Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.577934 | 4.4767 | 1.7e-05 |
2 | 0.106341 | 0.8237 | 0.206683 |
3 | -0.107026 | -0.829 | 0.20519 |
4 | -0.200542 | -1.5534 | 0.062794 |
5 | -0.343699 | -2.6623 | 0.004974 |
6 | -0.488825 | -3.7864 | 0.000178 |
7 | -0.479356 | -3.7131 | 0.000225 |
8 | -0.290255 | -2.2483 | 0.014121 |
9 | -0.116709 | -0.904 | 0.184799 |
10 | 0.052106 | 0.4036 | 0.343966 |
11 | 0.365718 | 2.8328 | 0.003137 |
12 | 0.604241 | 4.6804 | 8e-06 |
13 | 0.456547 | 3.5364 | 0.000395 |
14 | 0.167304 | 1.2959 | 0.099982 |
15 | -0.034474 | -0.267 | 0.395179 |
16 | -0.128089 | -0.9922 | 0.162549 |
17 | -0.188335 | -1.4588 | 0.074913 |
18 | -0.283868 | -2.1988 | 0.015878 |
19 | -0.314078 | -2.4328 | 0.00899 |
20 | -0.269612 | -2.0884 | 0.020506 |
21 | -0.134704 | -1.0434 | 0.150472 |
22 | 0.016731 | 0.1296 | 0.448659 |
23 | 0.236698 | 1.8335 | 0.035848 |
24 | 0.389969 | 3.0207 | 0.001851 |
25 | 0.243097 | 1.883 | 0.032274 |
26 | 0.056711 | 0.4393 | 0.331016 |
27 | -0.072807 | -0.564 | 0.287442 |
28 | -0.10395 | -0.8052 | 0.211943 |
29 | -0.161221 | -1.2488 | 0.108292 |
30 | -0.169647 | -1.3141 | 0.096911 |
31 | -0.119027 | -0.922 | 0.180117 |
32 | -0.069982 | -0.5421 | 0.294886 |
33 | -0.034788 | -0.2695 | 0.394247 |
34 | 0.039666 | 0.3073 | 0.379858 |
35 | 0.16806 | 1.3018 | 0.098982 |
36 | 0.261065 | 2.0222 | 0.02381 |
37 | 0.155944 | 1.2079 | 0.115905 |
38 | -0.031965 | -0.2476 | 0.402643 |
39 | -0.059398 | -0.4601 | 0.323556 |
40 | -0.036376 | -0.2818 | 0.389546 |
41 | -0.089097 | -0.6901 | 0.246383 |
42 | -0.147719 | -1.1442 | 0.128536 |
43 | -0.102801 | -0.7963 | 0.2145 |
44 | -0.020829 | -0.1613 | 0.436185 |
45 | 0.024883 | 0.1927 | 0.423907 |
46 | -1.4e-05 | -1e-04 | 0.499957 |
47 | 0.079847 | 0.6185 | 0.269296 |
48 | 0.155782 | 1.2067 | 0.116145 |
49 | 0.099934 | 0.7741 | 0.22096 |
50 | -0.022159 | -0.1716 | 0.432148 |
51 | -0.067739 | -0.5247 | 0.30086 |
52 | -0.029807 | -0.2309 | 0.409094 |
53 | -0.005172 | -0.0401 | 0.484087 |
54 | -0.027578 | -0.2136 | 0.415783 |
55 | -0.038526 | -0.2984 | 0.383207 |
56 | -0.025815 | -0.2 | 0.421093 |
57 | 0.006662 | 0.0516 | 0.479508 |
58 | 0.035554 | 0.2754 | 0.391979 |
59 | 0.015198 | 0.1177 | 0.453341 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.577934 | 4.4767 | 1.7e-05 |
2 | -0.341845 | -2.6479 | 0.005166 |
3 | 0.013723 | 0.1063 | 0.457851 |
4 | -0.148777 | -1.1524 | 0.126859 |
5 | -0.274739 | -2.1281 | 0.018722 |
6 | -0.290317 | -2.2488 | 0.014105 |
7 | -0.209018 | -1.619 | 0.055341 |
8 | -0.125874 | -0.975 | 0.166734 |
9 | -0.23558 | -1.8248 | 0.036506 |
10 | -0.089555 | -0.6937 | 0.245276 |
11 | 0.246754 | 1.9113 | 0.03037 |
12 | 0.186325 | 1.4433 | 0.077073 |
13 | -0.149518 | -1.1582 | 0.125693 |
14 | -0.036218 | -0.2805 | 0.390012 |
15 | -0.085081 | -0.659 | 0.256197 |
16 | -0.07273 | -0.5634 | 0.287643 |
17 | 0.068673 | 0.5319 | 0.298367 |
18 | 0.08006 | 0.6201 | 0.268757 |
19 | 0.062675 | 0.4855 | 0.314552 |
20 | -0.115913 | -0.8979 | 0.186424 |
21 | 0.042485 | 0.3291 | 0.371619 |
22 | -0.061522 | -0.4765 | 0.317707 |
23 | 0.038008 | 0.2944 | 0.384732 |
24 | 0.059295 | 0.4593 | 0.32384 |
25 | -0.215321 | -1.6679 | 0.050277 |
26 | -0.013842 | -0.1072 | 0.457487 |
27 | -0.166767 | -1.2918 | 0.100695 |
28 | -0.040208 | -0.3115 | 0.378268 |
29 | -0.200377 | -1.5521 | 0.062948 |
30 | 0.070348 | 0.5449 | 0.293915 |
31 | 0.056257 | 0.4358 | 0.332287 |
32 | -0.067797 | -0.5252 | 0.300705 |
33 | -0.049497 | -0.3834 | 0.351387 |
34 | -0.054014 | -0.4184 | 0.338576 |
35 | -0.123198 | -0.9543 | 0.171883 |
36 | -0.025819 | -0.2 | 0.421081 |
37 | 0.040878 | 0.3166 | 0.376308 |
38 | -0.057439 | -0.4449 | 0.328989 |
39 | 0.214534 | 1.6618 | 0.050887 |
40 | 0.009455 | 0.0732 | 0.470931 |
41 | -0.012504 | -0.0969 | 0.461582 |
42 | -0.102373 | -0.793 | 0.215457 |
43 | 0.012614 | 0.0977 | 0.461246 |
44 | 0.045302 | 0.3509 | 0.363443 |
45 | -0.062572 | -0.4847 | 0.314834 |
46 | 0.018706 | 0.1449 | 0.44264 |
47 | -0.008103 | -0.0628 | 0.475082 |
48 | -0.139791 | -1.0828 | 0.141611 |
49 | -0.050386 | -0.3903 | 0.348853 |
50 | -0.019209 | -0.1488 | 0.441109 |
51 | -0.078051 | -0.6046 | 0.27387 |
52 | -0.032741 | -0.2536 | 0.400332 |
53 | 0.090132 | 0.6982 | 0.243887 |
54 | -0.061751 | -0.4783 | 0.31708 |
55 | -0.080816 | -0.626 | 0.266846 |
56 | -0.119745 | -0.9275 | 0.178682 |
57 | 0.056869 | 0.4405 | 0.330577 |
58 | 0.023869 | 0.1849 | 0.42697 |
59 | -0.005414 | -0.0419 | 0.483343 |
60 | NA | NA | NA |