Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.415675 | 3.1106 | 0.001468 |
2 | 0.342184 | 2.5607 | 0.006585 |
3 | 0.320451 | 2.398 | 0.009921 |
4 | 0.416107 | 3.1139 | 0.001454 |
5 | 0.227924 | 1.7056 | 0.04681 |
6 | -0.06329 | -0.4736 | 0.318806 |
7 | 0.130975 | 0.9801 | 0.165619 |
8 | 0.207787 | 1.5549 | 0.062798 |
9 | 0.123899 | 0.9272 | 0.178907 |
10 | 0.012151 | 0.0909 | 0.463937 |
11 | 0.102313 | 0.7656 | 0.223554 |
12 | 0.26812 | 2.0064 | 0.024824 |
13 | -0.014073 | -0.1053 | 0.458252 |
14 | -0.155829 | -1.1661 | 0.124255 |
15 | -0.182436 | -1.3652 | 0.088821 |
16 | -0.093954 | -0.7031 | 0.242457 |
17 | -0.19172 | -1.4347 | 0.078466 |
18 | -0.43166 | -3.2302 | 0.001036 |
19 | -0.248901 | -1.8626 | 0.033883 |
20 | -0.119041 | -0.8908 | 0.188419 |
21 | -0.152296 | -1.1397 | 0.129635 |
22 | -0.197176 | -1.4755 | 0.072835 |
23 | -0.192338 | -1.4393 | 0.077812 |
24 | 0.075764 | 0.567 | 0.286502 |
25 | -0.114076 | -0.8537 | 0.198463 |
26 | -0.226374 | -1.694 | 0.047907 |
27 | -0.171628 | -1.2843 | 0.102154 |
28 | -0.114342 | -0.8557 | 0.197917 |
29 | -0.088727 | -0.664 | 0.254716 |
30 | -0.240725 | -1.8014 | 0.03851 |
31 | -0.094722 | -0.7088 | 0.240684 |
32 | -0.01027 | -0.0769 | 0.469506 |
33 | 0.017956 | 0.1344 | 0.446796 |
34 | -0.015581 | -0.1166 | 0.4538 |
35 | -0.021468 | -0.1607 | 0.436473 |
36 | 0.111114 | 0.8315 | 0.204611 |
37 | -0.031445 | -0.2353 | 0.407411 |
38 | -0.013502 | -0.101 | 0.459939 |
39 | -0.073769 | -0.552 | 0.291561 |
40 | 0.026234 | 0.1963 | 0.422536 |
41 | -0.031388 | -0.2349 | 0.407576 |
42 | -0.075202 | -0.5628 | 0.287922 |
43 | -0.056341 | -0.4216 | 0.337458 |
44 | 0.045632 | 0.3415 | 0.367009 |
45 | 0.023658 | 0.177 | 0.430057 |
46 | -0.014586 | -0.1091 | 0.456737 |
47 | -0.013051 | -0.0977 | 0.461273 |
48 | 0.06107 | 0.457 | 0.324717 |
49 | 0.019522 | 0.1461 | 0.442189 |
50 | 0.003291 | 0.0246 | 0.49022 |
51 | 0.009888 | 0.074 | 0.47064 |
52 | 0.003474 | 0.026 | 0.489677 |
53 | -0.007931 | -0.0594 | 0.476442 |
54 | -0.012867 | -0.0963 | 0.461817 |
55 | 0.005524 | 0.0413 | 0.483587 |
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 | 0.415675 | 3.1106 | 0.001468 |
2 | 0.204782 | 1.5324 | 0.065521 |
3 | 0.154214 | 1.154 | 0.126695 |
4 | 0.263118 | 1.969 | 0.026955 |
5 | -0.071015 | -0.5314 | 0.298613 |
6 | -0.376032 | -2.814 | 0.00337 |
7 | 0.143426 | 1.0733 | 0.14387 |
8 | 0.196647 | 1.4716 | 0.073367 |
9 | 0.026667 | 0.1996 | 0.421274 |
10 | 0.028064 | 0.21 | 0.417209 |
11 | 0.01743 | 0.1304 | 0.448345 |
12 | 0.061365 | 0.4592 | 0.323928 |
13 | -0.263869 | -1.9746 | 0.026625 |
14 | -0.241989 | -1.8109 | 0.037762 |
15 | -0.192036 | -1.4371 | 0.078132 |
16 | -0.053328 | -0.3991 | 0.34568 |
17 | 0.10309 | 0.7715 | 0.221841 |
18 | -0.110683 | -0.8283 | 0.205514 |
19 | 0.003701 | 0.0277 | 0.489002 |
20 | 0.084358 | 0.6313 | 0.265213 |
21 | -0.05701 | -0.4266 | 0.335645 |
22 | 0.072061 | 0.5393 | 0.295924 |
23 | -0.102384 | -0.7662 | 0.223395 |
24 | 0.117746 | 0.8811 | 0.191008 |
25 | 0.011802 | 0.0883 | 0.46497 |
26 | -0.094029 | -0.7037 | 0.242283 |
27 | 0.05403 | 0.4043 | 0.343758 |
28 | -0.132594 | -0.9922 | 0.162674 |
29 | 0.01889 | 0.1414 | 0.444045 |
30 | 0.098034 | 0.7336 | 0.23312 |
31 | -0.042932 | -0.3213 | 0.3746 |
32 | -0.084002 | -0.6286 | 0.266078 |
33 | -0.044671 | -0.3343 | 0.369706 |
34 | 0.011012 | 0.0824 | 0.467307 |
35 | -0.026182 | -0.1959 | 0.422689 |
36 | -0.082109 | -0.6144 | 0.270705 |
37 | -0.086358 | -0.6462 | 0.26038 |
38 | 0.111449 | 0.834 | 0.203911 |
39 | -0.008669 | -0.0649 | 0.474252 |
40 | 0.079831 | 0.5974 | 0.276325 |
41 | -0.17839 | -1.3349 | 0.093648 |
42 | -0.001758 | -0.0132 | 0.494775 |
43 | -0.091889 | -0.6876 | 0.247261 |
44 | 0.028552 | 0.2137 | 0.415793 |
45 | 0.032643 | 0.2443 | 0.403955 |
46 | -0.080238 | -0.6004 | 0.275315 |
47 | 0.081863 | 0.6126 | 0.271309 |
48 | 0.053393 | 0.3996 | 0.345502 |
49 | -0.042415 | -0.3174 | 0.376059 |
50 | 0.074468 | 0.5573 | 0.289783 |
51 | -0.031566 | -0.2362 | 0.407062 |
52 | -0.076754 | -0.5744 | 0.284008 |
53 | -0.027393 | -0.205 | 0.419162 |
54 | -0.007409 | -0.0554 | 0.47799 |
55 | -0.010452 | -0.0782 | 0.468968 |
56 | NA | NA | NA |
57 | NA | NA | NA |
58 | NA | NA | NA |
59 | NA | NA | NA |
60 | NA | NA | NA |