Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.346047 | 2.8952 | 0.002525 |
2 | -0.306828 | -2.5671 | 0.006197 |
3 | -0.412925 | -3.4548 | 0.00047 |
4 | -0.238984 | -1.9995 | 0.02472 |
5 | 0.060936 | 0.5098 | 0.305888 |
6 | 0.210388 | 1.7602 | 0.041368 |
7 | 0.074172 | 0.6206 | 0.268449 |
8 | -0.196659 | -1.6454 | 0.052189 |
9 | -0.352508 | -2.9493 | 0.002164 |
10 | -0.25518 | -2.135 | 0.018132 |
11 | 0.307698 | 2.5744 | 0.00608 |
12 | 0.798862 | 6.6838 | 0 |
13 | 0.250522 | 2.096 | 0.019849 |
14 | -0.29198 | -2.4429 | 0.008548 |
15 | -0.349876 | -2.9273 | 0.002305 |
16 | -0.197936 | -1.6561 | 0.051094 |
17 | 0.051542 | 0.4312 | 0.333811 |
18 | 0.166262 | 1.391 | 0.084308 |
19 | 0.044449 | 0.3719 | 0.35555 |
20 | -0.186159 | -1.5575 | 0.061929 |
21 | -0.301621 | -2.5235 | 0.006945 |
22 | -0.202801 | -1.6968 | 0.047093 |
23 | 0.251221 | 2.1019 | 0.019582 |
24 | 0.620737 | 5.1935 | 1e-06 |
25 | 0.176697 | 1.4784 | 0.071899 |
26 | -0.265633 | -2.2224 | 0.014743 |
27 | -0.28011 | -2.3436 | 0.010973 |
28 | -0.159272 | -1.3326 | 0.093499 |
29 | 0.046056 | 0.3853 | 0.35058 |
30 | 0.123042 | 1.0294 | 0.153408 |
31 | 0.030131 | 0.2521 | 0.400854 |
32 | -0.1516 | -1.2684 | 0.104432 |
33 | -0.217209 | -1.8173 | 0.036726 |
34 | -0.123444 | -1.0328 | 0.152625 |
35 | 0.226396 | 1.8942 | 0.031167 |
36 | 0.4521 | 3.7825 | 0.000162 |
37 | 0.109274 | 0.9143 | 0.181861 |
38 | -0.193266 | -1.617 | 0.055191 |
39 | -0.202223 | -1.6919 | 0.047555 |
40 | -0.105323 | -0.8812 | 0.190614 |
41 | 0.044419 | 0.3716 | 0.355644 |
42 | 0.088828 | 0.7432 | 0.229926 |
43 | 0.027749 | 0.2322 | 0.408544 |
44 | -0.102412 | -0.8568 | 0.197228 |
45 | -0.14724 | -1.2319 | 0.111054 |
46 | -0.049372 | -0.4131 | 0.340406 |
47 | 0.156139 | 1.3063 | 0.097855 |
48 | 0.290379 | 2.4295 | 0.008845 |
49 | 0.088776 | 0.7428 | 0.230058 |
50 | -0.106948 | -0.8948 | 0.186983 |
51 | -0.134272 | -1.1234 | 0.132552 |
52 | -0.072369 | -0.6055 | 0.273408 |
53 | 0.025359 | 0.2122 | 0.416296 |
54 | 0.044033 | 0.3684 | 0.356842 |
55 | 0.013626 | 0.114 | 0.454782 |
56 | -0.053806 | -0.4502 | 0.326988 |
57 | -0.068308 | -0.5715 | 0.284743 |
58 | -0.015272 | -0.1278 | 0.449346 |
59 | 0.073225 | 0.6126 | 0.271047 |
60 | 0.144413 | 1.2082 | 0.11551 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.346047 | 2.8952 | 0.002525 |
2 | -0.484607 | -4.0545 | 6.4e-05 |
3 | -0.130057 | -1.0881 | 0.140134 |
4 | -0.205479 | -1.7192 | 0.045002 |
5 | 0.021942 | 0.1836 | 0.427438 |
6 | -0.031994 | -0.2677 | 0.394866 |
7 | -0.10249 | -0.8575 | 0.197049 |
8 | -0.226994 | -1.8992 | 0.030832 |
9 | -0.301962 | -2.5264 | 0.006894 |
10 | -0.338464 | -2.8318 | 0.00302 |
11 | 0.250664 | 2.0972 | 0.019795 |
12 | 0.574597 | 4.8074 | 4e-06 |
13 | -0.280017 | -2.3428 | 0.010994 |
14 | 0.171147 | 1.4319 | 0.078309 |
15 | 0.112492 | 0.9412 | 0.174926 |
16 | 0.013451 | 0.1125 | 0.455357 |
17 | -0.03023 | -0.2529 | 0.400535 |
18 | -0.058325 | -0.488 | 0.313545 |
19 | -0.042824 | -0.3583 | 0.360602 |
20 | -0.091129 | -0.7624 | 0.22418 |
21 | -0.043356 | -0.3627 | 0.358944 |
22 | -0.076383 | -0.6391 | 0.262432 |
23 | -0.152198 | -1.2734 | 0.103547 |
24 | -0.069518 | -0.5816 | 0.281342 |
25 | -0.070277 | -0.588 | 0.279219 |
26 | -0.102271 | -0.8557 | 0.197552 |
27 | -0.042062 | -0.3519 | 0.362981 |
28 | -0.10794 | -0.9031 | 0.184788 |
29 | -0.035478 | -0.2968 | 0.383738 |
30 | -0.122931 | -1.0285 | 0.153625 |
31 | -0.009593 | -0.0803 | 0.46813 |
32 | -0.054384 | -0.455 | 0.325255 |
33 | 0.034875 | 0.2918 | 0.385657 |
34 | 0.014671 | 0.1227 | 0.45133 |
35 | 0.03605 | 0.3016 | 0.381918 |
36 | -0.12905 | -1.0797 | 0.14199 |
37 | 0.075342 | 0.6304 | 0.265257 |
38 | 0.087836 | 0.7349 | 0.232432 |
39 | -0.089052 | -0.7451 | 0.229365 |
40 | 0.06165 | 0.5158 | 0.30381 |
41 | -0.019273 | -0.1613 | 0.43618 |
42 | 0.000653 | 0.0055 | 0.497829 |
43 | 0.013867 | 0.116 | 0.453984 |
44 | 0.015702 | 0.1314 | 0.44793 |
45 | -0.040169 | -0.3361 | 0.36891 |
46 | 0.044431 | 0.3717 | 0.355605 |
47 | -0.209608 | -1.7537 | 0.041929 |
48 | 0.007711 | 0.0645 | 0.474371 |
49 | 0.010598 | 0.0887 | 0.464799 |
50 | -0.067447 | -0.5643 | 0.287176 |
51 | -0.063371 | -0.5302 | 0.298826 |
52 | -0.00931 | -0.0779 | 0.469069 |
53 | -0.028996 | -0.2426 | 0.404515 |
54 | -0.047889 | -0.4007 | 0.344942 |
55 | -0.020044 | -0.1677 | 0.433652 |
56 | 0.046438 | 0.3885 | 0.349401 |
57 | 0.044883 | 0.3755 | 0.354207 |
58 | -0.077621 | -0.6494 | 0.259095 |
59 | 0.052936 | 0.4429 | 0.329604 |
60 | -0.0577 | -0.4828 | 0.315387 |