Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.8882 | 0 |
1 | 0.013013 | 0.1157 | 0.454107 |
2 | -0.107516 | -0.9556 | 0.828911 |
3 | -0.18027 | -1.6023 | 0.943457 |
4 | 0.049894 | 0.4435 | 0.329318 |
5 | 0.177782 | 1.5802 | 0.059033 |
6 | 0.048203 | 0.4284 | 0.33475 |
7 | 0.012861 | 0.1143 | 0.454641 |
8 | 0.0886 | 0.7875 | 0.216675 |
9 | 0.301993 | 2.6842 | 0.004428 |
10 | -0.059459 | -0.5285 | 0.700678 |
11 | -0.173339 | -1.5407 | 0.936303 |
12 | -0.262842 | -2.3362 | 0.988991 |
13 | 0.180495 | 1.6043 | 0.056322 |
14 | 0.305461 | 2.715 | 0.004068 |
15 | 0.007271 | 0.0646 | 0.474319 |
16 | -0.016357 | -0.1454 | 0.557611 |
17 | -0.078968 | -0.7019 | 0.757591 |
18 | 0.091989 | 0.8176 | 0.208017 |
19 | -0.023914 | -0.2125 | 0.583887 |
20 | 0.028578 | 0.254 | 0.400075 |
21 | 0.0676 | 0.6008 | 0.274832 |
22 | 0.04756 | 0.4227 | 0.336824 |
23 | 0.229934 | 2.0437 | 0.022158 |
24 | -0.071587 | -0.6363 | 0.736784 |
25 | -0.167801 | -1.4915 | 0.930087 |
26 | -0.183737 | -1.6331 | 0.946785 |
27 | 0.177812 | 1.5804 | 0.059002 |
28 | -0.045066 | -0.4006 | 0.655087 |
29 | 0.102861 | 0.9142 | 0.181685 |
30 | -0.102074 | -0.9073 | 0.816484 |
31 | -0.092587 | -0.8229 | 0.793487 |
32 | 0.048365 | 0.4299 | 0.334229 |
33 | -0.127748 | -1.1355 | 0.87019 |
34 | -0.087615 | -0.7787 | 0.78077 |
35 | -0.103203 | -0.9173 | 0.819108 |
36 | 0.06656 | 0.5916 | 0.277906 |
37 | 0.055301 | 0.4915 | 0.312209 |
38 | 0.020256 | 0.18 | 0.428791 |
39 | -0.145623 | -1.2943 | 0.900338 |
40 | -0.112371 | -0.9988 | 0.839524 |
41 | 0.059483 | 0.5287 | 0.299248 |
42 | 0.010998 | 0.0977 | 0.46119 |
43 | 0.022331 | 0.1985 | 0.421589 |
44 | -0.104461 | -0.9285 | 0.822003 |
45 | -0.060566 | -0.5383 | 0.704067 |
46 | -0.00785 | -0.0698 | 0.527724 |
47 | -0.020386 | -0.1812 | 0.571662 |
48 | -0.054164 | -0.4814 | 0.684227 |
49 | -0.087859 | -0.7809 | 0.781405 |
50 | 0.086978 | 0.7731 | 0.220891 |
51 | -0.081953 | -0.7284 | 0.765742 |
52 | 0.022322 | 0.1984 | 0.42162 |
53 | -0.119442 | -1.0616 | 0.854178 |
54 | -0.041006 | -0.3645 | 0.641759 |
55 | 4.7e-05 | 4e-04 | 0.499834 |
56 | -0.000631 | -0.0056 | 0.502229 |
57 | -0.042745 | -0.3799 | 0.647491 |
58 | -0.022749 | -0.2022 | 0.579861 |
59 | 0.016273 | 0.1446 | 0.442684 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.013013 | 0.1157 | 0.454107 |
1 | -0.107704 | -0.9573 | 0.82933 |
2 | -0.17943 | -1.5948 | 0.942626 |
3 | 0.041867 | 0.3721 | 0.355399 |
4 | 0.146303 | 1.3004 | 0.098627 |
5 | 0.02724 | 0.2421 | 0.40466 |
6 | 0.061998 | 0.551 | 0.291578 |
7 | 0.159641 | 1.4189 | 0.079928 |
8 | 0.341156 | 3.0323 | 0.001641 |
9 | -0.034645 | -0.3079 | 0.620527 |
10 | -0.11562 | -1.0277 | 0.846375 |
11 | -0.251591 | -2.2362 | 0.98592 |
12 | 0.054411 | 0.4836 | 0.314997 |
13 | 0.149496 | 1.3287 | 0.093878 |
14 | -0.067921 | -0.6037 | 0.726111 |
15 | 0.088194 | 0.7839 | 0.217724 |
16 | 0.037535 | 0.3336 | 0.369777 |
17 | 0.042229 | 0.3753 | 0.354207 |
18 | -0.023752 | -0.2111 | 0.583328 |
19 | 0.123695 | 1.0994 | 0.137461 |
20 | 0.207289 | 1.8424 | 0.034582 |
21 | -0.140002 | -1.2444 | 0.891478 |
22 | 0.088964 | 0.7907 | 0.215736 |
23 | -0.045861 | -0.4076 | 0.657673 |
24 | -0.141218 | -1.2552 | 0.893442 |
25 | -0.201932 | -1.7948 | 0.961745 |
26 | 0.028357 | 0.252 | 0.400831 |
27 | -0.205907 | -1.8301 | 0.9645 |
28 | -0.010561 | -0.0939 | 0.537275 |
29 | -0.122339 | -1.0874 | 0.859912 |
30 | -0.05867 | -0.5215 | 0.698252 |
31 | 0.073182 | 0.6505 | 0.258644 |
32 | -0.001942 | -0.0173 | 0.506865 |
33 | -0.091353 | -0.812 | 0.790372 |
34 | 0.004946 | 0.044 | 0.482525 |
35 | -0.071849 | -0.6386 | 0.737539 |
36 | -0.094761 | -0.8423 | 0.798906 |
37 | -0.006628 | -0.0589 | 0.523413 |
38 | 0.057544 | 0.5115 | 0.305227 |
39 | -0.127787 | -1.1358 | 0.870261 |
40 | 0.035518 | 0.3157 | 0.376534 |
41 | 0.098826 | 0.8784 | 0.1912 |
42 | 0.015677 | 0.1393 | 0.444767 |
43 | -0.017829 | -0.1585 | 0.562754 |
44 | -0.035717 | -0.3175 | 0.624135 |
45 | -0.018769 | -0.1668 | 0.566032 |
46 | -0.020557 | -0.1827 | 0.572256 |
47 | 0.019707 | 0.1752 | 0.4307 |
48 | 0.071538 | 0.6358 | 0.263358 |
49 | 0.060085 | 0.534 | 0.297404 |
50 | -0.040512 | -0.3601 | 0.640126 |
51 | 0.00571 | 0.0508 | 0.479825 |
52 | 0.080223 | 0.713 | 0.238963 |
53 | 0.076396 | 0.679 | 0.249555 |
54 | -0.008221 | -0.0731 | 0.529031 |
55 | -0.098318 | -0.8739 | 0.80758 |
56 | -0.009776 | -0.0869 | 0.534513 |
57 | -0.032443 | -0.2884 | 0.613087 |
58 | -0.123536 | -1.098 | 0.862233 |
59 | 0.030308 | 0.2694 | 0.394169 |