Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.178546 | 1.4938 | 0.069858 |
2 | -0.324786 | -2.7174 | 0.004143 |
3 | 0.041262 | 0.3452 | 0.36548 |
4 | -0.019466 | -0.1629 | 0.435548 |
5 | -0.105502 | -0.8827 | 0.190211 |
6 | 0.037588 | 0.3145 | 0.377044 |
7 | -0.076442 | -0.6396 | 0.262274 |
8 | -0.015635 | -0.1308 | 0.448149 |
9 | 0.020574 | 0.1721 | 0.431913 |
10 | -0.283913 | -2.3754 | 0.010137 |
11 | 0.109874 | 0.9193 | 0.180556 |
12 | 0.756796 | 6.3318 | 0 |
13 | 0.111704 | 0.9346 | 0.176608 |
14 | -0.320903 | -2.6849 | 0.004526 |
15 | -0.009377 | -0.0785 | 0.468845 |
16 | -0.03718 | -0.3111 | 0.378335 |
17 | -0.118814 | -0.9941 | 0.161806 |
18 | -0.025067 | -0.2097 | 0.417247 |
19 | -0.098628 | -0.8252 | 0.206037 |
20 | -0.051326 | -0.4294 | 0.334465 |
21 | -0.025809 | -0.2159 | 0.414832 |
22 | -0.236322 | -1.9772 | 0.025979 |
23 | 0.05159 | 0.4316 | 0.333668 |
24 | 0.583566 | 4.8825 | 3e-06 |
25 | 0.121564 | 1.0171 | 0.156309 |
26 | -0.295801 | -2.4749 | 0.007877 |
27 | -0.067551 | -0.5652 | 0.286881 |
28 | -0.040317 | -0.3373 | 0.368442 |
29 | -0.109689 | -0.9177 | 0.180958 |
30 | -0.022633 | -0.1894 | 0.42518 |
31 | -0.077669 | -0.6498 | 0.258965 |
32 | -0.08152 | -0.682 | 0.24873 |
33 | -0.006829 | -0.0571 | 0.477299 |
34 | -0.146586 | -1.2264 | 0.112074 |
35 | 0.00862 | 0.0721 | 0.471357 |
36 | 0.425623 | 3.561 | 0.000335 |
37 | 0.086282 | 0.7219 | 0.236383 |
38 | -0.243691 | -2.0389 | 0.022621 |
39 | -0.041806 | -0.3498 | 0.363778 |
40 | -0.006373 | -0.0533 | 0.478814 |
41 | -0.07981 | -0.6677 | 0.253248 |
42 | 0.001269 | 0.0106 | 0.495778 |
43 | -0.035691 | -0.2986 | 0.383061 |
44 | -0.035996 | -0.3012 | 0.382092 |
45 | 0.024643 | 0.2062 | 0.418624 |
46 | -0.09401 | -0.7865 | 0.217101 |
47 | -0.032679 | -0.2734 | 0.39267 |
48 | 0.271363 | 2.2704 | 0.013132 |
49 | 0.055151 | 0.4614 | 0.322962 |
50 | -0.151738 | -1.2695 | 0.104228 |
51 | 0.002029 | 0.017 | 0.493252 |
52 | -0.009173 | -0.0767 | 0.469522 |
53 | -0.060278 | -0.5043 | 0.307811 |
54 | 0.009182 | 0.0768 | 0.469492 |
55 | -0.027048 | -0.2263 | 0.410812 |
56 | -0.02984 | -0.2497 | 0.401789 |
57 | -0.001368 | -0.0114 | 0.495451 |
58 | -0.046433 | -0.3885 | 0.349419 |
59 | 0.00082 | 0.0069 | 0.497273 |
60 | 0.143282 | 1.1988 | 0.117328 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.178546 | 1.4938 | 0.069858 |
2 | -0.368409 | -3.0823 | 0.001468 |
3 | 0.222766 | 1.8638 | 0.033273 |
4 | -0.264133 | -2.2099 | 0.015192 |
5 | 0.096744 | 0.8094 | 0.210509 |
6 | -0.082024 | -0.6863 | 0.247407 |
7 | -0.103566 | -0.8665 | 0.19459 |
8 | 0.099748 | 0.8346 | 0.203404 |
9 | -0.17344 | -1.4511 | 0.075609 |
10 | -0.243108 | -2.034 | 0.022872 |
11 | 0.366479 | 3.0662 | 0.00154 |
12 | 0.596746 | 4.9927 | 2e-06 |
13 | -0.191751 | -1.6043 | 0.056575 |
14 | 0.053439 | 0.4471 | 0.328092 |
15 | -0.194366 | -1.6262 | 0.054202 |
16 | 0.054685 | 0.4575 | 0.324355 |
17 | -0.080684 | -0.6751 | 0.250932 |
18 | -0.128526 | -1.0753 | 0.142961 |
19 | -0.05346 | -0.4473 | 0.328028 |
20 | -0.14416 | -1.2061 | 0.115915 |
21 | -0.011673 | -0.0977 | 0.461238 |
22 | -0.008115 | -0.0679 | 0.473031 |
23 | -0.089359 | -0.7476 | 0.228594 |
24 | 0.088608 | 0.7413 | 0.230481 |
25 | 0.029316 | 0.2453 | 0.403479 |
26 | -0.021466 | -0.1796 | 0.428994 |
27 | -0.059295 | -0.4961 | 0.31069 |
28 | -0.041462 | -0.3469 | 0.364857 |
29 | -0.001732 | -0.0145 | 0.494238 |
30 | 0.063685 | 0.5328 | 0.297922 |
31 | -0.066439 | -0.5559 | 0.290036 |
32 | -0.06972 | -0.5833 | 0.280778 |
33 | 0.088749 | 0.7425 | 0.230127 |
34 | -0.02303 | -0.1927 | 0.423883 |
35 | -0.006307 | -0.0528 | 0.479033 |
36 | -0.155173 | -1.2983 | 0.099227 |
37 | -0.13383 | -1.1197 | 0.133333 |
38 | 0.118703 | 0.9931 | 0.162031 |
39 | -0.007873 | -0.0659 | 0.473836 |
40 | 0.057695 | 0.4827 | 0.315402 |
41 | -0.074319 | -0.6218 | 0.268049 |
42 | 0.021453 | 0.1795 | 0.429036 |
43 | 0.116267 | 0.9728 | 0.167012 |
44 | 0.117268 | 0.9811 | 0.164952 |
45 | -0.082969 | -0.6942 | 0.244937 |
46 | -0.024759 | -0.2071 | 0.418248 |
47 | -0.127691 | -1.0683 | 0.144519 |
48 | -0.071624 | -0.5993 | 0.27547 |
49 | -0.029191 | -0.2442 | 0.403884 |
50 | -0.000405 | -0.0034 | 0.498654 |
51 | 0.035356 | 0.2958 | 0.384126 |
52 | -0.050647 | -0.4237 | 0.336526 |
53 | -0.002584 | -0.0216 | 0.491405 |
54 | -0.040157 | -0.336 | 0.368945 |
55 | -0.02688 | -0.2249 | 0.41136 |
56 | -0.027477 | -0.2299 | 0.409424 |
57 | -0.098538 | -0.8244 | 0.206247 |
58 | 0.051692 | 0.4325 | 0.333357 |
59 | 0.060331 | 0.5048 | 0.307655 |
60 | -0.054525 | -0.4562 | 0.324834 |