Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.307151 | -2.7983 | 0.003193 |
2 | -0.167261 | -1.5238 | 0.065677 |
3 | 0.017651 | 0.1608 | 0.436316 |
4 | 0.021634 | 0.1971 | 0.422117 |
5 | 0.081816 | 0.7454 | 0.229075 |
6 | -0.154784 | -1.4101 | 0.081117 |
7 | 0.007103 | 0.0647 | 0.474281 |
8 | 0.075622 | 0.6889 | 0.246388 |
9 | 0.030625 | 0.279 | 0.390466 |
10 | -0.281994 | -2.5691 | 0.005993 |
11 | -0.050358 | -0.4588 | 0.323794 |
12 | 0.543068 | 4.9476 | 2e-06 |
13 | -0.168489 | -1.535 | 0.064293 |
14 | -0.087602 | -0.7981 | 0.213547 |
15 | -0.035608 | -0.3244 | 0.373224 |
16 | 0.016524 | 0.1505 | 0.440353 |
17 | 0.136166 | 1.2405 | 0.109138 |
18 | -0.174138 | -1.5865 | 0.058218 |
19 | 9.1e-05 | 8e-04 | 0.49967 |
20 | 0.117989 | 1.0749 | 0.14276 |
21 | -0.029819 | -0.2717 | 0.393277 |
22 | -0.302288 | -2.754 | 0.003616 |
23 | 0.078125 | 0.7118 | 0.239306 |
24 | 0.308135 | 2.8072 | 0.003113 |
25 | -0.041224 | -0.3756 | 0.354099 |
26 | -0.064032 | -0.5834 | 0.280616 |
27 | -0.098705 | -0.8992 | 0.185562 |
28 | 0.094382 | 0.8599 | 0.19617 |
29 | 0.108275 | 0.9864 | 0.163395 |
30 | -0.1612 | -1.4686 | 0.07286 |
31 | -0.007292 | -0.0664 | 0.473597 |
32 | 0.13998 | 1.2753 | 0.102885 |
33 | -0.122657 | -1.1175 | 0.133511 |
34 | -0.101619 | -0.9258 | 0.178618 |
35 | -0.061671 | -0.5619 | 0.287865 |
36 | 0.218807 | 1.9934 | 0.02475 |
37 | 0.079535 | 0.7246 | 0.235369 |
38 | -0.164481 | -1.4985 | 0.068899 |
39 | -0.023499 | -0.2141 | 0.415503 |
40 | 0.059268 | 0.54 | 0.295338 |
41 | 0.123941 | 1.1292 | 0.131042 |
42 | -0.168512 | -1.5352 | 0.064267 |
43 | 0.023545 | 0.2145 | 0.41534 |
44 | 0.068296 | 0.6222 | 0.267757 |
45 | -0.088558 | -0.8068 | 0.211044 |
46 | -0.019928 | -0.1816 | 0.428189 |
47 | -0.123274 | -1.1231 | 0.132321 |
48 | 0.180565 | 1.645 | 0.051873 |
49 | 0.141591 | 1.29 | 0.100324 |
50 | -0.21023 | -1.9153 | 0.02945 |
51 | 0.015798 | 0.1439 | 0.442952 |
52 | 0.04717 | 0.4297 | 0.334251 |
53 | 0.021697 | 0.1977 | 0.421895 |
54 | -0.068472 | -0.6238 | 0.267232 |
55 | 0.049913 | 0.4547 | 0.325247 |
56 | 0.022731 | 0.2071 | 0.418224 |
57 | -0.053915 | -0.4912 | 0.312295 |
58 | -0.038666 | -0.3523 | 0.362765 |
59 | -0.122857 | -1.1193 | 0.133124 |
60 | 0.206499 | 1.8813 | 0.031719 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.307151 | -2.7983 | 0.003193 |
2 | -0.288854 | -2.6316 | 0.005065 |
3 | -0.165385 | -1.5067 | 0.067839 |
4 | -0.099825 | -0.9095 | 0.182873 |
5 | 0.041182 | 0.3752 | 0.354241 |
6 | -0.133697 | -1.218 | 0.11333 |
7 | -0.086601 | -0.789 | 0.216188 |
8 | -0.018513 | -0.1687 | 0.433238 |
9 | 0.036025 | 0.3282 | 0.371792 |
10 | -0.308696 | -2.8124 | 0.003068 |
11 | -0.349254 | -3.1819 | 0.00103 |
12 | 0.367866 | 3.3514 | 0.000606 |
13 | 0.163948 | 1.4936 | 0.069531 |
14 | 0.079917 | 0.7281 | 0.234307 |
15 | 0.016212 | 0.1477 | 0.44147 |
16 | -0.054683 | -0.4982 | 0.309836 |
17 | 0.033484 | 0.3051 | 0.380546 |
18 | -0.018857 | -0.1718 | 0.432009 |
19 | -0.012407 | -0.113 | 0.455138 |
20 | 0.012187 | 0.111 | 0.455932 |
21 | -0.028923 | -0.2635 | 0.396408 |
22 | -0.173321 | -1.579 | 0.059066 |
23 | -0.05637 | -0.5136 | 0.304463 |
24 | 0.006759 | 0.0616 | 0.475523 |
25 | 0.07623 | 0.6945 | 0.244657 |
26 | 0.050493 | 0.46 | 0.323355 |
27 | -0.009111 | -0.083 | 0.467024 |
28 | 0.023155 | 0.211 | 0.416721 |
29 | 0.027598 | 0.2514 | 0.401053 |
30 | 0.018375 | 0.1674 | 0.433728 |
31 | -0.033993 | -0.3097 | 0.378785 |
32 | -0.004685 | -0.0427 | 0.483028 |
33 | -0.111002 | -1.0113 | 0.157412 |
34 | 0.140735 | 1.2822 | 0.101678 |
35 | -0.094965 | -0.8652 | 0.19472 |
36 | -0.055691 | -0.5074 | 0.30662 |
37 | 0.045343 | 0.4131 | 0.3403 |
38 | -0.095401 | -0.8691 | 0.193638 |
39 | 0.031778 | 0.2895 | 0.386455 |
40 | -0.05476 | -0.4989 | 0.309589 |
41 | 0.045015 | 0.4101 | 0.341393 |
42 | -0.054562 | -0.4971 | 0.310222 |
43 | -0.034547 | -0.3147 | 0.376874 |
44 | -0.088513 | -0.8064 | 0.211161 |
45 | -0.061069 | -0.5564 | 0.289729 |
46 | 0.020306 | 0.185 | 0.426841 |
47 | 0.014697 | 0.1339 | 0.446906 |
48 | -0.032456 | -0.2957 | 0.384102 |
49 | 0.071977 | 0.6557 | 0.256903 |
50 | 0.011832 | 0.1078 | 0.457209 |
51 | -0.017679 | -0.1611 | 0.436216 |
52 | 0.007954 | 0.0725 | 0.471205 |
53 | -0.185152 | -1.6868 | 0.047697 |
54 | -0.086835 | -0.7911 | 0.215568 |
55 | 0.0433 | 0.3945 | 0.347118 |
56 | 0.082698 | 0.7534 | 0.226666 |
57 | -0.056027 | -0.5104 | 0.305551 |
58 | -0.08257 | -0.7523 | 0.227014 |
59 | -0.023223 | -0.2116 | 0.41648 |
60 | -0.017963 | -0.1637 | 0.435202 |