Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.529092 | -6.0093 | 0 |
2 | 0.218411 | 2.4807 | 0.0072 |
3 | -0.113037 | -1.2838 | 0.100748 |
4 | 0.068404 | 0.7769 | 0.219314 |
5 | -0.239854 | -2.7242 | 0.00367 |
6 | 0.296656 | 3.3694 | 0.000497 |
7 | -0.284811 | -3.2348 | 0.000773 |
8 | 0.213311 | 2.4227 | 0.008396 |
9 | -0.141095 | -1.6025 | 0.055742 |
10 | 0.079408 | 0.9019 | 0.184394 |
11 | -0.042707 | -0.4851 | 0.31423 |
12 | -0.097651 | -1.1091 | 0.134724 |
13 | 0.080813 | 0.9179 | 0.180204 |
14 | 0.076653 | 0.8706 | 0.192791 |
15 | -0.115038 | -1.3066 | 0.09684 |
16 | 0.097587 | 1.1084 | 0.13488 |
17 | -0.004349 | -0.0494 | 0.480343 |
18 | -0.161473 | -1.834 | 0.034481 |
19 | 0.212508 | 2.4136 | 0.0086 |
20 | -0.134792 | -1.5309 | 0.064116 |
21 | 0.020608 | 0.2341 | 0.407653 |
22 | -0.003488 | -0.0396 | 0.48423 |
23 | 0.003067 | 0.0348 | 0.486131 |
24 | -0.024076 | -0.2735 | 0.392471 |
25 | 0.073148 | 0.8308 | 0.203811 |
26 | -0.027444 | -0.3117 | 0.377884 |
27 | -0.013547 | -0.1539 | 0.438978 |
28 | -0.011646 | -0.1323 | 0.447488 |
29 | 0.002878 | 0.0327 | 0.486989 |
30 | 0.06985 | 0.7933 | 0.214516 |
31 | -0.128253 | -1.4567 | 0.073818 |
32 | 0.112961 | 1.283 | 0.100898 |
33 | -0.035929 | -0.4081 | 0.341947 |
34 | -0.010153 | -0.1153 | 0.454187 |
35 | -0.016583 | -0.1883 | 0.425451 |
36 | 0.030719 | 0.3489 | 0.363867 |
37 | -0.06099 | -0.6927 | 0.244868 |
38 | 0.02738 | 0.311 | 0.378159 |
39 | 0.030102 | 0.3419 | 0.366493 |
40 | -0.022037 | -0.2503 | 0.401379 |
41 | -0.003398 | -0.0386 | 0.484637 |
42 | 0.020496 | 0.2328 | 0.408147 |
43 | -0.003035 | -0.0345 | 0.486278 |
44 | -0.016696 | -0.1896 | 0.42495 |
45 | 0.016805 | 0.1909 | 0.424465 |
46 | -0.026634 | -0.3025 | 0.381377 |
47 | 0.063241 | 0.7183 | 0.236944 |
48 | -0.056822 | -0.6454 | 0.259917 |
49 | 0.025683 | 0.2917 | 0.385491 |
50 | 0.008952 | 0.1017 | 0.459588 |
51 | -0.02874 | -0.3264 | 0.372317 |
52 | 0.009848 | 0.1118 | 0.455559 |
53 | 0.006582 | 0.0748 | 0.470261 |
54 | 0.009409 | 0.1069 | 0.45753 |
55 | -0.055685 | -0.6325 | 0.264103 |
56 | 0.090238 | 1.0249 | 0.153663 |
57 | -0.073289 | -0.8324 | 0.203359 |
58 | 0.047745 | 0.5423 | 0.29428 |
59 | -0.047187 | -0.5359 | 0.296463 |
60 | 0.073681 | 0.8369 | 0.20211 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.529092 | -6.0093 | 0 |
2 | -0.085447 | -0.9705 | 0.166808 |
3 | -0.045904 | -0.5214 | 0.301503 |
4 | 0.004454 | 0.0506 | 0.479868 |
5 | -0.281904 | -3.2018 | 0.00086 |
6 | 0.066684 | 0.7574 | 0.2251 |
7 | -0.107304 | -1.2187 | 0.112585 |
8 | 0.001149 | 0.0131 | 0.494802 |
9 | -0.051817 | -0.5885 | 0.278602 |
10 | -0.060124 | -0.6829 | 0.247953 |
11 | 0.036623 | 0.416 | 0.339067 |
12 | -0.270031 | -3.067 | 0.001318 |
13 | -0.017483 | -0.1986 | 0.421458 |
14 | 0.101962 | 1.1581 | 0.124489 |
15 | -0.021222 | -0.241 | 0.404956 |
16 | -0.029941 | -0.3401 | 0.36718 |
17 | -0.007517 | -0.0854 | 0.466047 |
18 | -0.124577 | -1.4149 | 0.07975 |
19 | 0.055261 | 0.6276 | 0.265674 |
20 | -0.006302 | -0.0716 | 0.471524 |
21 | -0.049554 | -0.5628 | 0.287265 |
22 | -0.078164 | -0.8878 | 0.188157 |
23 | -0.084104 | -0.9552 | 0.170621 |
24 | 0.003562 | 0.0405 | 0.483895 |
25 | 0.00623 | 0.0708 | 0.471848 |
26 | 0.121242 | 1.377 | 0.085442 |
27 | -0.102328 | -1.1622 | 0.123646 |
28 | -0.070614 | -0.802 | 0.212009 |
29 | -0.031074 | -0.3529 | 0.362355 |
30 | 0.072691 | 0.8256 | 0.205275 |
31 | -0.022189 | -0.252 | 0.400713 |
32 | -0.031488 | -0.3576 | 0.3606 |
33 | -0.000956 | -0.0109 | 0.495677 |
34 | -0.029948 | -0.3401 | 0.36715 |
35 | -0.026437 | -0.3003 | 0.38223 |
36 | -0.04659 | -0.5292 | 0.298801 |
37 | 0.066147 | 0.7513 | 0.226925 |
38 | -0.112098 | -1.2732 | 0.10262 |
39 | -0.025033 | -0.2843 | 0.388311 |
40 | -0.029244 | -0.3321 | 0.370159 |
41 | 0.015392 | 0.1748 | 0.430747 |
42 | 0.025601 | 0.2908 | 0.385848 |
43 | -0.040315 | -0.4579 | 0.323902 |
44 | -0.001156 | -0.0131 | 0.494772 |
45 | -0.056459 | -0.6413 | 0.261249 |
46 | -0.025672 | -0.2916 | 0.385539 |
47 | 0.076257 | 0.8661 | 0.194018 |
48 | 0.024766 | 0.2813 | 0.389468 |
49 | -0.087827 | -0.9975 | 0.160189 |
50 | 0.020819 | 0.2365 | 0.406725 |
51 | -0.021389 | -0.2429 | 0.40422 |
52 | 0.037481 | 0.4257 | 0.335519 |
53 | -0.027866 | -0.3165 | 0.376068 |
54 | 0.057371 | 0.6516 | 0.257906 |
55 | -0.102198 | -1.1608 | 0.123943 |
56 | -0.00493 | -0.056 | 0.477717 |
57 | 0.063702 | 0.7235 | 0.235337 |
58 | -0.027535 | -0.3127 | 0.377494 |
59 | 0.020526 | 0.2331 | 0.408014 |
60 | -0.000378 | -0.0043 | 0.498289 |