Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.174291 | 1.7689 | 0.039938 |
2 | -0.183388 | -1.8612 | 0.032785 |
3 | -0.227239 | -2.3062 | 0.011551 |
4 | -0.084806 | -0.8607 | 0.195705 |
5 | -0.060182 | -0.6108 | 0.271347 |
6 | 0.063416 | 0.6436 | 0.260632 |
7 | 0.061145 | 0.6205 | 0.268133 |
8 | -0.007229 | -0.0734 | 0.47083 |
9 | 0.224944 | 2.2829 | 0.012244 |
10 | 0.183963 | 1.867 | 0.032371 |
11 | -0.059525 | -0.6041 | 0.273547 |
12 | -0.54063 | -5.4868 | 0 |
13 | -0.106241 | -1.0782 | 0.141725 |
14 | 0.062461 | 0.6339 | 0.263773 |
15 | 0.19069 | 1.9353 | 0.027849 |
16 | 0.10621 | 1.0779 | 0.141795 |
17 | 0.017445 | 0.177 | 0.429911 |
18 | -0.094832 | -0.9624 | 0.169042 |
19 | -0.075324 | -0.7645 | 0.223172 |
20 | 0.097302 | 0.9875 | 0.162855 |
21 | -0.163939 | -1.6638 | 0.049596 |
22 | -0.113026 | -1.1471 | 0.127001 |
23 | -0.019552 | -0.1984 | 0.421551 |
24 | 0.094885 | 0.963 | 0.168907 |
25 | -0.042899 | -0.4354 | 0.332098 |
26 | 0.107117 | 1.0871 | 0.139761 |
27 | -0.003343 | -0.0339 | 0.486499 |
28 | -0.11494 | -1.1665 | 0.123051 |
29 | -0.009954 | -0.101 | 0.459863 |
30 | 0.092912 | 0.943 | 0.173955 |
31 | 0.057222 | 0.5807 | 0.281342 |
32 | -0.075675 | -0.768 | 0.222118 |
33 | 0.04613 | 0.4682 | 0.320327 |
34 | -0.038687 | -0.3926 | 0.347701 |
35 | 0.025 | 0.2537 | 0.400109 |
36 | -0.018491 | -0.1877 | 0.425756 |
37 | 0.041488 | 0.4211 | 0.337296 |
38 | -0.143191 | -1.4532 | 0.0746 |
39 | -0.125501 | -1.2737 | 0.102819 |
40 | 0.113597 | 1.1529 | 0.125814 |
41 | 0.105148 | 1.0671 | 0.144203 |
42 | -0.059127 | -0.6001 | 0.274889 |
43 | -0.042985 | -0.4363 | 0.331783 |
44 | 0.015201 | 0.1543 | 0.438849 |
45 | -0.012441 | -0.1263 | 0.449884 |
46 | 0.067435 | 0.6844 | 0.247633 |
47 | -0.033619 | -0.3412 | 0.366825 |
48 | -0.104257 | -1.0581 | 0.146244 |
49 | 0.038031 | 0.386 | 0.350155 |
50 | 0.173231 | 1.7581 | 0.04085 |
51 | 0.114757 | 1.1647 | 0.123424 |
52 | -0.097001 | -0.9845 | 0.1636 |
53 | -0.090721 | -0.9207 | 0.179674 |
54 | -0.040222 | -0.4082 | 0.341985 |
55 | 0.038775 | 0.3935 | 0.347372 |
56 | 0.06518 | 0.6615 | 0.254882 |
57 | 0.032097 | 0.3257 | 0.372638 |
58 | -0.021746 | -0.2207 | 0.412883 |
59 | 0.079534 | 0.8072 | 0.210709 |
60 | 0.170887 | 1.7343 | 0.042927 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.174291 | 1.7689 | 0.039938 |
2 | -0.220463 | -2.2375 | 0.013705 |
3 | -0.16239 | -1.6481 | 0.051192 |
4 | -0.05611 | -0.5695 | 0.285144 |
5 | -0.121462 | -1.2327 | 0.110246 |
6 | 0.033368 | 0.3386 | 0.367783 |
7 | -0.013845 | -0.1405 | 0.444264 |
8 | -0.042148 | -0.4278 | 0.334862 |
9 | 0.283102 | 2.8732 | 0.002468 |
10 | 0.122175 | 1.2399 | 0.108908 |
11 | -0.014016 | -0.1422 | 0.443581 |
12 | -0.461417 | -4.6829 | 4e-06 |
13 | 0.126676 | 1.2856 | 0.10073 |
14 | -0.083847 | -0.851 | 0.198385 |
15 | 0.054516 | 0.5533 | 0.290637 |
16 | -0.034586 | -0.351 | 0.36315 |
17 | -0.026033 | -0.2642 | 0.396073 |
18 | -0.014482 | -0.147 | 0.441721 |
19 | -0.068246 | -0.6926 | 0.245053 |
20 | 0.113929 | 1.1563 | 0.125126 |
21 | -0.089241 | -0.9057 | 0.183606 |
22 | 0.062091 | 0.6302 | 0.264993 |
23 | -0.071007 | -0.7206 | 0.236382 |
24 | -0.301254 | -3.0574 | 0.001422 |
25 | -0.056097 | -0.5693 | 0.28519 |
26 | 0.100889 | 1.0239 | 0.154138 |
27 | 0.097799 | 0.9926 | 0.161627 |
28 | -0.097352 | -0.988 | 0.162729 |
29 | 0.015871 | 0.1611 | 0.436177 |
30 | 0.095399 | 0.9682 | 0.167607 |
31 | 0.026194 | 0.2658 | 0.395447 |
32 | 0.065436 | 0.6641 | 0.254053 |
33 | -0.073508 | -0.746 | 0.228676 |
34 | 0.015666 | 0.159 | 0.436991 |
35 | -0.027435 | -0.2784 | 0.390617 |
36 | -0.24453 | -2.4817 | 0.007346 |
37 | -0.035975 | -0.3651 | 0.357891 |
38 | -0.061566 | -0.6248 | 0.266732 |
39 | -0.063699 | -0.6465 | 0.259706 |
40 | 0.032183 | 0.3266 | 0.37231 |
41 | 0.047572 | 0.4828 | 0.315131 |
42 | -0.05445 | -0.5526 | 0.290865 |
43 | 0.071898 | 0.7297 | 0.233618 |
44 | 0.022396 | 0.2273 | 0.410324 |
45 | 0.034575 | 0.3509 | 0.363191 |
46 | -0.065868 | -0.6685 | 0.25266 |
47 | -0.040457 | -0.4106 | 0.341112 |
48 | -0.191023 | -1.9387 | 0.027639 |
49 | 0.140348 | 1.4244 | 0.07868 |
50 | 0.01219 | 0.1237 | 0.450891 |
51 | 0.068651 | 0.6967 | 0.243772 |
52 | -0.004222 | -0.0428 | 0.482953 |
53 | 0.075278 | 0.764 | 0.223309 |
54 | -0.001389 | -0.0141 | 0.494388 |
55 | 0.021822 | 0.2215 | 0.412584 |
56 | 0.044314 | 0.4497 | 0.326921 |
57 | -0.015369 | -0.156 | 0.438179 |
58 | -0.02642 | -0.2681 | 0.394567 |
59 | 0.029039 | 0.2947 | 0.384404 |
60 | -0.067841 | -0.6885 | 0.24634 |