Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.063859 | -0.6966 | 0.243699 |
2 | -0.25464 | -2.7778 | 0.00318 |
3 | 0.229254 | 2.5009 | 0.006875 |
4 | -0.194542 | -2.1222 | 0.017947 |
5 | -0.167779 | -1.8303 | 0.034857 |
6 | 0.560642 | 6.1159 | 0 |
7 | -0.11933 | -1.3017 | 0.097761 |
8 | -0.229923 | -2.5082 | 0.006741 |
9 | 0.231333 | 2.5235 | 0.006468 |
10 | -0.184566 | -2.0134 | 0.023166 |
11 | -0.110117 | -1.2012 | 0.116022 |
12 | 0.814813 | 8.8886 | 0 |
13 | -0.067296 | -0.7341 | 0.232161 |
14 | -0.312543 | -3.4094 | 0.000445 |
15 | 0.164871 | 1.7985 | 0.037314 |
16 | -0.142362 | -1.553 | 0.06154 |
17 | -0.167044 | -1.8222 | 0.035465 |
18 | 0.489124 | 5.3357 | 0 |
19 | -0.084728 | -0.9243 | 0.178606 |
20 | -0.22772 | -2.4841 | 0.007189 |
21 | 0.189172 | 2.0636 | 0.020614 |
22 | -0.123301 | -1.3451 | 0.090583 |
23 | -0.108837 | -1.1873 | 0.118742 |
24 | 0.632441 | 6.8991 | 0 |
25 | -0.084269 | -0.9193 | 0.179907 |
26 | -0.336462 | -3.6704 | 0.000182 |
27 | 0.128921 | 1.4064 | 0.081112 |
28 | -0.104297 | -1.1377 | 0.128757 |
29 | -0.192372 | -2.0985 | 0.018987 |
30 | 0.402499 | 4.3907 | 1.2e-05 |
31 | -0.068056 | -0.7424 | 0.229653 |
32 | -0.236924 | -2.5845 | 0.005479 |
33 | 0.130389 | 1.4224 | 0.078766 |
34 | -0.081843 | -0.8928 | 0.186882 |
35 | -0.108597 | -1.1847 | 0.119258 |
36 | 0.483414 | 5.2734 | 0 |
37 | -0.04137 | -0.4513 | 0.326298 |
38 | -0.323216 | -3.5259 | 3e-04 |
39 | 0.102039 | 1.1131 | 0.13395 |
40 | -0.043775 | -0.4775 | 0.31693 |
41 | -0.187588 | -2.0463 | 0.021463 |
42 | 0.331709 | 3.6185 | 0.000218 |
43 | -0.02527 | -0.2757 | 0.391642 |
44 | -0.218996 | -2.389 | 0.009234 |
45 | 0.081802 | 0.8924 | 0.187001 |
46 | -0.039403 | -0.4298 | 0.334045 |
47 | -0.101882 | -1.1114 | 0.134318 |
48 | 0.346109 | 3.7756 | 0.000125 |
49 | 0.00152 | 0.0166 | 0.493399 |
50 | -0.283776 | -3.0956 | 0.001225 |
51 | 0.052601 | 0.5738 | 0.283588 |
52 | -0.022217 | -0.2424 | 0.404461 |
53 | -0.190641 | -2.0797 | 0.019852 |
54 | 0.248272 | 2.7083 | 0.00388 |
55 | 0.020868 | 0.2276 | 0.410157 |
56 | -0.201237 | -2.1952 | 0.015043 |
57 | 0.020368 | 0.2222 | 0.412274 |
58 | -0.00622 | -0.0678 | 0.47301 |
59 | -0.07573 | -0.8261 | 0.205197 |
60 | 0.242692 | 2.6475 | 0.004604 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.063859 | -0.6966 | 0.243699 |
2 | -0.259777 | -2.8338 | 0.002702 |
3 | 0.206931 | 2.2573 | 0.012905 |
4 | -0.266741 | -2.9098 | 0.002159 |
5 | -0.069979 | -0.7634 | 0.223373 |
6 | 0.47751 | 5.209 | 0 |
7 | -0.179078 | -1.9535 | 0.026553 |
8 | 0.022745 | 0.2481 | 0.402234 |
9 | 0.004041 | 0.0441 | 0.482458 |
10 | -0.109422 | -1.1937 | 0.117494 |
11 | 0.121305 | 1.3233 | 0.094139 |
12 | 0.698757 | 7.6225 | 0 |
13 | -0.124118 | -1.354 | 0.089157 |
14 | -0.03908 | -0.4263 | 0.335327 |
15 | -0.186214 | -2.0314 | 0.022223 |
16 | 0.070896 | 0.7734 | 0.220414 |
17 | 0.063341 | 0.691 | 0.245466 |
18 | -0.144576 | -1.5771 | 0.058709 |
19 | 0.010319 | 0.1126 | 0.455281 |
20 | 0.0629 | 0.6862 | 0.246975 |
21 | -0.045624 | -0.4977 | 0.309809 |
22 | 0.036759 | 0.401 | 0.344572 |
23 | 0.034723 | 0.3788 | 0.352761 |
24 | -0.070914 | -0.7736 | 0.220356 |
25 | -0.050848 | -0.5547 | 0.290076 |
26 | -0.068447 | -0.7467 | 0.228367 |
27 | 0.086581 | 0.9445 | 0.173418 |
28 | -0.055707 | -0.6077 | 0.272277 |
29 | -0.183541 | -2.0022 | 0.023769 |
30 | -0.012992 | -0.1417 | 0.443767 |
31 | 0.002797 | 0.0305 | 0.487857 |
32 | -0.011464 | -0.1251 | 0.450346 |
33 | -0.100159 | -1.0926 | 0.138387 |
34 | -0.00948 | -0.1034 | 0.458903 |
35 | 0.058561 | 0.6388 | 0.262082 |
36 | -0.030269 | -0.3302 | 0.370916 |
37 | 0.160454 | 1.7503 | 0.041318 |
38 | 0.003806 | 0.0415 | 0.483475 |
39 | 0.002977 | 0.0325 | 0.487076 |
40 | 0.003882 | 0.0423 | 0.483146 |
41 | 0.011828 | 0.129 | 0.448778 |
42 | 0.091868 | 1.0022 | 0.15915 |
43 | -0.034819 | -0.3798 | 0.352375 |
44 | -0.01599 | -0.1744 | 0.430912 |
45 | 0.008135 | 0.0887 | 0.464718 |
46 | 0.001678 | 0.0183 | 0.492712 |
47 | 0.007428 | 0.081 | 0.467778 |
48 | -0.071615 | -0.7812 | 0.218111 |
49 | 0.045436 | 0.4956 | 0.310529 |
50 | 0.022163 | 0.2418 | 0.404689 |
51 | -0.074478 | -0.8125 | 0.209074 |
52 | -0.047848 | -0.522 | 0.301335 |
53 | -0.082025 | -0.8948 | 0.186353 |
54 | -0.036025 | -0.393 | 0.347516 |
55 | 0.023017 | 0.2511 | 0.401091 |
56 | -0.074772 | -0.8157 | 0.20816 |
57 | -0.066084 | -0.7209 | 0.236194 |
58 | -0.034874 | -0.3804 | 0.352152 |
59 | 0.03736 | 0.4075 | 0.342168 |
60 | 0.030876 | 0.3368 | 0.368426 |