Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.147632 | -1.6105 | 0.054972 |
2 | -0.062282 | -0.6794 | 0.249097 |
3 | -0.051983 | -0.5671 | 0.285869 |
4 | -0.258773 | -2.8229 | 0.00279 |
5 | -0.023128 | -0.2523 | 0.400624 |
6 | 0.179889 | 1.9624 | 0.026028 |
7 | -0.057384 | -0.626 | 0.266262 |
8 | -0.158145 | -1.7252 | 0.043547 |
9 | -0.051846 | -0.5656 | 0.286375 |
10 | -0.099069 | -1.0807 | 0.141004 |
11 | -0.141078 | -1.539 | 0.063232 |
12 | 0.80044 | 8.7318 | 0 |
13 | -0.147311 | -1.607 | 0.055355 |
14 | 0.006518 | 0.0711 | 0.471716 |
15 | -0.023163 | -0.2527 | 0.400477 |
16 | -0.254227 | -2.7733 | 0.003222 |
17 | 0.029956 | 0.3268 | 0.372205 |
18 | 0.160232 | 1.7479 | 0.041528 |
19 | -0.099597 | -1.0865 | 0.139732 |
20 | -0.074618 | -0.814 | 0.208639 |
21 | -0.066593 | -0.7264 | 0.234497 |
22 | -0.133023 | -1.4511 | 0.07469 |
23 | -0.122336 | -1.3345 | 0.092289 |
24 | 0.644308 | 7.0286 | 0 |
25 | -0.158152 | -1.7252 | 0.04354 |
26 | 0.079533 | 0.8676 | 0.193679 |
27 | -0.010508 | -0.1146 | 0.454467 |
28 | -0.271951 | -2.9666 | 0.00182 |
29 | 0.077068 | 0.8407 | 0.201099 |
30 | 0.120098 | 1.3101 | 0.096339 |
31 | -0.095568 | -1.0425 | 0.14964 |
32 | -0.015512 | -0.1692 | 0.432955 |
33 | -0.057804 | -0.6306 | 0.264765 |
34 | -0.154186 | -1.682 | 0.047598 |
35 | -0.114269 | -1.2465 | 0.10751 |
36 | 0.526961 | 5.7485 | 0 |
37 | -0.16493 | -1.7992 | 0.037263 |
38 | 0.092511 | 1.0092 | 0.15747 |
39 | 0.01068 | 0.1165 | 0.453725 |
40 | -0.263905 | -2.8789 | 0.002367 |
41 | 0.123096 | 1.3428 | 0.090943 |
42 | 0.082361 | 0.8985 | 0.185379 |
43 | -0.106062 | -1.157 | 0.124796 |
44 | 0.037607 | 0.4102 | 0.341182 |
45 | -0.063122 | -0.6886 | 0.246214 |
46 | -0.155813 | -1.6997 | 0.045898 |
47 | -0.072924 | -0.7955 | 0.213951 |
48 | 0.397219 | 4.3331 | 1.5e-05 |
49 | -0.131228 | -1.4315 | 0.077449 |
50 | 0.096246 | 1.0499 | 0.147942 |
51 | -0.008665 | -0.0945 | 0.462424 |
52 | -0.239306 | -2.6105 | 0.005101 |
53 | 0.148846 | 1.6237 | 0.053541 |
54 | 0.072815 | 0.7943 | 0.214297 |
55 | -0.096247 | -1.0499 | 0.147938 |
56 | 0.050943 | 0.5557 | 0.28972 |
57 | -0.080111 | -0.8739 | 0.191965 |
58 | -0.130544 | -1.4241 | 0.078522 |
59 | -0.031902 | -0.348 | 0.364222 |
60 | 0.271935 | 2.9665 | 0.001821 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.147632 | -1.6105 | 0.054972 |
2 | -0.08595 | -0.9376 | 0.175173 |
3 | -0.076888 | -0.8388 | 0.201645 |
4 | -0.295183 | -3.2201 | 0.000826 |
5 | -0.147821 | -1.6125 | 0.054747 |
6 | 0.10122 | 1.1042 | 0.13587 |
7 | -0.074179 | -0.8092 | 0.210008 |
8 | -0.29071 | -3.1713 | 0.000965 |
9 | -0.210939 | -2.3011 | 0.011564 |
10 | -0.172856 | -1.8856 | 0.030891 |
11 | -0.412509 | -4.4999 | 8e-06 |
12 | 0.681627 | 7.4357 | 0 |
13 | -0.057132 | -0.6232 | 0.267161 |
14 | 0.038567 | 0.4207 | 0.33736 |
15 | 0.031653 | 0.3453 | 0.365243 |
16 | 0.148782 | 1.623 | 0.053616 |
17 | 0.087335 | 0.9527 | 0.171334 |
18 | 0.0303 | 0.3305 | 0.37079 |
19 | -0.022809 | -0.2488 | 0.401965 |
20 | 0.058409 | 0.6372 | 0.262622 |
21 | 0.00263 | 0.0287 | 0.488578 |
22 | -0.054207 | -0.5913 | 0.27771 |
23 | -0.029598 | -0.3229 | 0.373677 |
24 | 0.029502 | 0.3218 | 0.374073 |
25 | -0.069846 | -0.7619 | 0.223804 |
26 | 0.031161 | 0.3399 | 0.367256 |
27 | -0.01487 | -0.1622 | 0.435709 |
28 | -0.09275 | -1.0118 | 0.156848 |
29 | -0.007484 | -0.0816 | 0.467536 |
30 | -0.057629 | -0.6287 | 0.265388 |
31 | 0.046935 | 0.512 | 0.304799 |
32 | -0.082486 | -0.8998 | 0.185018 |
33 | 0.055203 | 0.6022 | 0.274094 |
34 | -0.051156 | -0.558 | 0.288932 |
35 | -0.028714 | -0.3132 | 0.377327 |
36 | 0.036078 | 0.3936 | 0.347304 |
37 | -0.008555 | -0.0933 | 0.4629 |
38 | -0.130464 | -1.4232 | 0.078649 |
39 | 0.024008 | 0.2619 | 0.396926 |
40 | 0.01028 | 0.1121 | 0.455449 |
41 | 0.022836 | 0.2491 | 0.401854 |
42 | -0.060337 | -0.6582 | 0.255841 |
43 | -0.05174 | -0.5644 | 0.286766 |
44 | 0.017858 | 0.1948 | 0.42294 |
45 | -0.009192 | -0.1003 | 0.46015 |
46 | -0.044905 | -0.4899 | 0.312568 |
47 | 0.036826 | 0.4017 | 0.344303 |
48 | -0.060914 | -0.6645 | 0.253828 |
49 | 0.062228 | 0.6788 | 0.249284 |
50 | -0.022086 | -0.2409 | 0.405011 |
51 | -0.063392 | -0.6915 | 0.245292 |
52 | 0.007082 | 0.0773 | 0.469277 |
53 | -0.019663 | -0.2145 | 0.415261 |
54 | 0.084451 | 0.9212 | 0.179392 |
55 | -0.003492 | -0.0381 | 0.48484 |
56 | -0.077028 | -0.8403 | 0.201219 |
57 | -0.04985 | -0.5438 | 0.293797 |
58 | 0.091249 | 0.9954 | 0.16078 |
59 | -0.002494 | -0.0272 | 0.489172 |
60 | -0.097951 | -1.0685 | 0.143724 |