Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26182 | 3.0081 | 0.001575 |
2 | -0.084377 | -0.9694 | 0.167056 |
3 | 0.259481 | 2.9812 | 0.00171 |
4 | 0.167974 | 1.9299 | 0.027884 |
5 | 0.105202 | 1.2087 | 0.114473 |
6 | 0.30295 | 3.4806 | 0.000339 |
7 | 0.113661 | 1.3059 | 0.096935 |
8 | 0.178119 | 2.0464 | 0.02135 |
9 | 0.22773 | 2.6164 | 0.004961 |
10 | -0.121433 | -1.3952 | 0.082655 |
11 | 0.201112 | 2.3106 | 0.011203 |
12 | 0.761335 | 8.7471 | 0 |
13 | 0.153289 | 1.7612 | 0.040264 |
14 | -0.136579 | -1.5692 | 0.059501 |
15 | 0.197495 | 2.269 | 0.012444 |
16 | 0.097637 | 1.1218 | 0.131999 |
17 | 0.052279 | 0.6006 | 0.274555 |
18 | 0.218558 | 2.511 | 0.006622 |
19 | 0.015508 | 0.1782 | 0.429431 |
20 | 0.079433 | 0.9126 | 0.181553 |
21 | 0.130346 | 1.4976 | 0.068318 |
22 | -0.175396 | -2.0152 | 0.02296 |
23 | 0.128256 | 1.4736 | 0.071492 |
24 | 0.603337 | 6.9318 | 0 |
25 | 0.086067 | 0.9888 | 0.162277 |
26 | -0.200928 | -2.3085 | 0.011263 |
27 | 0.08611 | 0.9893 | 0.162155 |
28 | 0.009746 | 0.112 | 0.455509 |
29 | -0.014056 | -0.1615 | 0.435978 |
30 | 0.105023 | 1.2066 | 0.114867 |
31 | -0.043763 | -0.5028 | 0.307974 |
32 | 0.007843 | 0.0901 | 0.46417 |
33 | 0.057884 | 0.665 | 0.253594 |
34 | -0.207092 | -2.3793 | 0.009389 |
35 | 0.045818 | 0.5264 | 0.299744 |
36 | 0.464353 | 5.335 | 0 |
37 | 0.020613 | 0.2368 | 0.40658 |
38 | -0.25927 | -2.9788 | 0.001723 |
39 | 0.014968 | 0.172 | 0.431861 |
40 | -0.027104 | -0.3114 | 0.377994 |
41 | -0.062299 | -0.7158 | 0.237701 |
42 | 0.043364 | 0.4982 | 0.309579 |
43 | -0.082983 | -0.9534 | 0.171065 |
44 | -0.040542 | -0.4658 | 0.321066 |
45 | -0.006926 | -0.0796 | 0.468349 |
46 | -0.21969 | -2.524 | 0.006393 |
47 | -0.001667 | -0.0192 | 0.492372 |
48 | 0.377789 | 4.3405 | 1.4e-05 |
49 | 0.015911 | 0.1828 | 0.427618 |
50 | -0.235395 | -2.7045 | 0.003871 |
51 | -0.013069 | -0.1501 | 0.440439 |
52 | -0.03099 | -0.356 | 0.361187 |
53 | -0.079942 | -0.9185 | 0.180025 |
54 | 0.034017 | 0.3908 | 0.34828 |
55 | -0.078724 | -0.9045 | 0.183698 |
56 | -0.051097 | -0.5871 | 0.279083 |
57 | 0.016943 | 0.1947 | 0.422978 |
58 | -0.167016 | -1.9189 | 0.02858 |
59 | -0.010208 | -0.1173 | 0.453409 |
60 | 0.341065 | 3.9185 | 7.1e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26182 | 3.0081 | 0.001575 |
2 | -0.164181 | -1.8863 | 0.030726 |
3 | 0.362098 | 4.1602 | 2.8e-05 |
4 | -0.056524 | -0.6494 | 0.258602 |
5 | 0.207563 | 2.3847 | 0.009257 |
6 | 0.189751 | 2.1801 | 0.015513 |
7 | -0.055186 | -0.634 | 0.263576 |
8 | 0.292791 | 3.3639 | 0.000503 |
9 | -0.092999 | -1.0685 | 0.143627 |
10 | -0.191294 | -2.1978 | 0.014854 |
11 | 0.378221 | 4.3454 | 1.4e-05 |
12 | 0.574061 | 6.5955 | 0 |
13 | -0.240648 | -2.7648 | 0.003255 |
14 | -0.134718 | -1.5478 | 0.062033 |
15 | -0.056722 | -0.6517 | 0.25787 |
16 | -0.037661 | -0.4327 | 0.332971 |
17 | -0.01523 | -0.175 | 0.43068 |
18 | -0.084217 | -0.9676 | 0.167512 |
19 | -0.155967 | -1.7919 | 0.037718 |
20 | -0.074585 | -0.8569 | 0.196522 |
21 | -0.019641 | -0.2257 | 0.410907 |
22 | 0.043416 | 0.4988 | 0.309371 |
23 | 0.026684 | 0.3066 | 0.379827 |
24 | 0.110118 | 1.2652 | 0.104022 |
25 | 0.05743 | 0.6598 | 0.25526 |
26 | -0.108583 | -1.2475 | 0.107208 |
27 | -0.073933 | -0.8494 | 0.198591 |
28 | -0.022083 | -0.2537 | 0.400057 |
29 | -0.018614 | -0.2139 | 0.415493 |
30 | -0.103134 | -1.1849 | 0.119089 |
31 | 0.047897 | 0.5503 | 0.291523 |
32 | -0.053698 | -0.6169 | 0.269166 |
33 | 0.031446 | 0.3613 | 0.359231 |
34 | 0.04565 | 0.5245 | 0.300411 |
35 | -0.042684 | -0.4904 | 0.312333 |
36 | 0.055055 | 0.6325 | 0.264065 |
37 | -0.018593 | -0.2136 | 0.415586 |
38 | -0.040943 | -0.4704 | 0.319423 |
39 | 0.011427 | 0.1313 | 0.447876 |
40 | -0.020149 | -0.2315 | 0.408646 |
41 | -0.008976 | -0.1031 | 0.45901 |
42 | 0.004546 | 0.0522 | 0.479211 |
43 | -0.017677 | -0.2031 | 0.419688 |
44 | 0.023657 | 0.2718 | 0.393101 |
45 | -0.058732 | -0.6748 | 0.250499 |
46 | 0.036206 | 0.416 | 0.339054 |
47 | -0.021691 | -0.2492 | 0.401791 |
48 | 0.038727 | 0.4449 | 0.328546 |
49 | 0.061382 | 0.7052 | 0.240956 |
50 | 0.089742 | 1.0311 | 0.1522 |
51 | -0.038395 | -0.4411 | 0.329923 |
52 | 0.010711 | 0.1231 | 0.451124 |
53 | -0.015446 | -0.1775 | 0.42971 |
54 | 0.043026 | 0.4943 | 0.310947 |
55 | -0.027535 | -0.3164 | 0.376118 |
56 | -0.025982 | -0.2985 | 0.382891 |
57 | 0.066841 | 0.7679 | 0.221947 |
58 | 0.006638 | 0.0763 | 0.46966 |
59 | -0.015745 | -0.1809 | 0.428363 |
60 | 0.030715 | 0.3529 | 0.362368 |