Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.429057 | 2.9726 | 0.002303 |
2 | 0.162306 | 1.1245 | 0.133198 |
3 | 0.019495 | 0.1351 | 0.446564 |
4 | 0.052272 | 0.3622 | 0.359413 |
5 | 0.019919 | 0.138 | 0.445408 |
6 | -0.157589 | -1.0918 | 0.140183 |
7 | -0.325169 | -2.2528 | 0.014439 |
8 | -0.158602 | -1.0988 | 0.138662 |
9 | -0.070511 | -0.4885 | 0.313704 |
10 | -0.130098 | -0.9013 | 0.185952 |
11 | -0.084472 | -0.5852 | 0.280565 |
12 | -0.109552 | -0.759 | 0.225782 |
13 | 0.156677 | 1.0855 | 0.141564 |
14 | 0.162028 | 1.1226 | 0.133604 |
15 | 0.212237 | 1.4704 | 0.073986 |
16 | 0.120257 | 0.8332 | 0.20444 |
17 | 0.193697 | 1.342 | 0.092959 |
18 | 0.033224 | 0.2302 | 0.409465 |
19 | -0.115929 | -0.8032 | 0.212915 |
20 | -0.23611 | -1.6358 | 0.05421 |
21 | -0.22117 | -1.5323 | 0.066006 |
22 | -0.185893 | -1.2879 | 0.101977 |
23 | -0.187414 | -1.2984 | 0.100169 |
24 | -0.232902 | -1.6136 | 0.056586 |
25 | -0.236995 | -1.6419 | 0.053569 |
26 | 0.029533 | 0.2046 | 0.41937 |
27 | -0.036285 | -0.2514 | 0.401294 |
28 | 0.028484 | 0.1973 | 0.422195 |
29 | 0.004928 | 0.0341 | 0.486453 |
30 | 0.089177 | 0.6178 | 0.269803 |
31 | 0.149595 | 1.0364 | 0.152598 |
32 | 0.075706 | 0.5245 | 0.301169 |
33 | -0.0358 | -0.248 | 0.402584 |
34 | 0.026011 | 0.1802 | 0.428874 |
35 | -0.022904 | -0.1587 | 0.437293 |
36 | -0.042422 | -0.2939 | 0.385046 |
37 | -0.03847 | -0.2665 | 0.395487 |
38 | -0.074608 | -0.5169 | 0.3038 |
39 | 0.03022 | 0.2094 | 0.417522 |
40 | -0.000529 | -0.0037 | 0.498547 |
41 | 0.038321 | 0.2655 | 0.395881 |
42 | 0.013013 | 0.0902 | 0.46427 |
43 | 0.041665 | 0.2887 | 0.387042 |
44 | 0.028438 | 0.197 | 0.422322 |
45 | 0.061115 | 0.4234 | 0.33694 |
46 | 0.007862 | 0.0545 | 0.478393 |
47 | 0.018186 | 0.126 | 0.450129 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.429057 | 2.9726 | 0.002303 |
2 | -0.026699 | -0.185 | 0.427015 |
3 | -0.049732 | -0.3446 | 0.365967 |
4 | 0.080936 | 0.5607 | 0.288791 |
5 | -0.029763 | -0.2062 | 0.418752 |
6 | -0.206803 | -1.4328 | 0.079202 |
7 | -0.225145 | -1.5598 | 0.062683 |
8 | 0.114761 | 0.7951 | 0.215239 |
9 | -0.019215 | -0.1331 | 0.447326 |
10 | -0.16176 | -1.1207 | 0.133994 |
11 | 0.080166 | 0.5554 | 0.290598 |
12 | -0.081853 | -0.5671 | 0.286646 |
13 | 0.199756 | 1.384 | 0.086388 |
14 | -0.043608 | -0.3021 | 0.381931 |
15 | 0.179001 | 1.2402 | 0.110474 |
16 | -0.036632 | -0.2538 | 0.400368 |
17 | 0.104092 | 0.7212 | 0.237151 |
18 | -0.178917 | -1.2396 | 0.110579 |
19 | -0.184199 | -1.2762 | 0.104019 |
20 | -0.048915 | -0.3389 | 0.368084 |
21 | -0.077599 | -0.5376 | 0.296661 |
22 | -0.051512 | -0.3569 | 0.36137 |
23 | -0.0278 | -0.1926 | 0.424041 |
24 | -0.093078 | -0.6449 | 0.261043 |
25 | -0.101546 | -0.7035 | 0.242563 |
26 | 0.126674 | 0.8776 | 0.19226 |
27 | -0.162366 | -1.1249 | 0.133112 |
28 | -0.030659 | -0.2124 | 0.416344 |
29 | -0.000683 | -0.0047 | 0.498121 |
30 | -0.087694 | -0.6076 | 0.273171 |
31 | -0.019471 | -0.1349 | 0.446628 |
32 | -0.141661 | -0.9815 | 0.165644 |
33 | 0.06562 | 0.4546 | 0.325712 |
34 | -4.5e-05 | -3e-04 | 0.499877 |
35 | -0.033822 | -0.2343 | 0.407863 |
36 | 0.044718 | 0.3098 | 0.379021 |
37 | 0.01948 | 0.135 | 0.446604 |
38 | 0.075804 | 0.5252 | 0.300936 |
39 | -0.06824 | -0.4728 | 0.319257 |
40 | 0.012936 | 0.0896 | 0.464481 |
41 | 0.025919 | 0.1796 | 0.429121 |
42 | -0.042551 | -0.2948 | 0.384708 |
43 | -0.109216 | -0.7567 | 0.226472 |
44 | -0.040663 | -0.2817 | 0.389683 |
45 | 0.020977 | 0.1453 | 0.442528 |
46 | -0.086306 | -0.5979 | 0.276343 |
47 | -0.021482 | -0.1488 | 0.441154 |
48 | NA | NA | NA |
49 | NA | NA | NA |
50 | NA | NA | NA |
51 | NA | NA | NA |
52 | NA | NA | NA |
53 | NA | NA | NA |
54 | NA | NA | NA |
55 | NA | NA | NA |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |