Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.083521 | -0.9111 | 0.182041 |
2 | -0.405411 | -4.4225 | 1.1e-05 |
3 | 0.186442 | 2.0338 | 0.022095 |
4 | -0.026504 | -0.2891 | 0.386497 |
5 | -0.221066 | -2.4115 | 0.008707 |
6 | 0.247226 | 2.6969 | 0.004007 |
7 | -0.190761 | -2.081 | 0.019792 |
8 | -0.049643 | -0.5415 | 0.294573 |
9 | 0.222953 | 2.4321 | 0.00825 |
10 | -0.288968 | -3.1523 | 0.001025 |
11 | -0.095916 | -1.0463 | 0.148767 |
12 | 0.757133 | 8.2594 | 0 |
13 | -0.075041 | -0.8186 | 0.207324 |
14 | -0.424823 | -4.6343 | 5e-06 |
15 | 0.121142 | 1.3215 | 0.094435 |
16 | 0.076044 | 0.8295 | 0.204228 |
17 | -0.156116 | -1.703 | 0.045587 |
18 | 0.168034 | 1.833 | 0.034648 |
19 | -0.124241 | -1.3553 | 0.088942 |
20 | -0.082197 | -0.8967 | 0.185855 |
21 | 0.142529 | 1.5548 | 0.061324 |
22 | -0.135301 | -1.476 | 0.071299 |
23 | -0.070914 | -0.7736 | 0.220356 |
24 | 0.509725 | 5.5604 | 0 |
25 | -0.0446 | -0.4865 | 0.313744 |
26 | -0.343428 | -3.7464 | 0.000139 |
27 | 0.063918 | 0.6973 | 0.2435 |
28 | 0.127302 | 1.3887 | 0.083758 |
29 | -0.107209 | -1.1695 | 0.122267 |
30 | 0.066628 | 0.7268 | 0.234379 |
31 | -0.11525 | -1.2572 | 0.105567 |
32 | -0.06629 | -0.7231 | 0.235507 |
33 | 0.094026 | 1.0257 | 0.153557 |
34 | -0.021439 | -0.2339 | 0.407744 |
35 | -0.018313 | -0.1998 | 0.421001 |
36 | 0.303944 | 3.3156 | 0.000606 |
37 | -0.063544 | -0.6932 | 0.244773 |
38 | -0.250283 | -2.7303 | 0.003645 |
39 | -0.002919 | -0.0318 | 0.487326 |
40 | 0.120911 | 1.319 | 0.094853 |
41 | -0.04614 | -0.5033 | 0.307831 |
42 | -0.002928 | -0.0319 | 0.487285 |
43 | -0.108422 | -1.1827 | 0.119634 |
44 | 0.009297 | 0.1014 | 0.459695 |
45 | 0.082597 | 0.901 | 0.184697 |
46 | 0.032754 | 0.3573 | 0.36075 |
47 | -0.015306 | -0.167 | 0.43384 |
48 | 0.144746 | 1.579 | 0.058497 |
49 | -0.050577 | -0.5517 | 0.291083 |
50 | -0.16319 | -1.7802 | 0.038799 |
51 | -0.06332 | -0.6907 | 0.245538 |
52 | 0.131472 | 1.4342 | 0.07707 |
53 | 0.026028 | 0.2839 | 0.388479 |
54 | -0.062355 | -0.6802 | 0.248847 |
55 | -0.068462 | -0.7468 | 0.22832 |
56 | 0.036556 | 0.3988 | 0.345385 |
57 | 0.052367 | 0.5713 | 0.284452 |
58 | 0.08421 | 0.9186 | 0.180076 |
59 | -0.026773 | -0.2921 | 0.385375 |
60 | 0.012299 | 0.1342 | 0.44675 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.083521 | -0.9111 | 0.182041 |
2 | -0.415284 | -4.5302 | 7e-06 |
3 | 0.126357 | 1.3784 | 0.085335 |
4 | -0.205282 | -2.2394 | 0.013495 |
5 | -0.133682 | -1.4583 | 0.073696 |
6 | 0.150398 | 1.6406 | 0.051755 |
7 | -0.384296 | -4.1922 | 2.7e-05 |
8 | 0.223324 | 2.4362 | 0.008163 |
9 | -0.157592 | -1.7191 | 0.044096 |
10 | -0.31387 | -3.4239 | 0.000424 |
11 | 0.135538 | 1.4786 | 0.070951 |
12 | 0.565476 | 6.1686 | 0 |
13 | 0.044468 | 0.4851 | 0.314254 |
14 | -0.012428 | -0.1356 | 0.446194 |
15 | -0.108689 | -1.1857 | 0.11906 |
16 | 0.206021 | 2.2474 | 0.013228 |
17 | 0.065509 | 0.7146 | 0.238123 |
18 | -0.047504 | -0.5182 | 0.302637 |
19 | 0.086792 | 0.9468 | 0.172831 |
20 | -0.109275 | -1.1921 | 0.117806 |
21 | -0.09897 | -1.0796 | 0.141243 |
22 | 0.111666 | 1.2181 | 0.112792 |
23 | 0.030081 | 0.3281 | 0.371691 |
24 | -0.055438 | -0.6048 | 0.273246 |
25 | -0.052503 | -0.5727 | 0.28395 |
26 | 0.12643 | 1.3792 | 0.085211 |
27 | 0.036053 | 0.3933 | 0.347404 |
28 | -0.054175 | -0.591 | 0.277827 |
29 | 0.020364 | 0.2221 | 0.412292 |
30 | -0.027889 | -0.3042 | 0.38074 |
31 | -0.125233 | -1.3661 | 0.087238 |
32 | 0.016016 | 0.1747 | 0.430799 |
33 | 0.011042 | 0.1205 | 0.452163 |
34 | 0.024657 | 0.269 | 0.394208 |
35 | -0.015161 | -0.1654 | 0.434459 |
36 | -0.032934 | -0.3593 | 0.360014 |
37 | -0.008376 | -0.0914 | 0.463675 |
38 | -0.053603 | -0.5847 | 0.279916 |
39 | -0.084436 | -0.9211 | 0.179435 |
40 | -0.004714 | -0.0514 | 0.479535 |
41 | -0.051483 | -0.5616 | 0.287718 |
42 | -0.043591 | -0.4755 | 0.317645 |
43 | -0.029355 | -0.3202 | 0.374679 |
44 | 0.063342 | 0.691 | 0.245461 |
45 | 0.040391 | 0.4406 | 0.330148 |
46 | 0.027853 | 0.3038 | 0.38089 |
47 | -0.054393 | -0.5934 | 0.277034 |
48 | 0.024422 | 0.2664 | 0.395192 |
49 | 0.090511 | 0.9874 | 0.162736 |
50 | -0.039449 | -0.4303 | 0.333866 |
51 | -0.076597 | -0.8356 | 0.202533 |
52 | 0.050085 | 0.5464 | 0.292921 |
53 | 0.042602 | 0.4647 | 0.321485 |
54 | -0.035425 | -0.3864 | 0.349932 |
55 | 0.128052 | 1.3969 | 0.082524 |
56 | -0.061462 | -0.6705 | 0.251929 |
57 | -0.003837 | -0.0419 | 0.483341 |
58 | 0.081578 | 0.8899 | 0.187654 |
59 | 0.045654 | 0.498 | 0.309692 |
60 | -0.000509 | -0.0056 | 0.497788 |