Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.422643 | 3.8736 | 0.000106 |
2 | 0.186104 | 1.7057 | 0.045882 |
3 | 0.028977 | 0.2656 | 0.395607 |
4 | -0.148175 | -1.358 | 0.089042 |
5 | -0.249563 | -2.2873 | 0.012347 |
6 | -0.420709 | -3.8559 | 0.000113 |
7 | -0.299591 | -2.7458 | 0.003691 |
8 | -0.226668 | -2.0774 | 0.020407 |
9 | -0.105669 | -0.9685 | 0.167795 |
10 | -0.011111 | -0.1018 | 0.459564 |
11 | 0.199883 | 1.832 | 0.035251 |
12 | 0.691188 | 6.3348 | 0 |
13 | 0.25804 | 2.365 | 0.010168 |
14 | 0.100857 | 0.9244 | 0.178971 |
15 | -0.018164 | -0.1665 | 0.43409 |
16 | -0.159858 | -1.4651 | 0.07331 |
17 | -0.217675 | -1.995 | 0.024641 |
18 | -0.379268 | -3.4761 | 0.000404 |
19 | -0.25358 | -2.3241 | 0.011268 |
20 | -0.196299 | -1.7991 | 0.037796 |
21 | -0.0948 | -0.8689 | 0.1937 |
22 | 0.032261 | 0.2957 | 0.384102 |
23 | 0.248693 | 2.2793 | 0.012592 |
24 | 0.645696 | 5.9179 | 0 |
25 | 0.309963 | 2.8409 | 0.002822 |
26 | 0.156689 | 1.4361 | 0.077347 |
27 | 0.038351 | 0.3515 | 0.363049 |
28 | -0.100801 | -0.9239 | 0.179104 |
29 | -0.182431 | -1.672 | 0.049122 |
30 | -0.334843 | -3.0689 | 0.001446 |
31 | -0.212701 | -1.9494 | 0.02729 |
32 | -0.199262 | -1.8263 | 0.035681 |
33 | -0.127997 | -1.1731 | 0.122034 |
34 | -0.014709 | -0.1348 | 0.446542 |
35 | 0.127906 | 1.1723 | 0.122201 |
36 | 0.456557 | 4.1844 | 3.5e-05 |
37 | 0.194067 | 1.7787 | 0.039457 |
38 | 0.078685 | 0.7212 | 0.236406 |
39 | 0.019379 | 0.1776 | 0.429728 |
40 | -0.05252 | -0.4814 | 0.315757 |
41 | -0.151239 | -1.3861 | 0.084688 |
42 | -0.244691 | -2.2426 | 0.013777 |
43 | -0.169082 | -1.5497 | 0.062492 |
44 | -0.172337 | -1.5795 | 0.058991 |
45 | -0.100612 | -0.9221 | 0.179553 |
46 | -0.000142 | -0.0013 | 0.499483 |
47 | 0.125718 | 1.1522 | 0.126249 |
48 | 0.401227 | 3.6773 | 0.000207 |
49 | 0.209515 | 1.9202 | 0.029111 |
50 | 0.09207 | 0.8438 | 0.20058 |
51 | 0.043283 | 0.3967 | 0.346298 |
52 | -0.029916 | -0.2742 | 0.392306 |
53 | -0.134238 | -1.2303 | 0.111008 |
54 | -0.175712 | -1.6104 | 0.055528 |
55 | -0.157899 | -1.4472 | 0.075785 |
56 | -0.163326 | -1.4969 | 0.069082 |
57 | -0.110531 | -1.013 | 0.156976 |
58 | -0.067526 | -0.6189 | 0.268834 |
59 | 0.033975 | 0.3114 | 0.37814 |
60 | 0.23326 | 2.1379 | 0.017717 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.422643 | 3.8736 | 0.000106 |
2 | 0.009103 | 0.0834 | 0.466854 |
3 | -0.0643 | -0.5893 | 0.278614 |
4 | -0.170994 | -1.5672 | 0.060416 |
5 | -0.150358 | -1.378 | 0.085924 |
6 | -0.303134 | -2.7783 | 0.00337 |
7 | -0.021699 | -0.1989 | 0.421422 |
8 | -0.097656 | -0.895 | 0.186665 |
9 | -0.021679 | -0.1987 | 0.421493 |
10 | -0.072403 | -0.6636 | 0.254387 |
11 | 0.154822 | 1.419 | 0.079804 |
12 | 0.628865 | 5.7636 | 0 |
13 | -0.501897 | -4.6 | 7e-06 |
14 | -0.140117 | -1.2842 | 0.101302 |
15 | -0.056906 | -0.5216 | 0.301678 |
16 | -0.033574 | -0.3077 | 0.379532 |
17 | 0.00535 | 0.049 | 0.480504 |
18 | -0.028498 | -0.2612 | 0.397293 |
19 | 0.020231 | 0.1854 | 0.426674 |
20 | -0.068536 | -0.6281 | 0.265807 |
21 | 0.01439 | 0.1319 | 0.447695 |
22 | 0.219361 | 2.0105 | 0.023795 |
23 | 0.115533 | 1.0589 | 0.146345 |
24 | -0.043515 | -0.3988 | 0.34552 |
25 | 0.021679 | 0.1987 | 0.421494 |
26 | -0.07616 | -0.698 | 0.243547 |
27 | 0.023599 | 0.2163 | 0.414644 |
28 | 0.048281 | 0.4425 | 0.329631 |
29 | -0.040374 | -0.37 | 0.356146 |
30 | 0.058058 | 0.5321 | 0.298029 |
31 | 0.037986 | 0.3481 | 0.364301 |
32 | -0.022132 | -0.2028 | 0.419875 |
33 | 0.053376 | 0.4892 | 0.312988 |
34 | -0.034968 | -0.3205 | 0.374696 |
35 | -0.197579 | -1.8108 | 0.03687 |
36 | -0.016831 | -0.1543 | 0.438888 |
37 | -0.045191 | -0.4142 | 0.339897 |
38 | 0.045676 | 0.4186 | 0.33828 |
39 | 0.063055 | 0.5779 | 0.282436 |
40 | 0.107799 | 0.988 | 0.162997 |
41 | -0.100235 | -0.9187 | 0.18045 |
42 | 0.062424 | 0.5721 | 0.284383 |
43 | -0.136803 | -1.2538 | 0.106693 |
44 | 0.040997 | 0.3757 | 0.354027 |
45 | -0.00804 | -0.0737 | 0.470718 |
46 | -0.055924 | -0.5125 | 0.304806 |
47 | 0.059941 | 0.5494 | 0.292104 |
48 | -0.042391 | -0.3885 | 0.349306 |
49 | 0.120937 | 1.1084 | 0.135426 |
50 | -0.033157 | -0.3039 | 0.380982 |
51 | -0.044193 | -0.405 | 0.34324 |
52 | -0.05555 | -0.5091 | 0.306001 |
53 | 0.01644 | 0.1507 | 0.440296 |
54 | 0.028462 | 0.2609 | 0.397422 |
55 | -0.029077 | -0.2665 | 0.395255 |
56 | -0.018184 | -0.1667 | 0.43402 |
57 | -0.06375 | -0.5843 | 0.280299 |
58 | -0.096656 | -0.8859 | 0.189109 |
59 | -0.023806 | -0.2182 | 0.413905 |
60 | -0.005953 | -0.0546 | 0.47831 |