Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.410923 | 3.183 | 0.001155 |
2 | 0.21778 | 1.6869 | 0.048406 |
3 | 0.083618 | 0.6477 | 0.259825 |
4 | -0.073801 | -0.5717 | 0.284843 |
5 | -0.145825 | -1.1296 | 0.131579 |
6 | -0.229493 | -1.7776 | 0.040265 |
7 | -0.09798 | -0.7589 | 0.225427 |
8 | -0.158757 | -1.2297 | 0.111799 |
9 | -0.121032 | -0.9375 | 0.176127 |
10 | -0.055701 | -0.4315 | 0.33384 |
11 | 0.057118 | 0.4424 | 0.329882 |
12 | -0.015028 | -0.1164 | 0.45386 |
13 | -0.10718 | -0.8302 | 0.204855 |
14 | -0.009788 | -0.0758 | 0.469908 |
15 | -0.111997 | -0.8675 | 0.194556 |
16 | -0.158491 | -1.2277 | 0.112184 |
17 | -0.119972 | -0.9293 | 0.178229 |
18 | -0.137549 | -1.0654 | 0.145471 |
19 | -0.007607 | -0.0589 | 0.476603 |
20 | -0.084072 | -0.6512 | 0.258695 |
21 | 0.011717 | 0.0908 | 0.463992 |
22 | 0.052037 | 0.4031 | 0.344162 |
23 | 0.009846 | 0.0763 | 0.46973 |
24 | 0.108275 | 0.8387 | 0.202484 |
25 | 0.133442 | 1.0336 | 0.152727 |
26 | 0.194591 | 1.5073 | 0.068491 |
27 | 0.091422 | 0.7081 | 0.240797 |
28 | 0.037191 | 0.2881 | 0.38714 |
29 | -0.075639 | -0.5859 | 0.280072 |
30 | -0.102005 | -0.7901 | 0.216282 |
31 | 0.006221 | 0.0482 | 0.480863 |
32 | 0.023407 | 0.1813 | 0.428369 |
33 | 0.064398 | 0.4988 | 0.309864 |
34 | 0.052788 | 0.4089 | 0.342037 |
35 | 0.09471 | 0.7336 | 0.233019 |
36 | 0.146428 | 1.1342 | 0.130605 |
37 | 0.091953 | 0.7123 | 0.23953 |
38 | 0.007645 | 0.0592 | 0.476489 |
39 | 0.007678 | 0.0595 | 0.476386 |
40 | -0.109867 | -0.851 | 0.19907 |
41 | -0.15337 | -1.188 | 0.119758 |
42 | -0.134216 | -1.0396 | 0.151341 |
43 | -0.091363 | -0.7077 | 0.240937 |
44 | -0.113274 | -0.8774 | 0.191881 |
45 | -0.083773 | -0.6489 | 0.259438 |
46 | 0.004463 | 0.0346 | 0.48627 |
47 | -0.009849 | -0.0763 | 0.469723 |
48 | 0.003293 | 0.0255 | 0.489867 |
49 | -0.006593 | -0.0511 | 0.479721 |
50 | 0.019245 | 0.1491 | 0.440998 |
51 | -0.006068 | -0.047 | 0.481333 |
52 | 0.017008 | 0.1317 | 0.447815 |
53 | 0.022153 | 0.1716 | 0.432166 |
54 | -0.012972 | -0.1005 | 0.460147 |
55 | 0.025134 | 0.1947 | 0.423147 |
56 | 0.002552 | 0.0198 | 0.492146 |
57 | 0.01635 | 0.1266 | 0.449821 |
58 | 0.014034 | 0.1087 | 0.4569 |
59 | 0.005842 | 0.0453 | 0.482029 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.410923 | 3.183 | 0.001155 |
2 | 0.058862 | 0.4559 | 0.325038 |
3 | -0.029934 | -0.2319 | 0.408714 |
4 | -0.132113 | -1.0233 | 0.155128 |
5 | -0.091608 | -0.7096 | 0.240353 |
6 | -0.139916 | -1.0838 | 0.141398 |
7 | 0.088738 | 0.6874 | 0.247252 |
8 | -0.129732 | -1.0049 | 0.159491 |
9 | -0.03616 | -0.2801 | 0.390185 |
10 | -0.014929 | -0.1156 | 0.454162 |
11 | 0.101254 | 0.7843 | 0.217972 |
12 | -0.131493 | -1.0185 | 0.156256 |
13 | -0.13388 | -1.037 | 0.151942 |
14 | 0.032005 | 0.2479 | 0.402524 |
15 | -0.116765 | -0.9045 | 0.184685 |
16 | -0.118686 | -0.9193 | 0.180799 |
17 | -0.024768 | -0.1919 | 0.424252 |
18 | -0.139376 | -1.0796 | 0.142319 |
19 | 0.079171 | 0.6133 | 0.271012 |
20 | -0.144115 | -1.1163 | 0.13437 |
21 | -0.025394 | -0.1967 | 0.422363 |
22 | -0.046172 | -0.3576 | 0.360933 |
23 | -0.060696 | -0.4701 | 0.319977 |
24 | 0.064593 | 0.5003 | 0.309334 |
25 | 0.028 | 0.2169 | 0.414517 |
26 | 0.0558 | 0.4322 | 0.333564 |
27 | -0.023287 | -0.1804 | 0.428732 |
28 | -0.092794 | -0.7188 | 0.237534 |
29 | -0.126038 | -0.9763 | 0.166421 |
30 | -0.04159 | -0.3222 | 0.374229 |
31 | 0.120353 | 0.9323 | 0.177471 |
32 | 0.057817 | 0.4478 | 0.327939 |
33 | -0.043569 | -0.3375 | 0.368464 |
34 | 0.031472 | 0.2438 | 0.404116 |
35 | 0.036766 | 0.2848 | 0.388393 |
36 | 0.090536 | 0.7013 | 0.242916 |
37 | 0.038231 | 0.2961 | 0.384073 |
38 | -0.118055 | -0.9144 | 0.182071 |
39 | 0.120671 | 0.9347 | 0.17684 |
40 | -0.073404 | -0.5686 | 0.285879 |
41 | -0.008898 | -0.0689 | 0.472641 |
42 | 0.004201 | 0.0325 | 0.487073 |
43 | 0.003808 | 0.0295 | 0.488284 |
44 | -0.026819 | -0.2077 | 0.418068 |
45 | -0.047319 | -0.3665 | 0.357629 |
46 | 0.021598 | 0.1673 | 0.433849 |
47 | -0.032994 | -0.2556 | 0.399578 |
48 | 0.007797 | 0.0604 | 0.47602 |
49 | 0.03451 | 0.2673 | 0.395073 |
50 | -0.089632 | -0.6943 | 0.245091 |
51 | 0.003115 | 0.0241 | 0.490415 |
52 | 0.06618 | 0.5126 | 0.305047 |
53 | -0.069598 | -0.5391 | 0.295905 |
54 | 0.003623 | 0.0281 | 0.488853 |
55 | 0.066083 | 0.5119 | 0.305308 |
56 | -0.047916 | -0.3712 | 0.355916 |
57 | -0.033836 | -0.2621 | 0.397075 |
58 | -0.108968 | -0.8441 | 0.200993 |
59 | 0.008424 | 0.0653 | 0.474095 |
60 | NA | NA | NA |