Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.141987 | -1.2936 | 0.099702 |
2 | -0.188184 | -1.7144 | 0.04509 |
3 | 0.213769 | 1.9475 | 0.027426 |
4 | -0.137909 | -1.2564 | 0.106247 |
5 | -0.130177 | -1.186 | 0.11951 |
6 | -0.169435 | -1.5436 | 0.063242 |
7 | -0.074788 | -0.6814 | 0.248773 |
8 | -0.187178 | -1.7053 | 0.045942 |
9 | 0.188486 | 1.7172 | 0.044837 |
10 | -0.062367 | -0.5682 | 0.285721 |
11 | -0.146463 | -1.3343 | 0.092871 |
12 | 0.589921 | 5.3744 | 0 |
13 | -0.096166 | -0.8761 | 0.19175 |
14 | -0.053034 | -0.4832 | 0.315125 |
15 | 0.25253 | 2.3007 | 0.01196 |
16 | -0.137524 | -1.2529 | 0.106879 |
17 | -0.058359 | -0.5317 | 0.298186 |
18 | -0.191084 | -1.7409 | 0.042707 |
19 | -0.121649 | -1.1083 | 0.135472 |
20 | -0.147502 | -1.3438 | 0.091337 |
21 | 0.18833 | 1.7158 | 0.044968 |
22 | -0.10076 | -0.918 | 0.180647 |
23 | -0.136968 | -1.2478 | 0.107799 |
24 | 0.554003 | 5.0472 | 1e-06 |
25 | -0.055318 | -0.504 | 0.307808 |
26 | -0.100126 | -0.9122 | 0.182155 |
27 | 0.253185 | 2.3066 | 0.011784 |
28 | -0.050278 | -0.4581 | 0.324057 |
29 | -0.165793 | -1.5104 | 0.067364 |
30 | -0.159722 | -1.4551 | 0.074702 |
31 | -0.000139 | -0.0013 | 0.499497 |
32 | -0.13749 | -1.2526 | 0.106936 |
33 | 0.065088 | 0.593 | 0.277404 |
34 | 0.005449 | 0.0496 | 0.480262 |
35 | -0.136217 | -1.241 | 0.109051 |
36 | 0.36743 | 3.3475 | 0.000614 |
37 | -0.003741 | -0.0341 | 0.486448 |
38 | -0.030301 | -0.2761 | 0.391598 |
39 | 0.156752 | 1.4281 | 0.07851 |
40 | -0.027938 | -0.2545 | 0.399857 |
41 | -0.037888 | -0.3452 | 0.365417 |
42 | -0.15312 | -1.395 | 0.083371 |
43 | -0.040333 | -0.3675 | 0.357108 |
44 | -0.084446 | -0.7693 | 0.221938 |
45 | 0.065914 | 0.6005 | 0.274903 |
46 | -0.07941 | -0.7235 | 0.235715 |
47 | -0.111726 | -1.0179 | 0.155848 |
48 | 0.34991 | 3.1878 | 0.001011 |
49 | 0.011111 | 0.1012 | 0.459809 |
50 | -0.063272 | -0.5764 | 0.28294 |
51 | 0.104498 | 0.952 | 0.171926 |
52 | -0.021879 | -0.1993 | 0.421246 |
53 | -0.053639 | -0.4887 | 0.31318 |
54 | -0.080625 | -0.7345 | 0.232349 |
55 | 0.017016 | 0.155 | 0.43859 |
56 | -0.0776 | -0.707 | 0.240783 |
57 | 0.009569 | 0.0872 | 0.465369 |
58 | -0.00676 | -0.0616 | 0.475522 |
59 | -0.06885 | -0.6273 | 0.266107 |
60 | 0.154201 | 1.4048 | 0.0819 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.141987 | -1.2936 | 0.099702 |
2 | -0.212631 | -1.9372 | 0.028064 |
3 | 0.161594 | 1.4722 | 0.072376 |
4 | -0.132016 | -1.2027 | 0.116252 |
5 | -0.104195 | -0.9493 | 0.172623 |
6 | -0.317439 | -2.892 | 0.002443 |
7 | -0.17591 | -1.6026 | 0.05641 |
8 | -0.397741 | -3.6236 | 0.00025 |
9 | 0.07967 | 0.7258 | 0.234992 |
10 | -0.32127 | -2.9269 | 0.002208 |
11 | -0.270355 | -2.4631 | 0.007922 |
12 | 0.268485 | 2.446 | 0.008279 |
13 | -0.150828 | -1.3741 | 0.086554 |
14 | 0.074098 | 0.6751 | 0.250756 |
15 | 0.09367 | 0.8534 | 0.197953 |
16 | -0.044012 | -0.401 | 0.344736 |
17 | 0.148442 | 1.3524 | 0.089965 |
18 | -0.186144 | -1.6959 | 0.046831 |
19 | -0.127778 | -1.1641 | 0.123856 |
20 | -0.092524 | -0.8429 | 0.200844 |
21 | 0.048578 | 0.4426 | 0.329615 |
22 | -0.190248 | -1.7332 | 0.043383 |
23 | -0.053091 | -0.4837 | 0.314942 |
24 | 0.057543 | 0.5242 | 0.300755 |
25 | 0.037922 | 0.3455 | 0.365302 |
26 | -0.114171 | -1.0401 | 0.150645 |
27 | 0.049813 | 0.4538 | 0.325572 |
28 | 0.049601 | 0.4519 | 0.326263 |
29 | -0.178197 | -1.6235 | 0.054142 |
30 | -0.12713 | -1.1582 | 0.125051 |
31 | 0.031791 | 0.2896 | 0.386411 |
32 | -0.013895 | -0.1266 | 0.449785 |
33 | -0.039768 | -0.3623 | 0.359023 |
34 | 0.06596 | 0.6009 | 0.274765 |
35 | -0.055562 | -0.5062 | 0.307031 |
36 | -0.094594 | -0.8618 | 0.195643 |
37 | -0.039672 | -0.3614 | 0.359347 |
38 | -0.014921 | -0.1359 | 0.4461 |
39 | -0.086871 | -0.7914 | 0.215474 |
40 | -0.056836 | -0.5178 | 0.302986 |
41 | 0.059925 | 0.5459 | 0.293284 |
42 | -0.066506 | -0.6059 | 0.273116 |
43 | 0.004889 | 0.0445 | 0.482291 |
44 | 0.088334 | 0.8048 | 0.211629 |
45 | 0.085505 | 0.779 | 0.219102 |
46 | -0.106307 | -0.9685 | 0.167804 |
47 | 0.024067 | 0.2193 | 0.413494 |
48 | -0.024846 | -0.2264 | 0.41074 |
49 | 0.040658 | 0.3704 | 0.356008 |
50 | 0.072407 | 0.6597 | 0.25565 |
51 | -0.065592 | -0.5976 | 0.275876 |
52 | -0.10436 | -0.9508 | 0.172241 |
53 | -0.048287 | -0.4399 | 0.330572 |
54 | 0.07056 | 0.6428 | 0.261052 |
55 | -0.012106 | -0.1103 | 0.456224 |
56 | 0.088436 | 0.8057 | 0.211363 |
57 | 0.026958 | 0.2456 | 0.4033 |
58 | 0.005529 | 0.0504 | 0.479975 |
59 | 0.012554 | 0.1144 | 0.454608 |
60 | -0.055093 | -0.5019 | 0.308526 |