Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.452021 | 5.1538 | 0 |
2 | 0.294697 | 3.3601 | 0.000512 |
3 | 0.046212 | 0.5269 | 0.299582 |
4 | -0.068723 | -0.7836 | 0.217362 |
5 | -0.195225 | -2.2259 | 0.013871 |
6 | -0.274239 | -3.1268 | 0.00109 |
7 | -0.188552 | -2.1498 | 0.01671 |
8 | -0.177957 | -2.029 | 0.022249 |
9 | -0.174862 | -1.9937 | 0.024137 |
10 | -0.049684 | -0.5665 | 0.286019 |
11 | 0.013362 | 0.1523 | 0.439574 |
12 | -0.063479 | -0.7238 | 0.235251 |
13 | -0.108593 | -1.2381 | 0.108947 |
14 | -0.042323 | -0.4826 | 0.315111 |
15 | 0.034016 | 0.3878 | 0.349383 |
16 | -0.063215 | -0.7208 | 0.236176 |
17 | -0.089825 | -1.0242 | 0.153831 |
18 | -0.05278 | -0.6018 | 0.274185 |
19 | 0.02775 | 0.3164 | 0.376105 |
20 | -0.0248 | -0.2828 | 0.388903 |
21 | 0.098995 | 1.1287 | 0.130549 |
22 | 0.082325 | 0.9387 | 0.174825 |
23 | 0.07392 | 0.8428 | 0.200439 |
24 | 0.00094 | 0.0107 | 0.495732 |
25 | 0.106972 | 1.2197 | 0.1124 |
26 | 0.071822 | 0.8189 | 0.207173 |
27 | -0.004516 | -0.0515 | 0.479505 |
28 | -0.012255 | -0.1397 | 0.444546 |
29 | -0.040695 | -0.464 | 0.321716 |
30 | -0.004205 | -0.0479 | 0.480916 |
31 | -0.09068 | -1.0339 | 0.151548 |
32 | -0.038203 | -0.4356 | 0.331931 |
33 | -0.013083 | -0.1492 | 0.440828 |
34 | -0.005788 | -0.066 | 0.47374 |
35 | 0.067067 | 0.7647 | 0.222924 |
36 | 0.068433 | 0.7803 | 0.218329 |
37 | 0.06516 | 0.7429 | 0.229431 |
38 | -0.037666 | -0.4295 | 0.334151 |
39 | -0.033422 | -0.3811 | 0.351889 |
40 | 0.003572 | 0.0407 | 0.483788 |
41 | -0.026505 | -0.3022 | 0.381491 |
42 | -0.036394 | -0.415 | 0.339428 |
43 | -0.074419 | -0.8485 | 0.198857 |
44 | -0.003771 | -0.043 | 0.482883 |
45 | 0.013559 | 0.1546 | 0.438688 |
46 | 0.035167 | 0.401 | 0.344553 |
47 | 0.048794 | 0.5563 | 0.28947 |
48 | -0.001291 | -0.0147 | 0.494141 |
49 | -0.087774 | -1.0008 | 0.159398 |
50 | -0.020675 | -0.2357 | 0.407007 |
51 | -0.001856 | -0.0212 | 0.491575 |
52 | -0.02079 | -0.237 | 0.4065 |
53 | -0.023057 | -0.2629 | 0.396527 |
54 | -0.10185 | -1.1613 | 0.123829 |
55 | -0.002497 | -0.0285 | 0.488665 |
56 | 0.018762 | 0.2139 | 0.415473 |
57 | -0.000905 | -0.0103 | 0.495891 |
58 | 0.035206 | 0.4014 | 0.344388 |
59 | -0.012307 | -0.1403 | 0.444313 |
60 | -0.00222 | -0.0253 | 0.489923 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.452021 | 5.1538 | 0 |
2 | 0.113582 | 1.295 | 0.098803 |
3 | -0.156871 | -1.7886 | 0.038004 |
4 | -0.090262 | -1.0291 | 0.15266 |
5 | -0.132171 | -1.507 | 0.06712 |
6 | -0.148103 | -1.6886 | 0.046843 |
7 | 0.039689 | 0.4525 | 0.325823 |
8 | -0.063581 | -0.7249 | 0.234898 |
9 | -0.134029 | -1.5282 | 0.064451 |
10 | 0.066757 | 0.7611 | 0.223973 |
11 | 0.008228 | 0.0938 | 0.4627 |
12 | -0.203201 | -2.3168 | 0.011038 |
13 | -0.117965 | -1.345 | 0.090482 |
14 | 0.043765 | 0.499 | 0.309312 |
15 | 0.045595 | 0.5199 | 0.302023 |
16 | -0.165827 | -1.8907 | 0.030444 |
17 | -0.134748 | -1.5364 | 0.06344 |
18 | -0.030856 | -0.3518 | 0.362772 |
19 | 0.072001 | 0.8209 | 0.206591 |
20 | -0.104441 | -1.1908 | 0.11795 |
21 | 0.049557 | 0.565 | 0.286511 |
22 | -0.060718 | -0.6923 | 0.244994 |
23 | -0.028133 | -0.3208 | 0.374452 |
24 | -0.05058 | -0.5767 | 0.282569 |
25 | 0.088548 | 1.0096 | 0.157279 |
26 | -0.062745 | -0.7154 | 0.237822 |
27 | -0.042848 | -0.4885 | 0.312993 |
28 | 0.049019 | 0.5589 | 0.288594 |
29 | -0.101277 | -1.1547 | 0.125159 |
30 | -0.005505 | -0.0628 | 0.475024 |
31 | -0.042765 | -0.4876 | 0.313329 |
32 | 0.006479 | 0.0739 | 0.470612 |
33 | -3.3e-05 | -4e-04 | 0.499848 |
34 | 0.006671 | 0.0761 | 0.469742 |
35 | 0.090136 | 1.0277 | 0.152998 |
36 | -0.054939 | -0.6264 | 0.266074 |
37 | -0.018609 | -0.2122 | 0.41615 |
38 | -0.055516 | -0.633 | 0.26393 |
39 | 0.053836 | 0.6138 | 0.270201 |
40 | 0.000909 | 0.0104 | 0.495872 |
41 | -0.007527 | -0.0858 | 0.465868 |
42 | -0.011001 | -0.1254 | 0.45019 |
43 | -0.074415 | -0.8485 | 0.198869 |
44 | 0.039186 | 0.4468 | 0.327887 |
45 | 0.071216 | 0.812 | 0.20914 |
46 | -0.019591 | -0.2234 | 0.4118 |
47 | -0.032238 | -0.3676 | 0.356894 |
48 | -0.018852 | -0.215 | 0.415071 |
49 | -0.128751 | -1.468 | 0.072262 |
50 | 0.083671 | 0.954 | 0.170927 |
51 | 0.018053 | 0.2058 | 0.41862 |
52 | -0.047042 | -0.5364 | 0.296313 |
53 | 0.013233 | 0.1509 | 0.440151 |
54 | -0.171595 | -1.9565 | 0.026276 |
55 | 0.03168 | 0.3612 | 0.359266 |
56 | 0.065197 | 0.7434 | 0.229302 |
57 | -0.084698 | -0.9657 | 0.167992 |
58 | -0.024088 | -0.2746 | 0.392011 |
59 | 0.000793 | 0.009 | 0.496398 |
60 | -0.10598 | -1.2084 | 0.114553 |