Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.014627 | -0.1596 | 0.436749 |
2 | 0.026442 | 0.2884 | 0.386753 |
3 | 0.001125 | 0.0123 | 0.495114 |
4 | -0.087593 | -0.9555 | 0.170625 |
5 | 0.001835 | 0.02 | 0.492032 |
6 | -0.3629 | -3.9588 | 6.4e-05 |
7 | 0.033219 | 0.3624 | 0.358858 |
8 | -0.126057 | -1.3751 | 0.085839 |
9 | -0.022567 | -0.2462 | 0.402984 |
10 | -0.025881 | -0.2823 | 0.38909 |
11 | 0.001208 | 0.0132 | 0.494752 |
12 | 0.80377 | 8.7681 | 0 |
13 | -0.013925 | -0.1519 | 0.439759 |
14 | 0.014579 | 0.159 | 0.436955 |
15 | 0.034216 | 0.3733 | 0.354811 |
16 | -0.055765 | -0.6083 | 0.272065 |
17 | -0.021585 | -0.2355 | 0.407125 |
18 | -0.288234 | -3.1443 | 0.001051 |
19 | 0.006726 | 0.0734 | 0.470817 |
20 | -0.098668 | -1.0763 | 0.141975 |
21 | -0.057543 | -0.6277 | 0.265695 |
22 | -0.044121 | -0.4813 | 0.315593 |
23 | 0.010876 | 0.1186 | 0.452881 |
24 | 0.629391 | 6.8658 | 0 |
25 | 0.019928 | 0.2174 | 0.414141 |
26 | -0.00704 | -0.0768 | 0.469458 |
27 | 0.054566 | 0.5952 | 0.276406 |
28 | -0.028791 | -0.3141 | 0.377009 |
29 | -0.048223 | -0.526 | 0.299917 |
30 | -0.225764 | -2.4628 | 0.007609 |
31 | -0.030162 | -0.329 | 0.371355 |
32 | -0.053341 | -0.5819 | 0.280872 |
33 | -0.083727 | -0.9134 | 0.181452 |
34 | -0.038177 | -0.4165 | 0.338911 |
35 | 0.030392 | 0.3315 | 0.370411 |
36 | 0.470026 | 5.1274 | 1e-06 |
37 | 0.033883 | 0.3696 | 0.35616 |
38 | -0.043313 | -0.4725 | 0.31872 |
39 | 0.066468 | 0.7251 | 0.234915 |
40 | -0.013455 | -0.1468 | 0.441778 |
41 | -0.070124 | -0.765 | 0.222903 |
42 | -0.17248 | -1.8815 | 0.031171 |
43 | -0.032952 | -0.3595 | 0.359942 |
44 | -0.01502 | -0.1638 | 0.435065 |
45 | -0.123415 | -1.3463 | 0.090382 |
46 | -0.026288 | -0.2868 | 0.387394 |
47 | 0.044059 | 0.4806 | 0.315833 |
48 | 0.337294 | 3.6794 | 0.000176 |
49 | 0.029283 | 0.3194 | 0.374978 |
50 | -0.088875 | -0.9695 | 0.167127 |
51 | 0.064203 | 0.7004 | 0.242532 |
52 | -0.009555 | -0.1042 | 0.458579 |
53 | -0.086186 | -0.9402 | 0.174515 |
54 | -0.130714 | -1.4259 | 0.078254 |
55 | -0.045865 | -0.5003 | 0.308884 |
56 | -0.011203 | -0.1222 | 0.451468 |
57 | -0.155568 | -1.6971 | 0.04615 |
58 | -0.005 | -0.0545 | 0.478297 |
59 | 0.037161 | 0.4054 | 0.342965 |
60 | 0.243989 | 2.6616 | 0.004426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.014627 | -0.1596 | 0.436749 |
2 | 0.026234 | 0.2862 | 0.387621 |
3 | 0.001887 | 0.0206 | 0.491805 |
4 | -0.088323 | -0.9635 | 0.168627 |
5 | -0.00075 | -0.0082 | 0.496744 |
6 | -0.361189 | -3.9401 | 6.9e-05 |
7 | 0.026698 | 0.2912 | 0.385687 |
8 | -0.1439 | -1.5698 | 0.059563 |
9 | -0.027005 | -0.2946 | 0.38441 |
10 | -0.110665 | -1.2072 | 0.114872 |
11 | 0.002399 | 0.0262 | 0.489582 |
12 | 0.769833 | 8.3979 | 0 |
13 | 0.039093 | 0.4264 | 0.335275 |
14 | -0.157368 | -1.7167 | 0.044319 |
15 | 0.035849 | 0.3911 | 0.348223 |
16 | 0.010458 | 0.1141 | 0.454682 |
17 | -0.012306 | -0.1342 | 0.446718 |
18 | 0.150718 | 1.6441 | 0.051393 |
19 | -0.131131 | -1.4305 | 0.077602 |
20 | 0.077916 | 0.85 | 0.198525 |
21 | 0.004151 | 0.0453 | 0.48198 |
22 | -0.009725 | -0.1061 | 0.457844 |
23 | 0.016377 | 0.1787 | 0.429257 |
24 | -0.031502 | -0.3437 | 0.365858 |
25 | 0.057222 | 0.6242 | 0.266841 |
26 | 0.027135 | 0.296 | 0.383869 |
27 | -0.078098 | -0.8519 | 0.197978 |
28 | 0.047714 | 0.5205 | 0.301842 |
29 | -0.046967 | -0.5123 | 0.304679 |
30 | -0.011936 | -0.1302 | 0.44831 |
31 | -0.014163 | -0.1545 | 0.438739 |
32 | 0.032527 | 0.3548 | 0.361672 |
33 | 0.006396 | 0.0698 | 0.472247 |
34 | 0.050123 | 0.5468 | 0.292779 |
35 | 0.011544 | 0.1259 | 0.450002 |
36 | -0.065548 | -0.715 | 0.237989 |
37 | -0.057205 | -0.624 | 0.2669 |
38 | -0.020567 | -0.2244 | 0.41143 |
39 | -0.016994 | -0.1854 | 0.42662 |
40 | 0.021809 | 0.2379 | 0.40618 |
41 | -0.029212 | -0.3187 | 0.375268 |
42 | -0.00739 | -0.0806 | 0.46794 |
43 | 0.065232 | 0.7116 | 0.239053 |
44 | -0.001472 | -0.0161 | 0.493608 |
45 | -0.098405 | -1.0735 | 0.142616 |
46 | 0.010144 | 0.1107 | 0.456038 |
47 | 0.005242 | 0.0572 | 0.477248 |
48 | -0.02503 | -0.273 | 0.392645 |
49 | -0.029964 | -0.3269 | 0.372169 |
50 | -0.109988 | -1.1998 | 0.116295 |
51 | -0.036426 | -0.3974 | 0.345905 |
52 | 0.02793 | 0.3047 | 0.380572 |
53 | -0.033944 | -0.3703 | 0.355915 |
54 | -0.00661 | -0.0721 | 0.471321 |
55 | -0.069591 | -0.7591 | 0.224634 |
56 | -0.086259 | -0.941 | 0.174313 |
57 | -0.018158 | -0.1981 | 0.421661 |
58 | -0.001059 | -0.0116 | 0.495401 |
59 | -0.085149 | -0.9289 | 0.177419 |
60 | -0.001381 | -0.0151 | 0.494005 |