Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.422295 | -3.5583 | 0.000335 |
2 | 0.166972 | 1.4069 | 0.081905 |
3 | -0.198065 | -1.6689 | 0.049768 |
4 | -0.029929 | -0.2522 | 0.400813 |
5 | -0.032583 | -0.2746 | 0.392229 |
6 | 0.074889 | 0.631 | 0.265024 |
7 | -0.094539 | -0.7966 | 0.21417 |
8 | 0.087473 | 0.7371 | 0.231757 |
9 | 0.223517 | 1.8834 | 0.031872 |
10 | -0.100138 | -0.8438 | 0.200813 |
11 | -0.063439 | -0.5345 | 0.297318 |
12 | -0.201754 | -1.7 | 0.046753 |
13 | -0.093858 | -0.7909 | 0.215828 |
14 | 0.092498 | 0.7794 | 0.219168 |
15 | 0.110794 | 0.9336 | 0.176846 |
16 | -0.035186 | -0.2965 | 0.383862 |
17 | 0.039869 | 0.3359 | 0.368953 |
18 | 0.056302 | 0.4744 | 0.318331 |
19 | -0.108121 | -0.911 | 0.182677 |
20 | -0.033651 | -0.2835 | 0.388792 |
21 | 0.040917 | 0.3448 | 0.365644 |
22 | -0.219948 | -1.8533 | 0.033996 |
23 | 0.373226 | 3.1449 | 0.001213 |
24 | -0.139331 | -1.174 | 0.122154 |
25 | 0.144876 | 1.2208 | 0.11311 |
26 | -0.079282 | -0.668 | 0.253136 |
27 | 0.068345 | 0.5759 | 0.283258 |
28 | -0.236698 | -1.9945 | 0.024971 |
29 | 0.238082 | 2.0061 | 0.024327 |
30 | -0.178382 | -1.5031 | 0.068628 |
31 | 0.093926 | 0.7914 | 0.215664 |
32 | 0.045689 | 0.385 | 0.3507 |
33 | -0.083801 | -0.7061 | 0.241212 |
34 | 0.071963 | 0.6064 | 0.273101 |
35 | -0.009791 | -0.0825 | 0.467241 |
36 | -0.103072 | -0.8685 | 0.194023 |
37 | -0.008692 | -0.0732 | 0.47091 |
38 | -0.002241 | -0.0189 | 0.492493 |
39 | 0.016643 | 0.1402 | 0.444434 |
40 | 0.043072 | 0.3629 | 0.358867 |
41 | -0.038966 | -0.3283 | 0.371812 |
42 | -0.029985 | -0.2527 | 0.40063 |
43 | 0.041248 | 0.3476 | 0.364598 |
44 | 0.085644 | 0.7216 | 0.23644 |
45 | -0.134805 | -1.1359 | 0.129911 |
46 | 0.086742 | 0.7309 | 0.233623 |
47 | -0.063439 | -0.5345 | 0.297316 |
48 | 0.06629 | 0.5586 | 0.289105 |
49 | 0.030753 | 0.2591 | 0.398142 |
50 | 0.039077 | 0.3293 | 0.371461 |
51 | -0.118349 | -0.9972 | 0.161021 |
52 | 0.122278 | 1.0303 | 0.153175 |
53 | -0.079146 | -0.6669 | 0.253499 |
54 | 0.068363 | 0.576 | 0.283206 |
55 | -0.068336 | -0.5758 | 0.283282 |
56 | -0.029932 | -0.2522 | 0.400802 |
57 | 0.02193 | 0.1848 | 0.426963 |
58 | 0.02836 | 0.239 | 0.405909 |
59 | 0.007778 | 0.0655 | 0.473966 |
60 | -0.075443 | -0.6357 | 0.26351 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.422295 | -3.5583 | 0.000335 |
2 | -0.013827 | -0.1165 | 0.453791 |
3 | -0.161188 | -1.3582 | 0.089351 |
4 | -0.211714 | -1.7839 | 0.039354 |
5 | -0.14869 | -1.2529 | 0.107179 |
6 | -0.019046 | -0.1605 | 0.436477 |
7 | -0.144249 | -1.2155 | 0.114108 |
8 | -0.066302 | -0.5587 | 0.289073 |
9 | 0.33026 | 2.7828 | 0.00345 |
10 | 0.166789 | 1.4054 | 0.082133 |
11 | -0.096396 | -0.8122 | 0.209683 |
12 | -0.243318 | -2.0502 | 0.022018 |
13 | -0.307614 | -2.592 | 0.005788 |
14 | -0.205825 | -1.7343 | 0.043602 |
15 | -0.032102 | -0.2705 | 0.393781 |
16 | -0.04668 | -0.3933 | 0.347628 |
17 | -0.108058 | -0.9105 | 0.182816 |
18 | 0.000711 | 0.006 | 0.497617 |
19 | -0.061193 | -0.5156 | 0.30386 |
20 | -0.094571 | -0.7969 | 0.214092 |
21 | 0.270317 | 2.2777 | 0.012878 |
22 | -0.043803 | -0.3691 | 0.356578 |
23 | 0.106362 | 0.8962 | 0.186581 |
24 | -0.085876 | -0.7236 | 0.235843 |
25 | -0.100337 | -0.8455 | 0.20035 |
26 | -0.044454 | -0.3746 | 0.354547 |
27 | 0.161214 | 1.3584 | 0.089317 |
28 | -0.092586 | -0.7801 | 0.21895 |
29 | 0.062206 | 0.5242 | 0.300901 |
30 | 0.017033 | 0.1435 | 0.443141 |
31 | -0.021664 | -0.1825 | 0.427838 |
32 | -0.026696 | -0.2249 | 0.411335 |
33 | -0.067683 | -0.5703 | 0.285136 |
34 | 0.006826 | 0.0575 | 0.477147 |
35 | 0.083894 | 0.7069 | 0.240971 |
36 | -0.056814 | -0.4787 | 0.316804 |
37 | -0.011542 | -0.0973 | 0.461398 |
38 | -0.106237 | -0.8952 | 0.186862 |
39 | 0.005715 | 0.0482 | 0.480863 |
40 | 0.046614 | 0.3928 | 0.347832 |
41 | -0.096363 | -0.812 | 0.209761 |
42 | -0.041497 | -0.3497 | 0.363814 |
43 | 0.018591 | 0.1567 | 0.437982 |
44 | 0.023783 | 0.2004 | 0.420869 |
45 | -0.00429 | -0.0362 | 0.485631 |
46 | 0.031796 | 0.2679 | 0.394769 |
47 | 0.069862 | 0.5887 | 0.278977 |
48 | 0.013433 | 0.1132 | 0.4551 |
49 | 0.034069 | 0.2871 | 0.387447 |
50 | -0.005536 | -0.0466 | 0.481464 |
51 | 0.085477 | 0.7202 | 0.236869 |
52 | -0.0701 | -0.5907 | 0.278307 |
53 | -0.091052 | -0.7672 | 0.222747 |
54 | 0.055181 | 0.465 | 0.321689 |
55 | 0.009095 | 0.0766 | 0.469563 |
56 | -0.017102 | -0.1441 | 0.442915 |
57 | 0.040399 | 0.3404 | 0.367276 |
58 | -0.098515 | -0.8301 | 0.204631 |
59 | 0.078317 | 0.6599 | 0.255723 |
60 | -0.039485 | -0.3327 | 0.370169 |