Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.262157 | 2.3884 | 0.009596 |
2 | -0.152956 | -1.3935 | 0.083596 |
3 | -0.308263 | -2.8084 | 0.003103 |
4 | -0.310348 | -2.8274 | 0.00294 |
5 | 0.040467 | 0.3687 | 0.356654 |
6 | 0.163404 | 1.4887 | 0.07018 |
7 | 0.050407 | 0.4592 | 0.323634 |
8 | -0.260402 | -2.3724 | 0.009993 |
9 | -0.248535 | -2.2643 | 0.013083 |
10 | -0.092983 | -0.8471 | 0.199683 |
11 | 0.248675 | 2.2655 | 0.013042 |
12 | 0.760609 | 6.9295 | 0 |
13 | 0.182471 | 1.6624 | 0.050104 |
14 | -0.133342 | -1.2148 | 0.113943 |
15 | -0.270841 | -2.4675 | 0.007831 |
16 | -0.252104 | -2.2968 | 0.012075 |
17 | 0.024721 | 0.2252 | 0.41118 |
18 | 0.113537 | 1.0344 | 0.151984 |
19 | 0.028739 | 0.2618 | 0.397053 |
20 | -0.232437 | -2.1176 | 0.018601 |
21 | -0.198099 | -1.8048 | 0.037369 |
22 | -0.066161 | -0.6028 | 0.274157 |
23 | 0.213543 | 1.9455 | 0.027552 |
24 | 0.626268 | 5.7056 | 0 |
25 | 0.136204 | 1.2409 | 0.109074 |
26 | -0.156059 | -1.4218 | 0.079421 |
27 | -0.26382 | -2.4035 | 0.009233 |
28 | -0.224209 | -2.0426 | 0.022131 |
29 | 0.032233 | 0.2937 | 0.384875 |
30 | 0.083345 | 0.7593 | 0.224909 |
31 | 0.016747 | 0.1526 | 0.439551 |
32 | -0.195293 | -1.7792 | 0.039434 |
33 | -0.16932 | -1.5426 | 0.063369 |
34 | -0.058456 | -0.5326 | 0.297881 |
35 | 0.14797 | 1.3481 | 0.090652 |
36 | 0.495234 | 4.5118 | 1e-05 |
37 | 0.115174 | 1.0493 | 0.148546 |
38 | -0.116695 | -1.0631 | 0.1454 |
39 | -0.225954 | -2.0585 | 0.021338 |
40 | -0.187673 | -1.7098 | 0.045521 |
41 | 1e-04 | 9e-04 | 0.499639 |
42 | 0.068721 | 0.6261 | 0.266491 |
43 | 0.023196 | 0.2113 | 0.416574 |
44 | -0.162482 | -1.4803 | 0.071292 |
45 | -0.12847 | -1.1704 | 0.122592 |
46 | -0.046822 | -0.4266 | 0.335398 |
47 | 0.110059 | 1.0027 | 0.159463 |
48 | 0.386809 | 3.524 | 0.000347 |
49 | 0.067773 | 0.6174 | 0.269318 |
50 | -0.120556 | -1.0983 | 0.13762 |
51 | -0.178652 | -1.6276 | 0.053701 |
52 | -0.135107 | -1.2309 | 0.110922 |
53 | -0.007697 | -0.0701 | 0.472132 |
54 | 0.05563 | 0.5068 | 0.306816 |
55 | 0.002271 | 0.0207 | 0.491773 |
56 | -0.106778 | -0.9728 | 0.166741 |
57 | -0.060525 | -0.5514 | 0.291417 |
58 | -0.020998 | -0.1913 | 0.424378 |
59 | 0.087357 | 0.7959 | 0.214193 |
60 | 0.264074 | 2.4058 | 0.009179 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.262157 | 2.3884 | 0.009596 |
2 | -0.238042 | -2.1687 | 0.016485 |
3 | -0.223351 | -2.0348 | 0.02253 |
4 | -0.231773 | -2.1116 | 0.018866 |
5 | 0.103801 | 0.9457 | 0.173529 |
6 | -0.017484 | -0.1593 | 0.436915 |
7 | -0.107931 | -0.9833 | 0.164159 |
8 | -0.3427 | -3.1221 | 0.001236 |
9 | -0.101585 | -0.9255 | 0.1787 |
10 | -0.128052 | -1.1666 | 0.123354 |
11 | 0.136437 | 1.243 | 0.108684 |
12 | 0.646319 | 5.8882 | 0 |
13 | -0.145373 | -1.3244 | 0.094501 |
14 | 0.158575 | 1.4447 | 0.076155 |
15 | 0.078745 | 0.7174 | 0.237569 |
16 | 0.132834 | 1.2102 | 0.114823 |
17 | -0.056765 | -0.5172 | 0.303212 |
18 | -0.019106 | -0.1741 | 0.431119 |
19 | -0.013951 | -0.1271 | 0.449583 |
20 | -0.043877 | -0.3997 | 0.345189 |
21 | -0.040171 | -0.366 | 0.357658 |
22 | -0.089924 | -0.8192 | 0.207496 |
23 | -0.045158 | -0.4114 | 0.340917 |
24 | 0.098593 | 0.8982 | 0.185832 |
25 | -0.059199 | -0.5393 | 0.295553 |
26 | -0.104052 | -0.948 | 0.17295 |
27 | -0.030704 | -0.2797 | 0.390191 |
28 | -0.019905 | -0.1813 | 0.42827 |
29 | 0.009747 | 0.0888 | 0.464727 |
30 | -0.099345 | -0.9051 | 0.184022 |
31 | -0.00679 | -0.0619 | 0.475413 |
32 | 0.011495 | 0.1047 | 0.458422 |
33 | -0.03007 | -0.274 | 0.392401 |
34 | -0.064974 | -0.5919 | 0.277751 |
35 | -0.132315 | -1.2054 | 0.115729 |
36 | -0.008918 | -0.0812 | 0.467722 |
37 | 0.000406 | 0.0037 | 0.49853 |
38 | 0.025405 | 0.2314 | 0.408768 |
39 | -0.051462 | -0.4688 | 0.320207 |
40 | 0.038336 | 0.3493 | 0.363889 |
41 | -0.049035 | -0.4467 | 0.328117 |
42 | 0.092712 | 0.8446 | 0.200369 |
43 | -0.039951 | -0.364 | 0.358401 |
44 | 0.005462 | 0.0498 | 0.480216 |
45 | 0.021324 | 0.1943 | 0.423219 |
46 | 0.033536 | 0.3055 | 0.380366 |
47 | -0.006031 | -0.0549 | 0.478158 |
48 | -0.059309 | -0.5403 | 0.295209 |
49 | -0.06524 | -0.5944 | 0.276942 |
50 | -0.064561 | -0.5882 | 0.279004 |
51 | 0.028069 | 0.2557 | 0.399399 |
52 | -0.060159 | -0.5481 | 0.292555 |
53 | -0.079764 | -0.7267 | 0.234732 |
54 | -0.031905 | -0.2907 | 0.386016 |
55 | -0.039255 | -0.3576 | 0.360764 |
56 | 0.067658 | 0.6164 | 0.269662 |
57 | 0.016248 | 0.148 | 0.441339 |
58 | 0.014116 | 0.1286 | 0.448992 |
59 | 0.047315 | 0.4311 | 0.33377 |
60 | -0.046101 | -0.42 | 0.337786 |