Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.110985 | 0.9286 | 0.178152 |
2 | -0.332742 | -2.7839 | 0.00345 |
3 | 0.194973 | 1.6313 | 0.053663 |
4 | 0.036792 | 0.3078 | 0.379565 |
5 | -0.056705 | -0.4744 | 0.318335 |
6 | 0.181361 | 1.5174 | 0.066838 |
7 | -0.025048 | -0.2096 | 0.417306 |
8 | 0.040367 | 0.3377 | 0.368287 |
9 | 0.125619 | 1.051 | 0.148436 |
10 | -0.30453 | -2.5479 | 0.006518 |
11 | 0.047985 | 0.4015 | 0.344648 |
12 | 0.66731 | 5.5831 | 0 |
13 | 0.004351 | 0.0364 | 0.485534 |
14 | -0.336869 | -2.8184 | 0.003135 |
15 | 0.068384 | 0.5721 | 0.28453 |
16 | -0.006799 | -0.0569 | 0.4774 |
17 | -0.079136 | -0.6621 | 0.25504 |
18 | 0.034584 | 0.2894 | 0.386583 |
19 | -0.085181 | -0.7127 | 0.239208 |
20 | -0.033451 | -0.2799 | 0.390201 |
21 | 0.010609 | 0.0888 | 0.464763 |
22 | -0.258273 | -2.1609 | 0.017065 |
23 | -0.004351 | -0.0364 | 0.485531 |
24 | 0.471776 | 3.9472 | 9.3e-05 |
25 | 0.031631 | 0.2646 | 0.396029 |
26 | -0.32572 | -2.7252 | 0.004056 |
27 | -0.034403 | -0.2878 | 0.387162 |
28 | -0.019777 | -0.1655 | 0.434527 |
29 | -0.101229 | -0.8469 | 0.199958 |
30 | 0.006736 | 0.0564 | 0.47761 |
31 | -0.072407 | -0.6058 | 0.273304 |
32 | -0.092534 | -0.7742 | 0.220712 |
33 | 0.022567 | 0.1888 | 0.425394 |
34 | -0.163469 | -1.3677 | 0.087894 |
35 | -0.049429 | -0.4136 | 0.340232 |
36 | 0.366019 | 3.0623 | 0.001558 |
37 | 0.023953 | 0.2004 | 0.420871 |
38 | -0.289333 | -2.4207 | 0.009043 |
39 | -0.009519 | -0.0796 | 0.468375 |
40 | 0.00488 | 0.0408 | 0.483773 |
41 | -0.087589 | -0.7328 | 0.233056 |
42 | 0.032812 | 0.2745 | 0.392244 |
43 | -0.033855 | -0.2833 | 0.38891 |
44 | -0.047639 | -0.3986 | 0.34571 |
45 | 0.062495 | 0.5229 | 0.301359 |
46 | -0.120501 | -1.0082 | 0.15842 |
47 | -0.072218 | -0.6042 | 0.273825 |
48 | 0.26993 | 2.2584 | 0.01352 |
49 | 0.002794 | 0.0234 | 0.490707 |
50 | -0.197467 | -1.6521 | 0.051494 |
51 | 0.039457 | 0.3301 | 0.371148 |
52 | -0.006391 | -0.0535 | 0.478756 |
53 | -0.075344 | -0.6304 | 0.265251 |
54 | 0.045064 | 0.377 | 0.353646 |
55 | -0.03429 | -0.2869 | 0.387521 |
56 | -0.053026 | -0.4436 | 0.329332 |
57 | 0.012828 | 0.1073 | 0.457418 |
58 | -0.062732 | -0.5249 | 0.30067 |
59 | -0.016413 | -0.1373 | 0.445585 |
60 | 0.15574 | 1.303 | 0.098419 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.110985 | 0.9286 | 0.178152 |
2 | -0.349363 | -2.923 | 0.002333 |
3 | 0.327031 | 2.7361 | 0.003936 |
4 | -0.236989 | -1.9828 | 0.025658 |
5 | 0.250019 | 2.0918 | 0.020042 |
6 | -0.013423 | -0.1123 | 0.455451 |
7 | -0.000437 | -0.0037 | 0.498545 |
8 | 0.212795 | 1.7804 | 0.039677 |
9 | -0.129036 | -1.0796 | 0.142015 |
10 | -0.224711 | -1.8801 | 0.03213 |
11 | 0.309507 | 2.5895 | 0.005842 |
12 | 0.454927 | 3.8062 | 0.00015 |
13 | -0.137448 | -1.15 | 0.127035 |
14 | -0.071968 | -0.6021 | 0.274517 |
15 | -0.23002 | -1.9245 | 0.029179 |
16 | 0.061166 | 0.5118 | 0.305218 |
17 | -0.075328 | -0.6302 | 0.265294 |
18 | -0.151219 | -1.2652 | 0.104999 |
19 | -0.053764 | -0.4498 | 0.327115 |
20 | -0.176666 | -1.4781 | 0.071934 |
21 | 0.056614 | 0.4737 | 0.318605 |
22 | -0.006933 | -0.058 | 0.476954 |
23 | -0.019431 | -0.1626 | 0.435661 |
24 | 0.146323 | 1.2242 | 0.112486 |
25 | 0.054991 | 0.4601 | 0.323441 |
26 | -0.00896 | -0.075 | 0.470228 |
27 | -0.057468 | -0.4808 | 0.316075 |
28 | -0.11385 | -0.9525 | 0.17205 |
29 | -0.017277 | -0.1445 | 0.442742 |
30 | 0.0356 | 0.2978 | 0.383351 |
31 | -0.104271 | -0.8724 | 0.192988 |
32 | -0.082818 | -0.6929 | 0.24533 |
33 | 0.068546 | 0.5735 | 0.284073 |
34 | -0.015913 | -0.1331 | 0.447234 |
35 | 0.057537 | 0.4814 | 0.315872 |
36 | -0.060851 | -0.5091 | 0.306137 |
37 | -0.104851 | -0.8773 | 0.191676 |
38 | 0.116019 | 0.9707 | 0.167524 |
39 | -0.024099 | -0.2016 | 0.420396 |
40 | 0.049888 | 0.4174 | 0.338833 |
41 | -0.092484 | -0.7738 | 0.220834 |
42 | -0.011644 | -0.0974 | 0.461336 |
43 | 0.121218 | 1.0142 | 0.156993 |
44 | 0.070677 | 0.5913 | 0.278103 |
45 | -0.044189 | -0.3697 | 0.356356 |
46 | -0.089075 | -0.7453 | 0.229305 |
47 | -0.11755 | -0.9835 | 0.164375 |
48 | -0.032882 | -0.2751 | 0.392021 |
49 | -0.082232 | -0.688 | 0.246862 |
50 | 0.021393 | 0.179 | 0.429234 |
51 | 0.017445 | 0.146 | 0.442188 |
52 | 0.009527 | 0.0797 | 0.468347 |
53 | 0.001631 | 0.0136 | 0.494577 |
54 | 0.02902 | 0.2428 | 0.404437 |
55 | -0.037417 | -0.3131 | 0.377585 |
56 | -0.023286 | -0.1948 | 0.423049 |
57 | -0.136195 | -1.1395 | 0.129192 |
58 | 0.096547 | 0.8078 | 0.21098 |
59 | -0.020837 | -0.1743 | 0.431052 |
60 | -0.056954 | -0.4765 | 0.317598 |