Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.257414 | -2.3452 | 0.010703 |
2 | 0.231509 | 2.1091 | 0.018973 |
3 | -0.129923 | -1.1837 | 0.119964 |
4 | 0.108095 | 0.9848 | 0.163795 |
5 | -0.349165 | -3.181 | 0.001032 |
6 | 0.06651 | 0.6059 | 0.273107 |
7 | -0.291941 | -2.6597 | 0.004692 |
8 | 0.069917 | 0.637 | 0.262946 |
9 | -0.071336 | -0.6499 | 0.258774 |
10 | 0.209795 | 1.9113 | 0.029707 |
11 | -0.312855 | -2.8502 | 0.002754 |
12 | 0.654172 | 5.9598 | 0 |
13 | -0.212432 | -1.9353 | 0.028177 |
14 | 0.198946 | 1.8125 | 0.036764 |
15 | -0.132719 | -1.2091 | 0.115023 |
16 | 0.172815 | 1.5744 | 0.059597 |
17 | -0.242369 | -2.2081 | 0.014998 |
18 | 0.032938 | 0.3001 | 0.382432 |
19 | -0.168654 | -1.5365 | 0.064108 |
20 | 0.070566 | 0.6429 | 0.261035 |
21 | -0.060081 | -0.5474 | 0.292798 |
22 | 0.154377 | 1.4064 | 0.081663 |
23 | -0.271331 | -2.4719 | 0.007741 |
24 | 0.372452 | 3.3932 | 0.00053 |
25 | -0.214388 | -1.9532 | 0.027084 |
26 | 0.113481 | 1.0339 | 0.152102 |
27 | -0.130418 | -1.1882 | 0.119079 |
28 | 0.153369 | 1.3973 | 0.083029 |
29 | -0.075241 | -0.6855 | 0.247475 |
30 | 0.066389 | 0.6048 | 0.273469 |
31 | -0.075951 | -0.6919 | 0.245451 |
32 | 0.000209 | 0.0019 | 0.499243 |
33 | -0.051857 | -0.4724 | 0.318927 |
34 | 0.039707 | 0.3617 | 0.359231 |
35 | -0.196052 | -1.7861 | 0.038866 |
36 | 0.21925 | 1.9975 | 0.024525 |
37 | -0.123361 | -1.1239 | 0.132153 |
38 | 0.079505 | 0.7243 | 0.235451 |
39 | -0.040949 | -0.3731 | 0.355026 |
40 | 0.10691 | 0.974 | 0.166445 |
41 | 0.004684 | 0.0427 | 0.483031 |
42 | 0.036099 | 0.3289 | 0.371539 |
43 | -0.044828 | -0.4084 | 0.342015 |
44 | -0.049323 | -0.4494 | 0.327173 |
45 | -0.05177 | -0.4716 | 0.319208 |
46 | -0.053066 | -0.4835 | 0.315024 |
47 | -0.128386 | -1.1697 | 0.122744 |
48 | 0.066444 | 0.6053 | 0.273303 |
49 | -0.066658 | -0.6073 | 0.272661 |
50 | 0.077673 | 0.7076 | 0.240577 |
51 | 0.035201 | 0.3207 | 0.374622 |
52 | 0.075287 | 0.6859 | 0.247343 |
53 | 0.038098 | 0.3471 | 0.3647 |
54 | 0.052512 | 0.4784 | 0.316811 |
55 | -0.013767 | -0.1254 | 0.450245 |
56 | -0.066349 | -0.6045 | 0.273592 |
57 | -0.064447 | -0.5871 | 0.279351 |
58 | -0.08657 | -0.7887 | 0.21627 |
59 | -0.075507 | -0.6879 | 0.246717 |
60 | 0.041177 | 0.3751 | 0.354256 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.257414 | -2.3452 | 0.010703 |
2 | 0.176974 | 1.6123 | 0.055346 |
3 | -0.03905 | -0.3558 | 0.36146 |
4 | 0.035831 | 0.3264 | 0.372459 |
5 | -0.320932 | -2.9238 | 0.002228 |
6 | -0.111427 | -1.0152 | 0.156492 |
7 | -0.223042 | -2.032 | 0.022676 |
8 | -0.08023 | -0.7309 | 0.233441 |
9 | 0.014789 | 0.1347 | 0.446576 |
10 | 0.112652 | 1.0263 | 0.153865 |
11 | -0.336678 | -3.0673 | 0.001458 |
12 | 0.501353 | 4.5675 | 8e-06 |
13 | -0.00446 | -0.0406 | 0.483843 |
14 | -0.026918 | -0.2452 | 0.403441 |
15 | 0.030321 | 0.2762 | 0.391528 |
16 | 0.026905 | 0.2451 | 0.403485 |
17 | 0.132459 | 1.2068 | 0.115477 |
18 | -0.124969 | -1.1385 | 0.129089 |
19 | 0.083612 | 0.7617 | 0.224188 |
20 | 0.109817 | 1.0005 | 0.159993 |
21 | 0.004889 | 0.0445 | 0.482292 |
22 | -0.039147 | -0.3566 | 0.361131 |
23 | -0.000815 | -0.0074 | 0.497046 |
24 | -0.072181 | -0.6576 | 0.256307 |
25 | -0.09515 | -0.8669 | 0.19426 |
26 | -0.102425 | -0.9331 | 0.176729 |
27 | 0.038138 | 0.3475 | 0.364565 |
28 | -0.03876 | -0.3531 | 0.362448 |
29 | 0.064284 | 0.5857 | 0.279849 |
30 | 0.058557 | 0.5335 | 0.297564 |
31 | -0.031676 | -0.2886 | 0.386811 |
32 | -0.155958 | -1.4208 | 0.079553 |
33 | -0.059602 | -0.543 | 0.294293 |
34 | -0.046419 | -0.4229 | 0.336733 |
35 | 0.030655 | 0.2793 | 0.390364 |
36 | 0.003755 | 0.0342 | 0.486395 |
37 | 0.066249 | 0.6036 | 0.273892 |
38 | 0.012523 | 0.1141 | 0.454719 |
39 | 0.039989 | 0.3643 | 0.358273 |
40 | 0.026251 | 0.2392 | 0.405785 |
41 | 0.037776 | 0.3442 | 0.365798 |
42 | 0.001432 | 0.013 | 0.494813 |
43 | -0.087887 | -0.8007 | 0.212798 |
44 | 0.009238 | 0.0842 | 0.466567 |
45 | -0.057675 | -0.5254 | 0.300337 |
46 | -0.05686 | -0.518 | 0.302911 |
47 | 0.036919 | 0.3363 | 0.368729 |
48 | -0.110877 | -1.0101 | 0.157683 |
49 | -0.10306 | -0.9389 | 0.175249 |
50 | -0.019716 | -0.1796 | 0.428943 |
51 | -0.027899 | -0.2542 | 0.399995 |
52 | 0.00771 | 0.0702 | 0.472085 |
53 | -0.090001 | -0.8199 | 0.207297 |
54 | 0.110308 | 1.005 | 0.15892 |
55 | 0.045684 | 0.4162 | 0.339168 |
56 | -0.059208 | -0.5394 | 0.295524 |
57 | -0.078092 | -0.7115 | 0.239399 |
58 | -0.021954 | -0.2 | 0.420981 |
59 | -0.00996 | -0.0907 | 0.463959 |
60 | 0.073268 | 0.6675 | 0.25315 |