Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.606 | 4.6941 | 8e-06 |
2 | 0.38665 | 2.995 | 0.001992 |
3 | 0.430105 | 3.3316 | 0.000741 |
4 | 0.448073 | 3.4708 | 0.000484 |
5 | 0.503206 | 3.8978 | 0.000124 |
6 | 0.512691 | 3.9713 | 9.7e-05 |
7 | 0.403392 | 3.1247 | 0.001371 |
8 | 0.269715 | 2.0892 | 0.020469 |
9 | 0.140733 | 1.0901 | 0.140011 |
10 | 0.062038 | 0.4805 | 0.316293 |
11 | 0.15805 | 1.2242 | 0.112822 |
12 | 0.364396 | 2.8226 | 0.003226 |
13 | 0.078693 | 0.6096 | 0.272228 |
14 | -0.171996 | -1.3323 | 0.093904 |
15 | -0.139062 | -1.0772 | 0.142858 |
16 | -0.113535 | -0.8794 | 0.191336 |
17 | -0.088156 | -0.6829 | 0.248663 |
18 | -0.096118 | -0.7445 | 0.229733 |
19 | -0.189418 | -1.4672 | 0.073769 |
20 | -0.279134 | -2.1622 | 0.017302 |
21 | -0.355823 | -2.7562 | 0.003867 |
22 | -0.378787 | -2.9341 | 0.002367 |
23 | -0.279546 | -2.1654 | 0.017174 |
24 | -0.128309 | -0.9939 | 0.162138 |
25 | -0.260934 | -2.0212 | 0.023865 |
26 | -0.42349 | -3.2803 | 0.000865 |
27 | -0.362616 | -2.8088 | 0.003351 |
28 | -0.287645 | -2.2281 | 0.014817 |
29 | -0.23041 | -1.7847 | 0.039679 |
30 | -0.182103 | -1.4106 | 0.081769 |
31 | -0.205311 | -1.5903 | 0.058507 |
32 | -0.236429 | -1.8314 | 0.036006 |
33 | -0.221212 | -1.7135 | 0.045891 |
34 | -0.199711 | -1.547 | 0.063567 |
35 | -0.140748 | -1.0902 | 0.139985 |
36 | 0.009986 | 0.0773 | 0.469302 |
37 | -0.058492 | -0.4531 | 0.326064 |
38 | -0.151876 | -1.1764 | 0.122035 |
39 | -0.07289 | -0.5646 | 0.287225 |
40 | -0.040857 | -0.3165 | 0.376368 |
41 | -0.001103 | -0.0085 | 0.496606 |
42 | 0.043386 | 0.3361 | 0.368998 |
43 | 0.020025 | 0.1551 | 0.438628 |
44 | -0.026902 | -0.2084 | 0.417817 |
45 | -0.000817 | -0.0063 | 0.497486 |
46 | 0.010896 | 0.0844 | 0.466509 |
47 | 0.023328 | 0.1807 | 0.428606 |
48 | 0.106228 | 0.8228 | 0.20693 |
49 | 0.057856 | 0.4482 | 0.327829 |
50 | 0.002919 | 0.0226 | 0.491017 |
51 | 0.040221 | 0.3116 | 0.378231 |
52 | 0.027378 | 0.2121 | 0.416387 |
53 | 0.021398 | 0.1658 | 0.434455 |
54 | 0.039252 | 0.304 | 0.381073 |
55 | 0.033522 | 0.2597 | 0.398008 |
56 | 0.009046 | 0.0701 | 0.472186 |
57 | 0.007889 | 0.0611 | 0.475739 |
58 | 0.005559 | 0.0431 | 0.482899 |
59 | 0.000799 | 0.0062 | 0.497542 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.606 | 4.6941 | 8e-06 |
2 | 0.030681 | 0.2377 | 0.40648 |
3 | 0.29168 | 2.2593 | 0.013754 |
4 | 0.132957 | 1.0299 | 0.1536 |
5 | 0.264416 | 2.0482 | 0.022464 |
6 | 0.144181 | 1.1168 | 0.134262 |
7 | -0.018535 | -0.1436 | 0.443159 |
8 | -0.144518 | -1.1194 | 0.133709 |
9 | -0.281087 | -2.1773 | 0.016701 |
10 | -0.306303 | -2.3726 | 0.010443 |
11 | -0.025366 | -0.1965 | 0.422447 |
12 | 0.416192 | 3.2238 | 0.001024 |
13 | -0.306541 | -2.3745 | 0.010395 |
14 | -0.183088 | -1.4182 | 0.080654 |
15 | -0.04042 | -0.3131 | 0.377649 |
16 | 0.020605 | 0.1596 | 0.436865 |
17 | -0.032926 | -0.255 | 0.399779 |
18 | -0.092526 | -0.7167 | 0.238168 |
19 | -0.059813 | -0.4633 | 0.32241 |
20 | -0.022056 | -0.1708 | 0.432461 |
21 | 0.019444 | 0.1506 | 0.440394 |
22 | -0.006004 | -0.0465 | 0.481531 |
23 | -0.012861 | -0.0996 | 0.460489 |
24 | -0.021732 | -0.1683 | 0.433441 |
25 | 0.07617 | 0.59 | 0.2787 |
26 | 0.052509 | 0.4067 | 0.342825 |
27 | -0.005224 | -0.0405 | 0.483927 |
28 | -0.069417 | -0.5377 | 0.296386 |
29 | -0.034901 | -0.2703 | 0.393912 |
30 | 0.032504 | 0.2518 | 0.401039 |
31 | 0.01539 | 0.1192 | 0.452752 |
32 | -0.031007 | -0.2402 | 0.405505 |
33 | 0.060428 | 0.4681 | 0.320713 |
34 | 0.006592 | 0.0511 | 0.479723 |
35 | -0.120946 | -0.9368 | 0.176297 |
36 | 0.037209 | 0.2882 | 0.387087 |
37 | -0.11208 | -0.8682 | 0.194382 |
38 | 0.014974 | 0.116 | 0.454025 |
39 | 0.026919 | 0.2085 | 0.417768 |
40 | -0.099483 | -0.7706 | 0.221986 |
41 | -0.029134 | -0.2257 | 0.411113 |
42 | -0.032604 | -0.2526 | 0.400739 |
43 | 0.012505 | 0.0969 | 0.461578 |
44 | -0.088069 | -0.6822 | 0.248875 |
45 | 0.007243 | 0.0561 | 0.477722 |
46 | -0.019646 | -0.1522 | 0.439779 |
47 | 0.067365 | 0.5218 | 0.301864 |
48 | -0.029993 | -0.2323 | 0.408538 |
49 | -0.012177 | -0.0943 | 0.462584 |
50 | 0.072778 | 0.5637 | 0.287518 |
51 | -0.044916 | -0.3479 | 0.364559 |
52 | -0.000351 | -0.0027 | 0.498919 |
53 | -0.101467 | -0.786 | 0.217492 |
54 | -0.075285 | -0.5832 | 0.280986 |
55 | 0.022284 | 0.1726 | 0.43177 |
56 | 0.086446 | 0.6696 | 0.252838 |
57 | -0.013697 | -0.1061 | 0.457929 |
58 | -0.018054 | -0.1398 | 0.444624 |
59 | 0.024931 | 0.1931 | 0.423762 |
60 | NA | NA | NA |