Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.148273 | 1.2046 | 0.116335 |
2 | -0.151545 | -1.2312 | 0.111317 |
3 | -0.180214 | -1.4641 | 0.073962 |
4 | -0.174711 | -1.4194 | 0.08025 |
5 | 0.111419 | 0.9052 | 0.184334 |
6 | 0.215889 | 1.7539 | 0.042046 |
7 | 0.115611 | 0.9392 | 0.175519 |
8 | -0.171968 | -1.3971 | 0.083535 |
9 | -0.190495 | -1.5476 | 0.063252 |
10 | -0.193444 | -1.5715 | 0.060419 |
11 | 0.15381 | 1.2496 | 0.107937 |
12 | 0.696359 | 5.6572 | 0 |
13 | 0.005781 | 0.047 | 0.481342 |
14 | -0.157959 | -1.2833 | 0.101943 |
15 | -0.2003 | -1.6272 | 0.054225 |
16 | -0.200185 | -1.6263 | 0.054325 |
17 | 0.076089 | 0.6182 | 0.269302 |
18 | 0.115583 | 0.939 | 0.175577 |
19 | 0.04022 | 0.3268 | 0.372444 |
20 | -0.21561 | -1.7516 | 0.042242 |
21 | -0.195988 | -1.5922 | 0.058058 |
22 | -0.16482 | -1.339 | 0.092581 |
23 | 0.106561 | 0.8657 | 0.194893 |
24 | 0.48092 | 3.907 | 0.000111 |
25 | -0.061177 | -0.497 | 0.310419 |
26 | -0.149622 | -1.2155 | 0.114247 |
27 | -0.220157 | -1.7886 | 0.039137 |
28 | -0.149283 | -1.2128 | 0.114769 |
29 | 0.053554 | 0.4351 | 0.332464 |
30 | 0.11267 | 0.9153 | 0.181674 |
31 | 0.01096 | 0.089 | 0.464661 |
32 | -0.194141 | -1.5772 | 0.059764 |
33 | -0.155003 | -1.2592 | 0.106188 |
34 | -0.107802 | -0.8758 | 0.19216 |
35 | 0.076767 | 0.6237 | 0.267502 |
36 | 0.354787 | 2.8823 | 0.002661 |
37 | -0.00688 | -0.0559 | 0.477798 |
38 | -0.097655 | -0.7934 | 0.215208 |
39 | -0.1198 | -0.9733 | 0.166988 |
40 | -0.045303 | -0.368 | 0.35701 |
41 | 0.080742 | 0.6559 | 0.257069 |
42 | 0.070637 | 0.5739 | 0.284007 |
43 | 0.004888 | 0.0397 | 0.484221 |
44 | -0.116317 | -0.945 | 0.174062 |
45 | -0.085307 | -0.693 | 0.245358 |
46 | -0.082754 | -0.6723 | 0.25187 |
47 | 0.095174 | 0.7732 | 0.221084 |
48 | 0.230251 | 1.8706 | 0.03292 |
49 | -0.009601 | -0.078 | 0.469032 |
50 | -0.066641 | -0.5414 | 0.29503 |
51 | -0.077851 | -0.6325 | 0.264633 |
52 | -0.010674 | -0.0867 | 0.465581 |
53 | 0.056106 | 0.4558 | 0.325011 |
54 | 0.058389 | 0.4744 | 0.318406 |
55 | 0.021062 | 0.1711 | 0.43233 |
56 | -0.036742 | -0.2985 | 0.383133 |
57 | -0.050394 | -0.4094 | 0.341785 |
58 | -0.040584 | -0.3297 | 0.371333 |
59 | 0.048669 | 0.3954 | 0.346914 |
60 | 0.107773 | 0.8756 | 0.192224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.148273 | 1.2046 | 0.116335 |
2 | -0.17743 | -1.4415 | 0.077093 |
3 | -0.13455 | -1.0931 | 0.139164 |
4 | -0.162277 | -1.3183 | 0.095973 |
5 | 0.120438 | 0.9784 | 0.165713 |
6 | 0.122865 | 0.9982 | 0.160924 |
7 | 0.066118 | 0.5371 | 0.296488 |
8 | -0.166234 | -1.3505 | 0.090736 |
9 | -0.058843 | -0.478 | 0.317099 |
10 | -0.170902 | -1.3884 | 0.08484 |
11 | 0.158982 | 1.2916 | 0.100505 |
12 | 0.624012 | 5.0695 | 2e-06 |
13 | -0.261332 | -2.1231 | 0.018751 |
14 | -0.026084 | -0.2119 | 0.416415 |
15 | -0.039474 | -0.3207 | 0.374729 |
16 | -0.071631 | -0.5819 | 0.281298 |
17 | -0.05193 | -0.4219 | 0.337243 |
18 | -0.183949 | -1.4944 | 0.069917 |
19 | -0.071009 | -0.5769 | 0.282991 |
20 | -0.09635 | -0.7828 | 0.218287 |
21 | -0.001916 | -0.0156 | 0.493814 |
22 | 0.032358 | 0.2629 | 0.396731 |
23 | -0.152827 | -1.2416 | 0.109395 |
24 | 0.033475 | 0.272 | 0.393254 |
25 | -0.011187 | -0.0909 | 0.463932 |
26 | -0.044649 | -0.3627 | 0.358983 |
27 | -0.081937 | -0.6657 | 0.253973 |
28 | 0.023672 | 0.1923 | 0.424043 |
29 | -0.082847 | -0.673 | 0.251633 |
30 | 0.077258 | 0.6276 | 0.266201 |
31 | -0.081979 | -0.666 | 0.253865 |
32 | 0.01002 | 0.0814 | 0.467685 |
33 | -0.048397 | -0.3932 | 0.347726 |
34 | 0.006162 | 0.0501 | 0.480114 |
35 | -0.094255 | -0.7657 | 0.223284 |
36 | -0.043126 | -0.3504 | 0.363593 |
37 | 0.101601 | 0.8254 | 0.206056 |
38 | -0.023566 | -0.1915 | 0.424379 |
39 | 0.101348 | 0.8234 | 0.206636 |
40 | 0.053286 | 0.4329 | 0.33325 |
41 | -0.008945 | -0.0727 | 0.471143 |
42 | -0.115613 | -0.9392 | 0.175515 |
43 | -0.009824 | -0.0798 | 0.468314 |
44 | 0.059859 | 0.4863 | 0.314183 |
45 | -0.08901 | -0.7231 | 0.236081 |
46 | -0.087019 | -0.7069 | 0.241045 |
47 | 0.08182 | 0.6647 | 0.254277 |
48 | -0.144097 | -1.1707 | 0.122974 |
49 | -0.003967 | -0.0322 | 0.487193 |
50 | -0.007413 | -0.0602 | 0.476081 |
51 | -0.11587 | -0.9413 | 0.174983 |
52 | -0.057367 | -0.4661 | 0.321357 |
53 | -0.00905 | -0.0735 | 0.470807 |
54 | 0.054469 | 0.4425 | 0.329785 |
55 | 0.032957 | 0.2677 | 0.394864 |
56 | 0.042379 | 0.3443 | 0.365862 |
57 | 0.09396 | 0.7633 | 0.223993 |
58 | -0.015557 | -0.1264 | 0.449906 |
59 | -0.060549 | -0.4919 | 0.31221 |
60 | -0.050854 | -0.4131 | 0.340422 |