Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.051402 | -0.5317 | 0.298016 |
2 | -0.044393 | -0.4592 | 0.323511 |
3 | -0.450935 | -4.6645 | 4e-06 |
4 | -0.205607 | -2.1268 | 0.017867 |
5 | 0.023364 | 0.2417 | 0.404744 |
6 | 0.109813 | 1.1359 | 0.129265 |
7 | 0.11215 | 1.1601 | 0.124298 |
8 | -0.023364 | -0.2417 | 0.404744 |
9 | 0.259346 | 2.6827 | 0.004231 |
10 | -0.100467 | -1.0392 | 0.150518 |
11 | 0.149533 | 1.5468 | 0.062435 |
12 | -0.42757 | -4.4228 | 1.2e-05 |
13 | 0.009346 | 0.0967 | 0.461583 |
14 | 0.009346 | 0.0967 | 0.461583 |
15 | 0.119159 | 1.2326 | 0.110215 |
16 | 0.074766 | 0.7734 | 0.220499 |
17 | -0.060748 | -0.6284 | 0.265547 |
18 | 0.074766 | 0.7734 | 0.220499 |
19 | -0.070093 | -0.7251 | 0.235001 |
20 | 0.109813 | 1.1359 | 0.129265 |
21 | -0.142523 | -1.4743 | 0.071672 |
22 | -0.060748 | -0.6284 | 0.265547 |
23 | -0.002336 | -0.0242 | 0.490382 |
24 | 0.116822 | 1.2084 | 0.114775 |
25 | 0.014019 | 0.145 | 0.442488 |
26 | -0.011682 | -0.1208 | 0.452021 |
27 | 0.004673 | 0.0483 | 0.480769 |
28 | -0.086449 | -0.8942 | 0.186603 |
29 | 0.049065 | 0.5075 | 0.306411 |
30 | -0.095794 | -0.9909 | 0.161984 |
31 | 0.037383 | 0.3867 | 0.349875 |
32 | 0.102804 | 1.0634 | 0.144995 |
33 | 0.051402 | 0.5317 | 0.298016 |
34 | 0.11215 | 1.1601 | 0.124298 |
35 | -0.198598 | -2.0543 | 0.021191 |
36 | -0.193925 | -2.006 | 0.023691 |
37 | -0.011682 | -0.1208 | 0.452021 |
38 | 0.147196 | 1.5226 | 0.065403 |
39 | 0.121495 | 1.2568 | 0.105789 |
40 | 0.123832 | 1.2809 | 0.101495 |
41 | -0.051402 | -0.5317 | 0.298016 |
42 | -0.168224 | -1.7401 | 0.042356 |
43 | 0.014019 | 0.145 | 0.442488 |
44 | -0.140187 | -1.4501 | 0.074977 |
45 | 0.077103 | 0.7976 | 0.213447 |
46 | 0.004673 | 0.0483 | 0.480769 |
47 | 0.130841 | 1.3534 | 0.089385 |
48 | 0.098131 | 1.0151 | 0.15618 |
49 | -0.063084 | -0.6525 | 0.257724 |
50 | -0.07243 | -0.7492 | 0.227684 |
51 | -0.095794 | -0.9909 | 0.161984 |
52 | 0.051402 | 0.5317 | 0.298016 |
53 | -0.067757 | -0.7009 | 0.242448 |
54 | 0.133178 | 1.3776 | 0.085601 |
55 | -0.077103 | -0.7976 | 0.213447 |
56 | 0.100467 | 1.0392 | 0.150518 |
57 | -0.014019 | -0.145 | 0.442488 |
58 | 0.007009 | 0.0725 | 0.471168 |
59 | -0.044393 | -0.4592 | 0.323511 |
60 | -0.133178 | -1.3776 | 0.085601 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.051402 | -0.5317 | 0.298016 |
2 | -0.047159 | -0.4878 | 0.313338 |
3 | -0.457974 | -4.7373 | 3e-06 |
4 | -0.338684 | -3.5034 | 0.000336 |
5 | -0.152622 | -1.5787 | 0.058675 |
6 | -0.246508 | -2.5499 | 0.006096 |
7 | -0.288566 | -2.9849 | 0.001758 |
8 | -0.363594 | -3.761 | 0.000138 |
9 | 0.097764 | 1.0113 | 0.157081 |
10 | -0.131789 | -1.3632 | 0.087835 |
11 | 0.182502 | 1.8878 | 0.03088 |
12 | -0.217413 | -2.2489 | 0.013282 |
13 | 0.102628 | 1.0616 | 0.145405 |
14 | 0.19926 | 2.0612 | 0.020856 |
15 | -0.028755 | -0.2974 | 0.383352 |
16 | -0.070332 | -0.7275 | 0.234249 |
17 | -0.065472 | -0.6772 | 0.249857 |
18 | 0.053178 | 0.5501 | 0.291706 |
19 | -0.112645 | -1.1652 | 0.123262 |
20 | -0.149783 | -1.5494 | 0.062124 |
21 | 0.054765 | 0.5665 | 0.286123 |
22 | -0.232192 | -2.4018 | 0.009019 |
23 | 0.1323 | 1.3685 | 0.087008 |
24 | -0.048378 | -0.5004 | 0.3089 |
25 | -0.091961 | -0.9512 | 0.171811 |
26 | 0.085113 | 0.8804 | 0.190305 |
27 | 0.050478 | 0.5222 | 0.301322 |
28 | -0.044252 | -0.4577 | 0.324032 |
29 | -0.183484 | -1.898 | 0.030197 |
30 | -0.129832 | -1.343 | 0.091057 |
31 | -0.15932 | -1.648 | 0.051141 |
32 | -0.04498 | -0.4653 | 0.321341 |
33 | -0.018689 | -0.1933 | 0.423538 |
34 | 0.078694 | 0.814 | 0.208723 |
35 | 0.073848 | 0.7639 | 0.223306 |
36 | -0.096844 | -1.0018 | 0.159359 |
37 | 0.071372 | 0.7383 | 0.230982 |
38 | 0.026249 | 0.2715 | 0.393258 |
39 | -0.016515 | -0.1708 | 0.432338 |
40 | 0.068455 | 0.7081 | 0.240211 |
41 | 0.025376 | 0.2625 | 0.396724 |
42 | -0.115786 | -1.1977 | 0.116839 |
43 | -0.018688 | -0.1933 | 0.423541 |
44 | -0.075894 | -0.785 | 0.21708 |
45 | -0.064886 | -0.6712 | 0.251776 |
46 | 0.033972 | 0.3514 | 0.362985 |
47 | 0.021257 | 0.2199 | 0.413192 |
48 | 0.078373 | 0.8107 | 0.209668 |
49 | -0.007341 | -0.0759 | 0.469806 |
50 | 0.072193 | 0.7468 | 0.228419 |
51 | 0.069307 | 0.7169 | 0.237492 |
52 | 0.054351 | 0.5622 | 0.287572 |
53 | -0.012551 | -0.1298 | 0.448472 |
54 | -0.01531 | -0.1584 | 0.437231 |
55 | -0.004617 | -0.0478 | 0.481001 |
56 | 0.056533 | 0.5848 | 0.279962 |
57 | -0.045782 | -0.4736 | 0.318386 |
58 | -0.01142 | -0.1181 | 0.453095 |
59 | 0.090675 | 0.9379 | 0.175192 |
60 | -0.067161 | -0.6947 | 0.244369 |