Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.6302 | 5.7414 | 0 |
2 | 0.304795 | 2.7768 | 0.003392 |
3 | 0.080511 | 0.7335 | 0.232665 |
4 | -0.079402 | -0.7234 | 0.235739 |
5 | -0.120771 | -1.1003 | 0.137196 |
6 | -0.110996 | -1.0112 | 0.157425 |
7 | -0.205752 | -1.8745 | 0.03219 |
8 | -0.18149 | -1.6535 | 0.051008 |
9 | -0.138667 | -1.2633 | 0.105006 |
10 | -0.122272 | -1.1139 | 0.134259 |
11 | -0.08213 | -0.7482 | 0.228215 |
12 | -0.082372 | -0.7504 | 0.227555 |
13 | -0.108741 | -0.9907 | 0.162362 |
14 | -0.121443 | -1.1064 | 0.135875 |
15 | -0.136303 | -1.2418 | 0.108908 |
16 | -0.144008 | -1.312 | 0.096573 |
17 | -0.180493 | -1.6444 | 0.051941 |
18 | -0.239285 | -2.18 | 0.016045 |
19 | -0.180357 | -1.6431 | 0.05207 |
20 | -0.102634 | -0.935 | 0.17624 |
21 | -0.038886 | -0.3543 | 0.362017 |
22 | 0.036436 | 0.3319 | 0.370383 |
23 | 0.163968 | 1.4938 | 0.069507 |
24 | 0.207025 | 1.8861 | 0.03139 |
25 | 0.245783 | 2.2392 | 0.013909 |
26 | 0.207641 | 1.8917 | 0.031009 |
27 | 0.108083 | 0.9847 | 0.16382 |
28 | 0.057002 | 0.5193 | 0.302461 |
29 | 0.089537 | 0.8157 | 0.208498 |
30 | 0.035705 | 0.3253 | 0.372892 |
31 | 0.10048 | 0.9154 | 0.181312 |
32 | 0.140387 | 1.279 | 0.102233 |
33 | 0.070223 | 0.6398 | 0.262043 |
34 | -0.014632 | -0.1333 | 0.447136 |
35 | -0.06516 | -0.5936 | 0.277184 |
36 | -0.07055 | -0.6427 | 0.261083 |
37 | -0.054958 | -0.5007 | 0.308956 |
38 | -0.087009 | -0.7927 | 0.21511 |
39 | -0.086418 | -0.7873 | 0.216674 |
40 | -0.070945 | -0.6463 | 0.259922 |
41 | -0.076285 | -0.695 | 0.244501 |
42 | -0.064409 | -0.5868 | 0.279466 |
43 | -0.091609 | -0.8346 | 0.203171 |
44 | -0.086813 | -0.7909 | 0.215627 |
45 | -0.037124 | -0.3382 | 0.368028 |
46 | -0.021925 | -0.1997 | 0.421082 |
47 | -0.015666 | -0.1427 | 0.443427 |
48 | 0.026277 | 0.2394 | 0.405693 |
49 | 0.039056 | 0.3558 | 0.36144 |
50 | 0.05887 | 0.5363 | 0.296581 |
51 | 0.037217 | 0.3391 | 0.367711 |
52 | 0.011042 | 0.1006 | 0.460056 |
53 | 0.010662 | 0.0971 | 0.461427 |
54 | -0.030055 | -0.2738 | 0.392454 |
55 | 0.027365 | 0.2493 | 0.40187 |
56 | 0.061785 | 0.5629 | 0.287513 |
57 | 0.078836 | 0.7182 | 0.237315 |
58 | 0.031867 | 0.2903 | 0.386147 |
59 | -0.021014 | -0.1914 | 0.424321 |
60 | -0.040423 | -0.3683 | 0.356803 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.6302 | 5.7414 | 0 |
2 | -0.153202 | -1.3957 | 0.083258 |
3 | -0.075507 | -0.6879 | 0.246717 |
4 | -0.101526 | -0.9249 | 0.178839 |
5 | 0.015521 | 0.1414 | 0.443945 |
6 | -0.016138 | -0.147 | 0.441734 |
7 | -0.223241 | -2.0338 | 0.022582 |
8 | 0.067236 | 0.6125 | 0.270925 |
9 | -0.034093 | -0.3106 | 0.37844 |
10 | -0.060667 | -0.5527 | 0.290975 |
11 | -0.024902 | -0.2269 | 0.410541 |
12 | -0.080514 | -0.7335 | 0.232656 |
13 | -0.047843 | -0.4359 | 0.33203 |
14 | -0.102169 | -0.9308 | 0.177327 |
15 | -0.069327 | -0.6316 | 0.264691 |
16 | -0.070584 | -0.643 | 0.260983 |
17 | -0.174479 | -1.5896 | 0.057866 |
18 | -0.171704 | -1.5643 | 0.060776 |
19 | 0.009401 | 0.0857 | 0.465975 |
20 | -0.077974 | -0.7104 | 0.239732 |
21 | -0.096495 | -0.8791 | 0.190939 |
22 | -0.050641 | -0.4614 | 0.322872 |
23 | 0.130858 | 1.1922 | 0.118296 |
24 | -0.059165 | -0.539 | 0.295658 |
25 | -0.012172 | -0.1109 | 0.455986 |
26 | -0.041007 | -0.3736 | 0.354829 |
27 | -0.081506 | -0.7426 | 0.229923 |
28 | -0.015433 | -0.1406 | 0.444263 |
29 | 0.066214 | 0.6032 | 0.273999 |
30 | -0.101511 | -0.9248 | 0.178873 |
31 | 0.150211 | 1.3685 | 0.087426 |
32 | 0.029521 | 0.269 | 0.394317 |
33 | -0.080989 | -0.7378 | 0.231345 |
34 | -0.097015 | -0.8838 | 0.189666 |
35 | -0.039165 | -0.3568 | 0.361069 |
36 | 0.076815 | 0.6998 | 0.242999 |
37 | -0.075718 | -0.6898 | 0.246115 |
38 | -0.07225 | -0.6582 | 0.256106 |
39 | 0.075987 | 0.6923 | 0.245349 |
40 | -0.005463 | -0.0498 | 0.480214 |
41 | -0.008951 | -0.0815 | 0.467602 |
42 | -0.016919 | -0.1541 | 0.438936 |
43 | -0.037859 | -0.3449 | 0.365515 |
44 | 0.041351 | 0.3767 | 0.353669 |
45 | -0.006212 | -0.0566 | 0.477504 |
46 | -0.018775 | -0.171 | 0.432301 |
47 | 0.00339 | 0.0309 | 0.487718 |
48 | -0.01821 | -0.1659 | 0.434318 |
49 | 0.065793 | 0.5994 | 0.275269 |
50 | 0.041708 | 0.38 | 0.352467 |
51 | -0.084523 | -0.77 | 0.22173 |
52 | -0.048652 | -0.4432 | 0.329372 |
53 | 0.051153 | 0.466 | 0.321208 |
54 | -0.13412 | -1.2219 | 0.112604 |
55 | 0.089274 | 0.8133 | 0.209179 |
56 | -0.071524 | -0.6516 | 0.258224 |
57 | 0.057989 | 0.5283 | 0.29935 |
58 | -0.114377 | -1.042 | 0.150214 |
59 | 0.005053 | 0.046 | 0.481698 |
60 | -3.4e-05 | -3e-04 | 0.499878 |