Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.298927 | -4.3627 | 1e-05 |
2 | -0.101987 | -1.4885 | 0.069055 |
3 | 0.034534 | 0.504 | 0.30739 |
4 | 0.051683 | 0.7543 | 0.225753 |
5 | -0.071121 | -1.038 | 0.150229 |
6 | -0.001007 | -0.0147 | 0.494146 |
7 | 3e-05 | 4e-04 | 0.499827 |
8 | 0.01056 | 0.1541 | 0.438831 |
9 | -0.045368 | -0.6621 | 0.254303 |
10 | 0.066821 | 0.9752 | 0.165277 |
11 | 0.088282 | 1.2884 | 0.099497 |
12 | -0.337599 | -4.9271 | 1e-06 |
13 | 0.091306 | 1.3326 | 0.092048 |
14 | 0.089163 | 1.3013 | 0.097282 |
15 | -0.013705 | -0.2 | 0.420831 |
16 | -0.089648 | -1.3084 | 0.09608 |
17 | 0.073103 | 1.0669 | 0.14361 |
18 | 0.030152 | 0.4401 | 0.330173 |
19 | 0.019167 | 0.2797 | 0.389975 |
20 | -0.052218 | -0.7621 | 0.223421 |
21 | 0.063667 | 0.9292 | 0.176921 |
22 | -0.072526 | -1.0585 | 0.145516 |
23 | 0.015299 | 0.2233 | 0.411765 |
24 | 0.017014 | 0.2483 | 0.402065 |
25 | -0.025687 | -0.3749 | 0.354057 |
26 | -0.001193 | -0.0174 | 0.493063 |
27 | 0.030063 | 0.4388 | 0.330642 |
28 | -0.010213 | -0.149 | 0.440828 |
29 | -0.024283 | -0.3544 | 0.361694 |
30 | -0.062989 | -0.9193 | 0.179492 |
31 | 0.018725 | 0.2733 | 0.392451 |
32 | 0.022862 | 0.3337 | 0.369481 |
33 | -0.081354 | -1.1873 | 0.118213 |
34 | 0.110653 | 1.6149 | 0.053903 |
35 | -0.023767 | -0.3469 | 0.364514 |
36 | 0.059146 | 0.8632 | 0.194497 |
37 | -0.082719 | -1.2072 | 0.114339 |
38 | -0.036693 | -0.5355 | 0.296428 |
39 | 0.013654 | 0.1993 | 0.421117 |
40 | 0.016924 | 0.247 | 0.402571 |
41 | 0.06542 | 0.9548 | 0.170388 |
42 | -0.029484 | -0.4303 | 0.333702 |
43 | -0.009726 | -0.1419 | 0.443628 |
44 | -0.01774 | -0.2589 | 0.397981 |
45 | 0.059587 | 0.8696 | 0.192737 |
46 | -0.106828 | -1.5591 | 0.060228 |
47 | 0.07213 | 1.0527 | 0.146835 |
48 | -0.081608 | -1.191 | 0.117483 |
49 | 0.10028 | 1.4635 | 0.072398 |
50 | 0.007036 | 0.1027 | 0.459153 |
51 | -0.005567 | -0.0812 | 0.467663 |
52 | 0.001314 | 0.0192 | 0.492361 |
53 | -0.0239 | -0.3488 | 0.363789 |
54 | -0.014614 | -0.2133 | 0.415656 |
55 | 0.030788 | 0.4493 | 0.326821 |
56 | -0.029381 | -0.4288 | 0.334251 |
57 | -0.058675 | -0.8563 | 0.196387 |
58 | 0.07922 | 1.1562 | 0.124451 |
59 | -0.08654 | -1.263 | 0.103984 |
60 | 0.070988 | 1.036 | 0.15068 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.298927 | -4.3627 | 1e-05 |
2 | -0.210121 | -3.0666 | 0.001223 |
3 | -0.07487 | -1.0927 | 0.137881 |
4 | 0.020965 | 0.306 | 0.379963 |
5 | -0.051129 | -0.7462 | 0.228186 |
6 | -0.032296 | -0.4713 | 0.318938 |
7 | -0.03341 | -0.4876 | 0.313165 |
8 | -0.008285 | -0.1209 | 0.451934 |
9 | -0.049878 | -0.728 | 0.233721 |
10 | 0.039211 | 0.5723 | 0.283874 |
11 | 0.129318 | 1.8873 | 0.030238 |
12 | -0.292815 | -4.2735 | 1.5e-05 |
13 | -0.111442 | -1.6264 | 0.052667 |
14 | -0.014296 | -0.2086 | 0.417466 |
15 | 0.016784 | 0.2449 | 0.403366 |
16 | -0.052294 | -0.7632 | 0.223091 |
17 | -0.004699 | -0.0686 | 0.472693 |
18 | 0.024563 | 0.3585 | 0.360168 |
19 | 0.05065 | 0.7392 | 0.230298 |
20 | -0.008929 | -0.1303 | 0.448221 |
21 | 0.031099 | 0.4539 | 0.325189 |
22 | -0.033697 | -0.4918 | 0.311686 |
23 | 0.034417 | 0.5023 | 0.307986 |
24 | -0.096497 | -1.4083 | 0.080246 |
25 | -0.074768 | -1.0912 | 0.138208 |
26 | 0.015237 | 0.2224 | 0.412115 |
27 | 0.043072 | 0.6286 | 0.265136 |
28 | -0.03877 | -0.5658 | 0.286051 |
29 | -0.031961 | -0.4665 | 0.320683 |
30 | -0.074041 | -1.0806 | 0.140551 |
31 | -0.019916 | -0.2907 | 0.385794 |
32 | -0.023842 | -0.348 | 0.364104 |
33 | -0.079353 | -1.1581 | 0.124056 |
34 | 0.048322 | 0.7052 | 0.240715 |
35 | 0.020454 | 0.2985 | 0.3828 |
36 | 0.062262 | 0.9087 | 0.182271 |
37 | -0.086915 | -1.2685 | 0.103005 |
38 | -0.103436 | -1.5096 | 0.066314 |
39 | -0.019434 | -0.2836 | 0.388484 |
40 | -0.030823 | -0.4499 | 0.326638 |
41 | 0.087079 | 1.2709 | 0.102578 |
42 | -0.029886 | -0.4362 | 0.331578 |
43 | 0.002232 | 0.0326 | 0.487024 |
44 | -0.050614 | -0.7387 | 0.230455 |
45 | -0.015222 | -0.2222 | 0.412203 |
46 | -0.069386 | -1.0127 | 0.156187 |
47 | 0.057325 | 0.8366 | 0.201867 |
48 | -0.026846 | -0.3918 | 0.347798 |
49 | 0.026017 | 0.3797 | 0.352268 |
50 | -0.0036 | -0.0525 | 0.479075 |
51 | 0.020961 | 0.3059 | 0.379984 |
52 | 0.037156 | 0.5423 | 0.2941 |
53 | 0.000587 | 0.0086 | 0.496584 |
54 | -0.050942 | -0.7435 | 0.229005 |
55 | -0.018433 | -0.269 | 0.394085 |
56 | -0.017844 | -0.2604 | 0.397393 |
57 | -0.068138 | -0.9944 | 0.160567 |
58 | -0.018871 | -0.2754 | 0.391633 |
59 | -0.079611 | -1.1619 | 0.123292 |
60 | -0.010223 | -0.1492 | 0.440767 |