Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.406324 | -3.9811 | 6.7e-05 |
2 | 0.09256 | 0.9069 | 0.183367 |
3 | 0.369161 | 3.617 | 0.000239 |
4 | -0.282376 | -2.7667 | 0.003397 |
5 | 0.220378 | 2.1593 | 0.016661 |
6 | 0.091529 | 0.8968 | 0.186034 |
7 | -0.32429 | -3.1774 | 0.001 |
8 | 0.255119 | 2.4996 | 0.007064 |
9 | -0.206531 | -2.0236 | 0.022896 |
10 | -0.060691 | -0.5946 | 0.276739 |
11 | 0.091808 | 0.8995 | 0.185311 |
12 | -0.291732 | -2.8584 | 0.002611 |
13 | 0.078594 | 0.7701 | 0.221578 |
14 | -0.057191 | -0.5604 | 0.288272 |
15 | -0.006826 | -0.0669 | 0.473407 |
16 | -0.078576 | -0.7699 | 0.221629 |
17 | 0.01009 | 0.0989 | 0.460727 |
18 | 0.020669 | 0.2025 | 0.419971 |
19 | -0.037097 | -0.3635 | 0.358523 |
20 | 0.024375 | 0.2388 | 0.405873 |
21 | 0.087473 | 0.8571 | 0.196775 |
22 | -0.21913 | -2.147 | 0.017155 |
23 | 0.346998 | 3.3999 | 0.000492 |
24 | -0.193864 | -1.8995 | 0.030252 |
25 | -0.011167 | -0.1094 | 0.456551 |
26 | 0.180276 | 1.7663 | 0.040259 |
27 | -0.186859 | -1.8308 | 0.035114 |
28 | 0.122213 | 1.1974 | 0.117042 |
29 | 0.035902 | 0.3518 | 0.362891 |
30 | -0.14584 | -1.4289 | 0.078135 |
31 | 0.169826 | 1.6639 | 0.049692 |
32 | -0.082645 | -0.8097 | 0.210043 |
33 | -0.02473 | -0.2423 | 0.40453 |
34 | 0.0983 | 0.9631 | 0.168948 |
35 | -0.13743 | -1.3465 | 0.09065 |
36 | 0.033065 | 0.324 | 0.373334 |
37 | 0.032366 | 0.3171 | 0.37592 |
38 | -0.05748 | -0.5632 | 0.287309 |
39 | 0.031829 | 0.3119 | 0.377913 |
40 | -0.052223 | -0.5117 | 0.305026 |
41 | 0.078258 | 0.7668 | 0.222551 |
42 | -0.045863 | -0.4494 | 0.327093 |
43 | -0.029169 | -0.2858 | 0.387823 |
44 | 0.128268 | 1.2568 | 0.105944 |
45 | -0.155112 | -1.5198 | 0.065926 |
46 | 0.130159 | 1.2753 | 0.102641 |
47 | 0.026965 | 0.2642 | 0.396097 |
48 | -0.124961 | -1.2244 | 0.111906 |
49 | 0.143028 | 1.4014 | 0.082162 |
50 | -0.069479 | -0.6808 | 0.248833 |
51 | -0.040308 | -0.3949 | 0.346885 |
52 | 0.127759 | 1.2518 | 0.106847 |
53 | -0.183094 | -1.7939 | 0.037985 |
54 | 0.093056 | 0.9118 | 0.182091 |
55 | 0.008565 | 0.0839 | 0.466647 |
56 | -0.120595 | -1.1816 | 0.120144 |
57 | 0.071068 | 0.6963 | 0.243956 |
58 | -0.03303 | -0.3236 | 0.373463 |
59 | -0.098335 | -0.9635 | 0.168864 |
60 | 0.098469 | 0.9648 | 0.168537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.406324 | -3.9811 | 6.7e-05 |
2 | -0.086884 | -0.8513 | 0.198364 |
3 | 0.452252 | 4.4311 | 1.2e-05 |
4 | 0.059877 | 0.5867 | 0.279401 |
5 | 0.061208 | 0.5997 | 0.275055 |
6 | 0.079687 | 0.7808 | 0.218431 |
7 | -0.28235 | -2.7665 | 0.003399 |
8 | -0.142047 | -1.3918 | 0.083604 |
9 | -0.202955 | -1.9885 | 0.024799 |
10 | -0.022941 | -0.2248 | 0.411315 |
11 | 0.013394 | 0.1312 | 0.447931 |
12 | -0.113199 | -1.1091 | 0.135076 |
13 | -0.041431 | -0.4059 | 0.342845 |
14 | -0.084137 | -0.8244 | 0.205885 |
15 | 0.242002 | 2.3711 | 0.009866 |
16 | -0.104925 | -1.0281 | 0.153254 |
17 | -0.024565 | -0.2407 | 0.405155 |
18 | -0.013152 | -0.1289 | 0.448866 |
19 | -0.07612 | -0.7458 | 0.228798 |
20 | -0.059923 | -0.5871 | 0.279249 |
21 | 0.042867 | 0.42 | 0.337707 |
22 | -0.165302 | -1.6196 | 0.054297 |
23 | 0.204231 | 2.001 | 0.024105 |
24 | -0.024692 | -0.2419 | 0.404675 |
25 | -0.05986 | -0.5865 | 0.279455 |
26 | -0.087162 | -0.854 | 0.197614 |
27 | 0.038209 | 0.3744 | 0.354479 |
28 | 0.025046 | 0.2454 | 0.403336 |
29 | -0.070669 | -0.6924 | 0.245176 |
30 | 0.07815 | 0.7657 | 0.222864 |
31 | 0.004291 | 0.042 | 0.483275 |
32 | -0.000414 | -0.0041 | 0.498387 |
33 | 0.007933 | 0.0777 | 0.469105 |
34 | -0.112029 | -1.0977 | 0.137551 |
35 | 0.054709 | 0.536 | 0.296587 |
36 | -0.145674 | -1.4273 | 0.078368 |
37 | 0.031659 | 0.3102 | 0.378543 |
38 | -0.037052 | -0.363 | 0.358689 |
39 | 0.156433 | 1.5327 | 0.064316 |
40 | -0.054601 | -0.535 | 0.296949 |
41 | 0.118757 | 1.1636 | 0.12374 |
42 | -0.023927 | -0.2344 | 0.407572 |
43 | -0.077868 | -0.7629 | 0.223684 |
44 | 0.024472 | 0.2398 | 0.405509 |
45 | -0.040597 | -0.3978 | 0.345842 |
46 | -0.034947 | -0.3424 | 0.366396 |
47 | 0.095734 | 0.938 | 0.175299 |
48 | -0.010328 | -0.1012 | 0.459805 |
49 | -0.019055 | -0.1867 | 0.426146 |
50 | -0.023528 | -0.2305 | 0.409085 |
51 | 0.023532 | 0.2306 | 0.409071 |
52 | -0.042117 | -0.4127 | 0.340388 |
53 | -0.031413 | -0.3078 | 0.379456 |
54 | -0.024279 | -0.2379 | 0.406239 |
55 | 0.01479 | 0.1449 | 0.442541 |
56 | -0.017979 | -0.1762 | 0.430271 |
57 | -0.014344 | -0.1405 | 0.444265 |
58 | -0.053651 | -0.5257 | 0.300163 |
59 | 0.035989 | 0.3526 | 0.362575 |
60 | -0.098839 | -0.9684 | 0.167635 |