Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.516585 | 3.9001 | 0.000128 |
2 | 0.363097 | 2.7413 | 0.00408 |
3 | 0.509559 | 3.8471 | 0.000152 |
4 | 0.416402 | 3.1438 | 0.001324 |
5 | 0.281023 | 2.1217 | 0.019112 |
6 | 0.268144 | 2.0244 | 0.02381 |
7 | 0.08489 | 0.6409 | 0.262076 |
8 | 0.10237 | 0.7729 | 0.221395 |
9 | -0.048526 | -0.3664 | 0.357724 |
10 | -0.243074 | -1.8352 | 0.03585 |
11 | -0.144031 | -1.0874 | 0.140716 |
12 | 0.054738 | 0.4133 | 0.340482 |
13 | -0.249805 | -1.886 | 0.032198 |
14 | -0.357951 | -2.7025 | 0.004526 |
15 | -0.260844 | -1.9693 | 0.026892 |
16 | -0.234957 | -1.7739 | 0.040712 |
17 | -0.249183 | -1.8813 | 0.032521 |
18 | -0.231057 | -1.7444 | 0.043236 |
19 | -0.237024 | -1.7895 | 0.039424 |
20 | -0.143095 | -1.0803 | 0.142269 |
21 | -0.209147 | -1.579 | 0.059932 |
22 | -0.253406 | -1.9132 | 0.030377 |
23 | -0.080409 | -0.6071 | 0.273105 |
24 | 0.039935 | 0.3015 | 0.382064 |
25 | -0.089737 | -0.6775 | 0.250415 |
26 | -0.139705 | -1.0547 | 0.147996 |
27 | -0.073034 | -0.5514 | 0.29176 |
28 | 0.012447 | 0.094 | 0.462731 |
29 | -0.024408 | -0.1843 | 0.427226 |
30 | -0.014008 | -0.1058 | 0.458072 |
31 | -0.015864 | -0.1198 | 0.452544 |
32 | 0.009217 | 0.0696 | 0.472384 |
33 | -0.028092 | -0.2121 | 0.416396 |
34 | -0.043715 | -0.33 | 0.37129 |
35 | 0.005134 | 0.0388 | 0.484608 |
36 | 0.106913 | 0.8072 | 0.211461 |
37 | 0.017486 | 0.132 | 0.447719 |
38 | -0.036451 | -0.2752 | 0.392078 |
39 | 0.026277 | 0.1984 | 0.421723 |
40 | 0.04209 | 0.3178 | 0.375909 |
41 | -0.014666 | -0.1107 | 0.456112 |
42 | 0.053893 | 0.4069 | 0.342808 |
43 | 0.003419 | 0.0258 | 0.489748 |
44 | 0.003924 | 0.0296 | 0.488236 |
45 | 0.004242 | 0.032 | 0.48728 |
46 | -0.012988 | -0.0981 | 0.461115 |
47 | -0.021211 | -0.1601 | 0.436668 |
48 | 0.060858 | 0.4595 | 0.323822 |
49 | -0.003523 | -0.0266 | 0.489437 |
50 | -0.039318 | -0.2968 | 0.383831 |
51 | 0.02954 | 0.223 | 0.412159 |
52 | 0.012608 | 0.0952 | 0.462249 |
53 | -0.038621 | -0.2916 | 0.385832 |
54 | 0.025087 | 0.1894 | 0.425225 |
55 | -0.001427 | -0.0108 | 0.495722 |
56 | -0.010601 | -0.08 | 0.468246 |
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 | 0.516585 | 3.9001 | 0.000128 |
2 | 0.131267 | 0.991 | 0.162927 |
3 | 0.38695 | 2.9214 | 0.002493 |
4 | 0.047508 | 0.3587 | 0.360581 |
5 | -0.023963 | -0.1809 | 0.428539 |
6 | -0.034266 | -0.2587 | 0.398397 |
7 | -0.284141 | -2.1452 | 0.018105 |
8 | 0.054256 | 0.4096 | 0.341809 |
9 | -0.31051 | -2.3443 | 0.011286 |
10 | -0.218568 | -1.6502 | 0.052206 |
11 | 0.056389 | 0.4257 | 0.335956 |
12 | 0.420688 | 3.1761 | 0.001205 |
13 | -0.134714 | -1.0171 | 0.15671 |
14 | -0.210695 | -1.5907 | 0.058603 |
15 | -0.202957 | -1.5323 | 0.065491 |
16 | -0.018353 | -0.1386 | 0.445142 |
17 | 0.085872 | 0.6483 | 0.25969 |
18 | -0.001556 | -0.0117 | 0.495334 |
19 | 0.064673 | 0.4883 | 0.313617 |
20 | -0.024889 | -0.1879 | 0.42581 |
21 | 0.005172 | 0.039 | 0.484494 |
22 | -0.030763 | -0.2323 | 0.408586 |
23 | -0.012964 | -0.0979 | 0.461186 |
24 | -0.125742 | -0.9493 | 0.173231 |
25 | -0.061294 | -0.4628 | 0.322648 |
26 | -0.054358 | -0.4104 | 0.341529 |
27 | -0.008594 | -0.0649 | 0.474246 |
28 | 0.079533 | 0.6005 | 0.27529 |
29 | -0.081343 | -0.6141 | 0.270788 |
30 | 0.073857 | 0.5576 | 0.289647 |
31 | -0.138933 | -1.0489 | 0.149321 |
32 | -0.020423 | -0.1542 | 0.439003 |
33 | 0.006827 | 0.0515 | 0.479537 |
34 | 0.058251 | 0.4398 | 0.330876 |
35 | -0.096461 | -0.7283 | 0.234715 |
36 | 0.002533 | 0.0191 | 0.492404 |
37 | 0.023762 | 0.1794 | 0.42913 |
38 | 0.050422 | 0.3807 | 0.352429 |
39 | 0.059812 | 0.4516 | 0.326646 |
40 | -0.221161 | -1.6697 | 0.050228 |
41 | -0.131925 | -0.996 | 0.161728 |
42 | 0.00574 | 0.0433 | 0.482793 |
43 | 0.066416 | 0.5014 | 0.308999 |
44 | 0.082108 | 0.6199 | 0.268898 |
45 | -0.041942 | -0.3167 | 0.37633 |
46 | 0.013213 | 0.0998 | 0.460445 |
47 | -0.087589 | -0.6613 | 0.255548 |
48 | 0.015164 | 0.1145 | 0.454628 |
49 | -0.048103 | -0.3632 | 0.358911 |
50 | -0.068054 | -0.5138 | 0.304691 |
51 | 0.026417 | 0.1994 | 0.421312 |
52 | 0.0356 | 0.2688 | 0.394537 |
53 | 0.041829 | 0.3158 | 0.376652 |
54 | -0.076856 | -0.5803 | 0.282015 |
55 | 0.026998 | 0.2038 | 0.419607 |
56 | -0.089037 | -0.6722 | 0.252082 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |