Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.287871 | 2.2112 | 0.015456 |
2 | 0.221685 | 1.7028 | 0.046935 |
3 | 0.250504 | 1.9242 | 0.029581 |
4 | 0.294002 | 2.2583 | 0.01382 |
5 | -0.0855 | -0.6567 | 0.256952 |
6 | 0.008331 | 0.064 | 0.474596 |
7 | 0.050555 | 0.3883 | 0.34959 |
8 | -0.086497 | -0.6644 | 0.254513 |
9 | -0.22653 | -1.74 | 0.043536 |
10 | -0.187687 | -1.4416 | 0.077344 |
11 | -0.07921 | -0.6084 | 0.272621 |
12 | -0.499853 | -3.8394 | 0.000152 |
13 | -0.31552 | -2.4236 | 0.009227 |
14 | -0.131555 | -1.0105 | 0.158192 |
15 | -0.052803 | -0.4056 | 0.343257 |
16 | -0.194358 | -1.4929 | 0.070397 |
17 | 0.051367 | 0.3946 | 0.347297 |
18 | -0.00499 | -0.0383 | 0.484776 |
19 | 0.008934 | 0.0686 | 0.472759 |
20 | -0.121161 | -0.9307 | 0.177912 |
21 | -0.008008 | -0.0615 | 0.475582 |
22 | 0.057092 | 0.4385 | 0.3313 |
23 | -0.013511 | -0.1038 | 0.458847 |
24 | -0.04143 | -0.3182 | 0.375719 |
25 | 0.119076 | 0.9146 | 0.182052 |
26 | 0.019352 | 0.1486 | 0.441169 |
27 | -0.060616 | -0.4656 | 0.321609 |
28 | 0.014086 | 0.1082 | 0.457102 |
29 | 0.00574 | 0.0441 | 0.482492 |
30 | -0.017707 | -0.136 | 0.446138 |
31 | -0.024142 | -0.1854 | 0.42676 |
32 | 0.123208 | 0.9464 | 0.173909 |
33 | 0.134367 | 1.0321 | 0.15312 |
34 | 0.07288 | 0.5598 | 0.288868 |
35 | 0.011619 | 0.0892 | 0.464595 |
36 | 0.149388 | 1.1475 | 0.127909 |
37 | 0.017607 | 0.1352 | 0.44644 |
38 | 0.011972 | 0.092 | 0.463523 |
39 | 0.049291 | 0.3786 | 0.353167 |
40 | 0.024343 | 0.187 | 0.426157 |
41 | -0.072615 | -0.5578 | 0.289558 |
42 | 0.008676 | 0.0666 | 0.473546 |
43 | 0.023713 | 0.1821 | 0.428046 |
44 | -0.077695 | -0.5968 | 0.276467 |
45 | -0.088796 | -0.6821 | 0.248937 |
46 | -0.069244 | -0.5319 | 0.298406 |
47 | 0.002931 | 0.0225 | 0.491057 |
48 | -0.055749 | -0.4282 | 0.335028 |
49 | -0.034576 | -0.2656 | 0.395742 |
50 | -0.000831 | -0.0064 | 0.497463 |
51 | -0.050373 | -0.3869 | 0.350102 |
52 | -0.021737 | -0.167 | 0.433983 |
53 | 0.054261 | 0.4168 | 0.339174 |
54 | -0.00039 | -0.003 | 0.49881 |
55 | -0.023026 | -0.1769 | 0.430108 |
56 | 0.029393 | 0.2258 | 0.411079 |
57 | 0.034634 | 0.266 | 0.395572 |
58 | 0.009232 | 0.0709 | 0.471852 |
59 | NA | NA | NA |
60 | NA | NA | NA |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.287871 | 2.2112 | 0.015456 |
2 | 0.151358 | 1.1626 | 0.124836 |
3 | 0.170485 | 1.3095 | 0.097717 |
4 | 0.190639 | 1.4643 | 0.074207 |
5 | -0.293236 | -2.2524 | 0.014016 |
6 | -0.022095 | -0.1697 | 0.432906 |
7 | 0.027942 | 0.2146 | 0.415399 |
8 | -0.113545 | -0.8722 | 0.19333 |
9 | -0.113999 | -0.8756 | 0.192387 |
10 | -0.159134 | -1.2223 | 0.113221 |
11 | 0.064142 | 0.4927 | 0.312033 |
12 | -0.448297 | -3.4434 | 0.000531 |
13 | -0.030433 | -0.2338 | 0.407991 |
14 | 0.114897 | 0.8825 | 0.190534 |
15 | 0.1192 | 0.9156 | 0.181803 |
16 | 0.120215 | 0.9234 | 0.179782 |
17 | -0.020633 | -0.1585 | 0.437307 |
18 | -0.138746 | -1.0657 | 0.145445 |
19 | -0.004423 | -0.034 | 0.486508 |
20 | -0.224451 | -1.724 | 0.044968 |
21 | -0.158013 | -1.2137 | 0.114845 |
22 | 0.021761 | 0.1672 | 0.433911 |
23 | 0.025707 | 0.1975 | 0.422074 |
24 | -0.209566 | -1.6097 | 0.0564 |
25 | 0.007567 | 0.0581 | 0.476923 |
26 | -0.06243 | -0.4795 | 0.316666 |
27 | 0.079352 | 0.6095 | 0.272262 |
28 | 0.068163 | 0.5236 | 0.30127 |
29 | -0.005174 | -0.0397 | 0.484215 |
30 | -0.050852 | -0.3906 | 0.348749 |
31 | -0.033253 | -0.2554 | 0.399643 |
32 | -0.013553 | -0.1041 | 0.458722 |
33 | -0.046261 | -0.3553 | 0.361803 |
34 | 0.006863 | 0.0527 | 0.479068 |
35 | -0.006727 | -0.0517 | 0.479484 |
36 | -0.085369 | -0.6557 | 0.257274 |
37 | -0.021348 | -0.164 | 0.435153 |
38 | -0.019979 | -0.1535 | 0.43928 |
39 | 0.032331 | 0.2483 | 0.402367 |
40 | -0.058173 | -0.4468 | 0.328315 |
41 | -0.073569 | -0.5651 | 0.287077 |
42 | 0.022979 | 0.1765 | 0.430251 |
43 | 0.07723 | 0.5932 | 0.277651 |
44 | -0.064301 | -0.4939 | 0.311604 |
45 | 0.022832 | 0.1754 | 0.430693 |
46 | -0.00249 | -0.0191 | 0.492401 |
47 | 0.005562 | 0.0427 | 0.483034 |
48 | 0.01291 | 0.0992 | 0.460672 |
49 | -0.089753 | -0.6894 | 0.246636 |
50 | -0.04652 | -0.3573 | 0.361062 |
51 | -0.104238 | -0.8007 | 0.213269 |
52 | 0.03177 | 0.244 | 0.404028 |
53 | 0.021862 | 0.1679 | 0.433609 |
54 | -0.020439 | -0.157 | 0.437893 |
55 | 0.081775 | 0.6281 | 0.266173 |
56 | -0.037729 | -0.2898 | 0.386492 |
57 | 0.037795 | 0.2903 | 0.386298 |
58 | -0.002044 | -0.0157 | 0.493764 |
59 | NA | NA | NA |
60 | NA | NA | NA |