Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.333791 | -3.6412 | 0.000201 |
2 | -0.009179 | -0.1001 | 0.460205 |
3 | 0.038572 | 0.4208 | 0.337339 |
4 | -0.193077 | -2.1062 | 0.018643 |
5 | 0.219287 | 2.3921 | 0.009158 |
6 | -0.301234 | -3.2861 | 0.000668 |
7 | 0.208081 | 2.2699 | 0.012507 |
8 | -0.163285 | -1.7812 | 0.038713 |
9 | 0.025896 | 0.2825 | 0.389031 |
10 | 0.001694 | 0.0185 | 0.492645 |
11 | -0.317233 | -3.4606 | 0.000375 |
12 | 0.872282 | 9.5155 | 0 |
13 | -0.307914 | -3.3589 | 0.000526 |
14 | -0.01412 | -0.154 | 0.438924 |
15 | 0.051171 | 0.5582 | 0.288874 |
16 | -0.197592 | -2.1555 | 0.016569 |
17 | 0.218317 | 2.3816 | 0.009413 |
18 | -0.269214 | -2.9368 | 0.001991 |
19 | 0.172521 | 1.882 | 0.031141 |
20 | -0.158576 | -1.7299 | 0.043124 |
21 | 0.004847 | 0.0529 | 0.478961 |
22 | 0.030594 | 0.3337 | 0.369582 |
23 | -0.294906 | -3.217 | 0.000834 |
24 | 0.753005 | 8.2143 | 0 |
25 | -0.254286 | -2.7739 | 0.003216 |
26 | -0.03171 | -0.3459 | 0.365009 |
27 | 0.042999 | 0.4691 | 0.319941 |
28 | -0.187446 | -2.0448 | 0.021541 |
29 | 0.204002 | 2.2254 | 0.013969 |
30 | -0.236715 | -2.5823 | 0.005514 |
31 | 0.146703 | 1.6003 | 0.056088 |
32 | -0.158936 | -1.7338 | 0.042773 |
33 | 0.011815 | 0.1289 | 0.448832 |
34 | 0.030451 | 0.3322 | 0.370167 |
35 | -0.247838 | -2.7036 | 0.003932 |
36 | 0.624063 | 6.8077 | 0 |
37 | -0.184614 | -2.0139 | 0.023138 |
38 | -0.050112 | -0.5467 | 0.292817 |
39 | 0.038276 | 0.4175 | 0.338518 |
40 | -0.154095 | -1.681 | 0.047695 |
41 | 0.168413 | 1.8372 | 0.03434 |
42 | -0.184969 | -2.0178 | 0.022932 |
43 | 0.102141 | 1.1142 | 0.133715 |
44 | -0.138477 | -1.5106 | 0.06677 |
45 | 0.009767 | 0.1065 | 0.457665 |
46 | 0.009064 | 0.0989 | 0.460701 |
47 | -0.190137 | -2.0742 | 0.020111 |
48 | 0.506532 | 5.5256 | 0 |
49 | -0.122052 | -1.3314 | 0.092797 |
50 | -0.062836 | -0.6855 | 0.247192 |
51 | 0.039783 | 0.434 | 0.332544 |
52 | -0.128272 | -1.3993 | 0.082165 |
53 | 0.140534 | 1.533 | 0.06396 |
54 | -0.150656 | -1.6435 | 0.051463 |
55 | 0.074034 | 0.8076 | 0.21046 |
56 | -0.095534 | -1.0422 | 0.149726 |
57 | 0.000681 | 0.0074 | 0.497044 |
58 | -0.006504 | -0.0709 | 0.471779 |
59 | -0.129452 | -1.4122 | 0.080257 |
60 | 0.377856 | 4.1219 | 3.5e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.333791 | -3.6412 | 0.000201 |
2 | -0.135716 | -1.4805 | 0.070693 |
3 | -0.011704 | -0.1277 | 0.449312 |
4 | -0.210511 | -2.2964 | 0.011701 |
5 | 0.09688 | 1.0568 | 0.146363 |
6 | -0.26534 | -2.8945 | 0.002259 |
7 | 0.069371 | 0.7568 | 0.225347 |
8 | -0.211735 | -2.3098 | 0.011313 |
9 | 0.003157 | 0.0344 | 0.486293 |
10 | -0.204204 | -2.2276 | 0.013894 |
11 | -0.348822 | -3.8052 | 0.000113 |
12 | 0.794156 | 8.6632 | 0 |
13 | 0.117995 | 1.2872 | 0.100267 |
14 | 0.018205 | 0.1986 | 0.421462 |
15 | 0.006655 | 0.0726 | 0.471125 |
16 | 0.057581 | 0.6281 | 0.26556 |
17 | -0.014576 | -0.159 | 0.436968 |
18 | 0.108192 | 1.1802 | 0.12013 |
19 | -0.0647 | -0.7058 | 0.240849 |
20 | -0.119347 | -1.3019 | 0.097729 |
21 | -0.097621 | -1.0649 | 0.144534 |
22 | 0.057417 | 0.6263 | 0.266143 |
23 | 0.011558 | 0.1261 | 0.449938 |
24 | -0.039816 | -0.4343 | 0.332413 |
25 | 0.081684 | 0.8911 | 0.187347 |
26 | -0.034678 | -0.3783 | 0.352942 |
27 | -0.09536 | -1.0403 | 0.150165 |
28 | 0.04145 | 0.4522 | 0.325988 |
29 | -0.021015 | -0.2292 | 0.409537 |
30 | -0.045835 | -0.5 | 0.309 |
31 | 0.006565 | 0.0716 | 0.471513 |
32 | -0.051554 | -0.5624 | 0.287453 |
33 | 0.047245 | 0.5154 | 0.303622 |
34 | -0.06953 | -0.7585 | 0.224829 |
35 | 0.115172 | 1.2564 | 0.10572 |
36 | -0.112235 | -1.2243 | 0.111622 |
37 | 0.089395 | 0.9752 | 0.165723 |
38 | -0.0219 | -0.2389 | 0.405796 |
39 | 0.044822 | 0.4889 | 0.312889 |
40 | 0.01907 | 0.208 | 0.417783 |
41 | 0.001096 | 0.012 | 0.495238 |
42 | 0.031372 | 0.3422 | 0.36639 |
43 | -0.058807 | -0.6415 | 0.261213 |
44 | 0.067181 | 0.7329 | 0.232543 |
45 | -0.035406 | -0.3862 | 0.350008 |
46 | -0.086217 | -0.9405 | 0.17443 |
47 | -0.005412 | -0.059 | 0.476509 |
48 | -0.006129 | -0.0669 | 0.473404 |
49 | -0.021652 | -0.2362 | 0.406843 |
50 | 0.011935 | 0.1302 | 0.448314 |
51 | 0.04107 | 0.448 | 0.327475 |
52 | -0.05453 | -0.5949 | 0.276536 |
53 | 0.038632 | 0.4214 | 0.337104 |
54 | -0.026378 | -0.2877 | 0.38702 |
55 | 0.021065 | 0.2298 | 0.409324 |
56 | 0.11887 | 1.2967 | 0.098618 |
57 | -0.009673 | -0.1055 | 0.458069 |
58 | 0.027801 | 0.3033 | 0.381106 |
59 | 0.010791 | 0.1177 | 0.453246 |
60 | -0.070125 | -0.765 | 0.222901 |