Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.367615 | 3.3491 | 0.000611 |
2 | -0.218935 | -1.9946 | 0.024685 |
3 | -0.463522 | -4.2229 | 3.1e-05 |
4 | -0.36446 | -3.3204 | 0.000669 |
5 | 0.015151 | 0.138 | 0.445275 |
6 | 0.241438 | 2.1996 | 0.015308 |
7 | 0.151913 | 1.384 | 0.085035 |
8 | -0.096551 | -0.8796 | 0.190801 |
9 | -0.196996 | -1.7947 | 0.03817 |
10 | -0.154837 | -1.4106 | 0.081045 |
11 | 0.146675 | 1.3363 | 0.092557 |
12 | 0.528643 | 4.8162 | 3e-06 |
13 | 0.091273 | 0.8315 | 0.204028 |
14 | -0.221657 | -2.0194 | 0.023337 |
15 | -0.27605 | -2.5149 | 0.006917 |
16 | -0.152195 | -1.3866 | 0.084645 |
17 | 0.124794 | 1.1369 | 0.12942 |
18 | 0.227351 | 2.0713 | 0.02072 |
19 | 0.071458 | 0.651 | 0.258417 |
20 | -0.169218 | -1.5416 | 0.063482 |
21 | -0.250254 | -2.2799 | 0.012589 |
22 | -0.180752 | -1.6467 | 0.051698 |
23 | 0.124903 | 1.1379 | 0.129214 |
24 | 0.463971 | 4.227 | 3e-05 |
25 | 0.087995 | 0.8017 | 0.212517 |
26 | -0.18559 | -1.6908 | 0.047313 |
27 | -0.22435 | -2.0439 | 0.022066 |
28 | -0.111549 | -1.0163 | 0.15623 |
29 | 0.118405 | 1.0787 | 0.141919 |
30 | 0.162577 | 1.4811 | 0.071178 |
31 | -0.005221 | -0.0476 | 0.481089 |
32 | -0.22553 | -2.0547 | 0.021528 |
33 | -0.258951 | -2.3592 | 0.010333 |
34 | -0.113877 | -1.0375 | 0.151265 |
35 | 0.206679 | 1.8829 | 0.031606 |
36 | 0.489127 | 4.4562 | 1.3e-05 |
37 | 0.125672 | 1.1449 | 0.127766 |
38 | -0.162924 | -1.4843 | 0.070757 |
39 | -0.241576 | -2.2009 | 0.015262 |
40 | -0.147577 | -1.3445 | 0.091227 |
41 | 0.062606 | 0.5704 | 0.284986 |
42 | 0.126122 | 1.149 | 0.126923 |
43 | 0.057483 | 0.5237 | 0.300944 |
44 | -0.060584 | -0.5519 | 0.291234 |
45 | -0.119842 | -1.0918 | 0.139038 |
46 | -0.101894 | -0.9283 | 0.177973 |
47 | 0.030152 | 0.2747 | 0.392115 |
48 | 0.207547 | 1.8908 | 0.031067 |
49 | 0.0453 | 0.4127 | 0.340444 |
50 | -0.016956 | -0.1545 | 0.438806 |
51 | -0.013876 | -0.1264 | 0.449855 |
52 | 0.022956 | 0.2091 | 0.417425 |
53 | 0.043258 | 0.3941 | 0.347258 |
54 | -0.013989 | -0.1274 | 0.449447 |
55 | -0.057549 | -0.5243 | 0.300734 |
56 | -0.086792 | -0.7907 | 0.215683 |
57 | -0.079864 | -0.7276 | 0.234454 |
58 | -0.010853 | -0.0989 | 0.460738 |
59 | 0.084052 | 0.7658 | 0.222998 |
60 | 0.196601 | 1.7911 | 0.03846 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.367615 | 3.3491 | 0.000611 |
2 | -0.409402 | -3.7298 | 0.000175 |
3 | -0.277242 | -2.5258 | 0.006722 |
4 | -0.200399 | -1.8257 | 0.035745 |
5 | 0.039538 | 0.3602 | 0.359804 |
6 | -0.037557 | -0.3422 | 0.366546 |
7 | -0.123446 | -1.1246 | 0.13199 |
8 | -0.174454 | -1.5894 | 0.057891 |
9 | -0.068371 | -0.6229 | 0.267531 |
10 | -0.14314 | -1.3041 | 0.097908 |
11 | 0.136264 | 1.2414 | 0.108973 |
12 | 0.431292 | 3.9293 | 8.8e-05 |
13 | -0.43688 | -3.9802 | 7.3e-05 |
14 | 0.178114 | 1.6227 | 0.054224 |
15 | 0.145305 | 1.3238 | 0.094604 |
16 | 0.002033 | 0.0185 | 0.492635 |
17 | 0.012802 | 0.1166 | 0.453717 |
18 | 0.051528 | 0.4694 | 0.319992 |
19 | -0.032668 | -0.2976 | 0.383369 |
20 | -0.127796 | -1.1643 | 0.123823 |
21 | -0.118591 | -1.0804 | 0.141543 |
22 | -0.012362 | -0.1126 | 0.455302 |
23 | -0.014822 | -0.135 | 0.446455 |
24 | 0.007958 | 0.0725 | 0.471187 |
25 | -0.154405 | -1.4067 | 0.081626 |
26 | -0.006751 | -0.0615 | 0.475553 |
27 | 0.031093 | 0.2833 | 0.388837 |
28 | -0.003281 | -0.0299 | 0.488112 |
29 | -0.03028 | -0.2759 | 0.39167 |
30 | -0.053773 | -0.4899 | 0.312752 |
31 | -0.070659 | -0.6437 | 0.260762 |
32 | -0.184632 | -1.6821 | 0.048156 |
33 | -0.122216 | -1.1134 | 0.134367 |
34 | 0.005922 | 0.054 | 0.478552 |
35 | -0.042669 | -0.3887 | 0.349234 |
36 | -0.003909 | -0.0356 | 0.485838 |
37 | 0.018048 | 0.1644 | 0.434899 |
38 | 0.047338 | 0.4313 | 0.333696 |
39 | 0.000159 | 0.0015 | 0.499423 |
40 | 0.03679 | 0.3352 | 0.369169 |
41 | -0.010685 | -0.0973 | 0.461343 |
42 | -0.013292 | -0.1211 | 0.451956 |
43 | 0.082139 | 0.7483 | 0.22819 |
44 | 0.107866 | 0.9827 | 0.164304 |
45 | -0.040417 | -0.3682 | 0.356826 |
46 | -0.062301 | -0.5676 | 0.285924 |
47 | -0.152559 | -1.3899 | 0.084141 |
48 | -0.150042 | -1.3669 | 0.087667 |
49 | 0.083566 | 0.7613 | 0.224311 |
50 | 0.046884 | 0.4271 | 0.335193 |
51 | -0.04206 | -0.3832 | 0.351281 |
52 | 0.04026 | 0.3668 | 0.357355 |
53 | -0.074751 | -0.681 | 0.248879 |
54 | -0.01315 | -0.1198 | 0.452466 |
55 | 0.035253 | 0.3212 | 0.374443 |
56 | 0.01905 | 0.1736 | 0.431319 |
57 | -0.025405 | -0.2315 | 0.408767 |
58 | 0.028139 | 0.2564 | 0.399154 |
59 | -0.018601 | -0.1695 | 0.432921 |
60 | 0.034784 | 0.3169 | 0.376057 |