Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.438076 | -4.5526 | 7e-06 |
2 | 0.030242 | 0.3143 | 0.376956 |
3 | 0.404597 | 4.2047 | 2.7e-05 |
4 | -0.274521 | -2.8529 | 0.002597 |
5 | 0.124592 | 1.2948 | 0.099076 |
6 | 0.177055 | 1.84 | 0.034257 |
7 | -0.320724 | -3.3331 | 0.000589 |
8 | 0.170874 | 1.7758 | 0.039293 |
9 | -0.011469 | -0.1192 | 0.452672 |
10 | -0.201362 | -2.0926 | 0.019363 |
11 | 0.100801 | 1.0476 | 0.148591 |
12 | -0.082721 | -0.8597 | 0.19594 |
13 | -0.172 | -1.7875 | 0.038333 |
14 | 0.091078 | 0.9465 | 0.173001 |
15 | 0.014308 | 0.1487 | 0.441035 |
16 | -0.192638 | -2.002 | 0.023898 |
17 | 0.118789 | 1.2345 | 0.10985 |
18 | -0.00345 | -0.0359 | 0.485734 |
19 | -0.124613 | -1.295 | 0.099038 |
20 | 0.148991 | 1.5484 | 0.06223 |
21 | 0.001885 | 0.0196 | 0.492203 |
22 | -0.250735 | -2.6057 | 0.005231 |
23 | 0.467645 | 4.8599 | 2e-06 |
24 | -0.368036 | -3.8247 | 0.00011 |
25 | 0.049293 | 0.5123 | 0.304753 |
26 | 0.244456 | 2.5405 | 0.006246 |
27 | -0.28448 | -2.9564 | 0.001911 |
28 | 0.115125 | 1.1964 | 0.117078 |
29 | 0.124979 | 1.2988 | 0.098386 |
30 | -0.215802 | -2.2427 | 0.01348 |
31 | 0.155586 | 1.6169 | 0.054409 |
32 | 0.020276 | 0.2107 | 0.416755 |
33 | -0.14157 | -1.4712 | 0.072067 |
34 | 0.129489 | 1.3457 | 0.090611 |
35 | -0.018736 | -0.1947 | 0.422991 |
36 | -0.14632 | -1.5206 | 0.065641 |
37 | 0.131809 | 1.3698 | 0.086795 |
38 | -0.021617 | -0.2247 | 0.411337 |
39 | -0.080773 | -0.8394 | 0.201543 |
40 | 0.05963 | 0.6197 | 0.268384 |
41 | 0.014487 | 0.1505 | 0.440306 |
42 | -0.069544 | -0.7227 | 0.235706 |
43 | 0.045884 | 0.4768 | 0.31722 |
44 | 0.058096 | 0.6038 | 0.273637 |
45 | -0.173595 | -1.804 | 0.037006 |
46 | 0.208843 | 2.1704 | 0.016085 |
47 | -0.090536 | -0.9409 | 0.174435 |
48 | -0.072141 | -0.7497 | 0.22753 |
49 | 0.179871 | 1.8693 | 0.032147 |
50 | -0.16452 | -1.7097 | 0.045092 |
51 | 0.030291 | 0.3148 | 0.376764 |
52 | 0.122241 | 1.2704 | 0.103342 |
53 | -0.200257 | -2.0811 | 0.019893 |
54 | 0.097713 | 1.0155 | 0.156077 |
55 | 0.058445 | 0.6074 | 0.272439 |
56 | -0.180557 | -1.8764 | 0.031649 |
57 | 0.127698 | 1.3271 | 0.093641 |
58 | -0.011112 | -0.1155 | 0.454139 |
59 | -0.155596 | -1.617 | 0.054397 |
60 | 0.168879 | 1.755 | 0.041044 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.438076 | -4.5526 | 7e-06 |
2 | -0.200062 | -2.0791 | 0.019988 |
3 | 0.429075 | 4.4591 | 1e-05 |
4 | 0.14322 | 1.4884 | 0.069782 |
5 | 0.041913 | 0.4356 | 0.332009 |
6 | 0.089319 | 0.9282 | 0.177679 |
7 | -0.221013 | -2.2968 | 0.011778 |
8 | -0.181518 | -1.8864 | 0.030964 |
9 | -0.107979 | -1.1222 | 0.132143 |
10 | -0.059088 | -0.6141 | 0.270235 |
11 | -0.060424 | -0.6279 | 0.265682 |
12 | -0.031387 | -0.3262 | 0.372459 |
13 | -0.127193 | -1.3218 | 0.09451 |
14 | -0.122229 | -1.2702 | 0.103363 |
15 | 0.166808 | 1.7335 | 0.042929 |
16 | 0.034532 | 0.3589 | 0.360199 |
17 | -0.028652 | -0.2978 | 0.383228 |
18 | -0.000568 | -0.0059 | 0.497652 |
19 | -0.072214 | -0.7505 | 0.227301 |
20 | -0.065055 | -0.6761 | 0.250221 |
21 | 0.07669 | 0.797 | 0.213605 |
22 | -0.247753 | -2.5747 | 0.005693 |
23 | 0.255249 | 2.6526 | 0.004595 |
24 | -0.153715 | -1.5974 | 0.056544 |
25 | -0.085667 | -0.8903 | 0.187648 |
26 | -0.066734 | -0.6935 | 0.244738 |
27 | 0.051727 | 0.5376 | 0.295993 |
28 | 0.030165 | 0.3135 | 0.377257 |
29 | -0.008405 | -0.0874 | 0.465277 |
30 | 0.104889 | 1.09 | 0.13906 |
31 | -0.05352 | -0.5562 | 0.289614 |
32 | 0.006492 | 0.0675 | 0.473168 |
33 | -0.046315 | -0.4813 | 0.315633 |
34 | -0.08707 | -0.9049 | 0.183778 |
35 | 0.017242 | 0.1792 | 0.429065 |
36 | -0.133963 | -1.3922 | 0.083363 |
37 | -0.080389 | -0.8354 | 0.20266 |
38 | -0.026646 | -0.2769 | 0.391188 |
39 | 0.190652 | 1.9813 | 0.025049 |
40 | -0.022544 | -0.2343 | 0.407603 |
41 | 0.062672 | 0.6513 | 0.258116 |
42 | 0.017992 | 0.187 | 0.426013 |
43 | -0.072824 | -0.7568 | 0.225405 |
44 | -0.013587 | -0.1412 | 0.443987 |
45 | -0.040527 | -0.4212 | 0.337235 |
46 | -0.089416 | -0.9292 | 0.177419 |
47 | 0.101923 | 1.0592 | 0.145933 |
48 | -0.082001 | -0.8522 | 0.197999 |
49 | -0.06849 | -0.7118 | 0.23907 |
50 | -0.04672 | -0.4855 | 0.314143 |
51 | 0.076856 | 0.7987 | 0.213107 |
52 | 0.036439 | 0.3787 | 0.352834 |
53 | -0.083593 | -0.8687 | 0.193463 |
54 | 0.017688 | 0.1838 | 0.42725 |
55 | 0.008948 | 0.093 | 0.46304 |
56 | -0.046848 | -0.4869 | 0.313671 |
57 | -0.010182 | -0.1058 | 0.457965 |
58 | -0.081798 | -0.8501 | 0.198582 |
59 | 0.000494 | 0.0051 | 0.497958 |
60 | -0.096965 | -1.0077 | 0.157928 |