Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.247657 | 2.2563 | 0.013342 |
2 | -0.328247 | -2.9905 | 0.001833 |
3 | -0.354678 | -3.2313 | 0.000884 |
4 | -0.164047 | -1.4945 | 0.069413 |
5 | 0.02849 | 0.2596 | 0.397924 |
6 | 0.17134 | 1.561 | 0.061166 |
7 | 0.057033 | 0.5196 | 0.302365 |
8 | -0.13292 | -1.211 | 0.114673 |
9 | -0.306525 | -2.7926 | 0.003245 |
10 | -0.306145 | -2.7891 | 0.003276 |
11 | 0.203207 | 1.8513 | 0.033841 |
12 | 0.80262 | 7.3122 | 0 |
13 | 0.240939 | 2.1951 | 0.015476 |
14 | -0.306103 | -2.7887 | 0.00328 |
15 | -0.285064 | -2.5971 | 0.00556 |
16 | -0.149514 | -1.3621 | 0.08842 |
17 | 0.035501 | 0.3234 | 0.373591 |
18 | 0.130713 | 1.1909 | 0.118553 |
19 | 0.052215 | 0.4757 | 0.317769 |
20 | -0.114881 | -1.0466 | 0.149158 |
21 | -0.251717 | -2.2933 | 0.012181 |
22 | -0.269129 | -2.4519 | 0.008154 |
23 | 0.15032 | 1.3695 | 0.087272 |
24 | 0.639835 | 5.8292 | 0 |
25 | 0.212416 | 1.9352 | 0.028186 |
26 | -0.246682 | -2.2474 | 0.013635 |
27 | -0.246033 | -2.2415 | 0.013833 |
28 | -0.116579 | -1.0621 | 0.145638 |
29 | 0.027602 | 0.2515 | 0.401039 |
30 | 0.112332 | 1.0234 | 0.154547 |
31 | 0.033231 | 0.3027 | 0.381419 |
32 | -0.083642 | -0.762 | 0.224106 |
33 | -0.198128 | -1.805 | 0.037348 |
34 | -0.208919 | -1.9033 | 0.030231 |
35 | 0.112434 | 1.0243 | 0.15433 |
36 | 0.517166 | 4.7116 | 5e-06 |
37 | 0.18632 | 1.6975 | 0.046678 |
38 | -0.186534 | -1.6994 | 0.046494 |
39 | -0.18109 | -1.6498 | 0.051381 |
40 | -0.101871 | -0.9281 | 0.178027 |
41 | 0.024819 | 0.2261 | 0.410836 |
42 | 0.082859 | 0.7549 | 0.226228 |
43 | 0.031833 | 0.29 | 0.386266 |
44 | -0.072586 | -0.6613 | 0.255128 |
45 | -0.154895 | -1.4112 | 0.080968 |
46 | -0.137338 | -1.2512 | 0.107187 |
47 | 0.077022 | 0.7017 | 0.242415 |
48 | 0.390803 | 3.5604 | 0.000308 |
49 | 0.140242 | 1.2777 | 0.102466 |
50 | -0.116011 | -1.0569 | 0.146809 |
51 | -0.144053 | -1.3124 | 0.096504 |
52 | -0.085278 | -0.7769 | 0.219708 |
53 | -0.002566 | -0.0234 | 0.490704 |
54 | 0.076974 | 0.7013 | 0.242549 |
55 | 0.009478 | 0.0863 | 0.465699 |
56 | -0.048155 | -0.4387 | 0.331006 |
57 | -0.111664 | -1.0173 | 0.155982 |
58 | -0.08301 | -0.7563 | 0.225819 |
59 | 0.038598 | 0.3516 | 0.363 |
60 | 0.247844 | 2.258 | 0.013286 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.247657 | 2.2563 | 0.013342 |
2 | -0.415037 | -3.7812 | 0.000147 |
3 | -0.176143 | -1.6047 | 0.056174 |
4 | -0.183341 | -1.6703 | 0.049312 |
5 | -0.103523 | -0.9431 | 0.174173 |
6 | 0.011364 | 0.1035 | 0.458895 |
7 | -0.12359 | -1.126 | 0.131714 |
8 | -0.149935 | -1.366 | 0.087819 |
9 | -0.352967 | -3.2157 | 0.000928 |
10 | -0.486657 | -4.4337 | 1.4e-05 |
11 | -0.099479 | -0.9063 | 0.183701 |
12 | 0.581597 | 5.2986 | 0 |
13 | -0.137519 | -1.2529 | 0.106888 |
14 | -0.036188 | -0.3297 | 0.371233 |
15 | 0.188745 | 1.7196 | 0.04462 |
16 | -0.024728 | -0.2253 | 0.411157 |
17 | 0.081005 | 0.738 | 0.231302 |
18 | -0.086655 | -0.7895 | 0.216046 |
19 | -0.033381 | -0.3041 | 0.3809 |
20 | -0.018986 | -0.173 | 0.431546 |
21 | -0.029532 | -0.269 | 0.39428 |
22 | -0.037344 | -0.3402 | 0.367274 |
23 | -0.10342 | -0.9422 | 0.174412 |
24 | -0.062605 | -0.5704 | 0.284986 |
25 | -0.083225 | -0.7582 | 0.225234 |
26 | 0.004063 | 0.037 | 0.485279 |
27 | -0.137372 | -1.2515 | 0.107131 |
28 | -0.033154 | -0.302 | 0.381687 |
29 | -0.076621 | -0.6981 | 0.243548 |
30 | -0.058496 | -0.5329 | 0.297754 |
31 | -0.086284 | -0.7861 | 0.217029 |
32 | -0.062079 | -0.5656 | 0.286609 |
33 | -0.043568 | -0.3969 | 0.346222 |
34 | -0.016693 | -0.1521 | 0.439746 |
35 | -0.047439 | -0.4322 | 0.333364 |
36 | -0.017687 | -0.1611 | 0.436189 |
37 | -0.027333 | -0.249 | 0.401982 |
38 | 0.018486 | 0.1684 | 0.433335 |
39 | 0.073245 | 0.6673 | 0.253218 |
40 | -0.051344 | -0.4678 | 0.320589 |
41 | 0.035948 | 0.3275 | 0.372056 |
42 | 0.000862 | 0.0079 | 0.496875 |
43 | 0.035826 | 0.3264 | 0.372476 |
44 | -0.017447 | -0.1589 | 0.437049 |
45 | -0.036357 | -0.3312 | 0.370655 |
46 | 0.121006 | 1.1024 | 0.136733 |
47 | -0.083038 | -0.7565 | 0.225741 |
48 | -0.020052 | -0.1827 | 0.427745 |
49 | -0.06601 | -0.6014 | 0.274614 |
50 | 0.068629 | 0.6252 | 0.266765 |
51 | -0.112035 | -1.0207 | 0.155184 |
52 | -0.017854 | -0.1627 | 0.43559 |
53 | -0.088469 | -0.806 | 0.211275 |
54 | 0.004229 | 0.0385 | 0.484679 |
55 | -0.084296 | -0.768 | 0.222342 |
56 | -0.001254 | -0.0114 | 0.495455 |
57 | 0.015393 | 0.1402 | 0.444406 |
58 | -0.044677 | -0.407 | 0.342517 |
59 | -0.001282 | -0.0117 | 0.495356 |
60 | -0.124123 | -1.1308 | 0.130695 |