Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.017773 | 0.1939 | 0.423299 |
2 | -0.350778 | -3.8265 | 0.000104 |
3 | -0.194738 | -2.1243 | 0.017856 |
4 | 0.109969 | 1.1996 | 0.116335 |
5 | 0.160532 | 1.7512 | 0.041244 |
6 | -0.336052 | -3.6659 | 0.000185 |
7 | 0.143492 | 1.5653 | 0.060083 |
8 | 0.088787 | 0.9685 | 0.167368 |
9 | -0.166081 | -1.8117 | 0.036275 |
10 | -0.277401 | -3.0261 | 0.001518 |
11 | 0.043325 | 0.4726 | 0.318675 |
12 | 0.828171 | 9.0343 | 0 |
13 | -0.014469 | -0.1578 | 0.437427 |
14 | -0.319328 | -3.4835 | 0.000347 |
15 | -0.167049 | -1.8223 | 0.035461 |
16 | 0.101575 | 1.1081 | 0.135037 |
17 | 0.110069 | 1.2007 | 0.116125 |
18 | -0.295921 | -3.2281 | 0.000805 |
19 | 0.098565 | 1.0752 | 0.142226 |
20 | 0.08696 | 0.9486 | 0.172367 |
21 | -0.13285 | -1.4492 | 0.074953 |
22 | -0.224593 | -2.45 | 0.00787 |
23 | 0.056938 | 0.6211 | 0.267854 |
24 | 0.679797 | 7.4157 | 0 |
25 | -0.027768 | -0.3029 | 0.381243 |
26 | -0.303335 | -3.309 | 0.00062 |
27 | -0.138845 | -1.5146 | 0.06626 |
28 | 0.089067 | 0.9716 | 0.166609 |
29 | 0.086388 | 0.9424 | 0.173954 |
30 | -0.240421 | -2.6227 | 0.004932 |
31 | 0.056212 | 0.6132 | 0.270457 |
32 | 0.07609 | 0.83 | 0.204089 |
33 | -0.088151 | -0.9616 | 0.169098 |
34 | -0.171561 | -1.8715 | 0.031865 |
35 | 0.062498 | 0.6818 | 0.248354 |
36 | 0.548737 | 5.986 | 0 |
37 | -0.043722 | -0.477 | 0.317136 |
38 | -0.28054 | -3.0603 | 0.001366 |
39 | -0.121325 | -1.3235 | 0.094103 |
40 | 0.092422 | 1.0082 | 0.1577 |
41 | 0.07849 | 0.8562 | 0.196796 |
42 | -0.197995 | -2.1599 | 0.016394 |
43 | 0.036962 | 0.4032 | 0.343758 |
44 | 0.067596 | 0.7374 | 0.23117 |
45 | -0.047353 | -0.5166 | 0.303212 |
46 | -0.139732 | -1.5243 | 0.065044 |
47 | 0.05331 | 0.5815 | 0.280989 |
48 | 0.440832 | 4.8089 | 2e-06 |
49 | -0.044817 | -0.4889 | 0.312909 |
50 | -0.226223 | -2.4678 | 0.007508 |
51 | -0.111115 | -1.2121 | 0.113933 |
52 | 0.089088 | 0.9718 | 0.166552 |
53 | 0.067285 | 0.734 | 0.2322 |
54 | -0.164562 | -1.7952 | 0.037584 |
55 | 0.050862 | 0.5548 | 0.290021 |
56 | 0.041629 | 0.4541 | 0.325286 |
57 | -0.022096 | -0.241 | 0.404968 |
58 | -0.115298 | -1.2578 | 0.105472 |
59 | 0.048438 | 0.5284 | 0.299106 |
60 | 0.346851 | 3.7837 | 0.000122 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.017773 | 0.1939 | 0.423299 |
2 | -0.351205 | -3.8312 | 0.000103 |
3 | -0.205473 | -2.2414 | 0.013426 |
4 | -0.020515 | -0.2238 | 0.411653 |
5 | 0.030295 | 0.3305 | 0.37081 |
6 | -0.399488 | -4.3579 | 1.4e-05 |
7 | 0.27967 | 3.0508 | 0.001407 |
8 | -0.178427 | -1.9464 | 0.026981 |
9 | -0.255798 | -2.7904 | 0.003066 |
10 | -0.298913 | -3.2608 | 0.000725 |
11 | 0.006456 | 0.0704 | 0.471987 |
12 | 0.694205 | 7.5729 | 0 |
13 | -0.004282 | -0.0467 | 0.481411 |
14 | 0.201655 | 2.1998 | 0.014877 |
15 | 0.106084 | 1.1572 | 0.124746 |
16 | -0.014654 | -0.1599 | 0.436634 |
17 | -0.130506 | -1.4237 | 0.078582 |
18 | 0.079646 | 0.8688 | 0.193343 |
19 | -0.223543 | -2.4386 | 0.008111 |
20 | 0.051977 | 0.567 | 0.285892 |
21 | -0.054315 | -0.5925 | 0.277318 |
22 | -0.021702 | -0.2367 | 0.406634 |
23 | -0.043657 | -0.4762 | 0.317387 |
24 | 0.044122 | 0.4813 | 0.315587 |
25 | -0.070329 | -0.7672 | 0.22224 |
26 | -0.011604 | -0.1266 | 0.449741 |
27 | -0.015015 | -0.1638 | 0.435088 |
28 | -0.051849 | -0.5656 | 0.286364 |
29 | 0.034499 | 0.3763 | 0.353668 |
30 | 0.058338 | 0.6364 | 0.262872 |
31 | -0.035399 | -0.3862 | 0.350036 |
32 | -0.001346 | -0.0147 | 0.494157 |
33 | 0.088081 | 0.9608 | 0.169289 |
34 | -0.050251 | -0.5482 | 0.292299 |
35 | 0.035791 | 0.3904 | 0.348457 |
36 | -0.008253 | -0.09 | 0.464207 |
37 | -0.054862 | -0.5985 | 0.275332 |
38 | -0.030393 | -0.3315 | 0.370408 |
39 | -0.024997 | -0.2727 | 0.392786 |
40 | -0.021263 | -0.2319 | 0.408488 |
41 | 0.028358 | 0.3093 | 0.378799 |
42 | 0.006384 | 0.0696 | 0.472297 |
43 | 0.047373 | 0.5168 | 0.303137 |
44 | 0.01363 | 0.1487 | 0.441028 |
45 | 0.034184 | 0.3729 | 0.354944 |
46 | -0.02669 | -0.2912 | 0.385719 |
47 | -0.022434 | -0.2447 | 0.403546 |
48 | -0.034832 | -0.38 | 0.352322 |
49 | 0.014552 | 0.1587 | 0.43707 |
50 | 0.078349 | 0.8547 | 0.197221 |
51 | 0.00776 | 0.0847 | 0.46634 |
52 | 0.055945 | 0.6103 | 0.271419 |
53 | 0.011772 | 0.1284 | 0.449017 |
54 | -0.017496 | -0.1909 | 0.424479 |
55 | 0.083879 | 0.915 | 0.181019 |
56 | -0.076269 | -0.832 | 0.203538 |
57 | -0.007131 | -0.0778 | 0.469063 |
58 | 0.016639 | 0.1815 | 0.428138 |
59 | -0.009304 | -0.1015 | 0.459663 |
60 | -0.068937 | -0.752 | 0.226765 |