Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.014203 | -0.1549 | 0.438566 |
2 | 0.026541 | 0.2895 | 0.386339 |
3 | 0.000655 | 0.0071 | 0.497155 |
4 | -0.087361 | -0.953 | 0.171261 |
5 | 0.001795 | 0.0196 | 0.492206 |
6 | -0.362918 | -3.959 | 6.4e-05 |
7 | 0.033309 | 0.3634 | 0.358489 |
8 | -0.12611 | -1.3757 | 0.08575 |
9 | -0.022422 | -0.2446 | 0.403595 |
10 | -0.026001 | -0.2836 | 0.388591 |
11 | 0.001656 | 0.0181 | 0.492808 |
12 | 0.803538 | 8.7656 | 0 |
13 | -0.013574 | -0.1481 | 0.441268 |
14 | 0.01483 | 0.1618 | 0.435877 |
15 | 0.03364 | 0.367 | 0.357145 |
16 | -0.055426 | -0.6046 | 0.273289 |
17 | -0.021744 | -0.2372 | 0.406454 |
18 | -0.288331 | -3.1453 | 0.001048 |
19 | 0.006713 | 0.0732 | 0.470871 |
20 | -0.098568 | -1.0753 | 0.142218 |
21 | -0.057177 | -0.6237 | 0.266998 |
22 | -0.044672 | -0.4873 | 0.313466 |
23 | 0.011241 | 0.1226 | 0.451305 |
24 | 0.629259 | 6.8644 | 0 |
25 | 0.020225 | 0.2206 | 0.412879 |
26 | -0.006931 | -0.0756 | 0.46993 |
27 | 0.054472 | 0.5942 | 0.276748 |
28 | -0.028703 | -0.3131 | 0.37737 |
29 | -0.048445 | -0.5285 | 0.299079 |
30 | -0.22589 | -2.4642 | 0.007581 |
31 | -0.03014 | -0.3288 | 0.371446 |
32 | -0.053493 | -0.5835 | 0.280315 |
33 | -0.083481 | -0.9107 | 0.182154 |
34 | -0.038289 | -0.4177 | 0.338467 |
35 | 0.030613 | 0.334 | 0.369502 |
36 | 0.469951 | 5.1266 | 1e-06 |
37 | 0.034057 | 0.3715 | 0.355455 |
38 | -0.042962 | -0.4687 | 0.320084 |
39 | 0.066167 | 0.7218 | 0.235918 |
40 | -0.013378 | -0.1459 | 0.442109 |
41 | -0.070274 | -0.7666 | 0.222418 |
42 | -0.172625 | -1.8831 | 0.031063 |
43 | -0.032939 | -0.3593 | 0.359997 |
44 | -0.01517 | -0.1655 | 0.434422 |
45 | -0.123056 | -1.3424 | 0.091014 |
46 | -0.026819 | -0.2926 | 0.385183 |
47 | 0.044549 | 0.486 | 0.313941 |
48 | 0.337282 | 3.6793 | 0.000176 |
49 | 0.029362 | 0.3203 | 0.374651 |
50 | -0.088828 | -0.969 | 0.167254 |
51 | 0.063895 | 0.697 | 0.243577 |
52 | -0.009613 | -0.1049 | 0.45833 |
53 | -0.086392 | -0.9424 | 0.173942 |
54 | -0.130423 | -1.4227 | 0.078713 |
55 | -0.046147 | -0.5034 | 0.307805 |
56 | -0.011087 | -0.1209 | 0.451968 |
57 | -0.155273 | -1.6938 | 0.046457 |
58 | -0.005385 | -0.0587 | 0.476626 |
59 | 0.037331 | 0.4072 | 0.342284 |
60 | 0.244149 | 2.6633 | 0.004404 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.014203 | -0.1549 | 0.438566 |
2 | 0.026345 | 0.2874 | 0.387157 |
3 | 0.001398 | 0.0152 | 0.493931 |
4 | -0.088111 | -0.9612 | 0.169205 |
5 | -0.000687 | -0.0075 | 0.497018 |
6 | -0.361184 | -3.94 | 6.9e-05 |
7 | 0.027041 | 0.295 | 0.384259 |
8 | -0.14382 | -1.5689 | 0.059664 |
9 | -0.027125 | -0.2959 | 0.38391 |
10 | -0.110458 | -1.205 | 0.115305 |
11 | 0.002932 | 0.032 | 0.487268 |
12 | 0.769586 | 8.3952 | 0 |
13 | 0.038817 | 0.4234 | 0.336369 |
14 | -0.157106 | -1.7138 | 0.044582 |
15 | 0.036957 | 0.4032 | 0.343779 |
16 | 0.010064 | 0.1098 | 0.456382 |
17 | -0.01263 | -0.1378 | 0.445325 |
18 | 0.150412 | 1.6408 | 0.051739 |
19 | -0.131454 | -1.434 | 0.077098 |
20 | 0.078994 | 0.8617 | 0.195286 |
21 | 0.004033 | 0.044 | 0.482491 |
22 | -0.011508 | -0.1255 | 0.450156 |
23 | 0.016729 | 0.1825 | 0.427752 |
24 | -0.030758 | -0.3355 | 0.368906 |
25 | 0.057154 | 0.6235 | 0.267081 |
26 | 0.026602 | 0.2902 | 0.386087 |
27 | -0.077108 | -0.8412 | 0.200975 |
28 | 0.047126 | 0.5141 | 0.304073 |
29 | -0.0472 | -0.5149 | 0.303791 |
30 | -0.011634 | -0.1269 | 0.449613 |
31 | -0.013907 | -0.1517 | 0.439839 |
32 | 0.030896 | 0.337 | 0.368342 |
33 | 0.006454 | 0.0704 | 0.471995 |
34 | 0.051746 | 0.5645 | 0.286744 |
35 | 0.011718 | 0.1278 | 0.449251 |
36 | -0.066184 | -0.722 | 0.23586 |
37 | -0.056858 | -0.6202 | 0.268141 |
38 | -0.019982 | -0.218 | 0.413909 |
39 | -0.018791 | -0.205 | 0.418966 |
40 | 0.022944 | 0.2503 | 0.401398 |
41 | -0.029176 | -0.3183 | 0.375416 |
42 | -0.007651 | -0.0835 | 0.466813 |
43 | 0.065639 | 0.716 | 0.237686 |
44 | -0.001086 | -0.0118 | 0.495284 |
45 | -0.098569 | -1.0753 | 0.142218 |
46 | 0.008844 | 0.0965 | 0.461654 |
47 | 0.006262 | 0.0683 | 0.472826 |
48 | -0.024384 | -0.266 | 0.395352 |
49 | -0.030613 | -0.334 | 0.369502 |
50 | -0.110926 | -1.2101 | 0.114327 |
51 | -0.035838 | -0.3909 | 0.348269 |
52 | 0.027012 | 0.2947 | 0.384381 |
53 | -0.034189 | -0.373 | 0.354922 |
54 | -0.005188 | -0.0566 | 0.477484 |
55 | -0.070398 | -0.7679 | 0.22202 |
56 | -0.085823 | -0.9362 | 0.175529 |
57 | -0.017339 | -0.1891 | 0.42515 |
58 | -0.000752 | -0.0082 | 0.496734 |
59 | -0.087045 | -0.9496 | 0.172132 |
60 | -0.000778 | -0.0085 | 0.496619 |