Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.083961 | -1.0453 | 0.148753 |
2 | -0.205108 | -2.5536 | 0.005814 |
3 | -0.193426 | -2.4081 | 0.008604 |
4 | 0.017322 | 0.2157 | 0.414771 |
5 | -0.027113 | -0.3375 | 0.36808 |
6 | 0.130295 | 1.6222 | 0.0534 |
7 | 0.046032 | 0.5731 | 0.283707 |
8 | -0.103059 | -1.2831 | 0.100691 |
9 | 0.12815 | 1.5955 | 0.056323 |
10 | 0.065109 | 0.8106 | 0.20942 |
11 | 0.084279 | 1.0493 | 0.147844 |
12 | -0.464914 | -5.7881 | 0 |
13 | 0.069812 | 0.8691 | 0.193055 |
14 | 0.041723 | 0.5194 | 0.302096 |
15 | 0.089426 | 1.1133 | 0.133643 |
16 | 0.042734 | 0.532 | 0.297733 |
17 | 0.085757 | 1.0677 | 0.143664 |
18 | -0.203766 | -2.5369 | 0.006087 |
19 | -0.062551 | -0.7788 | 0.218656 |
20 | 0.132039 | 1.6439 | 0.051115 |
21 | -0.095816 | -1.1929 | 0.117367 |
22 | 0.132529 | 1.65 | 0.050487 |
23 | 0.045712 | 0.5691 | 0.285051 |
24 | -0.074594 | -0.9287 | 0.177248 |
25 | -0.110183 | -1.3718 | 0.086058 |
26 | 0.10755 | 1.339 | 0.091268 |
27 | 0.009739 | 0.1213 | 0.451824 |
28 | 0.002634 | 0.0328 | 0.48694 |
29 | -0.036156 | -0.4501 | 0.326622 |
30 | 0.080579 | 1.0032 | 0.158664 |
31 | 0.010767 | 0.134 | 0.44677 |
32 | -0.055249 | -0.6878 | 0.246289 |
33 | 0.14573 | 1.8143 | 0.035781 |
34 | -0.133647 | -1.6639 | 0.049078 |
35 | -0.07492 | -0.9327 | 0.176201 |
36 | 0.081632 | 1.0163 | 0.155532 |
37 | 0.086842 | 1.0812 | 0.14065 |
38 | -0.095271 | -1.1861 | 0.118695 |
39 | 0.054579 | 0.6795 | 0.248917 |
40 | -0.082762 | -1.0304 | 0.152219 |
41 | -0.055659 | -0.693 | 0.244689 |
42 | 0.087467 | 1.089 | 0.138932 |
43 | 0.078511 | 0.9775 | 0.164934 |
44 | -0.023616 | -0.294 | 0.384569 |
45 | -0.179539 | -2.2352 | 0.013415 |
46 | 0.014517 | 0.1807 | 0.428406 |
47 | 0.019008 | 0.2367 | 0.40662 |
48 | 0.125965 | 1.5683 | 0.059431 |
49 | 0.004752 | 0.0592 | 0.476452 |
50 | 0.06678 | 0.8314 | 0.203512 |
51 | -0.171128 | -2.1305 | 0.017353 |
52 | 0.062284 | 0.7754 | 0.219633 |
53 | 0.065844 | 0.8197 | 0.206809 |
54 | -0.099803 | -1.2425 | 0.107957 |
55 | -0.064 | -0.7968 | 0.213396 |
56 | -0.019761 | -0.246 | 0.402994 |
57 | 0.099563 | 1.2396 | 0.108507 |
58 | 0.108983 | 1.3568 | 0.088404 |
59 | 0.050067 | 0.6233 | 0.266992 |
60 | -0.230394 | -2.8684 | 0.002351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.083961 | -1.0453 | 0.148753 |
2 | -0.213664 | -2.6601 | 0.004317 |
3 | -0.245105 | -3.0515 | 0.00134 |
4 | -0.092114 | -1.1468 | 0.126615 |
5 | -0.153297 | -1.9085 | 0.029085 |
6 | 0.040712 | 0.5069 | 0.306486 |
7 | 0.023156 | 0.2883 | 0.386755 |
8 | -0.090735 | -1.1296 | 0.130186 |
9 | 0.185547 | 2.31 | 0.011102 |
10 | 0.110577 | 1.3767 | 0.085299 |
11 | 0.207334 | 2.5813 | 0.005385 |
12 | -0.391013 | -4.8681 | 1e-06 |
13 | 0.04085 | 0.5086 | 0.305886 |
14 | -0.111545 | -1.3887 | 0.083455 |
15 | -0.114536 | -1.426 | 0.077945 |
16 | 0.003826 | 0.0476 | 0.481034 |
17 | 0.028062 | 0.3494 | 0.363645 |
18 | -0.098736 | -1.2293 | 0.110419 |
19 | -0.016377 | -0.2039 | 0.419352 |
20 | 0.026689 | 0.3323 | 0.370064 |
21 | -0.043849 | -0.5459 | 0.292955 |
22 | 0.210982 | 2.6267 | 0.004743 |
23 | 0.188622 | 2.3483 | 0.01006 |
24 | -0.270461 | -3.3672 | 0.000479 |
25 | 0.044987 | 0.5601 | 0.288116 |
26 | -0.014297 | -0.178 | 0.429479 |
27 | -0.043239 | -0.5383 | 0.295562 |
28 | 0.030161 | 0.3755 | 0.353902 |
29 | 0.024038 | 0.2993 | 0.382569 |
30 | 0.01922 | 0.2393 | 0.405598 |
31 | 0.003362 | 0.0419 | 0.483334 |
32 | 0.027382 | 0.3409 | 0.366821 |
33 | 0.130648 | 1.6266 | 0.052932 |
34 | 0.045053 | 0.5609 | 0.287834 |
35 | 0.131998 | 1.6434 | 0.051167 |
36 | -0.145038 | -1.8057 | 0.036452 |
37 | -0.014674 | -0.1827 | 0.427639 |
38 | -0.034027 | -0.4236 | 0.336211 |
39 | -0.033557 | -0.4178 | 0.338344 |
40 | -0.123344 | -1.5356 | 0.063335 |
41 | -0.002635 | -0.0328 | 0.486936 |
42 | 0.044177 | 0.55 | 0.291557 |
43 | 0.048129 | 0.5992 | 0.274956 |
44 | 0.049402 | 0.615 | 0.269712 |
45 | -0.068284 | -0.8501 | 0.198282 |
46 | -0.021776 | -0.2711 | 0.393335 |
47 | 0.056412 | 0.7023 | 0.241767 |
48 | 0.021266 | 0.2648 | 0.395771 |
49 | 0.0238 | 0.2963 | 0.383698 |
50 | 0.089108 | 1.1094 | 0.134491 |
51 | -0.028973 | -0.3607 | 0.359402 |
52 | -0.00735 | -0.0915 | 0.463606 |
53 | -0.022952 | -0.2857 | 0.387728 |
54 | -0.041845 | -0.521 | 0.301565 |
55 | -0.048352 | -0.602 | 0.274033 |
56 | -0.161358 | -2.0089 | 0.023143 |
57 | -0.027037 | -0.3366 | 0.368436 |
58 | 0.069822 | 0.8693 | 0.193018 |
59 | -0.036149 | -0.45 | 0.326652 |
60 | -0.042658 | -0.5311 | 0.298058 |