Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.637674 | 4.8143 | 6e-06 |
2 | 0.544825 | 4.1133 | 6.3e-05 |
3 | 0.604576 | 4.5644 | 1.4e-05 |
4 | 0.420114 | 3.1718 | 0.00122 |
5 | 0.356986 | 2.6952 | 0.004615 |
6 | 0.321752 | 2.4292 | 0.009154 |
7 | 0.089478 | 0.6755 | 0.25103 |
8 | 0.020882 | 0.1577 | 0.437643 |
9 | -0.096828 | -0.731 | 0.233876 |
10 | -0.264102 | -1.9939 | 0.025476 |
11 | -0.259141 | -1.9565 | 0.027658 |
12 | -0.154568 | -1.167 | 0.124042 |
13 | -0.3723 | -2.8108 | 0.003381 |
14 | -0.418693 | -3.1611 | 0.001259 |
15 | -0.3596 | -2.7149 | 0.004378 |
16 | -0.374724 | -2.8291 | 0.003217 |
17 | -0.33189 | -2.5057 | 0.00755 |
18 | -0.276896 | -2.0905 | 0.020521 |
19 | -0.277747 | -2.0969 | 0.020223 |
20 | -0.219784 | -1.6593 | 0.051271 |
21 | -0.246389 | -1.8602 | 0.03401 |
22 | -0.224627 | -1.6959 | 0.047681 |
23 | -0.122443 | -0.9244 | 0.179582 |
24 | -0.032139 | -0.2426 | 0.404576 |
25 | -0.088132 | -0.6654 | 0.254245 |
26 | -0.103426 | -0.7809 | 0.21906 |
27 | -0.027107 | -0.2047 | 0.419287 |
28 | 0.019929 | 0.1505 | 0.440467 |
29 | 0.047049 | 0.3552 | 0.36187 |
30 | 0.082613 | 0.6237 | 0.267651 |
31 | 0.07599 | 0.5737 | 0.28421 |
32 | 0.068078 | 0.514 | 0.304626 |
33 | 0.059609 | 0.45 | 0.327196 |
34 | 0.052066 | 0.3931 | 0.347859 |
35 | 0.060287 | 0.4552 | 0.325362 |
36 | 0.119406 | 0.9015 | 0.185559 |
37 | 0.058894 | 0.4446 | 0.329131 |
38 | 0.00404 | 0.0305 | 0.487888 |
39 | 0.052191 | 0.394 | 0.347514 |
40 | 0.034114 | 0.2576 | 0.39884 |
41 | -0.002647 | -0.02 | 0.492062 |
42 | 0.045713 | 0.3451 | 0.365636 |
43 | 0.023627 | 0.1784 | 0.429528 |
44 | -0.014759 | -0.1114 | 0.455834 |
45 | 0.000466 | 0.0035 | 0.498604 |
46 | -0.00576 | -0.0435 | 0.482734 |
47 | -0.03282 | -0.2478 | 0.402596 |
48 | 0.031502 | 0.2378 | 0.406431 |
49 | 0.002001 | 0.0151 | 0.494 |
50 | -0.036905 | -0.2786 | 0.390769 |
51 | 0.022446 | 0.1695 | 0.433017 |
52 | -0.001707 | -0.0129 | 0.494882 |
53 | -0.02361 | -0.1783 | 0.429579 |
54 | 0.019119 | 0.1443 | 0.442869 |
55 | -0.002794 | -0.0211 | 0.491622 |
56 | -0.003887 | -0.0293 | 0.488344 |
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 | 0.637674 | 4.8143 | 6e-06 |
2 | 0.232902 | 1.7584 | 0.042026 |
3 | 0.337775 | 2.5501 | 0.00674 |
4 | -0.161558 | -1.2197 | 0.113794 |
5 | -0.006313 | -0.0477 | 0.481075 |
6 | -0.06642 | -0.5015 | 0.308989 |
7 | -0.299831 | -2.2637 | 0.013709 |
8 | -0.108229 | -0.8171 | 0.208633 |
9 | -0.25092 | -1.8944 | 0.031624 |
10 | -0.159398 | -1.2034 | 0.116892 |
11 | 0.013149 | 0.0993 | 0.460635 |
12 | 0.428188 | 3.2327 | 0.00102 |
13 | -0.183977 | -1.389 | 0.085119 |
14 | -0.136257 | -1.0287 | 0.153979 |
15 | -0.123898 | -0.9354 | 0.176762 |
16 | 0.09922 | 0.7491 | 0.228441 |
17 | -0.037753 | -0.285 | 0.388328 |
18 | -0.094076 | -0.7103 | 0.24022 |
19 | 0.05318 | 0.4015 | 0.344775 |
20 | -0.062811 | -0.4742 | 0.318579 |
21 | -0.111592 | -0.8425 | 0.201514 |
22 | -0.061031 | -0.4608 | 0.323357 |
23 | 0.023116 | 0.1745 | 0.431036 |
24 | -0.034208 | -0.2583 | 0.398568 |
25 | -0.048041 | -0.3627 | 0.359083 |
26 | -0.067084 | -0.5065 | 0.307239 |
27 | 0.071228 | 0.5378 | 0.296419 |
28 | 0.051523 | 0.389 | 0.349365 |
29 | 0.066164 | 0.4995 | 0.309666 |
30 | -0.031592 | -0.2385 | 0.406169 |
31 | -0.136699 | -1.0321 | 0.153203 |
32 | -0.165621 | -1.2504 | 0.108129 |
33 | 0.022828 | 0.1724 | 0.431886 |
34 | -0.023364 | -0.1764 | 0.430304 |
35 | -0.162325 | -1.2255 | 0.112709 |
36 | 0.043823 | 0.3309 | 0.370984 |
37 | 0.097153 | 0.7335 | 0.233134 |
38 | 0.117395 | 0.8863 | 0.189587 |
39 | -0.026376 | -0.1991 | 0.421432 |
40 | -0.07256 | -0.5478 | 0.292979 |
41 | -0.172229 | -1.3003 | 0.099365 |
42 | -0.027779 | -0.2097 | 0.417313 |
43 | 0.048225 | 0.3641 | 0.358569 |
44 | -0.003237 | -0.0244 | 0.490295 |
45 | -0.030758 | -0.2322 | 0.408601 |
46 | 0.022012 | 0.1662 | 0.434298 |
47 | -0.060742 | -0.4586 | 0.324135 |
48 | -0.052091 | -0.3933 | 0.347791 |
49 | -0.016932 | -0.1278 | 0.449366 |
50 | 0.021654 | 0.1635 | 0.435358 |
51 | 0.022077 | 0.1667 | 0.434107 |
52 | -0.064661 | -0.4882 | 0.313647 |
53 | 0.041403 | 0.3126 | 0.377869 |
54 | -0.027196 | -0.2053 | 0.419024 |
55 | 0.017892 | 0.1351 | 0.446512 |
56 | -0.039359 | -0.2972 | 0.383714 |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |