Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.197979 | 1.7708 | 0.040203 |
2 | -0.130343 | -1.1658 | 0.876426 |
3 | 0.124082 | 1.1098 | 0.1352 |
4 | -0.081961 | -0.7331 | 0.767173 |
5 | 0.022775 | 0.2037 | 0.41955 |
6 | 0.287276 | 2.5695 | 0.006021 |
7 | -0.010172 | -0.091 | 0.536132 |
8 | -0.070169 | -0.6276 | 0.733978 |
9 | 0.091732 | 0.8205 | 0.207192 |
10 | -0.18373 | -1.6433 | 0.94788 |
11 | 0.075857 | 0.6785 | 0.24971 |
12 | 0.605273 | 5.4137 | 0 |
13 | 0.098191 | 0.8782 | 0.19122 |
14 | -0.213864 | -1.9129 | 0.970327 |
15 | 0.041007 | 0.3668 | 0.357376 |
16 | -0.151636 | -1.3563 | 0.910586 |
17 | -0.129801 | -1.161 | 0.875448 |
18 | 0.173458 | 1.5515 | 0.06237 |
19 | -0.029199 | -0.2612 | 0.602681 |
20 | -0.060356 | -0.5398 | 0.704597 |
21 | 0.059237 | 0.5298 | 0.298849 |
22 | -0.246114 | -2.2013 | 0.984702 |
23 | 0.027092 | 0.2423 | 0.404576 |
24 | 0.498235 | 4.4564 | 1.3e-05 |
25 | 0.069802 | 0.6243 | 0.267095 |
26 | -0.142181 | -1.2717 | 0.896419 |
27 | -0.028922 | -0.2587 | 0.601729 |
28 | -0.184627 | -1.6514 | 0.948707 |
29 | -0.133732 | -1.1961 | 0.882411 |
30 | 0.093954 | 0.8403 | 0.201608 |
31 | -0.092189 | -0.8246 | 0.793963 |
32 | -0.090485 | -0.8093 | 0.789635 |
33 | -0.04675 | -0.4181 | 0.66152 |
34 | -0.242302 | -2.1672 | 0.983404 |
35 | -0.024407 | -0.2183 | 0.586125 |
36 | 0.318656 | 2.8501 | 0.002778 |
37 | -0.039606 | -0.3542 | 0.637957 |
38 | -0.183063 | -1.6374 | 0.947259 |
39 | -0.039873 | -0.3566 | 0.638848 |
40 | -0.193935 | -1.7346 | 0.956669 |
41 | -0.126142 | -1.1283 | 0.868707 |
42 | 0.006769 | 0.0605 | 0.475938 |
43 | -0.055314 | -0.4947 | 0.68893 |
44 | -0.026896 | -0.2406 | 0.594747 |
45 | 0.034371 | 0.3074 | 0.37966 |
46 | -0.141748 | -1.2678 | 0.895732 |
47 | -0.031253 | -0.2795 | 0.609721 |
48 | 0.224246 | 2.0057 | 0.024133 |
49 | 0.024037 | 0.215 | 0.41516 |
50 | -0.089548 | -0.8009 | 0.787232 |
51 | 0.021827 | 0.1952 | 0.422856 |
52 | -0.15341 | -1.3721 | 0.913072 |
53 | -0.120096 | -1.0742 | 0.857013 |
54 | 0.025284 | 0.2261 | 0.410832 |
55 | -0.054695 | -0.4892 | 0.686983 |
56 | -0.019565 | -0.175 | 0.569239 |
57 | 0.000492 | 0.0044 | 0.498251 |
58 | -0.125334 | -1.121 | 0.867183 |
59 | -0.030926 | -0.2766 | 0.608605 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.197979 | 1.7708 | 0.040203 |
1 | -0.176455 | -1.5783 | 0.940775 |
2 | 0.203435 | 1.8196 | 0.036282 |
3 | -0.207054 | -1.8519 | 0.966139 |
4 | 0.183289 | 1.6394 | 0.05253 |
5 | 0.174816 | 1.5636 | 0.060929 |
6 | -0.083647 | -0.7482 | 0.771722 |
7 | 0.022603 | 0.2022 | 0.420148 |
8 | 0.01856 | 0.166 | 0.434285 |
9 | -0.193753 | -1.733 | 0.956524 |
10 | 0.24606 | 2.2008 | 0.015316 |
11 | 0.481177 | 4.3038 | 2.4e-05 |
12 | -0.113623 | -1.0163 | 0.843718 |
13 | -0.206059 | -1.8431 | 0.965487 |
14 | 0.011684 | 0.1045 | 0.458514 |
15 | -0.09777 | -0.8745 | 0.807762 |
16 | -0.186119 | -1.6647 | 0.950057 |
17 | -0.013671 | -0.1223 | 0.548506 |
18 | 0.07293 | 0.6523 | 0.258038 |
19 | 0.048255 | 0.4316 | 0.333596 |
20 | -0.036719 | -0.3284 | 0.628275 |
21 | -0.081077 | -0.7252 | 0.764769 |
22 | 0.156235 | 1.3974 | 0.083077 |
23 | 0.126455 | 1.1311 | 0.130706 |
24 | -0.04974 | -0.4449 | 0.671198 |
25 | 0.061433 | 0.5495 | 0.292106 |
26 | -0.141871 | -1.2689 | 0.895927 |
27 | -0.023703 | -0.212 | 0.58368 |
28 | -0.047024 | -0.4206 | 0.662411 |
29 | -0.076099 | -0.6806 | 0.75097 |
30 | -0.153453 | -1.3725 | 0.913133 |
31 | -0.045268 | -0.4049 | 0.656682 |
32 | -0.115638 | -1.0343 | 0.847943 |
33 | 0.077415 | 0.6924 | 0.245338 |
34 | -0.047132 | -0.4216 | 0.662763 |
35 | -0.029661 | -0.2653 | 0.604268 |
36 | -0.094104 | -0.8417 | 0.798764 |
37 | 0.015618 | 0.1397 | 0.444626 |
38 | 0.015301 | 0.1369 | 0.445744 |
39 | 0.024932 | 0.223 | 0.412051 |
40 | 0.008974 | 0.0803 | 0.468113 |
41 | -0.076994 | -0.6887 | 0.753483 |
42 | 0.140506 | 1.2567 | 0.106255 |
43 | -0.048508 | -0.4339 | 0.667224 |
44 | 0.116848 | 1.0451 | 0.149558 |
45 | 0.052754 | 0.4718 | 0.319162 |
46 | -0.141208 | -1.263 | 0.894871 |
47 | -0.057614 | -0.5153 | 0.696124 |
48 | 0.065983 | 0.5902 | 0.278371 |
49 | -0.036507 | -0.3265 | 0.62756 |
50 | 0.041418 | 0.3705 | 0.356012 |
51 | -0.109983 | -0.9837 | 0.835891 |
52 | 0.023701 | 0.212 | 0.416327 |
53 | -0.010159 | -0.0909 | 0.536086 |
54 | -0.08792 | -0.7864 | 0.783016 |
55 | -0.031097 | -0.2781 | 0.609188 |
56 | 0.008967 | 0.0802 | 0.468138 |
57 | -0.043052 | -0.3851 | 0.649395 |
58 | -0.004791 | -0.0429 | 0.517038 |
59 | -0.021533 | -0.1926 | 0.576118 |