0.271303 |
55 | -0.034634 | -0.2683 | 0.394705 |
56 | -0.038665 | -0.2995 | 0.382797 |
57 | -0.003892 | -0.0301 | 0.488026 |
58 | 0.058098 | 0.45 | 0.327157 |
59 | 0.04779 | 0.3702 | 0.356277 |
60 | NA | NA | NA |