Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.338787 | 2.646 | 0.005173 |
2 | -0.293741 | -2.2942 | 0.012618 |
3 | -0.524927 | -4.0998 | 6.2e-05 |
4 | -0.353261 | -2.7591 | 0.003821 |
5 | 0.14385 | 1.1235 | 0.132813 |
6 | 0.534865 | 4.1774 | 4.8e-05 |
7 | 0.353638 | 2.762 | 0.00379 |
8 | -0.055407 | -0.4327 | 0.333363 |
9 | -0.337058 | -2.6325 | 0.005361 |
10 | -0.320437 | -2.5027 | 0.00751 |
11 | -0.015503 | -0.1211 | 0.452012 |
12 | 0.36243 | 2.8307 | 0.003141 |
13 | 0.083552 | 0.6526 | 0.258244 |
14 | -0.062562 | -0.4886 | 0.31343 |
15 | -0.077677 | -0.6067 | 0.273159 |
16 | -0.089742 | -0.7009 | 0.243014 |
17 | -0.004962 | -0.0388 | 0.484605 |
18 | 0.092874 | 0.7254 | 0.2355 |
19 | 0.024648 | 0.1925 | 0.423991 |
20 | -0.053055 | -0.4144 | 0.340028 |
21 | -0.060532 | -0.4728 | 0.319032 |
22 | -0.057246 | -0.4471 | 0.328191 |
23 | 0.043691 | 0.3412 | 0.36705 |
24 | 0.162297 | 1.2676 | 0.104882 |
25 | -0.107607 | -0.8404 | 0.201973 |
26 | -0.142257 | -1.1111 | 0.135451 |
27 | -0.07361 | -0.5749 | 0.283732 |
28 | -0.0155 | -0.1211 | 0.452022 |
29 | 0.08337 | 0.6511 | 0.2587 |
30 | 0.129205 | 1.0091 | 0.158451 |
31 | 0.038949 | 0.3042 | 0.381005 |
32 | -0.119718 | -0.935 | 0.17673 |
33 | -0.168459 | -1.3157 | 0.096598 |
34 | 0.004972 | 0.0388 | 0.484574 |
35 | 0.170489 | 1.3316 | 0.09398 |
36 | 0.234245 | 1.8295 | 0.036105 |
37 | -0.023358 | -0.1824 | 0.427925 |
38 | -0.176908 | -1.3817 | 0.086052 |
39 | -0.19283 | -1.506 | 0.068608 |
40 | -0.03732 | -0.2915 | 0.385836 |
41 | 0.162779 | 1.2713 | 0.104216 |
42 | 0.266514 | 2.0815 | 0.020794 |
43 | 0.072205 | 0.5639 | 0.287432 |
44 | -0.189759 | -1.4821 | 0.071735 |
45 | -0.260279 | -2.0328 | 0.023214 |
46 | -0.063229 | -0.4938 | 0.311599 |
47 | 0.133846 | 1.0454 | 0.149988 |
48 | 0.20761 | 1.6215 | 0.055036 |
49 | 0.048666 | 0.3801 | 0.352598 |
50 | -0.102338 | -0.7993 | 0.213612 |
51 | -0.147979 | -1.1557 | 0.126145 |
52 | -0.062166 | -0.4855 | 0.314519 |
53 | 0.026747 | 0.2089 | 0.41761 |
54 | 0.083597 | 0.6529 | 0.258132 |
55 | 0.045368 | 0.3543 | 0.362155 |
56 | -0.060264 | -0.4707 | 0.319774 |
57 | -0.07979 | -0.6232 | 0.267744 |
58 | -0.018831 | -0.1471 | 0.441778 |
59 | -0.000926 | -0.0072 | 0.497128 |
60 | 4.1e-05 | 3e-04 | 0.499872 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.338787 | 2.646 | 0.005173 |
2 | -0.461485 | -3.6043 | 0.000315 |
3 | -0.320284 | -2.5015 | 0.007533 |
4 | -0.242161 | -1.8913 | 0.031665 |
5 | 0.092272 | 0.7207 | 0.236933 |
6 | 0.260768 | 2.0367 | 0.023015 |
7 | 0.042936 | 0.3353 | 0.36926 |
8 | 0.075394 | 0.5888 | 0.27907 |
9 | 0.039029 | 0.3048 | 0.380767 |
10 | 0.002664 | 0.0208 | 0.491735 |
11 | 0.005742 | 0.0448 | 0.482189 |
12 | 0.152503 | 1.1911 | 0.119118 |
13 | -0.462645 | -3.6134 | 0.000306 |
14 | 0.122538 | 0.9571 | 0.171159 |
15 | 0.077066 | 0.6019 | 0.274734 |
16 | 0.009713 | 0.0759 | 0.469889 |
17 | -0.054732 | -0.4275 | 0.33527 |
18 | -0.007281 | -0.0569 | 0.47742 |
19 | 0.095286 | 0.7442 | 0.229805 |
20 | -0.023436 | -0.183 | 0.427688 |
21 | -0.040923 | -0.3196 | 0.375175 |
22 | -0.15172 | -1.185 | 0.120313 |
23 | 0.069146 | 0.5401 | 0.295564 |
24 | 0.048327 | 0.3774 | 0.353575 |
25 | -0.160628 | -1.2545 | 0.107215 |
26 | -0.080789 | -0.631 | 0.265203 |
27 | -0.093364 | -0.7292 | 0.234336 |
28 | 0.067198 | 0.5248 | 0.3008 |
29 | -0.013997 | -0.1093 | 0.456654 |
30 | -0.02691 | -0.2102 | 0.417117 |
31 | 0.062994 | 0.492 | 0.312242 |
32 | -0.030995 | -0.2421 | 0.404765 |
33 | -0.001027 | -0.008 | 0.496814 |
34 | 0.245071 | 1.9141 | 0.030153 |
35 | -0.001732 | -0.0135 | 0.494626 |
36 | 0.030063 | 0.2348 | 0.407576 |
37 | 0.036255 | 0.2832 | 0.389008 |
38 | -0.099943 | -0.7806 | 0.219034 |
39 | -0.082796 | -0.6467 | 0.26014 |
40 | -0.020555 | -0.1605 | 0.436493 |
41 | -0.043395 | -0.3389 | 0.367913 |
42 | 0.098403 | 0.7686 | 0.222562 |
43 | -0.093287 | -0.7286 | 0.23452 |
44 | 0.049075 | 0.3833 | 0.351418 |
45 | 0.065422 | 0.511 | 0.30561 |
46 | -0.018286 | -0.1428 | 0.443451 |
47 | -0.028146 | -0.2198 | 0.41337 |
48 | -0.108355 | -0.8463 | 0.200352 |
49 | 0.006629 | 0.0518 | 0.479438 |
50 | -0.069072 | -0.5395 | 0.295762 |
51 | 0.033728 | 0.2634 | 0.396554 |
52 | -0.094608 | -0.7389 | 0.231398 |
53 | -0.033613 | -0.2625 | 0.396901 |
54 | -0.056771 | -0.4434 | 0.329525 |
55 | 0.042219 | 0.3297 | 0.371363 |
56 | 0.002309 | 0.018 | 0.492837 |
57 | -0.05797 | -0.4528 | 0.326165 |
58 | -0.086107 | -0.6725 | 0.251896 |
59 | 0.068003 | 0.5311 | 0.298631 |
60 | 0.006334 | 0.0495 | 0.480353 |