Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.24265 | 2.7666 | 0.003245 |
2 | 0.176144 | 2.0083 | 0.023339 |
3 | 0.005854 | 0.0667 | 0.473445 |
4 | -0.15204 | -1.7335 | 0.042686 |
5 | -0.22627 | -2.5799 | 0.005497 |
6 | -0.359594 | -4.1 | 3.6e-05 |
7 | -0.222803 | -2.5403 | 0.006125 |
8 | -0.180104 | -2.0535 | 0.021015 |
9 | -0.050213 | -0.5725 | 0.28398 |
10 | 0.095418 | 1.0879 | 0.139318 |
11 | 0.298982 | 3.4089 | 0.000434 |
12 | 0.458878 | 5.232 | 0 |
13 | 0.35256 | 4.0198 | 4.9e-05 |
14 | 0.06489 | 0.7399 | 0.230358 |
15 | -0.011628 | -0.1326 | 0.447366 |
16 | -0.263833 | -3.0082 | 0.001578 |
17 | -0.287203 | -3.2746 | 0.000678 |
18 | -0.2964 | -3.3795 | 0.00048 |
19 | -0.261111 | -2.9771 | 0.001736 |
20 | -0.233519 | -2.6625 | 0.004368 |
21 | 0.010742 | 0.1225 | 0.451356 |
22 | 0.019321 | 0.2203 | 0.412993 |
23 | 0.272234 | 3.1039 | 0.001172 |
24 | 0.402559 | 4.5899 | 5e-06 |
25 | 0.224599 | 2.5608 | 0.005793 |
26 | 0.225509 | 2.5712 | 0.00563 |
27 | -0.021014 | -0.2396 | 0.405508 |
28 | -0.119168 | -1.3587 | 0.088293 |
29 | -0.232524 | -2.6512 | 0.004509 |
30 | -0.273971 | -3.1238 | 0.001101 |
31 | -0.209817 | -2.3923 | 0.009088 |
32 | -0.202615 | -2.3102 | 0.011227 |
33 | -0.122292 | -1.3943 | 0.082796 |
34 | 0.061071 | 0.6963 | 0.243735 |
35 | 0.181363 | 2.0679 | 0.020318 |
36 | 0.337085 | 3.8434 | 9.4e-05 |
37 | 0.197887 | 2.2563 | 0.012862 |
38 | 0.131047 | 1.4942 | 0.068778 |
39 | 0.111635 | 1.2728 | 0.102674 |
40 | -0.226808 | -2.586 | 0.005405 |
41 | -0.142794 | -1.6281 | 0.052963 |
42 | -0.289811 | -3.3044 | 0.000615 |
43 | -0.22725 | -2.591 | 0.005331 |
44 | -0.199701 | -2.2769 | 0.012212 |
45 | -0.13666 | -1.5582 | 0.060813 |
46 | 0.059238 | 0.6754 | 0.250307 |
47 | 0.163519 | 1.8644 | 0.03226 |
48 | 0.296452 | 3.3801 | 0.000479 |
49 | 0.20641 | 2.3534 | 0.01005 |
50 | 0.185026 | 2.1096 | 0.018404 |
51 | 0.051947 | 0.5923 | 0.277342 |
52 | -0.115805 | -1.3204 | 0.094513 |
53 | -0.17151 | -1.9555 | 0.026334 |
54 | -0.187605 | -2.139 | 0.017151 |
55 | -0.18959 | -2.1617 | 0.016238 |
56 | -0.156588 | -1.7854 | 0.038266 |
57 | -0.079396 | -0.9053 | 0.183504 |
58 | 0.028076 | 0.3201 | 0.374696 |
59 | 0.146238 | 1.6674 | 0.048924 |
60 | 0.242356 | 2.7633 | 0.003277 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.24265 | 2.7666 | 0.003245 |
2 | 0.124601 | 1.4207 | 0.078903 |
3 | -0.066698 | -0.7605 | 0.224173 |
4 | -0.175188 | -1.9975 | 0.023932 |
5 | -0.165528 | -1.8873 | 0.030674 |
6 | -0.264301 | -3.0135 | 0.001553 |
7 | -0.075495 | -0.8608 | 0.195473 |
8 | -0.083408 | -0.951 | 0.171685 |
9 | -0.03018 | -0.3441 | 0.365661 |
10 | 0.038342 | 0.4372 | 0.33136 |
11 | 0.201985 | 2.303 | 0.011434 |
12 | 0.311312 | 3.5495 | 0.000269 |
13 | 0.18477 | 2.1067 | 0.018532 |
14 | -0.16355 | -1.8648 | 0.032235 |
15 | -0.096196 | -1.0968 | 0.137378 |
16 | -0.235117 | -2.6807 | 0.004149 |
17 | -0.098794 | -1.1264 | 0.13103 |
18 | 0.006112 | 0.0697 | 0.472273 |
19 | 0.017848 | 0.2035 | 0.41953 |
20 | -0.141018 | -1.6079 | 0.055147 |
21 | 0.105197 | 1.1994 | 0.116271 |
22 | -0.152081 | -1.734 | 0.042645 |
23 | 0.028621 | 0.3263 | 0.372351 |
24 | 0.102992 | 1.1743 | 0.121213 |
25 | -0.098699 | -1.1253 | 0.13126 |
26 | 0.106475 | 1.214 | 0.113474 |
27 | 0.092243 | 1.0517 | 0.147436 |
28 | 0.036679 | 0.4182 | 0.338242 |
29 | 0.083319 | 0.95 | 0.171942 |
30 | -0.080437 | -0.9171 | 0.180389 |
31 | -0.051528 | -0.5875 | 0.278942 |
32 | -0.057331 | -0.6537 | 0.257239 |
33 | -0.189531 | -2.161 | 0.016265 |
34 | -0.028626 | -0.3264 | 0.37233 |
35 | 0.025652 | 0.2925 | 0.385195 |
36 | -0.004466 | -0.0509 | 0.479733 |
37 | -0.009567 | -0.1091 | 0.456651 |
38 | -0.10506 | -1.1979 | 0.116574 |
39 | 0.033331 | 0.38 | 0.352271 |
40 | -0.169658 | -1.9344 | 0.027618 |
41 | 0.036526 | 0.4165 | 0.338882 |
42 | -0.076584 | -0.8732 | 0.192084 |
43 | 0.049775 | 0.5675 | 0.28567 |
44 | -0.006356 | -0.0725 | 0.471172 |
45 | 0.008519 | 0.0971 | 0.461386 |
46 | 0.054817 | 0.625 | 0.26653 |
47 | -0.064557 | -0.7361 | 0.231509 |
48 | 0.01555 | 0.1773 | 0.429777 |
49 | -0.094247 | -1.0746 | 0.142277 |
50 | -0.042752 | -0.4874 | 0.313381 |
51 | -0.007989 | -0.0911 | 0.463779 |
52 | -0.099132 | -1.1303 | 0.130221 |
53 | -0.001505 | -0.0172 | 0.493169 |
54 | 0.012616 | 0.1438 | 0.442921 |
55 | 0.032415 | 0.3696 | 0.356145 |
56 | 0.015384 | 0.1754 | 0.430519 |
57 | -0.012096 | -0.1379 | 0.445258 |
58 | -0.089195 | -1.017 | 0.155527 |
59 | -0.024117 | -0.275 | 0.391887 |
60 | -0.09036 | -1.0303 | 0.152401 |