Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.54952 | -4.6303 | 8e-06 |
2 | 0.150521 | 1.2683 | 0.104415 |
3 | 0.006681 | 0.0563 | 0.477631 |
4 | -0.127243 | -1.0722 | 0.143637 |
5 | 0.061836 | 0.521 | 0.301981 |
6 | 0.024828 | 0.2092 | 0.417444 |
7 | -0.071622 | -0.6035 | 0.27405 |
8 | 0.002972 | 0.025 | 0.490046 |
9 | 0.096855 | 0.8161 | 0.208583 |
10 | -0.009269 | -0.0781 | 0.468983 |
11 | -0.009418 | -0.0794 | 0.468486 |
12 | -0.074181 | -0.6251 | 0.266967 |
13 | -0.047145 | -0.3973 | 0.346186 |
14 | 0.002671 | 0.0225 | 0.491053 |
15 | 0.08595 | 0.7242 | 0.235653 |
16 | -0.085343 | -0.7191 | 0.237215 |
17 | 0.058744 | 0.495 | 0.311069 |
18 | 0.024442 | 0.206 | 0.418709 |
19 | -0.064529 | -0.5437 | 0.294165 |
20 | 0.010729 | 0.0904 | 0.464109 |
21 | 0.139642 | 1.1766 | 0.121634 |
22 | -0.311082 | -2.6212 | 0.005355 |
23 | 0.36221 | 3.052 | 0.001598 |
24 | -0.190444 | -1.6047 | 0.056499 |
25 | -0.055241 | -0.4655 | 0.32151 |
26 | 0.246219 | 2.0747 | 0.020821 |
27 | -0.268748 | -2.2645 | 0.013299 |
28 | 0.14377 | 1.2114 | 0.114873 |
29 | -0.066104 | -0.557 | 0.289638 |
30 | 0.063497 | 0.535 | 0.297149 |
31 | -0.083475 | -0.7034 | 0.242061 |
32 | 0.175286 | 1.477 | 0.072051 |
33 | -0.193172 | -1.6277 | 0.05401 |
34 | -0.010852 | -0.0914 | 0.463699 |
35 | 0.065232 | 0.5497 | 0.292141 |
36 | -0.026677 | -0.2248 | 0.411397 |
37 | 0.004997 | 0.0421 | 0.483267 |
38 | 0.003846 | 0.0324 | 0.487121 |
39 | 0.05166 | 0.4353 | 0.332334 |
40 | -0.045049 | -0.3796 | 0.352691 |
41 | 0.105989 | 0.8931 | 0.187417 |
42 | -0.114179 | -0.9621 | 0.169635 |
43 | -0.000131 | -0.0011 | 0.499561 |
44 | 0.009963 | 0.0839 | 0.466667 |
45 | -0.005236 | -0.0441 | 0.482467 |
46 | 0.062119 | 0.5234 | 0.301155 |
47 | 0.04516 | 0.3805 | 0.352345 |
48 | -0.176668 | -1.4886 | 0.070507 |
49 | 0.209951 | 1.7691 | 0.040588 |
50 | -0.18145 | -1.5289 | 0.065363 |
51 | 0.07139 | 0.6015 | 0.274698 |
52 | -0.038419 | -0.3237 | 0.373548 |
53 | -0.001185 | -0.01 | 0.496032 |
54 | -0.033228 | -0.28 | 0.390152 |
55 | 0.103721 | 0.874 | 0.192542 |
56 | -0.074042 | -0.6239 | 0.26735 |
57 | -0.007005 | -0.059 | 0.476549 |
58 | 0.023529 | 0.1983 | 0.421704 |
59 | -0.030632 | -0.2581 | 0.398533 |
60 | 0.009802 | 0.0826 | 0.467203 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.54952 | -4.6303 | 8e-06 |
2 | -0.21697 | -1.8282 | 0.035858 |
3 | -0.017872 | -0.1506 | 0.440364 |
4 | -0.147548 | -1.2433 | 0.108931 |
5 | -0.131878 | -1.1112 | 0.13511 |
6 | -0.005395 | -0.0455 | 0.481936 |
7 | -0.058596 | -0.4937 | 0.311506 |
8 | -0.133605 | -1.1258 | 0.132026 |
9 | 0.044221 | 0.3726 | 0.355274 |
10 | 0.15017 | 1.2654 | 0.10494 |
11 | 0.072266 | 0.6089 | 0.272259 |
12 | -0.112934 | -0.9516 | 0.172265 |
13 | -0.192293 | -1.6203 | 0.054802 |
14 | -0.173205 | -1.4595 | 0.074425 |
15 | -0.004755 | -0.0401 | 0.484076 |
16 | -0.057701 | -0.4862 | 0.314161 |
17 | -0.048516 | -0.4088 | 0.341957 |
18 | 0.034922 | 0.2943 | 0.384709 |
19 | -0.048831 | -0.4115 | 0.34099 |
20 | -0.153187 | -1.2908 | 0.100485 |
21 | 0.181652 | 1.5306 | 0.065153 |
22 | -0.10193 | -0.8589 | 0.196648 |
23 | 0.168404 | 1.419 | 0.080137 |
24 | 0.085102 | 0.7171 | 0.237837 |
25 | -0.199438 | -1.6805 | 0.048628 |
26 | 0.075105 | 0.6328 | 0.264433 |
27 | -0.063013 | -0.531 | 0.298554 |
28 | -0.020535 | -0.173 | 0.431558 |
29 | -0.069186 | -0.583 | 0.280879 |
30 | 0.069383 | 0.5846 | 0.280324 |
31 | -0.037542 | -0.3163 | 0.376337 |
32 | 0.126859 | 1.0689 | 0.144361 |
33 | -0.047324 | -0.3988 | 0.345634 |
34 | -0.214343 | -1.8061 | 0.037571 |
35 | -0.078541 | -0.6618 | 0.255122 |
36 | 0.017753 | 0.1496 | 0.440756 |
37 | 0.018483 | 0.1557 | 0.438341 |
38 | -0.10055 | -0.8473 | 0.199851 |
39 | 0.110776 | 0.9334 | 0.176885 |
40 | 0.037258 | 0.3139 | 0.377244 |
41 | 0.015704 | 0.1323 | 0.447552 |
42 | 0.020205 | 0.1703 | 0.432649 |
43 | 0.070916 | 0.5976 | 0.27602 |
44 | -0.063449 | -0.5346 | 0.297289 |
45 | 0.059096 | 0.498 | 0.310029 |
46 | -0.040531 | -0.3415 | 0.36686 |
47 | -0.010943 | -0.0922 | 0.463395 |
48 | -0.011144 | -0.0939 | 0.462727 |
49 | -0.057751 | -0.4866 | 0.314013 |
50 | -0.056702 | -0.4778 | 0.317137 |
51 | -0.00159 | -0.0134 | 0.494676 |
52 | -0.010323 | -0.087 | 0.465466 |
53 | -0.044074 | -0.3714 | 0.355733 |
54 | -0.015544 | -0.131 | 0.448084 |
55 | -0.011213 | -0.0945 | 0.462497 |
56 | -0.105016 | -0.8849 | 0.189603 |
57 | 0.023741 | 0.2 | 0.42101 |
58 | -0.087188 | -0.7347 | 0.232483 |
59 | 0.015831 | 0.1334 | 0.447128 |
60 | -0.044485 | -0.3748 | 0.354448 |