Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.199751 | 2.3887 | 0.009107 |
2 | -0.120104 | -1.4362 | 0.076559 |
3 | -0.150772 | -1.803 | 0.036749 |
4 | -0.322074 | -3.8514 | 8.8e-05 |
5 | -0.083975 | -1.0042 | 0.158492 |
6 | 0.025778 | 0.3083 | 0.379165 |
7 | -0.110961 | -1.3269 | 0.093329 |
8 | -0.336721 | -4.0266 | 4.6e-05 |
9 | -0.115586 | -1.3822 | 0.084531 |
10 | -0.109267 | -1.3066 | 0.096716 |
11 | 0.205852 | 2.4616 | 0.00751 |
12 | 0.84143 | 10.062 | 0 |
13 | 0.215087 | 2.5721 | 0.005565 |
14 | -0.139554 | -1.6688 | 0.04867 |
15 | -0.115996 | -1.3871 | 0.083784 |
16 | -0.278943 | -3.3357 | 0.000542 |
17 | -0.051706 | -0.6183 | 0.268674 |
18 | 0.012458 | 0.149 | 0.440891 |
19 | -0.114358 | -1.3675 | 0.086804 |
20 | -0.337174 | -4.032 | 4.5e-05 |
21 | -0.107385 | -1.2841 | 0.100585 |
22 | -0.075211 | -0.8994 | 0.184977 |
23 | 0.199475 | 2.3854 | 0.009186 |
24 | 0.736921 | 8.8123 | 0 |
25 | 0.197262 | 2.3589 | 0.009841 |
26 | -0.123884 | -1.4814 | 0.070345 |
27 | -0.102699 | -1.2281 | 0.110713 |
28 | -0.210992 | -2.5231 | 0.006363 |
29 | -0.065357 | -0.7816 | 0.217884 |
30 | 0.015728 | 0.1881 | 0.425538 |
31 | -0.11537 | -1.3796 | 0.084927 |
32 | -0.289256 | -3.459 | 0.000357 |
33 | -0.126882 | -1.5173 | 0.0657 |
34 | -0.040707 | -0.4868 | 0.313579 |
35 | 0.147411 | 1.7628 | 0.040037 |
36 | 0.657438 | 7.8618 | 0 |
37 | 0.192909 | 2.3069 | 0.01125 |
38 | -0.134312 | -1.6061 | 0.055224 |
39 | -0.060237 | -0.7203 | 0.236248 |
40 | -0.162706 | -1.9457 | 0.026828 |
41 | -0.058027 | -0.6939 | 0.244436 |
42 | 0.007366 | 0.0881 | 0.464964 |
43 | -0.110954 | -1.3268 | 0.093341 |
44 | -0.285268 | -3.4113 | 0.00042 |
45 | -0.106176 | -1.2697 | 0.103129 |
46 | -0.033645 | -0.4023 | 0.344018 |
47 | 0.124021 | 1.4831 | 0.070127 |
48 | 0.586899 | 7.0183 | 0 |
49 | 0.186538 | 2.2307 | 0.01363 |
50 | -0.137754 | -1.6473 | 0.050846 |
51 | -0.049475 | -0.5916 | 0.277514 |
52 | -0.124159 | -1.4847 | 0.069909 |
53 | -0.028981 | -0.3466 | 0.364714 |
54 | 0.004469 | 0.0534 | 0.478729 |
55 | -0.094313 | -1.1278 | 0.130643 |
56 | -0.291733 | -3.4886 | 0.000323 |
57 | -0.095922 | -1.1471 | 0.126636 |
58 | -0.009558 | -0.1143 | 0.45458 |
59 | 0.103458 | 1.2372 | 0.109025 |
60 | 0.521049 | 6.2308 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.199751 | 2.3887 | 0.009107 |
2 | -0.166655 | -1.9929 | 0.024088 |
3 | -0.095875 | -1.1465 | 0.126751 |
4 | -0.310891 | -3.7177 | 0.000144 |
5 | 0.007785 | 0.0931 | 0.46298 |
6 | -0.07455 | -0.8915 | 0.187084 |
7 | -0.210284 | -2.5146 | 0.006511 |
8 | -0.494757 | -5.9164 | 0 |
9 | -0.192295 | -2.2995 | 0.011462 |
10 | -0.531875 | -6.3603 | 0 |
11 | -0.302293 | -3.6149 | 0.000208 |
12 | 0.586041 | 7.008 | 0 |
13 | 0.025978 | 0.3107 | 0.378257 |
14 | -0.181193 | -2.1667 | 0.015955 |
15 | 0.120038 | 1.4355 | 0.076671 |
16 | 0.000408 | 0.0049 | 0.498059 |
17 | 0.02526 | 0.3021 | 0.381519 |
18 | -0.124989 | -1.4947 | 0.068604 |
19 | 0.087435 | 1.0456 | 0.148763 |
20 | -0.054471 | -0.6514 | 0.257923 |
21 | -0.061824 | -0.7393 | 0.230468 |
22 | -0.025195 | -0.3013 | 0.381815 |
23 | 0.033331 | 0.3986 | 0.345396 |
24 | -0.009634 | -0.1152 | 0.45422 |
25 | -0.048057 | -0.5747 | 0.283204 |
26 | 0.018487 | 0.2211 | 0.412677 |
27 | 0.027978 | 0.3346 | 0.369219 |
28 | 0.016309 | 0.195 | 0.422822 |
29 | -0.093457 | -1.1176 | 0.132808 |
30 | 0.008498 | 0.1016 | 0.459602 |
31 | 0.071461 | 0.8546 | 0.197114 |
32 | 0.109515 | 1.3096 | 0.096213 |
33 | -0.093183 | -1.1143 | 0.133508 |
34 | 0.063134 | 0.755 | 0.225752 |
35 | -0.092056 | -1.1008 | 0.136411 |
36 | 0.058404 | 0.6984 | 0.243029 |
37 | -0.010291 | -0.1231 | 0.451116 |
38 | -0.076002 | -0.9089 | 0.182478 |
39 | 0.087406 | 1.0452 | 0.148843 |
40 | 0.037026 | 0.4428 | 0.329303 |
41 | -0.025502 | -0.305 | 0.38042 |
42 | 0.047954 | 0.5734 | 0.283622 |
43 | -0.004167 | -0.0498 | 0.480164 |
44 | -0.034889 | -0.4172 | 0.338575 |
45 | 0.0232 | 0.2774 | 0.390923 |
46 | 0.016977 | 0.203 | 0.419706 |
47 | 0.016843 | 0.2014 | 0.42033 |
48 | 0.063478 | 0.7591 | 0.224524 |
49 | -0.041633 | -0.4979 | 0.309675 |
50 | 0.06009 | 0.7186 | 0.23679 |
51 | -0.071228 | -0.8518 | 0.197886 |
52 | 0.034095 | 0.4077 | 0.342044 |
53 | 0.088277 | 1.0556 | 0.146457 |
54 | -0.012453 | -0.1489 | 0.440913 |
55 | 0.06599 | 0.7891 | 0.215673 |
56 | -0.008608 | -0.1029 | 0.459079 |
57 | 0.042992 | 0.5141 | 0.303984 |
58 | 0.08413 | 1.006 | 0.158046 |
59 | 0.057857 | 0.6919 | 0.24507 |
60 | 0.015011 | 0.1795 | 0.428897 |