Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.323843 | 2.9504 | 0.002062 |
2 | -0.213369 | -1.9439 | 0.027649 |
3 | -0.395644 | -3.6045 | 0.000266 |
4 | -0.286149 | -2.6069 | 0.005414 |
5 | -0.001284 | -0.0117 | 0.495348 |
6 | 0.188213 | 1.7147 | 0.045066 |
7 | 0.033245 | 0.3029 | 0.381373 |
8 | -0.22577 | -2.0569 | 0.02142 |
9 | -0.34077 | -3.1046 | 0.001303 |
10 | -0.215518 | -1.9635 | 0.026471 |
11 | 0.253297 | 2.3076 | 0.011754 |
12 | 0.816203 | 7.436 | 0 |
13 | 0.268266 | 2.444 | 0.008322 |
14 | -0.200061 | -1.8226 | 0.035979 |
15 | -0.327135 | -2.9803 | 0.001888 |
16 | -0.236655 | -2.156 | 0.016988 |
17 | 0.017384 | 0.1584 | 0.437274 |
18 | 0.135398 | 1.2335 | 0.110429 |
19 | 0.027436 | 0.2499 | 0.401622 |
20 | -0.196296 | -1.7883 | 0.038685 |
21 | -0.298631 | -2.7207 | 0.003968 |
22 | -0.190894 | -1.7391 | 0.04286 |
23 | 0.207569 | 1.891 | 0.031054 |
24 | 0.657821 | 5.993 | 0 |
25 | 0.227519 | 2.0728 | 0.020647 |
26 | -0.157003 | -1.4304 | 0.078183 |
27 | -0.286046 | -2.606 | 0.005428 |
28 | -0.197662 | -1.8008 | 0.037685 |
29 | 0.013928 | 0.1269 | 0.449668 |
30 | 0.115486 | 1.0521 | 0.147897 |
31 | 0.038491 | 0.3507 | 0.363362 |
32 | -0.145396 | -1.3246 | 0.094466 |
33 | -0.234249 | -2.1341 | 0.017892 |
34 | -0.143647 | -1.3087 | 0.097127 |
35 | 0.168084 | 1.5313 | 0.064747 |
36 | 0.530301 | 4.8313 | 3e-06 |
37 | 0.200124 | 1.8232 | 0.035935 |
38 | -0.112839 | -1.028 | 0.153465 |
39 | -0.215888 | -1.9668 | 0.026272 |
40 | -0.151307 | -1.3785 | 0.085881 |
41 | 0.00934 | 0.0851 | 0.466195 |
42 | 0.095161 | 0.867 | 0.194232 |
43 | 0.018461 | 0.1682 | 0.433424 |
44 | -0.128365 | -1.1695 | 0.122783 |
45 | -0.179751 | -1.6376 | 0.052644 |
46 | -0.098041 | -0.8932 | 0.187167 |
47 | 0.121714 | 1.1089 | 0.135346 |
48 | 0.41553 | 3.7857 | 0.000144 |
49 | 0.160913 | 1.466 | 0.073215 |
50 | -0.072355 | -0.6592 | 0.255799 |
51 | -0.166258 | -1.5147 | 0.066826 |
52 | -0.131288 | -1.1961 | 0.117533 |
53 | -0.026211 | -0.2388 | 0.405927 |
54 | 0.068965 | 0.6283 | 0.265765 |
55 | 0.00251 | 0.0229 | 0.490906 |
56 | -0.090884 | -0.828 | 0.205025 |
57 | -0.125194 | -1.1406 | 0.128664 |
58 | -0.060426 | -0.5505 | 0.291726 |
59 | 0.07782 | 0.709 | 0.240165 |
60 | 0.278853 | 2.5405 | 0.006466 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.323843 | 2.9504 | 0.002062 |
2 | -0.355529 | -3.239 | 0.000863 |
3 | -0.238938 | -2.1768 | 0.016167 |
4 | -0.165704 | -1.5096 | 0.067467 |
5 | -0.016326 | -0.1487 | 0.441061 |
6 | 0.002763 | 0.0252 | 0.489988 |
7 | -0.204195 | -1.8603 | 0.033192 |
8 | -0.272361 | -2.4813 | 0.007554 |
9 | -0.331911 | -3.0239 | 0.00166 |
10 | -0.372116 | -3.3901 | 0.000536 |
11 | -0.041188 | -0.3752 | 0.35422 |
12 | 0.640331 | 5.8337 | 0 |
13 | -0.347289 | -3.164 | 0.001088 |
14 | 0.014148 | 0.1289 | 0.448878 |
15 | 0.201027 | 1.8314 | 0.035311 |
16 | 0.020732 | 0.1889 | 0.425325 |
17 | 0.00283 | 0.0258 | 0.489748 |
18 | -0.188073 | -1.7134 | 0.045183 |
19 | 0.072741 | 0.6627 | 0.254678 |
20 | -0.050995 | -0.4646 | 0.321722 |
21 | -0.121596 | -1.1078 | 0.135576 |
22 | -0.002243 | -0.0204 | 0.491873 |
23 | -0.097643 | -0.8896 | 0.188134 |
24 | -0.096539 | -0.8795 | 0.190831 |
25 | -0.016109 | -0.1468 | 0.44184 |
26 | 0.018402 | 0.1677 | 0.433633 |
27 | -0.201507 | -1.8358 | 0.034983 |
28 | -0.049182 | -0.4481 | 0.327635 |
29 | -0.090129 | -0.8211 | 0.206967 |
30 | 0.021166 | 0.1928 | 0.42378 |
31 | -0.118968 | -1.0838 | 0.140785 |
32 | -0.084737 | -0.772 | 0.221155 |
33 | 0.084093 | 0.7661 | 0.222887 |
34 | -0.043608 | -0.3973 | 0.346087 |
35 | -0.063111 | -0.575 | 0.283434 |
36 | 0.011437 | 0.1042 | 0.458634 |
37 | 0.034486 | 0.3142 | 0.377087 |
38 | -0.015322 | -0.1396 | 0.444662 |
39 | 0.095918 | 0.8739 | 0.19236 |
40 | 0.016687 | 0.152 | 0.439768 |
41 | 0.007006 | 0.0638 | 0.474632 |
42 | 0.070438 | 0.6417 | 0.261411 |
43 | -0.065118 | -0.5932 | 0.277314 |
44 | 0.077608 | 0.707 | 0.24076 |
45 | -0.016472 | -0.1501 | 0.440538 |
46 | 0.024022 | 0.2189 | 0.41365 |
47 | -0.060298 | -0.5493 | 0.292124 |
48 | -0.011222 | -0.1022 | 0.459407 |
49 | 0.005677 | 0.0517 | 0.479437 |
50 | 0.045357 | 0.4132 | 0.340256 |
51 | -0.082574 | -0.7523 | 0.227005 |
52 | -0.051103 | -0.4656 | 0.32137 |
53 | -0.034329 | -0.3128 | 0.377626 |
54 | -0.019148 | -0.1745 | 0.430968 |
55 | -0.003085 | -0.0281 | 0.488824 |
56 | 0.008795 | 0.0801 | 0.468164 |
57 | -0.028048 | -0.2555 | 0.399473 |
58 | 0.044494 | 0.4054 | 0.343128 |
59 | 0.019143 | 0.1744 | 0.430988 |
60 | -0.114114 | -1.0396 | 0.150766 |