Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.280757 | 3.2011 | 0.00086 |
2 | -0.236878 | -2.7008 | 0.003919 |
3 | -0.336759 | -3.8396 | 9.6e-05 |
4 | -0.278954 | -3.1806 | 0.000919 |
5 | 0.067378 | 0.7682 | 0.221874 |
6 | 0.230625 | 2.6295 | 0.004791 |
7 | 0.083704 | 0.9544 | 0.170832 |
8 | -0.236097 | -2.6919 | 0.00402 |
9 | -0.28868 | -3.2915 | 0.000642 |
10 | -0.222441 | -2.5362 | 0.006195 |
11 | 0.262006 | 2.9873 | 0.001682 |
12 | 0.813488 | 9.2752 | 0 |
13 | 0.198156 | 2.2593 | 0.012764 |
14 | -0.205678 | -2.3451 | 0.010268 |
15 | -0.310527 | -3.5406 | 0.000277 |
16 | -0.260502 | -2.9702 | 0.001773 |
17 | 0.056164 | 0.6404 | 0.26153 |
18 | 0.179805 | 2.0501 | 0.021183 |
19 | 0.039799 | 0.4538 | 0.325372 |
20 | -0.246409 | -2.8095 | 0.002864 |
21 | -0.276909 | -3.1573 | 0.00099 |
22 | -0.183175 | -2.0885 | 0.019351 |
23 | 0.263854 | 3.0084 | 0.001577 |
24 | 0.694782 | 7.9217 | 0 |
25 | 0.122772 | 1.3998 | 0.081974 |
26 | -0.223577 | -2.5492 | 0.00598 |
27 | -0.283217 | -3.2292 | 0.000786 |
28 | -0.227942 | -2.5989 | 0.005216 |
29 | 0.055572 | 0.6336 | 0.26372 |
30 | 0.145106 | 1.6545 | 0.050223 |
31 | 0.01808 | 0.2061 | 0.418501 |
32 | -0.238897 | -2.7238 | 0.00367 |
33 | -0.246861 | -2.8147 | 0.002822 |
34 | -0.143229 | -1.6331 | 0.052437 |
35 | 0.252247 | 2.8761 | 0.002354 |
36 | 0.622736 | 7.1003 | 0 |
37 | 0.107126 | 1.2214 | 0.112068 |
38 | -0.193067 | -2.2013 | 0.01474 |
39 | -0.270024 | -3.0787 | 0.001268 |
40 | -0.19188 | -2.1878 | 0.015237 |
41 | 0.05486 | 0.6255 | 0.26637 |
42 | 0.133246 | 1.5192 | 0.065565 |
43 | 0.018702 | 0.2132 | 0.415738 |
44 | -0.219273 | -2.5001 | 0.00683 |
45 | -0.213355 | -2.4326 | 0.008175 |
46 | -0.099642 | -1.1361 | 0.129003 |
47 | 0.210571 | 2.4009 | 0.008886 |
48 | 0.528261 | 6.0231 | 0 |
49 | 0.099221 | 1.1313 | 0.130008 |
50 | -0.166798 | -1.9018 | 0.029706 |
51 | -0.231622 | -2.6409 | 0.004641 |
52 | -0.152466 | -1.7384 | 0.042255 |
53 | 0.03505 | 0.3996 | 0.345041 |
54 | 0.108855 | 1.2411 | 0.108396 |
55 | 0.008075 | 0.0921 | 0.463391 |
56 | -0.188005 | -2.1436 | 0.016964 |
57 | -0.149104 | -1.7 | 0.045757 |
58 | -0.077783 | -0.8869 | 0.188394 |
59 | 0.203025 | 2.3148 | 0.011094 |
60 | 0.464668 | 5.298 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.280757 | 3.2011 | 0.00086 |
2 | -0.342717 | -3.9076 | 7.5e-05 |
3 | -0.186034 | -2.1211 | 0.017906 |
4 | -0.236752 | -2.6994 | 0.003935 |
5 | 0.093008 | 1.0605 | 0.145453 |
6 | 0.006297 | 0.0718 | 0.471437 |
7 | -0.069952 | -0.7976 | 0.213286 |
8 | -0.281009 | -3.204 | 0.000853 |
9 | -0.127089 | -1.449 | 0.074867 |
10 | -0.294907 | -3.3625 | 0.000508 |
11 | 0.257716 | 2.9384 | 0.001952 |
12 | 0.676995 | 7.7189 | 0 |
13 | -0.245716 | -2.8016 | 0.002931 |
14 | 0.163829 | 1.8679 | 0.032011 |
15 | 0.052709 | 0.601 | 0.274452 |
16 | 0.04385 | 0.5 | 0.30897 |
17 | -0.034195 | -0.3899 | 0.348631 |
18 | -0.120737 | -1.3766 | 0.085498 |
19 | -0.093521 | -1.0663 | 0.144132 |
20 | -0.156023 | -1.7789 | 0.038794 |
21 | -0.114217 | -1.3023 | 0.097563 |
22 | -0.01318 | -0.1503 | 0.440392 |
23 | -0.075202 | -0.8574 | 0.19639 |
24 | 0.057073 | 0.6507 | 0.258183 |
25 | -0.125017 | -1.4254 | 0.078217 |
26 | -0.075194 | -0.8573 | 0.196415 |
27 | 0.083336 | 0.9502 | 0.171893 |
28 | -0.05902 | -0.6729 | 0.251093 |
29 | -0.024618 | -0.2807 | 0.389696 |
30 | -0.056726 | -0.6468 | 0.25946 |
31 | 0.000987 | 0.0113 | 0.495521 |
32 | -0.015926 | -0.1816 | 0.428098 |
33 | -0.020264 | -0.231 | 0.40882 |
34 | -0.015645 | -0.1784 | 0.42935 |
35 | -0.069538 | -0.7929 | 0.214653 |
36 | 0.088171 | 1.0053 | 0.158309 |
37 | 0.048838 | 0.5568 | 0.289298 |
38 | 0.026108 | 0.2977 | 0.383211 |
39 | -0.064661 | -0.7373 | 0.231149 |
40 | 0.093266 | 1.0634 | 0.144786 |
41 | -0.06567 | -0.7487 | 0.22768 |
42 | 0.043153 | 0.492 | 0.311769 |
43 | -0.030296 | -0.3454 | 0.365166 |
44 | -0.023062 | -0.2629 | 0.396504 |
45 | -0.049352 | -0.5627 | 0.287303 |
46 | 0.012684 | 0.1446 | 0.442618 |
47 | -0.199232 | -2.2716 | 0.012377 |
48 | -0.023248 | -0.2651 | 0.395687 |
49 | -0.035443 | -0.4041 | 0.343398 |
50 | -0.096255 | -1.0975 | 0.137232 |
51 | -0.029732 | -0.339 | 0.367579 |
52 | -0.025839 | -0.2946 | 0.384382 |
53 | -0.061597 | -0.7023 | 0.24187 |
54 | -0.021901 | -0.2497 | 0.401605 |
55 | -0.045103 | -0.5143 | 0.303972 |
56 | 0.066067 | 0.7533 | 0.226323 |
57 | 0.036803 | 0.4196 | 0.337727 |
58 | -0.074396 | -0.8482 | 0.19893 |
59 | 0.177583 | 2.0248 | 0.02247 |
60 | -0.053094 | -0.6054 | 0.272996 |