Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.242315 | 2.2209 | 0.014526 |
2 | -0.192719 | -1.7663 | 0.04049 |
3 | -0.294012 | -2.6947 | 0.004254 |
4 | -0.262925 | -2.4098 | 0.009074 |
5 | 0.076282 | 0.6991 | 0.243199 |
6 | 0.203928 | 1.869 | 0.032552 |
7 | 0.050669 | 0.4644 | 0.321786 |
8 | -0.24108 | -2.2095 | 0.014929 |
9 | -0.256848 | -2.354 | 0.010452 |
10 | -0.16312 | -1.495 | 0.069329 |
11 | 0.245649 | 2.2514 | 0.013485 |
12 | 0.786275 | 7.2063 | 0 |
13 | 0.17222 | 1.5784 | 0.059113 |
14 | -0.166579 | -1.5267 | 0.065293 |
15 | -0.284011 | -2.603 | 0.005461 |
16 | -0.236924 | -2.1714 | 0.016359 |
17 | 0.073389 | 0.6726 | 0.251518 |
18 | 0.142598 | 1.3069 | 0.0974 |
19 | 0.034487 | 0.3161 | 0.376362 |
20 | -0.227668 | -2.0866 | 0.019978 |
21 | -0.236509 | -2.1676 | 0.016508 |
22 | -0.100217 | -0.9185 | 0.180492 |
23 | 0.18619 | 1.7065 | 0.045808 |
24 | 0.592554 | 5.4308 | 0 |
25 | 0.138993 | 1.2739 | 0.103108 |
26 | -0.164904 | -1.5114 | 0.067224 |
27 | -0.259501 | -2.3784 | 0.009829 |
28 | -0.194483 | -1.7825 | 0.039143 |
29 | 0.043783 | 0.4013 | 0.344617 |
30 | 0.08538 | 0.7825 | 0.218054 |
31 | 0.022298 | 0.2044 | 0.41928 |
32 | -0.187944 | -1.7225 | 0.044326 |
33 | -0.157898 | -1.4472 | 0.075787 |
34 | -0.074011 | -0.6783 | 0.249715 |
35 | 0.132868 | 1.2178 | 0.113364 |
36 | 0.482716 | 4.4242 | 1.4e-05 |
37 | 0.093805 | 0.8597 | 0.196191 |
38 | -0.165944 | -1.5209 | 0.06602 |
39 | -0.249528 | -2.287 | 0.012357 |
40 | -0.140697 | -1.2895 | 0.100381 |
41 | 0.041441 | 0.3798 | 0.35252 |
42 | 0.094372 | 0.8649 | 0.194768 |
43 | 0.008173 | 0.0749 | 0.470234 |
44 | -0.165997 | -1.5214 | 0.065959 |
45 | -0.110769 | -1.0152 | 0.156459 |
46 | -0.061475 | -0.5634 | 0.287321 |
47 | 0.087179 | 0.799 | 0.213269 |
48 | 0.368914 | 3.3812 | 0.000549 |
49 | 0.061337 | 0.5622 | 0.287752 |
50 | -0.161068 | -1.4762 | 0.071813 |
51 | -0.183468 | -1.6815 | 0.048189 |
52 | -0.102455 | -0.939 | 0.175208 |
53 | 0.038372 | 0.3517 | 0.362978 |
54 | 0.11595 | 1.0627 | 0.145482 |
55 | 0.007628 | 0.0699 | 0.472213 |
56 | -0.125923 | -1.1541 | 0.125865 |
57 | -0.08409 | -0.7707 | 0.221525 |
58 | -0.07536 | -0.6907 | 0.245835 |
59 | 0.053367 | 0.4891 | 0.313016 |
60 | 0.275501 | 2.525 | 0.006725 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.242315 | 2.2209 | 0.014526 |
2 | -0.26712 | -2.4482 | 0.008219 |
3 | -0.19461 | -1.7836 | 0.039048 |
4 | -0.214909 | -1.9697 | 0.026086 |
5 | 0.103981 | 0.953 | 0.171663 |
6 | 0.024266 | 0.2224 | 0.412272 |
7 | -0.079802 | -0.7314 | 0.233286 |
8 | -0.265965 | -2.4376 | 0.008447 |
9 | -0.110847 | -1.0159 | 0.15629 |
10 | -0.195186 | -1.7889 | 0.038617 |
11 | 0.185057 | 1.6961 | 0.046788 |
12 | 0.687339 | 6.2996 | 0 |
13 | -0.131813 | -1.2081 | 0.115202 |
14 | 0.119171 | 1.0922 | 0.138929 |
15 | 0.014641 | 0.1342 | 0.446788 |
16 | 0.048623 | 0.4456 | 0.328503 |
17 | -0.069005 | -0.6324 | 0.264408 |
18 | -0.115155 | -1.0554 | 0.147131 |
19 | 0.031978 | 0.2931 | 0.385091 |
20 | -0.093252 | -0.8547 | 0.197582 |
21 | -0.044414 | -0.4071 | 0.342499 |
22 | 0.062397 | 0.5719 | 0.284465 |
23 | -0.196064 | -1.797 | 0.037968 |
24 | -0.009504 | -0.0871 | 0.465396 |
25 | 0.003871 | 0.0355 | 0.485891 |
26 | -0.097331 | -0.8921 | 0.187457 |
27 | -0.000811 | -0.0074 | 0.497044 |
28 | -0.024115 | -0.221 | 0.412807 |
29 | -0.046868 | -0.4296 | 0.33431 |
30 | -0.063367 | -0.5808 | 0.281477 |
31 | -0.031524 | -0.2889 | 0.386678 |
32 | 0.074738 | 0.685 | 0.247618 |
33 | 0.042053 | 0.3854 | 0.350448 |
34 | -0.091916 | -0.8424 | 0.200971 |
35 | 0.072277 | 0.6624 | 0.254756 |
36 | 0.059916 | 0.5491 | 0.292183 |
37 | -0.077831 | -0.7133 | 0.238809 |
38 | -0.023725 | -0.2174 | 0.414194 |
39 | -0.109607 | -1.0046 | 0.158997 |
40 | 0.105649 | 0.9683 | 0.167839 |
41 | -0.067152 | -0.6155 | 0.269959 |
42 | 0.105968 | 0.9712 | 0.167115 |
43 | -0.054893 | -0.5031 | 0.308103 |
44 | -0.057171 | -0.524 | 0.300837 |
45 | 0.015237 | 0.1397 | 0.444634 |
46 | -0.036545 | -0.3349 | 0.369251 |
47 | -0.145715 | -1.3355 | 0.092659 |
48 | -0.055879 | -0.5121 | 0.304947 |
49 | -0.024863 | -0.2279 | 0.410149 |
50 | -0.071716 | -0.6573 | 0.256397 |
51 | 0.092477 | 0.8476 | 0.199545 |
52 | -0.086726 | -0.7949 | 0.214469 |
53 | 0.033017 | 0.3026 | 0.38147 |
54 | 0.035616 | 0.3264 | 0.372457 |
55 | -0.005467 | -0.0501 | 0.48008 |
56 | 0.104829 | 0.9608 | 0.169711 |
57 | -0.100833 | -0.9241 | 0.179028 |
58 | -0.035677 | -0.327 | 0.372245 |
59 | 0.025961 | 0.2379 | 0.406254 |
60 | -0.118882 | -1.0896 | 0.139508 |