Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.26661 | 2.1985 | 0.015659 |
2 | 0.033653 | 0.2775 | 0.391116 |
3 | 0.197655 | 1.6299 | 0.053873 |
4 | 0.121119 | 0.9988 | 0.160723 |
5 | 0.359711 | 2.9663 | 0.002078 |
6 | 0.419511 | 3.4594 | 0.00047 |
7 | 0.270282 | 2.2288 | 0.014568 |
8 | 0.082996 | 0.6844 | 0.248024 |
9 | 0.046117 | 0.3803 | 0.352459 |
10 | -0.131488 | -1.0843 | 0.141035 |
11 | 0.10252 | 0.8454 | 0.200426 |
12 | 0.530372 | 4.3736 | 2.1e-05 |
13 | 0.024833 | 0.2048 | 0.419179 |
14 | -0.202743 | -1.6719 | 0.049574 |
15 | -0.143557 | -1.1838 | 0.120306 |
16 | -0.099368 | -0.8194 | 0.207708 |
17 | 0.082206 | 0.6779 | 0.250071 |
18 | 0.060175 | 0.4962 | 0.31067 |
19 | -0.016043 | -0.1323 | 0.447572 |
20 | -0.175017 | -1.4432 | 0.076773 |
21 | -0.206658 | -1.7041 | 0.04646 |
22 | -0.276339 | -2.2788 | 0.012914 |
23 | -0.100819 | -0.8314 | 0.204337 |
24 | 0.181283 | 1.4949 | 0.069784 |
25 | -0.128167 | -1.0569 | 0.14715 |
26 | -0.312456 | -2.5766 | 0.006077 |
27 | -0.283703 | -2.3395 | 0.011128 |
28 | -0.138009 | -1.1381 | 0.129546 |
29 | -0.036233 | -0.2988 | 0.383008 |
30 | -0.070689 | -0.5829 | 0.280938 |
31 | -0.057706 | -0.4759 | 0.317852 |
32 | -0.224853 | -1.8542 | 0.034025 |
33 | -0.219597 | -1.8108 | 0.037291 |
34 | -0.176644 | -1.4566 | 0.074908 |
35 | -0.149115 | -1.2296 | 0.111536 |
36 | 0.154217 | 1.2717 | 0.103904 |
37 | -0.095226 | -0.7853 | 0.217517 |
38 | -0.273837 | -2.2581 | 0.013576 |
39 | -0.133966 | -1.1047 | 0.136588 |
40 | -0.088201 | -0.7273 | 0.234763 |
41 | -0.01611 | -0.1328 | 0.447353 |
42 | 0.067253 | 0.5546 | 0.2905 |
43 | -0.009913 | -0.0817 | 0.467544 |
44 | -0.146199 | -1.2056 | 0.116077 |
45 | -0.018915 | -0.156 | 0.438257 |
46 | -0.047383 | -0.3907 | 0.34861 |
47 | -0.034024 | -0.2806 | 0.389946 |
48 | 0.206994 | 1.7069 | 0.0462 |
49 | 0.013801 | 0.1138 | 0.454863 |
50 | -0.085483 | -0.7049 | 0.241637 |
51 | 0.019763 | 0.163 | 0.435514 |
52 | 0.005825 | 0.048 | 0.480914 |
53 | 0.04344 | 0.3582 | 0.360645 |
54 | 0.113209 | 0.9335 | 0.176921 |
55 | 0.036958 | 0.3048 | 0.380739 |
56 | -0.052884 | -0.4361 | 0.332074 |
57 | 0.043482 | 0.3586 | 0.360518 |
58 | -0.008371 | -0.069 | 0.472584 |
59 | 0.006309 | 0.052 | 0.47933 |
60 | 0.120236 | 0.9915 | 0.16248 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.26661 | 2.1985 | 0.015659 |
2 | -0.040292 | -0.3323 | 0.370359 |
3 | 0.214645 | 1.77 | 0.040604 |
4 | 0.01212 | 0.0999 | 0.460341 |
5 | 0.378202 | 3.1187 | 0.001332 |
6 | 0.256046 | 2.1114 | 0.019208 |
7 | 0.223292 | 1.8413 | 0.034969 |
8 | -0.075838 | -0.6254 | 0.26691 |
9 | -0.056518 | -0.4661 | 0.321332 |
10 | -0.495224 | -4.0837 | 6e-05 |
11 | -0.133528 | -1.1011 | 0.137368 |
12 | 0.35031 | 2.8887 | 0.002592 |
13 | -0.141596 | -1.1676 | 0.123518 |
14 | -0.198656 | -1.6382 | 0.053004 |
15 | -0.184667 | -1.5228 | 0.066222 |
16 | 0.134988 | 1.1131 | 0.134784 |
17 | 0.022364 | 0.1844 | 0.427118 |
18 | -0.086967 | -0.7171 | 0.23787 |
19 | 0.016816 | 0.1387 | 0.445063 |
20 | -0.030566 | -0.2521 | 0.400881 |
21 | 0.025753 | 0.2124 | 0.416228 |
22 | 0.002617 | 0.0216 | 0.491422 |
23 | -0.058297 | -0.4807 | 0.316127 |
24 | -0.110851 | -0.9141 | 0.181948 |
25 | -0.052287 | -0.4312 | 0.333855 |
26 | 0.025158 | 0.2075 | 0.418135 |
27 | -0.008512 | -0.0702 | 0.472122 |
28 | 0.04199 | 0.3463 | 0.365108 |
29 | -0.056525 | -0.4661 | 0.32131 |
30 | -0.014046 | -0.1158 | 0.454065 |
31 | 0.070894 | 0.5846 | 0.280374 |
32 | -0.043242 | -0.3566 | 0.361253 |
33 | -0.070218 | -0.579 | 0.282239 |
34 | 0.011598 | 0.0956 | 0.462043 |
35 | -0.181805 | -1.4992 | 0.069225 |
36 | 0.115142 | 0.9495 | 0.172869 |
37 | -0.144424 | -1.1909 | 0.118907 |
38 | 0.007697 | 0.0635 | 0.474789 |
39 | 0.073552 | 0.6065 | 0.273093 |
40 | -0.051741 | -0.4267 | 0.335485 |
41 | -0.013747 | -0.1134 | 0.45504 |
42 | 0.189845 | 1.5655 | 0.061054 |
43 | -0.026228 | -0.2163 | 0.414709 |
44 | -0.045246 | -0.3731 | 0.355116 |
45 | 0.063141 | 0.5207 | 0.302143 |
46 | 0.024371 | 0.201 | 0.420661 |
47 | -0.071105 | -0.5863 | 0.279793 |
48 | -0.18 | -1.4843 | 0.071173 |
49 | 0.037207 | 0.3068 | 0.379962 |
50 | 0.041926 | 0.3457 | 0.365307 |
51 | -0.059112 | -0.4874 | 0.313755 |
52 | -0.018868 | -0.1556 | 0.438408 |
53 | -0.068393 | -0.564 | 0.287311 |
54 | -0.07875 | -0.6494 | 0.259136 |
55 | -0.001522 | -0.0126 | 0.495011 |
56 | 0.084784 | 0.6991 | 0.243422 |
57 | -0.074192 | -0.6118 | 0.271355 |
58 | -0.059413 | -0.4899 | 0.31288 |
59 | 0.040422 | 0.3333 | 0.369955 |
60 | 0.000213 | 0.0018 | 0.499301 |