Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.381295 | 2.9535 | 0.002241 |
2 | 0.085134 | 0.6594 | 0.256067 |
3 | -0.081775 | -0.6334 | 0.26443 |
4 | -0.150806 | -1.1681 | 0.123686 |
5 | -0.230926 | -1.7887 | 0.039352 |
6 | -0.119331 | -0.9243 | 0.179508 |
7 | 0.025941 | 0.2009 | 0.420714 |
8 | -0.092074 | -0.7132 | 0.239242 |
9 | -0.004676 | -0.0362 | 0.485615 |
10 | -0.2112 | -1.6359 | 0.053543 |
11 | -0.436909 | -3.3843 | 0.000631 |
12 | -0.498287 | -3.8597 | 0.00014 |
13 | -0.093485 | -0.7241 | 0.235901 |
14 | 0.183165 | 1.4188 | 0.080567 |
15 | 0.271458 | 2.1027 | 0.019848 |
16 | 0.401177 | 3.1075 | 0.001441 |
17 | 0.283474 | 2.1958 | 0.015993 |
18 | 0.136612 | 1.0582 | 0.147105 |
19 | -0.037053 | -0.287 | 0.387546 |
20 | -0.072194 | -0.5592 | 0.289048 |
21 | -0.063084 | -0.4887 | 0.313435 |
22 | 0.019797 | 0.1533 | 0.439319 |
23 | 0.176506 | 1.3672 | 0.08833 |
24 | 0.100335 | 0.7772 | 0.220051 |
25 | -0.110827 | -0.8585 | 0.197028 |
26 | -0.256121 | -1.9839 | 0.025924 |
27 | -0.20267 | -1.5699 | 0.060851 |
28 | -0.260797 | -2.0201 | 0.023921 |
29 | -0.139845 | -1.0832 | 0.141519 |
30 | 0.073911 | 0.5725 | 0.284558 |
31 | 0.204142 | 1.5813 | 0.059536 |
32 | 0.192215 | 1.4889 | 0.070877 |
33 | 0.075681 | 0.5862 | 0.279962 |
34 | 0.01282 | 0.0993 | 0.460614 |
35 | -0.020964 | -0.1624 | 0.435774 |
36 | -0.030389 | -0.2354 | 0.407354 |
37 | 0.068799 | 0.5329 | 0.29803 |
38 | 0.066544 | 0.5154 | 0.304068 |
39 | 0.054306 | 0.4207 | 0.337756 |
40 | 0.056277 | 0.4359 | 0.33223 |
41 | 0.010374 | 0.0804 | 0.468111 |
42 | -0.185839 | -1.4395 | 0.077603 |
43 | -0.138655 | -1.074 | 0.143558 |
44 | -0.08311 | -0.6438 | 0.261089 |
45 | -0.021376 | -0.1656 | 0.434522 |
46 | 0.019108 | 0.148 | 0.441416 |
47 | 0.061376 | 0.4754 | 0.318108 |
48 | 0.024814 | 0.1922 | 0.424115 |
49 | -0.039487 | -0.3059 | 0.380384 |
50 | 0.042724 | 0.3309 | 0.370923 |
51 | -0.028979 | -0.2245 | 0.411577 |
52 | -0.006429 | -0.0498 | 0.480225 |
53 | 0.026735 | 0.2071 | 0.41832 |
54 | 0.093302 | 0.7227 | 0.236332 |
55 | 0.033568 | 0.26 | 0.397872 |
56 | 0.015953 | 0.1236 | 0.451034 |
57 | -0.02327 | -0.1803 | 0.428781 |
58 | -0.0573 | -0.4438 | 0.329375 |
59 | 0.000318 | 0.0025 | 0.499021 |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.381295 | 2.9535 | 0.002241 |
2 | -0.070502 | -0.5461 | 0.29351 |
3 | -0.105417 | -0.8166 | 0.208706 |
4 | -0.089784 | -0.6955 | 0.244725 |
5 | -0.160911 | -1.2464 | 0.108729 |
6 | 0.023452 | 0.1817 | 0.428232 |
7 | 0.067073 | 0.5195 | 0.302647 |
8 | -0.202794 | -1.5708 | 0.06074 |
9 | 0.065772 | 0.5095 | 0.306147 |
10 | -0.320188 | -2.4802 | 0.007978 |
11 | -0.402841 | -3.1204 | 0.001388 |
12 | -0.371107 | -2.8746 | 0.002795 |
13 | 0.034334 | 0.266 | 0.395595 |
14 | 0.107808 | 0.8351 | 0.203495 |
15 | 0.029499 | 0.2285 | 0.410017 |
16 | 0.100421 | 0.7779 | 0.219855 |
17 | -0.017948 | -0.139 | 0.444947 |
18 | -0.015041 | -0.1165 | 0.453819 |
19 | -0.069788 | -0.5406 | 0.295402 |
20 | -0.115126 | -0.8918 | 0.188042 |
21 | 0.007877 | 0.061 | 0.475774 |
22 | -0.167385 | -1.2966 | 0.099874 |
23 | -0.090293 | -0.6994 | 0.2435 |
24 | -0.038784 | -0.3004 | 0.382448 |
25 | -0.074405 | -0.5763 | 0.283272 |
26 | 0.02931 | 0.227 | 0.410584 |
27 | 0.169558 | 1.3134 | 0.097026 |
28 | -0.015205 | -0.1178 | 0.453318 |
29 | -0.008422 | -0.0652 | 0.4741 |
30 | -0.026457 | -0.2049 | 0.419157 |
31 | 6.1e-05 | 5e-04 | 0.499813 |
32 | -0.060978 | -0.4723 | 0.319202 |
33 | -0.16765 | -1.2986 | 0.099524 |
34 | -0.082736 | -0.6409 | 0.262025 |
35 | 0.152752 | 1.1832 | 0.120696 |
36 | -0.075751 | -0.5868 | 0.279781 |
37 | 0.030892 | 0.2393 | 0.405847 |
38 | -0.017071 | -0.1322 | 0.447623 |
39 | -0.014248 | -0.1104 | 0.456245 |
40 | -0.013151 | -0.1019 | 0.459602 |
41 | 0.038888 | 0.3012 | 0.382143 |
42 | -0.099342 | -0.7695 | 0.222308 |
43 | 0.144933 | 1.1226 | 0.13303 |
44 | -0.096815 | -0.7499 | 0.228115 |
45 | -0.064607 | -0.5004 | 0.309298 |
46 | -0.022488 | -0.1742 | 0.431151 |
47 | 0.017848 | 0.1383 | 0.445252 |
48 | -0.113738 | -0.881 | 0.190914 |
49 | -0.000422 | -0.0033 | 0.498702 |
50 | -0.029049 | -0.225 | 0.411367 |
51 | -0.079895 | -0.6189 | 0.269175 |
52 | 0.03762 | 0.2914 | 0.385873 |
53 | -0.037539 | -0.2908 | 0.386111 |
54 | -0.053229 | -0.4123 | 0.340791 |
55 | 0.069636 | 0.5394 | 0.295805 |
56 | -0.035867 | -0.2778 | 0.391052 |
57 | -0.038741 | -0.3001 | 0.382575 |
58 | -0.055063 | -0.4265 | 0.335629 |
59 | -0.076478 | -0.5924 | 0.277905 |
60 | NA | NA | NA |