Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5394 | 0 |
1 | -0.172791 | -1.6483 | 0.948633 |
2 | -0.234252 | -2.2346 | 0.986055 |
3 | -0.0455 | -0.434 | 0.667359 |
4 | 0.104836 | 1.0001 | 0.159964 |
5 | -0.147573 | -1.4078 | 0.918696 |
6 | 0.100887 | 0.9624 | 0.1692 |
7 | -0.174432 | -1.664 | 0.950221 |
8 | 0.165892 | 1.5825 | 0.058501 |
9 | -0.114505 | -1.0923 | 0.86121 |
10 | -0.15797 | -1.5069 | 0.932355 |
11 | 0.085503 | 0.8156 | 0.208416 |
12 | 0.169332 | 1.6153 | 0.054852 |
13 | -0.069115 | -0.6593 | 0.744322 |
14 | 0.098306 | 0.9378 | 0.175419 |
15 | -0.066339 | -0.6328 | 0.735786 |
16 | 0.020696 | 0.1974 | 0.421968 |
17 | -0.030474 | -0.2907 | 0.61403 |
18 | -0.07746 | -0.7389 | 0.769073 |
19 | 0.01534 | 0.1463 | 0.441992 |
20 | 0.178714 | 1.7048 | 0.045819 |
21 | -0.121689 | -1.1608 | 0.875629 |
22 | 0.021049 | 0.2008 | 0.420654 |
23 | 0.038931 | 0.3714 | 0.355608 |
24 | 0.04006 | 0.3822 | 0.35162 |
25 | -0.177613 | -1.6943 | 0.953188 |
26 | 0.118852 | 1.1338 | 0.129933 |
27 | -0.070637 | -0.6738 | 0.748938 |
28 | 0.130719 | 1.247 | 0.107802 |
29 | -0.223942 | -2.1363 | 0.982329 |
30 | 0.017242 | 0.1645 | 0.434861 |
31 | 0.016875 | 0.161 | 0.436233 |
32 | 0.195751 | 1.8673 | 0.032536 |
33 | -0.151126 | -1.4416 | 0.923583 |
34 | 0.074142 | 0.7073 | 0.240602 |
35 | -0.023726 | -0.2263 | 0.589274 |
36 | 0.133329 | 1.2719 | 0.103329 |
37 | -0.049357 | -0.4708 | 0.680558 |
38 | -0.082459 | -0.7866 | 0.783224 |
39 | -0.067537 | -0.6443 | 0.739487 |
40 | 0.093056 | 0.8877 | 0.188523 |
41 | -0.103837 | -0.9905 | 0.837732 |
42 | 0.060274 | 0.575 | 0.283364 |
43 | -0.017942 | -0.1712 | 0.567758 |
44 | 0.033586 | 0.3204 | 0.374703 |
45 | -0.054408 | -0.519 | 0.697497 |
46 | -0.020917 | -0.1995 | 0.578857 |
47 | -0.013594 | -0.1297 | 0.551447 |
48 | 0.13876 | 1.3237 | 0.094462 |
49 | -0.010939 | -0.1044 | 0.541441 |
50 | -0.045964 | -0.4385 | 0.668955 |
51 | -0.001723 | -0.0164 | 0.506539 |
52 | 0.001559 | 0.0149 | 0.494085 |
53 | -0.086896 | -0.8289 | 0.795344 |
54 | 0.114706 | 1.0942 | 0.138373 |
55 | 0.03848 | 0.3671 | 0.357206 |
56 | -0.053364 | -0.5091 | 0.69403 |
57 | -0.084438 | -0.8055 | 0.788682 |
58 | 0.08556 | 0.8162 | 0.208261 |
59 | -0.022834 | -0.2178 | 0.585972 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | -0.172791 | -1.6483 | 0.948633 |
1 | -0.272238 | -2.597 | 0.994516 |
2 | -0.160354 | -1.5297 | 0.935217 |
3 | -0.007873 | -0.0751 | 0.529853 |
4 | -0.19807 | -1.8895 | 0.968993 |
5 | 0.046283 | 0.4415 | 0.329945 |
6 | -0.254744 | -2.4301 | 0.991472 |
7 | 0.099916 | 0.9531 | 0.171522 |
8 | -0.190462 | -1.8169 | 0.963738 |
9 | -0.267856 | -2.5552 | 0.993864 |
10 | -0.033672 | -0.3212 | 0.625605 |
11 | -0.089816 | -0.8568 | 0.803093 |
12 | 0.016472 | 0.1571 | 0.437745 |
13 | 0.052068 | 0.4967 | 0.310301 |
14 | -0.036683 | -0.3499 | 0.636403 |
15 | 0.048347 | 0.4612 | 0.322876 |
16 | -0.076557 | -0.7303 | 0.766461 |
17 | -0.087357 | -0.8333 | 0.796581 |
18 | -0.041045 | -0.3915 | 0.651845 |
19 | 0.072118 | 0.688 | 0.246613 |
20 | 0.023887 | 0.2279 | 0.41013 |
21 | 0.094618 | 0.9026 | 0.18456 |
22 | 0.114771 | 1.0948 | 0.138236 |
23 | 0.138066 | 1.3171 | 0.095562 |
24 | -0.134131 | -1.2795 | 0.898018 |
25 | 0.113673 | 1.0844 | 0.140532 |
26 | -0.113074 | -1.0787 | 0.858205 |
27 | 0.119188 | 1.137 | 0.129265 |
28 | -0.153548 | -1.4648 | 0.926783 |
29 | -0.020209 | -0.1928 | 0.57622 |
30 | -0.020442 | -0.195 | 0.577088 |
31 | 0.069868 | 0.6665 | 0.25339 |
32 | 0.017211 | 0.1642 | 0.434975 |
33 | -0.069756 | -0.6654 | 0.74627 |
34 | -0.005449 | -0.052 | 0.520672 |
35 | 0.065017 | 0.6202 | 0.268329 |
36 | 0.102733 | 0.98 | 0.16484 |
37 | -0.06288 | -0.5998 | 0.724948 |
38 | -0.033243 | -0.3171 | 0.624059 |
39 | -0.059971 | -0.5721 | 0.715665 |
40 | -0.012849 | -0.1226 | 0.548642 |
41 | 0.055612 | 0.5305 | 0.298526 |
42 | -0.072695 | -0.6935 | 0.75511 |
43 | 0.053443 | 0.5098 | 0.305709 |
44 | -0.075948 | -0.7245 | 0.76469 |
45 | -0.079171 | -0.7552 | 0.773972 |
46 | -0.086158 | -0.8219 | 0.793357 |
47 | -0.053044 | -0.506 | 0.692961 |
48 | 0.080325 | 0.7662 | 0.222756 |
49 | -0.092482 | -0.8822 | 0.810009 |
50 | 0.104526 | 0.9971 | 0.160677 |
51 | -0.080441 | -0.7674 | 0.777574 |
52 | -0.023965 | -0.2286 | 0.590157 |
53 | 0.005841 | 0.0557 | 0.477843 |
54 | 0.049543 | 0.4726 | 0.31881 |
55 | -0.131605 | -1.2554 | 0.893731 |
56 | 0.025214 | 0.2405 | 0.40523 |
57 | 0.008455 | 0.0807 | 0.467947 |
58 | 0.061835 | 0.5899 | 0.27837 |
59 | -0.002801 | -0.0267 | 0.510628 |