Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.356104 | -3.2443 | 0.000849 |
2 | 0.273872 | 2.4951 | 0.007287 |
3 | 0.102821 | 0.9367 | 0.175804 |
4 | -0.161437 | -1.4708 | 0.072569 |
5 | 0.075751 | 0.6901 | 0.24602 |
6 | -0.153424 | -1.3978 | 0.082955 |
7 | 0.143518 | 1.3075 | 0.097324 |
8 | -0.232615 | -2.1192 | 0.01853 |
9 | 0.107093 | 0.9757 | 0.166033 |
10 | 0.344126 | 3.1351 | 0.001188 |
11 | -0.345566 | -3.1483 | 0.001141 |
12 | 0.708555 | 6.4552 | 0 |
13 | -0.300778 | -2.7402 | 0.003758 |
14 | 0.161039 | 1.4671 | 0.073059 |
15 | 0.016983 | 0.1547 | 0.438709 |
16 | -0.11492 | -1.047 | 0.149077 |
17 | -0.016624 | -0.1514 | 0.439995 |
18 | -0.198933 | -1.8124 | 0.036773 |
19 | 0.168072 | 1.5312 | 0.064761 |
20 | -0.20426 | -1.8609 | 0.03315 |
21 | 0.084813 | 0.7727 | 0.220951 |
22 | 0.328084 | 2.989 | 0.001841 |
23 | -0.320236 | -2.9175 | 0.002269 |
24 | 0.504803 | 4.599 | 8e-06 |
25 | -0.212968 | -1.9402 | 0.027874 |
26 | 0.105836 | 0.9642 | 0.168869 |
27 | -0.083691 | -0.7625 | 0.223973 |
28 | -0.096942 | -0.8832 | 0.189844 |
29 | -0.036762 | -0.3349 | 0.369266 |
30 | -0.168748 | -1.5374 | 0.064004 |
31 | 0.154273 | 1.4055 | 0.081803 |
32 | -0.132312 | -1.2054 | 0.115733 |
33 | 0.021369 | 0.1947 | 0.423059 |
34 | 0.229919 | 2.0947 | 0.019625 |
35 | -0.197221 | -1.7968 | 0.038005 |
36 | 0.264688 | 2.4114 | 0.009048 |
37 | -0.119531 | -1.089 | 0.139657 |
38 | 0.027198 | 0.2478 | 0.402456 |
39 | -0.116795 | -1.0641 | 0.145194 |
40 | -0.086113 | -0.7845 | 0.217482 |
41 | -0.010701 | -0.0975 | 0.461288 |
42 | -0.144804 | -1.3192 | 0.095361 |
43 | 0.075605 | 0.6888 | 0.246438 |
44 | -0.066717 | -0.6078 | 0.272484 |
45 | -0.006972 | -0.0635 | 0.474752 |
46 | 0.132321 | 1.2055 | 0.115717 |
47 | -0.093023 | -0.8475 | 0.199583 |
48 | 0.094015 | 0.8565 | 0.197089 |
49 | -0.10138 | -0.9236 | 0.179181 |
50 | -0.006596 | -0.0601 | 0.476113 |
51 | -0.077224 | -0.7035 | 0.241842 |
52 | -0.05399 | -0.4919 | 0.312055 |
53 | -0.013277 | -0.121 | 0.452008 |
54 | -0.101145 | -0.9215 | 0.179738 |
55 | 0.012325 | 0.1123 | 0.455436 |
56 | -0.027199 | -0.2478 | 0.402452 |
57 | -0.020673 | -0.1883 | 0.425536 |
58 | 0.04284 | 0.3903 | 0.34866 |
59 | -0.064462 | -0.5873 | 0.279307 |
60 | 0.01701 | 0.155 | 0.438612 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.356104 | -3.2443 | 0.000849 |
2 | 0.168419 | 1.5344 | 0.06437 |
3 | 0.287472 | 2.619 | 0.005241 |
4 | -0.119593 | -1.0895 | 0.139534 |
5 | -0.148 | -1.3483 | 0.090608 |
6 | -0.151786 | -1.3828 | 0.085212 |
7 | 0.181614 | 1.6546 | 0.050893 |
8 | -0.107475 | -0.9791 | 0.165177 |
9 | -0.074562 | -0.6793 | 0.249421 |
10 | 0.545672 | 4.9713 | 2e-06 |
11 | -0.076081 | -0.6931 | 0.245081 |
12 | 0.444981 | 4.054 | 5.6e-05 |
13 | -0.080443 | -0.7329 | 0.232851 |
14 | -0.105813 | -0.964 | 0.168923 |
15 | -0.071888 | -0.6549 | 0.257163 |
16 | -0.045942 | -0.4186 | 0.338313 |
17 | -0.147897 | -1.3474 | 0.090758 |
18 | -0.036727 | -0.3346 | 0.369387 |
19 | 0.00228 | 0.0208 | 0.49174 |
20 | 0.045198 | 0.4118 | 0.340785 |
21 | 0.018359 | 0.1673 | 0.433788 |
22 | 0.003716 | 0.0339 | 0.486538 |
23 | 0.003245 | 0.0296 | 0.488242 |
24 | 0.011505 | 0.1048 | 0.458387 |
25 | 0.040849 | 0.3722 | 0.355364 |
26 | 0.021548 | 0.1963 | 0.422424 |
27 | -0.071808 | -0.6542 | 0.257395 |
28 | -0.094332 | -0.8594 | 0.196295 |
29 | -0.018061 | -0.1645 | 0.434852 |
30 | 0.132565 | 1.2077 | 0.115292 |
31 | -0.048198 | -0.4391 | 0.330862 |
32 | -0.028795 | -0.2623 | 0.396856 |
33 | -0.053052 | -0.4833 | 0.315069 |
34 | -0.160014 | -1.4578 | 0.074335 |
35 | 0.086693 | 0.7898 | 0.215945 |
36 | -0.156406 | -1.4249 | 0.078964 |
37 | 0.093464 | 0.8515 | 0.198473 |
38 | 0.04332 | 0.3947 | 0.347052 |
39 | 0.03279 | 0.2987 | 0.382947 |
40 | -0.102018 | -0.9294 | 0.177681 |
41 | 0.020987 | 0.1912 | 0.424416 |
42 | -0.011318 | -0.1031 | 0.459063 |
43 | -0.060021 | -0.5468 | 0.292987 |
44 | -0.084329 | -0.7683 | 0.222252 |
45 | 0.000461 | 0.0042 | 0.498329 |
46 | -0.004788 | -0.0436 | 0.482657 |
47 | -0.009185 | -0.0837 | 0.466755 |
48 | -0.070342 | -0.6408 | 0.261694 |
49 | -0.060771 | -0.5536 | 0.290655 |
50 | 0.046712 | 0.4256 | 0.335763 |
51 | 0.054634 | 0.4977 | 0.309991 |
52 | 0.078329 | 0.7136 | 0.238736 |
53 | -0.009131 | -0.0832 | 0.466952 |
54 | -0.087113 | -0.7936 | 0.214836 |
55 | -0.03842 | -0.35 | 0.363605 |
56 | -0.100658 | -0.917 | 0.180889 |
57 | -0.0767 | -0.6988 | 0.243323 |
58 | 0.045549 | 0.415 | 0.339618 |
59 | -0.083565 | -0.7613 | 0.224315 |
60 | 0.050556 | 0.4606 | 0.32315 |