Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.191396 | 1.885 | 0.03121 |
2 | -0.132432 | -1.3043 | 0.097608 |
3 | 0.022368 | 0.2203 | 0.413052 |
4 | 0.015132 | 0.149 | 0.440919 |
5 | 0.338095 | 3.3298 | 0.000615 |
6 | 0.392249 | 3.8632 | 0.000101 |
7 | 0.245233 | 2.4153 | 0.008798 |
8 | 0.021253 | 0.2093 | 0.417319 |
9 | -0.067191 | -0.6618 | 0.254848 |
10 | -0.174972 | -1.7233 | 0.044013 |
11 | 0.151647 | 1.4935 | 0.06927 |
12 | 0.710062 | 6.9933 | 0 |
13 | 0.095612 | 0.9417 | 0.17435 |
14 | -0.202912 | -1.9984 | 0.024234 |
15 | -0.061733 | -0.608 | 0.272303 |
16 | -0.051221 | -0.5045 | 0.30754 |
17 | 0.228296 | 2.2485 | 0.013405 |
18 | 0.276957 | 2.7277 | 0.003786 |
19 | 0.142164 | 1.4001 | 0.08233 |
20 | -0.038732 | -0.3815 | 0.351845 |
21 | -0.116944 | -1.1518 | 0.126125 |
22 | -0.221267 | -2.1792 | 0.015868 |
23 | 0.105929 | 1.0433 | 0.149706 |
24 | 0.499454 | 4.9191 | 2e-06 |
25 | 0.028739 | 0.283 | 0.388871 |
26 | -0.215309 | -2.1205 | 0.018255 |
27 | -0.146774 | -1.4456 | 0.075763 |
28 | -0.09189 | -0.905 | 0.18385 |
29 | 0.132135 | 1.3014 | 0.098105 |
30 | 0.156874 | 1.545 | 0.062797 |
31 | 0.07777 | 0.7659 | 0.222784 |
32 | -0.096879 | -0.9541 | 0.17119 |
33 | -0.17763 | -1.7495 | 0.041687 |
34 | -0.216997 | -2.1372 | 0.017549 |
35 | -0.005576 | -0.0549 | 0.478159 |
36 | 0.363496 | 3.58 | 0.000269 |
37 | -0.016462 | -0.1621 | 0.435768 |
38 | -0.224342 | -2.2095 | 0.014746 |
39 | -0.151124 | -1.4884 | 0.069945 |
40 | -0.117482 | -1.1571 | 0.125044 |
41 | 0.065591 | 0.646 | 0.259904 |
42 | 0.108183 | 1.0655 | 0.144652 |
43 | 0.056233 | 0.5538 | 0.290486 |
44 | -0.057934 | -0.5706 | 0.284802 |
45 | -0.181825 | -1.7908 | 0.038225 |
46 | -0.177457 | -1.7477 | 0.041836 |
47 | -0.016039 | -0.158 | 0.437404 |
48 | 0.277298 | 2.7311 | 0.00375 |
49 | -0.016708 | -0.1646 | 0.434817 |
50 | -0.224784 | -2.2139 | 0.01459 |
51 | -0.159763 | -1.5735 | 0.059432 |
52 | -0.136239 | -1.3418 | 0.091397 |
53 | -0.005965 | -0.0588 | 0.476636 |
54 | 0.03454 | 0.3402 | 0.367227 |
55 | 0.003718 | 0.0366 | 0.485434 |
56 | -0.113009 | -1.113 | 0.134227 |
57 | -0.183458 | -1.8069 | 0.036943 |
58 | -0.210239 | -2.0706 | 0.020525 |
59 | -0.048224 | -0.475 | 0.317944 |
60 | 0.195928 | 1.9297 | 0.028285 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.191396 | 1.885 | 0.03121 |
2 | -0.175493 | -1.7284 | 0.043549 |
3 | 0.091841 | 0.9045 | 0.183979 |
4 | -0.036526 | -0.3597 | 0.359913 |
5 | 0.388566 | 3.8269 | 0.000115 |
6 | 0.270914 | 2.6682 | 0.004469 |
7 | 0.33656 | 3.3147 | 0.000645 |
8 | 0.054257 | 0.5344 | 0.297154 |
9 | 0.027739 | 0.2732 | 0.392642 |
10 | -0.450849 | -4.4403 | 1.2e-05 |
11 | -0.104646 | -1.0306 | 0.152636 |
12 | 0.524161 | 5.1624 | 1e-06 |
13 | -0.104836 | -1.0325 | 0.152199 |
14 | -0.080599 | -0.7938 | 0.214624 |
15 | -0.027406 | -0.2699 | 0.393897 |
16 | 0.048928 | 0.4819 | 0.315486 |
17 | -0.131093 | -1.2911 | 0.099865 |
18 | -0.036475 | -0.3592 | 0.360098 |
19 | 0.05065 | 0.4988 | 0.309509 |
20 | -0.035725 | -0.3518 | 0.362858 |
21 | 0.061549 | 0.6062 | 0.272904 |
22 | -0.074676 | -0.7355 | 0.231912 |
23 | 0.0196 | 0.193 | 0.423665 |
24 | -0.093575 | -0.9216 | 0.17951 |
25 | 0.033783 | 0.3327 | 0.370031 |
26 | -0.0212 | -0.2088 | 0.417523 |
27 | -0.065694 | -0.647 | 0.259578 |
28 | 0.008358 | 0.0823 | 0.46728 |
29 | -0.03439 | -0.3387 | 0.367781 |
30 | -0.046363 | -0.4566 | 0.324481 |
31 | 0.016927 | 0.1667 | 0.433971 |
32 | -0.014336 | -0.1412 | 0.444003 |
33 | -0.029639 | -0.2919 | 0.38549 |
34 | 0.053573 | 0.5276 | 0.299478 |
35 | -0.156916 | -1.5454 | 0.062748 |
36 | 0.065504 | 0.6451 | 0.260179 |
37 | -0.065487 | -0.645 | 0.260233 |
38 | 0.072744 | 0.7164 | 0.23772 |
39 | 0.019465 | 0.1917 | 0.424187 |
40 | 0.062581 | 0.6163 | 0.269555 |
41 | -0.02712 | -0.2671 | 0.39498 |
42 | 0.019531 | 0.1924 | 0.423933 |
43 | 0.020023 | 0.1972 | 0.42204 |
44 | 0.066099 | 0.651 | 0.258293 |
45 | -0.067856 | -0.6683 | 0.252762 |
46 | 0.023593 | 0.2324 | 0.408374 |
47 | -0.012423 | -0.1224 | 0.451435 |
48 | -0.036999 | -0.3644 | 0.358178 |
49 | -0.126475 | -1.2456 | 0.107949 |
50 | -0.067209 | -0.6619 | 0.254793 |
51 | -0.116273 | -1.1452 | 0.127481 |
52 | -0.034813 | -0.3429 | 0.36622 |
53 | -0.047587 | -0.4687 | 0.320174 |
54 | -0.019358 | -0.1907 | 0.424599 |
55 | -0.023249 | -0.229 | 0.409686 |
56 | -0.034391 | -0.3387 | 0.367781 |
57 | 0.086597 | 0.8529 | 0.197913 |
58 | -0.03603 | -0.3549 | 0.361735 |
59 | 0.043011 | 0.4236 | 0.336396 |
60 | -0.002686 | -0.0265 | 0.489475 |