Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.215645 | -2.3524 | 0.010147 |
2 | -0.358829 | -3.9144 | 7.6e-05 |
3 | 0.214491 | 2.3398 | 0.010479 |
4 | -0.075865 | -0.8276 | 0.204781 |
5 | -0.085278 | -0.9303 | 0.177056 |
6 | 0.167345 | 1.8255 | 0.035215 |
7 | -0.106078 | -1.1572 | 0.12476 |
8 | -0.081215 | -0.886 | 0.188715 |
9 | 0.264091 | 2.8809 | 0.002352 |
10 | -0.337512 | -3.6818 | 0.000175 |
11 | -0.193377 | -2.1095 | 0.018499 |
12 | 0.774155 | 8.445 | 0 |
13 | -0.202812 | -2.2124 | 0.014423 |
14 | -0.243653 | -2.6579 | 0.004471 |
15 | 0.13036 | 1.4221 | 0.078812 |
16 | -0.105338 | -1.1491 | 0.126409 |
17 | -0.031944 | -0.3485 | 0.364052 |
18 | 0.190013 | 2.0728 | 0.020175 |
19 | -0.124285 | -1.3558 | 0.088866 |
20 | -0.101822 | -1.1107 | 0.134459 |
21 | 0.239997 | 2.6181 | 0.004996 |
22 | -0.259695 | -2.8329 | 0.002709 |
23 | -0.149112 | -1.6266 | 0.053232 |
24 | 0.589987 | 6.436 | 0 |
25 | -0.204392 | -2.2297 | 0.013823 |
26 | -0.140226 | -1.5297 | 0.064374 |
27 | 0.084372 | 0.9204 | 0.179615 |
28 | -0.132765 | -1.4483 | 0.075082 |
29 | 0.006888 | 0.0751 | 0.470114 |
30 | 0.209277 | 2.2829 | 0.012104 |
31 | -0.115846 | -1.2637 | 0.104399 |
32 | -0.126869 | -1.384 | 0.084478 |
33 | 0.185046 | 2.0186 | 0.022888 |
34 | -0.200031 | -2.1821 | 0.015534 |
35 | -0.1024 | -1.1171 | 0.133112 |
36 | 0.410178 | 4.4745 | 9e-06 |
37 | -0.195364 | -2.1312 | 0.017566 |
38 | -0.070292 | -0.7668 | 0.22236 |
39 | 0.057757 | 0.6301 | 0.264934 |
40 | -0.130397 | -1.4225 | 0.078755 |
41 | 0.035426 | 0.3865 | 0.349925 |
42 | 0.204229 | 2.2279 | 0.013884 |
43 | -0.126049 | -1.375 | 0.085852 |
44 | -0.096134 | -1.0487 | 0.148222 |
45 | 0.148277 | 1.6175 | 0.054207 |
46 | -0.159074 | -1.7353 | 0.042639 |
47 | -0.067796 | -0.7396 | 0.230509 |
48 | 0.314005 | 3.4254 | 0.000422 |
49 | -0.211323 | -2.3053 | 0.011442 |
50 | -0.015911 | -0.1736 | 0.431251 |
51 | 0.045829 | 0.4999 | 0.309023 |
52 | -0.12086 | -1.3184 | 0.094946 |
53 | 0.067312 | 0.7343 | 0.232108 |
54 | 0.177829 | 1.9399 | 0.02738 |
55 | -0.127769 | -1.3938 | 0.082989 |
56 | -0.063501 | -0.6927 | 0.244921 |
57 | 0.120254 | 1.3118 | 0.096053 |
58 | -0.149921 | -1.6354 | 0.052299 |
59 | -0.008562 | -0.0934 | 0.46287 |
60 | 0.235457 | 2.5685 | 0.005725 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.215645 | -2.3524 | 0.010147 |
2 | -0.4251 | -4.6373 | 5e-06 |
3 | 0.016061 | 0.1752 | 0.430606 |
4 | -0.203224 | -2.2169 | 0.014265 |
5 | -0.079286 | -0.8649 | 0.194416 |
6 | 0.029266 | 0.3193 | 0.375047 |
7 | -0.102971 | -1.1233 | 0.13179 |
8 | -0.069712 | -0.7605 | 0.224238 |
9 | 0.16658 | 1.8172 | 0.035854 |
10 | -0.342089 | -3.7317 | 0.000146 |
11 | -0.293172 | -3.1981 | 0.000886 |
12 | 0.618617 | 6.7483 | 0 |
13 | -0.015682 | -0.1711 | 0.432231 |
14 | 0.233687 | 2.5492 | 0.006034 |
15 | -0.123441 | -1.3466 | 0.090337 |
16 | -0.040955 | -0.4468 | 0.327929 |
17 | 0.001854 | 0.0202 | 0.491949 |
18 | 0.025834 | 0.2818 | 0.389285 |
19 | 0.039082 | 0.4263 | 0.335319 |
20 | -0.053633 | -0.5851 | 0.279805 |
21 | -0.133393 | -1.4551 | 0.074131 |
22 | 0.07914 | 0.8633 | 0.194849 |
23 | -0.034901 | -0.3807 | 0.352042 |
24 | 0.07775 | 0.8482 | 0.199028 |
25 | -0.074444 | -0.8121 | 0.20918 |
26 | 0.015325 | 0.1672 | 0.433759 |
27 | -0.026289 | -0.2868 | 0.387392 |
28 | -0.027212 | -0.2969 | 0.383549 |
29 | 0.030515 | 0.3329 | 0.369904 |
30 | 0.022019 | 0.2402 | 0.405294 |
31 | 0.019206 | 0.2095 | 0.417202 |
32 | -0.028232 | -0.308 | 0.379319 |
33 | -0.091361 | -0.9966 | 0.160483 |
34 | -0.007315 | -0.0798 | 0.468266 |
35 | -0.067593 | -0.7374 | 0.231179 |
36 | -0.127479 | -1.3906 | 0.083467 |
37 | -0.039912 | -0.4354 | 0.332035 |
38 | -0.135227 | -1.4751 | 0.071407 |
39 | -0.016992 | -0.1854 | 0.426633 |
40 | -0.049488 | -0.5399 | 0.295153 |
41 | 0.022745 | 0.2481 | 0.402234 |
42 | -0.001777 | -0.0194 | 0.492282 |
43 | -0.103284 | -1.1267 | 0.13107 |
44 | 0.072138 | 0.7869 | 0.216443 |
45 | -0.001243 | -0.0136 | 0.494602 |
46 | 0.02747 | 0.2997 | 0.382477 |
47 | -0.019358 | -0.2112 | 0.416559 |
48 | 0.003081 | 0.0336 | 0.486622 |
49 | -0.105496 | -1.1508 | 0.126056 |
50 | 0.014517 | 0.1584 | 0.43722 |
51 | -0.077523 | -0.8457 | 0.199717 |
52 | 0.02122 | 0.2315 | 0.40867 |
53 | -0.042356 | -0.4621 | 0.322444 |
54 | -0.008274 | -0.0903 | 0.464117 |
55 | -0.017137 | -0.1869 | 0.426014 |
56 | 0.019825 | 0.2163 | 0.414577 |
57 | 0.003145 | 0.0343 | 0.486344 |
58 | -0.017052 | -0.186 | 0.426375 |
59 | 0.056039 | 0.6113 | 0.271078 |
60 | -0.03065 | -0.3344 | 0.36935 |