Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.8882 | 0 |
1 | 0.134468 | 1.1952 | 0.117796 |
2 | -0.10643 | -0.946 | 0.826477 |
3 | -0.082667 | -0.7348 | 0.76767 |
4 | 0.075642 | 0.6723 | 0.251671 |
5 | -0.032009 | -0.2845 | 0.611615 |
6 | 0.0603 | 0.536 | 0.296747 |
7 | -0.01681 | -0.1494 | 0.559196 |
8 | -0.350335 | -3.1138 | 0.998714 |
9 | -0.085744 | -0.7621 | 0.775867 |
10 | 0.148794 | 1.3225 | 0.094907 |
11 | 0.160109 | 1.4231 | 0.079325 |
12 | -0.092345 | -0.8208 | 0.792878 |
13 | 0.034705 | 0.3085 | 0.379269 |
14 | -0.084271 | -0.749 | 0.771964 |
15 | -0.097821 | -0.8694 | 0.806382 |
16 | -0.05213 | -0.4633 | 0.677804 |
17 | 0.012177 | 0.1082 | 0.457043 |
18 | -0.025286 | -0.2247 | 0.588622 |
19 | -0.016264 | -0.1446 | 0.557287 |
20 | 0.204034 | 1.8135 | 0.036776 |
21 | 0.085708 | 0.7618 | 0.224226 |
22 | 0.052832 | 0.4696 | 0.319972 |
23 | -0.080245 | -0.7132 | 0.761098 |
24 | 0.183876 | 1.6343 | 0.053085 |
25 | 0.053029 | 0.4713 | 0.319353 |
26 | -0.057228 | -0.5087 | 0.693795 |
27 | -0.205055 | -1.8226 | 0.963924 |
28 | -0.188755 | -1.6777 | 0.95132 |
29 | -0.101943 | -0.9061 | 0.816177 |
30 | 0.058022 | 0.5157 | 0.303748 |
31 | 0.088378 | 0.7855 | 0.21725 |
32 | -0.118806 | -1.056 | 0.8529 |
33 | -0.09401 | -0.8356 | 0.797045 |
34 | -0.044813 | -0.3983 | 0.654262 |
35 | 0.108989 | 0.9687 | 0.167822 |
36 | 0.050427 | 0.4482 | 0.327617 |
37 | 0.017751 | 0.1578 | 0.437518 |
38 | -0.052378 | -0.4655 | 0.678588 |
39 | -0.04148 | -0.3687 | 0.643326 |
40 | 0.017584 | 0.1563 | 0.4381 |
41 | 0.111565 | 0.9916 | 0.162207 |
42 | 0.124619 | 1.1076 | 0.13569 |
43 | -0.036977 | -0.3287 | 0.628359 |
44 | -0.04176 | -0.3712 | 0.64425 |
45 | 0.04283 | 0.3807 | 0.35223 |
46 | 0.00889 | 0.079 | 0.46861 |
47 | -0.081876 | -0.7277 | 0.765535 |
48 | -0.045475 | -0.4042 | 0.656418 |
49 | -0.035949 | -0.3195 | 0.624911 |
50 | -0.081432 | -0.7238 | 0.764333 |
51 | -0.030695 | -0.2728 | 0.607148 |
52 | 0.009199 | 0.0818 | 0.467523 |
53 | -0.041321 | -0.3673 | 0.6428 |
54 | -0.046884 | -0.4167 | 0.66099 |
55 | 0.022677 | 0.2016 | 0.420389 |
56 | -0.009014 | -0.0801 | 0.531826 |
57 | -0.021484 | -0.191 | 0.575476 |
58 | 0.038585 | 0.343 | 0.366273 |
59 | 0.058607 | 0.5209 | 0.301943 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.134468 | 1.1952 | 0.117796 |
1 | -0.126805 | -1.1271 | 0.868437 |
2 | -0.051225 | -0.4553 | 0.674927 |
3 | 0.084941 | 0.755 | 0.226255 |
4 | -0.073693 | -0.655 | 0.742815 |
5 | 0.092575 | 0.8228 | 0.206542 |
6 | -0.040962 | -0.3641 | 0.641612 |
7 | -0.362485 | -3.2218 | 0.999075 |
8 | 0.048809 | 0.4338 | 0.3328 |
9 | 0.084087 | 0.7474 | 0.228526 |
10 | 0.081908 | 0.728 | 0.234378 |
11 | -0.053947 | -0.4795 | 0.683544 |
12 | 0.060027 | 0.5335 | 0.297581 |
13 | -0.101451 | -0.9017 | 0.815025 |
14 | -0.10341 | -0.9191 | 0.819586 |
15 | -0.153591 | -1.3651 | 0.911959 |
16 | -0.049829 | -0.4429 | 0.670473 |
17 | 0.084509 | 0.7511 | 0.227403 |
18 | 0.078454 | 0.6973 | 0.243827 |
19 | 0.205955 | 1.8306 | 0.035468 |
20 | 0.067077 | 0.5962 | 0.276376 |
21 | 0.008795 | 0.0782 | 0.468944 |
22 | -0.190261 | -1.6911 | 0.952618 |
23 | 0.123987 | 1.102 | 0.136899 |
24 | 0.038163 | 0.3392 | 0.36768 |
25 | -0.037497 | -0.3333 | 0.630098 |
26 | -0.115493 | -1.0265 | 0.846111 |
27 | -0.10046 | -0.8929 | 0.812691 |
28 | -0.059896 | -0.5324 | 0.702016 |
29 | 0.006721 | 0.0597 | 0.476259 |
30 | -0.084577 | -0.7517 | 0.772779 |
31 | -0.027765 | -0.2468 | 0.59714 |
32 | 0.013202 | 0.1173 | 0.453444 |
33 | -0.064423 | -0.5726 | 0.715731 |
34 | -0.027046 | -0.2404 | 0.594674 |
35 | 0.021956 | 0.1951 | 0.42289 |
36 | -0.019275 | -0.1713 | 0.567796 |
37 | 0.075163 | 0.6681 | 0.25302 |
38 | 0.038899 | 0.3457 | 0.365229 |
39 | -0.034005 | -0.3022 | 0.61837 |
40 | 0.032481 | 0.2887 | 0.386784 |
41 | 0.001797 | 0.016 | 0.493649 |
42 | -0.068911 | -0.6125 | 0.729015 |
43 | -0.075888 | -0.6745 | 0.749022 |
44 | 0.06892 | 0.6126 | 0.270958 |
45 | -0.073957 | -0.6573 | 0.743566 |
46 | 0.021082 | 0.1874 | 0.425921 |
47 | -0.025954 | -0.2307 | 0.590922 |
48 | -0.007665 | -0.0681 | 0.527071 |
49 | -0.043287 | -0.3847 | 0.649269 |
50 | -0.017082 | -0.1518 | 0.560145 |
51 | 0.002355 | 0.0209 | 0.491678 |
52 | 0.045583 | 0.4051 | 0.343232 |
53 | -0.059405 | -0.528 | 0.700512 |
54 | -0.126189 | -1.1216 | 0.867284 |
55 | -0.051915 | -0.4614 | 0.677121 |
56 | 0.007196 | 0.064 | 0.474583 |
57 | 0.040613 | 0.361 | 0.359541 |
58 | 0.041448 | 0.3684 | 0.356781 |
59 | -0.01387 | -0.1233 | 0.548901 |