Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.106314 | 0.8303 | 0.204793 |
2 | -0.180062 | -1.4063 | 0.08235 |
3 | 0.027812 | 0.2172 | 0.414382 |
4 | -0.040386 | -0.3154 | 0.376759 |
5 | 0.248916 | 1.9441 | 0.02825 |
6 | 0.33776 | 2.638 | 0.005284 |
7 | 0.152076 | 1.1877 | 0.119768 |
8 | -0.057511 | -0.4492 | 0.327449 |
9 | -0.076246 | -0.5955 | 0.276855 |
10 | -0.211807 | -1.6543 | 0.051605 |
11 | 0.05793 | 0.4524 | 0.326276 |
12 | 0.622317 | 4.8605 | 4e-06 |
13 | 0.00354 | 0.0277 | 0.489016 |
14 | -0.238898 | -1.8659 | 0.033436 |
15 | -0.068367 | -0.534 | 0.297653 |
16 | -0.101209 | -0.7905 | 0.216158 |
17 | 0.143757 | 1.1228 | 0.132965 |
18 | 0.202317 | 1.5801 | 0.059623 |
19 | 0.026885 | 0.21 | 0.417192 |
20 | -0.138784 | -1.0839 | 0.141328 |
21 | -0.131616 | -1.028 | 0.154015 |
22 | -0.269356 | -2.1037 | 0.019766 |
23 | 0.019453 | 0.1519 | 0.43987 |
24 | 0.340164 | 2.6568 | 0.005028 |
25 | -0.07083 | -0.5532 | 0.291075 |
26 | -0.256608 | -2.0042 | 0.024749 |
27 | -0.179473 | -1.4017 | 0.083032 |
28 | -0.103451 | -0.808 | 0.211121 |
29 | 0.062454 | 0.4878 | 0.313726 |
30 | 0.078256 | 0.6112 | 0.271669 |
31 | -0.024947 | -0.1948 | 0.423083 |
32 | -0.173715 | -1.3568 | 0.089929 |
33 | -0.166067 | -1.297 | 0.099754 |
34 | -0.164418 | -1.2841 | 0.101974 |
35 | -0.040409 | -0.3156 | 0.37669 |
36 | 0.182082 | 1.4221 | 0.080044 |
37 | -0.068589 | -0.5357 | 0.297058 |
38 | -0.194577 | -1.5197 | 0.066877 |
39 | -0.119505 | -0.9334 | 0.177157 |
40 | -0.046015 | -0.3594 | 0.360274 |
41 | 0.040826 | 0.3189 | 0.37546 |
42 | 0.072434 | 0.5657 | 0.286828 |
43 | 0.003998 | 0.0312 | 0.487594 |
44 | -0.058526 | -0.4571 | 0.32461 |
45 | -0.115427 | -0.9015 | 0.185431 |
46 | -0.02577 | -0.2013 | 0.420579 |
47 | 0.027241 | 0.2128 | 0.416111 |
48 | 0.097839 | 0.7641 | 0.223862 |
49 | -0.009161 | -0.0715 | 0.471598 |
50 | -0.09764 | -0.7626 | 0.224324 |
51 | -0.049521 | -0.3868 | 0.350135 |
52 | -0.028376 | -0.2216 | 0.412673 |
53 | 0.018997 | 0.1484 | 0.441269 |
54 | 0.086183 | 0.6731 | 0.251709 |
55 | 0.009627 | 0.0752 | 0.470156 |
56 | -0.022368 | -0.1747 | 0.430947 |
57 | -0.02171 | -0.1696 | 0.432959 |
58 | 0.008169 | 0.0638 | 0.474667 |
59 | 0.045302 | 0.3538 | 0.362346 |
60 | 0.028693 | 0.2241 | 0.411714 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.106314 | 0.8303 | 0.204793 |
2 | -0.193553 | -1.5117 | 0.067888 |
3 | 0.074856 | 0.5846 | 0.280471 |
4 | -0.093876 | -0.7332 | 0.233123 |
5 | 0.305906 | 2.3892 | 0.009996 |
6 | 0.260725 | 2.0363 | 0.023033 |
7 | 0.249772 | 1.9508 | 0.02784 |
8 | 0.001564 | 0.0122 | 0.495146 |
9 | -0.000994 | -0.0078 | 0.496915 |
10 | -0.384636 | -3.0041 | 0.00193 |
11 | -0.124642 | -0.9735 | 0.167078 |
12 | 0.475133 | 3.7109 | 0.000224 |
13 | -0.086725 | -0.6773 | 0.250375 |
14 | -0.035895 | -0.2804 | 0.390078 |
15 | -0.048446 | -0.3784 | 0.353233 |
16 | 0.023544 | 0.1839 | 0.427355 |
17 | -0.087645 | -0.6845 | 0.248118 |
18 | -0.07045 | -0.5502 | 0.292086 |
19 | -0.049093 | -0.3834 | 0.351368 |
20 | -0.095218 | -0.7437 | 0.229964 |
21 | 0.008615 | 0.0673 | 0.473288 |
22 | -0.144396 | -1.1278 | 0.131917 |
23 | 0.036416 | 0.2844 | 0.388526 |
24 | -0.131918 | -1.0303 | 0.153465 |
25 | 0.067569 | 0.5277 | 0.299801 |
26 | -0.0577 | -0.4506 | 0.326921 |
27 | -0.031989 | -0.2498 | 0.401773 |
28 | 0.045708 | 0.357 | 0.361165 |
29 | -0.027935 | -0.2182 | 0.41401 |
30 | -0.046818 | -0.3657 | 0.357941 |
31 | -0.034147 | -0.2667 | 0.395302 |
32 | -0.039219 | -0.3063 | 0.380205 |
33 | -0.097018 | -0.7577 | 0.225764 |
34 | 0.134808 | 1.0529 | 0.148273 |
35 | -0.176074 | -1.3752 | 0.087052 |
36 | 0.009715 | 0.0759 | 0.469882 |
37 | -0.071846 | -0.5611 | 0.288381 |
38 | 0.115288 | 0.9004 | 0.185717 |
39 | 0.070029 | 0.5469 | 0.293207 |
40 | 0.045031 | 0.3517 | 0.363135 |
41 | 0.009041 | 0.0706 | 0.471968 |
42 | 0.001077 | 0.0084 | 0.496658 |
43 | 0.008501 | 0.0664 | 0.473641 |
44 | 0.030639 | 0.2393 | 0.405838 |
45 | -0.080653 | -0.6299 | 0.265549 |
46 | -0.00458 | -0.0358 | 0.485791 |
47 | 0.028013 | 0.2188 | 0.413771 |
48 | -0.078894 | -0.6162 | 0.270035 |
49 | -0.055134 | -0.4306 | 0.334134 |
50 | 0.031801 | 0.2484 | 0.40234 |
51 | -0.031886 | -0.249 | 0.402083 |
52 | -0.08805 | -0.6877 | 0.247127 |
53 | -0.023045 | -0.18 | 0.428881 |
54 | 0.054943 | 0.4291 | 0.334674 |
55 | -0.062909 | -0.4913 | 0.312477 |
56 | 0.034601 | 0.2702 | 0.393942 |
57 | 0.052966 | 0.4137 | 0.340281 |
58 | -0.022168 | -0.1731 | 0.431558 |
59 | -0.053925 | -0.4212 | 0.337556 |
60 | -0.053689 | -0.4193 | 0.338227 |