Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5917 | 0 |
1 | 0.186555 | 1.7894 | 0.038423 |
2 | -0.103077 | -0.9887 | 0.837292 |
3 | 0.019391 | 0.186 | 0.426431 |
4 | -0.004871 | -0.0467 | 0.518583 |
5 | -0.271069 | -2.6 | 0.99457 |
6 | -0.094507 | -0.9065 | 0.816475 |
7 | 0.014655 | 0.1406 | 0.44426 |
8 | 0.00158 | 0.0152 | 0.49397 |
9 | 0.015012 | 0.144 | 0.442911 |
10 | 0.026248 | 0.2518 | 0.400893 |
11 | 0.055142 | 0.5289 | 0.299074 |
12 | 0.195595 | 1.8761 | 0.031907 |
13 | 0.008377 | 0.0803 | 0.468068 |
14 | -0.00161 | -0.0154 | 0.506143 |
15 | -0.112514 | -1.0792 | 0.858338 |
16 | -0.100922 | -0.968 | 0.832212 |
17 | -0.27145 | -2.6037 | 0.994623 |
18 | 0.026837 | 0.2574 | 0.398719 |
19 | 0.032467 | 0.3114 | 0.378097 |
20 | 0.032334 | 0.3101 | 0.378579 |
21 | -0.031388 | -0.3011 | 0.617978 |
22 | 0.111394 | 1.0685 | 0.144056 |
23 | 0.097263 | 0.9329 | 0.176653 |
24 | 0.01346 | 0.1291 | 0.448781 |
25 | -0.048852 | -0.4686 | 0.679758 |
26 | 0.018868 | 0.181 | 0.428392 |
27 | -0.069611 | -0.6677 | 0.746996 |
28 | -0.078603 | -0.7539 | 0.773593 |
29 | -0.105237 | -1.0094 | 0.842284 |
30 | -0.016505 | -0.1583 | 0.562719 |
31 | -0.024534 | -0.2353 | 0.592759 |
32 | 0.119097 | 1.1423 | 0.128138 |
33 | 0.02707 | 0.2596 | 0.397857 |
34 | -0.005583 | -0.0536 | 0.521297 |
35 | 0.07679 | 0.7365 | 0.231636 |
36 | 0.14386 | 1.3799 | 0.085488 |
37 | -0.079032 | -0.758 | 0.77482 |
38 | -0.042435 | -0.407 | 0.657533 |
39 | -0.110318 | -1.0581 | 0.853618 |
40 | -0.071289 | -0.6838 | 0.752085 |
41 | -0.015997 | -0.1534 | 0.560806 |
42 | 0.048798 | 0.4681 | 0.320425 |
43 | -0.061537 | -0.5902 | 0.721763 |
44 | 0.007907 | 0.0758 | 0.469855 |
45 | 0.025143 | 0.2412 | 0.404981 |
46 | 9.9e-05 | 0.001 | 0.499621 |
47 | -0.0038 | -0.0365 | 0.514499 |
48 | 0.031312 | 0.3003 | 0.3823 |
49 | -0.053651 | -0.5146 | 0.695968 |
50 | -0.035211 | -0.3377 | 0.631833 |
51 | 0.054465 | 0.5224 | 0.301319 |
52 | 0.015657 | 0.1502 | 0.440477 |
53 | -0.026247 | -0.2518 | 0.599105 |
54 | 0.161708 | 1.551 | 0.062162 |
55 | 0.086351 | 0.8283 | 0.204836 |
56 | -0.060077 | -0.5762 | 0.717068 |
57 | -0.089964 | -0.8629 | 0.804784 |
58 | 0.024004 | 0.2302 | 0.409207 |
59 | 0.017883 | 0.1715 | 0.432092 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.186555 | 1.7894 | 0.038423 |
1 | -0.142851 | -1.3702 | 0.913017 |
2 | 0.071937 | 0.69 | 0.245966 |
3 | -0.041389 | -0.397 | 0.653852 |
4 | -0.266967 | -2.5607 | 0.993962 |
5 | 0.016323 | 0.1566 | 0.437966 |
6 | -0.039688 | -0.3807 | 0.647839 |
7 | 0.010787 | 0.1035 | 0.45891 |
8 | 0.021441 | 0.2057 | 0.418757 |
9 | -0.060129 | -0.5767 | 0.717236 |
10 | 0.052497 | 0.5035 | 0.307896 |
11 | 0.192834 | 1.8496 | 0.033791 |
12 | -0.07513 | -0.7206 | 0.763516 |
13 | 0.082255 | 0.789 | 0.21608 |
14 | -0.177141 | -1.6991 | 0.953658 |
15 | -0.032396 | -0.3107 | 0.621645 |
16 | -0.204186 | -1.9585 | 0.973399 |
17 | 0.136004 | 1.3045 | 0.097657 |
18 | -0.060334 | -0.5787 | 0.717898 |
19 | 0.026964 | 0.2586 | 0.398248 |
20 | -0.122053 | -1.1707 | 0.877626 |
21 | 0.064285 | 0.6166 | 0.269511 |
22 | 0.064779 | 0.6213 | 0.267956 |
23 | -0.000711 | -0.0068 | 0.502713 |
24 | -0.035154 | -0.3372 | 0.631626 |
25 | -0.000436 | -0.0042 | 0.501663 |
26 | -0.041537 | -0.3984 | 0.654375 |
27 | 0.026138 | 0.2507 | 0.401302 |
28 | -0.026236 | -0.2516 | 0.599062 |
29 | -0.08912 | -0.8548 | 0.80256 |
30 | -0.003726 | -0.0357 | 0.514214 |
31 | 0.022291 | 0.2138 | 0.415584 |
32 | 0.012266 | 0.1177 | 0.453298 |
33 | -0.112016 | -1.0744 | 0.857278 |
34 | 0.148375 | 1.4232 | 0.079036 |
35 | 0.038804 | 0.3722 | 0.355303 |
36 | -0.023709 | -0.2274 | 0.589696 |
37 | -0.011091 | -0.1064 | 0.542243 |
38 | -0.130796 | -1.2545 | 0.89359 |
39 | 0.045765 | 0.439 | 0.330858 |
40 | 0.049187 | 0.4718 | 0.319099 |
41 | -0.011671 | -0.1119 | 0.544445 |
42 | -0.080958 | -0.7765 | 0.780283 |
43 | -0.097435 | -0.9346 | 0.82377 |
44 | -0.019904 | -0.1909 | 0.575492 |
45 | 0.010089 | 0.0968 | 0.461558 |
46 | 0.00575 | 0.0551 | 0.47807 |
47 | -0.038566 | -0.3699 | 0.64385 |
48 | -0.059618 | -0.5718 | 0.715585 |
49 | -0.025309 | -0.2428 | 0.595634 |
50 | 0.168283 | 1.6141 | 0.054964 |
51 | 0.030401 | 0.2916 | 0.385626 |
52 | 0.051045 | 0.4896 | 0.312789 |
53 | 0.037194 | 0.3568 | 0.361047 |
54 | 0.022089 | 0.2119 | 0.416337 |
55 | -0.070957 | -0.6806 | 0.751082 |
56 | 0.017436 | 0.1672 | 0.433775 |
57 | -0.043652 | -0.4187 | 0.661793 |
58 | 0.063418 | 0.6083 | 0.27225 |
59 | 0.002795 | 0.0268 | 0.489335 |