Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.132587 | 1.3779 | 0.085543 |
2 | -0.236193 | -2.4546 | 0.007851 |
3 | -0.077444 | -0.8048 | 0.211344 |
4 | 0.151843 | 1.578 | 0.058745 |
5 | 0.007514 | 0.0781 | 0.468952 |
6 | -0.402292 | -4.1807 | 3e-05 |
7 | -0.007994 | -0.0831 | 0.466974 |
8 | 0.117604 | 1.2222 | 0.112151 |
9 | -0.114417 | -1.1891 | 0.118513 |
10 | -0.254409 | -2.6439 | 0.004708 |
11 | 0.051351 | 0.5337 | 0.297337 |
12 | 0.755688 | 7.8533 | 0 |
13 | 0.112771 | 1.172 | 0.121897 |
14 | -0.207862 | -2.1602 | 0.016485 |
15 | -0.089601 | -0.9312 | 0.176923 |
16 | 0.126103 | 1.3105 | 0.096404 |
17 | -0.010244 | -0.1065 | 0.457709 |
18 | -0.374805 | -3.8951 | 8.5e-05 |
19 | -0.036553 | -0.3799 | 0.352395 |
20 | 0.086802 | 0.9021 | 0.184512 |
21 | -0.121584 | -1.2635 | 0.104559 |
22 | -0.210692 | -2.1896 | 0.015353 |
23 | 0.085343 | 0.8869 | 0.18855 |
24 | 0.636187 | 6.6114 | 0 |
25 | 0.089475 | 0.9298 | 0.177261 |
26 | -0.165174 | -1.7165 | 0.044465 |
27 | -0.083695 | -0.8698 | 0.193173 |
28 | 0.127978 | 1.33 | 0.093163 |
29 | -0.038905 | -0.4043 | 0.343393 |
30 | -0.347141 | -3.6076 | 0.000235 |
31 | -0.024271 | -0.2522 | 0.400671 |
32 | 0.065363 | 0.6793 | 0.24921 |
33 | -0.153785 | -1.5982 | 0.056463 |
34 | -0.268447 | -2.7898 | 0.003118 |
35 | 0.052836 | 0.5491 | 0.292038 |
36 | 0.529765 | 5.5055 | 0 |
37 | 0.039486 | 0.4104 | 0.34118 |
38 | -0.168781 | -1.754 | 0.041131 |
39 | -0.090816 | -0.9438 | 0.173693 |
40 | 0.115322 | 1.1985 | 0.11668 |
41 | -0.054147 | -0.5627 | 0.287398 |
42 | -0.323845 | -3.3655 | 0.000529 |
43 | -0.022585 | -0.2347 | 0.40744 |
44 | 0.101491 | 1.0547 | 0.146953 |
45 | -0.107309 | -1.1152 | 0.133623 |
46 | -0.197499 | -2.0525 | 0.021271 |
47 | 0.031328 | 0.3256 | 0.372689 |
48 | 0.443273 | 4.6066 | 6e-06 |
49 | 0.064468 | 0.67 | 0.252152 |
50 | -0.127423 | -1.3242 | 0.094114 |
51 | -0.079823 | -0.8295 | 0.204313 |
52 | 0.082815 | 0.8606 | 0.195673 |
53 | -0.017307 | -0.1799 | 0.428801 |
54 | -0.22342 | -2.3219 | 0.011059 |
55 | -0.052498 | -0.5456 | 0.29324 |
56 | 0.018133 | 0.1884 | 0.425443 |
57 | -0.094886 | -0.9861 | 0.163147 |
58 | -0.152261 | -1.5823 | 0.058248 |
59 | 0.029862 | 0.3103 | 0.378452 |
60 | 0.347258 | 3.6088 | 0.000234 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.132587 | 1.3779 | 0.085543 |
2 | -0.258313 | -2.6845 | 0.004205 |
3 | -0.004133 | -0.043 | 0.482908 |
4 | 0.113846 | 1.1831 | 0.119679 |
5 | -0.061811 | -0.6424 | 0.261002 |
6 | -0.370573 | -3.8511 | 1e-04 |
7 | 0.147001 | 1.5277 | 0.064758 |
8 | -0.093838 | -0.9752 | 0.165822 |
9 | -0.19576 | -2.0344 | 0.022181 |
10 | -0.139317 | -1.4478 | 0.075281 |
11 | 0.087788 | 0.9123 | 0.181817 |
12 | 0.668495 | 6.9472 | 0 |
13 | -0.11522 | -1.1974 | 0.116885 |
14 | 0.022605 | 0.2349 | 0.407357 |
15 | -0.125264 | -1.3018 | 0.09788 |
16 | -0.072336 | -0.7517 | 0.226922 |
17 | -0.087266 | -0.9069 | 0.183239 |
18 | 0.000291 | 0.003 | 0.498796 |
19 | -0.068266 | -0.7094 | 0.23979 |
20 | -0.016402 | -0.1705 | 0.432484 |
21 | -0.026785 | -0.2784 | 0.390634 |
22 | 0.094547 | 0.9826 | 0.164011 |
23 | 0.15476 | 1.6083 | 0.055343 |
24 | 0.084852 | 0.8818 | 0.189921 |
25 | -0.073902 | -0.768 | 0.222079 |
26 | 0.003562 | 0.037 | 0.485269 |
27 | -0.106529 | -1.1071 | 0.13536 |
28 | 0.026449 | 0.2749 | 0.391972 |
29 | -0.099739 | -1.0365 | 0.151137 |
30 | -0.00801 | -0.0832 | 0.466908 |
31 | 0.031639 | 0.3288 | 0.371471 |
32 | 0.016719 | 0.1737 | 0.431196 |
33 | -0.058138 | -0.6042 | 0.273492 |
34 | -0.157773 | -1.6396 | 0.051996 |
35 | -0.086918 | -0.9033 | 0.184194 |
36 | -0.046377 | -0.482 | 0.315404 |
37 | -0.087028 | -0.9044 | 0.183892 |
38 | -0.055235 | -0.574 | 0.283574 |
39 | -0.05949 | -0.6182 | 0.268859 |
40 | -0.060306 | -0.6267 | 0.266084 |
41 | 0.003188 | 0.0331 | 0.486817 |
42 | -0.011482 | -0.1193 | 0.452618 |
43 | -0.060351 | -0.6272 | 0.26593 |
44 | 0.057533 | 0.5979 | 0.27558 |
45 | -0.014606 | -0.1518 | 0.439818 |
46 | 0.145732 | 1.5145 | 0.066411 |
47 | -0.132617 | -1.3782 | 0.085496 |
48 | -0.056499 | -0.5872 | 0.279161 |
49 | 0.005731 | 0.0596 | 0.47631 |
50 | 0.004715 | 0.049 | 0.480503 |
51 | -0.034482 | -0.3583 | 0.360392 |
52 | -0.073378 | -0.7626 | 0.223691 |
53 | 0.043223 | 0.4492 | 0.3271 |
54 | 0.129424 | 1.345 | 0.09072 |
55 | -0.082502 | -0.8574 | 0.196564 |
56 | -0.186334 | -1.9364 | 0.027713 |
57 | -0.005934 | -0.0617 | 0.47547 |
58 | -0.090397 | -0.9394 | 0.174803 |
59 | 0.054663 | 0.5681 | 0.285583 |
60 | -0.000272 | -0.0028 | 0.498876 |