Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.2195 | 0 |
1 | 0.066099 | 0.6094 | 0.271941 |
2 | -0.010079 | -0.0929 | 0.53691 |
3 | -0.028989 | -0.2673 | 0.605042 |
4 | 0.071507 | 0.6593 | 0.255754 |
5 | 0.038119 | 0.3514 | 0.363063 |
6 | 0.098164 | 0.905 | 0.184005 |
7 | -0.154543 | -1.4248 | 0.921064 |
8 | 0.062762 | 0.5786 | 0.282183 |
9 | 0.076335 | 0.7038 | 0.241747 |
10 | -0.072872 | -0.6718 | 0.748249 |
11 | 0.092628 | 0.854 | 0.197756 |
12 | -0.067192 | -0.6195 | 0.731371 |
13 | -0.124536 | -1.1482 | 0.87294 |
14 | 0.033321 | 0.3072 | 0.37972 |
15 | 0.020828 | 0.192 | 0.424091 |
16 | -0.245766 | -2.2659 | 0.986999 |
17 | -0.025781 | -0.2377 | 0.593654 |
18 | -0.005281 | -0.0487 | 0.51936 |
19 | 0.025698 | 0.2369 | 0.406642 |
20 | 0.169629 | 1.5639 | 0.060778 |
21 | 0.050999 | 0.4702 | 0.319714 |
22 | -0.008885 | -0.0819 | 0.532548 |
23 | 0.099879 | 0.9208 | 0.179871 |
24 | -0.1978 | -1.8236 | 0.964138 |
25 | -0.042506 | -0.3919 | 0.65194 |
26 | 0.091519 | 0.8438 | 0.200584 |
27 | -0.065576 | -0.6046 | 0.726465 |
28 | -0.048847 | -0.4503 | 0.673196 |
29 | 0.017034 | 0.157 | 0.437791 |
30 | -0.090578 | -0.8351 | 0.796996 |
31 | 0.027134 | 0.2502 | 0.401533 |
32 | -0.067278 | -0.6203 | 0.731632 |
33 | -0.081947 | -0.7555 | 0.773984 |
34 | -0.03404 | -0.3138 | 0.622791 |
35 | -0.072783 | -0.671 | 0.747989 |
36 | -0.185372 | -1.709 | 0.954454 |
37 | 0.029472 | 0.2717 | 0.393248 |
38 | 0.013773 | 0.127 | 0.449629 |
39 | -0.099278 | -0.9153 | 0.818687 |
40 | 0.026101 | 0.2406 | 0.405208 |
41 | -0.039081 | -0.3603 | 0.640246 |
42 | -0.027219 | -0.2509 | 0.598769 |
43 | 0.090246 | 0.832 | 0.203862 |
44 | -0.026961 | -0.2486 | 0.597852 |
45 | -0.033805 | -0.3117 | 0.621973 |
46 | 0.033753 | 0.3112 | 0.378209 |
47 | -0.047284 | -0.4359 | 0.668005 |
48 | 0.03572 | 0.3293 | 0.37136 |
49 | 0.047673 | 0.4395 | 0.330699 |
50 | -0.038413 | -0.3542 | 0.637949 |
51 | 0.033586 | 0.3096 | 0.378795 |
52 | 0.000906 | 0.0084 | 0.496676 |
53 | -0.057825 | -0.5331 | 0.70233 |
54 | -0.00203 | -0.0187 | 0.507443 |
55 | 0.031001 | 0.2858 | 0.387859 |
56 | -0.005853 | -0.054 | 0.521456 |
57 | 0.039568 | 0.3648 | 0.358083 |
58 | 0.027241 | 0.2511 | 0.401153 |
59 | 0.014338 | 0.1322 | 0.447574 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.066099 | 0.6094 | 0.271941 |
1 | -0.014512 | -0.1338 | 0.553059 |
2 | -0.027479 | -0.2533 | 0.599694 |
3 | 0.075531 | 0.6964 | 0.244052 |
4 | 0.027851 | 0.2568 | 0.398988 |
5 | 0.095489 | 0.8804 | 0.190573 |
6 | -0.16543 | -1.5252 | 0.934538 |
7 | 0.088908 | 0.8197 | 0.207341 |
8 | 0.063698 | 0.5873 | 0.279291 |
9 | -0.112189 | -1.0343 | 0.848043 |
10 | 0.14097 | 1.2997 | 0.098612 |
11 | -0.10875 | -1.0026 | 0.840556 |
12 | -0.100219 | -0.924 | 0.820942 |
13 | 0.039727 | 0.3663 | 0.357538 |
14 | -0.004402 | -0.0406 | 0.516138 |
15 | -0.234165 | -2.1589 | 0.983161 |
16 | -0.014399 | -0.1327 | 0.552647 |
17 | 0.073039 | 0.6734 | 0.251265 |
18 | -0.028185 | -0.2599 | 0.602198 |
19 | 0.178398 | 1.6447 | 0.051858 |
20 | 0.116592 | 1.0749 | 0.142724 |
21 | -0.005303 | -0.0489 | 0.519438 |
22 | 0.052268 | 0.4819 | 0.315562 |
23 | -0.214932 | -1.9816 | 0.974621 |
24 | -0.021196 | -0.1954 | 0.577234 |
25 | 0.021542 | 0.1986 | 0.421523 |
26 | -0.041669 | -0.3842 | 0.649092 |
27 | -0.042502 | -0.3918 | 0.651924 |
28 | -0.057461 | -0.5298 | 0.701172 |
29 | -0.021453 | -0.1978 | 0.578159 |
30 | -0.045315 | -0.4178 | 0.661422 |
31 | -0.111995 | -1.0325 | 0.847627 |
32 | 0.038806 | 0.3578 | 0.360701 |
33 | -0.072546 | -0.6688 | 0.747297 |
34 | -0.036462 | -0.3362 | 0.631213 |
35 | -0.08161 | -0.7524 | 0.773059 |
36 | 0.038392 | 0.354 | 0.362122 |
37 | 0.065317 | 0.6022 | 0.274323 |
38 | -0.098504 | -0.9082 | 0.816819 |
39 | -0.047774 | -0.4405 | 0.669636 |
40 | -0.107821 | -0.9941 | 0.838492 |
41 | -0.019828 | -0.1828 | 0.572306 |
42 | 0.06891 | 0.6353 | 0.263463 |
43 | -0.01009 | -0.093 | 0.536948 |
44 | 0.045518 | 0.4197 | 0.337899 |
45 | -0.060764 | -0.5602 | 0.711598 |
46 | 0.005486 | 0.0506 | 0.479891 |
47 | -0.067658 | -0.6238 | 0.732779 |
48 | -0.039701 | -0.366 | 0.642372 |
49 | 0.090668 | 0.8359 | 0.202772 |
50 | -0.038226 | -0.3524 | 0.637304 |
51 | -0.08321 | -0.7672 | 0.777443 |
52 | -0.023132 | -0.2133 | 0.584183 |
53 | -0.007476 | -0.0689 | 0.527394 |
54 | 0.060595 | 0.5587 | 0.288933 |
55 | 0.000964 | 0.0089 | 0.496463 |
56 | 0.02797 | 0.2579 | 0.398565 |
57 | -0.008244 | -0.076 | 0.530203 |
58 | 0.047563 | 0.4385 | 0.331066 |
59 | -0.009167 | -0.0845 | 0.533577 |