Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.091421 | -0.8911 | 0.187573 |
2 | -0.327563 | -3.1927 | 0.000956 |
3 | 0.019155 | 0.1867 | 0.426147 |
4 | 0.055517 | 0.5411 | 0.294849 |
5 | -0.0364 | -0.3548 | 0.361769 |
6 | 0.151801 | 1.4796 | 0.071148 |
7 | -0.008703 | -0.0848 | 0.46629 |
8 | 0.133071 | 1.297 | 0.098883 |
9 | -0.010486 | -0.1022 | 0.459404 |
10 | -0.380107 | -3.7048 | 0.000178 |
11 | -0.050111 | -0.4884 | 0.31319 |
12 | 0.594488 | 5.7944 | 0 |
13 | -0.097646 | -0.9517 | 0.171824 |
14 | -0.297375 | -2.8985 | 0.002328 |
15 | -0.037811 | -0.3685 | 0.356645 |
16 | 0.108639 | 1.0589 | 0.146169 |
17 | -0.017726 | -0.1728 | 0.431598 |
18 | 0.080776 | 0.7873 | 0.216531 |
19 | -0.10498 | -1.0232 | 0.154401 |
20 | 0.084472 | 0.8233 | 0.206192 |
21 | -0.042677 | -0.416 | 0.339186 |
22 | -0.320071 | -3.1197 | 0.001199 |
23 | 0.061744 | 0.6018 | 0.274367 |
24 | 0.502699 | 4.8997 | 2e-06 |
25 | -0.117891 | -1.1491 | 0.126707 |
26 | -0.22721 | -2.2146 | 0.01459 |
27 | -0.044633 | -0.435 | 0.332264 |
28 | 0.069198 | 0.6745 | 0.250828 |
29 | -0.00063 | -0.0061 | 0.497556 |
30 | 0.134694 | 1.3128 | 0.0962 |
31 | -0.093303 | -0.9094 | 0.182718 |
32 | 0.11404 | 1.1115 | 0.134574 |
33 | -0.071802 | -0.6998 | 0.242867 |
34 | -0.258852 | -2.523 | 0.006649 |
35 | 0.06049 | 0.5896 | 0.278433 |
36 | 0.350386 | 3.4151 | 0.00047 |
37 | -0.015154 | -0.1477 | 0.441446 |
38 | -0.264241 | -2.5755 | 0.005776 |
39 | -0.020288 | -0.1977 | 0.421834 |
40 | 0.059096 | 0.576 | 0.282989 |
41 | -0.07092 | -0.6912 | 0.24555 |
42 | 0.142506 | 1.389 | 0.084044 |
43 | -0.070445 | -0.6866 | 0.246998 |
44 | 0.084946 | 0.828 | 0.204886 |
45 | -0.019087 | -0.186 | 0.426408 |
46 | -0.201854 | -1.9674 | 0.026025 |
47 | 0.010388 | 0.1012 | 0.459783 |
48 | 0.318593 | 3.1053 | 0.001253 |
49 | -0.050618 | -0.4934 | 0.311449 |
50 | -0.197396 | -1.924 | 0.028675 |
51 | 0.027611 | 0.2691 | 0.394212 |
52 | 0.053928 | 0.5256 | 0.300186 |
53 | -0.038048 | -0.3708 | 0.355788 |
54 | 0.036934 | 0.36 | 0.359828 |
55 | -0.045337 | -0.4419 | 0.329787 |
56 | 0.047396 | 0.462 | 0.322582 |
57 | -0.024549 | -0.2393 | 0.405704 |
58 | -0.13295 | -1.2958 | 0.099086 |
59 | 0.03266 | 0.3183 | 0.375468 |
60 | 0.199677 | 1.9462 | 0.027292 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.091421 | -0.8911 | 0.187573 |
2 | -0.338752 | -3.3017 | 0.000677 |
3 | -0.059127 | -0.5763 | 0.282887 |
4 | -0.069153 | -0.674 | 0.250967 |
5 | -0.057543 | -0.5609 | 0.288107 |
6 | 0.159194 | 1.5516 | 0.062038 |
7 | 0.009108 | 0.0888 | 0.464725 |
8 | 0.282447 | 2.753 | 0.003538 |
9 | 0.067517 | 0.6581 | 0.25604 |
10 | -0.310994 | -3.0312 | 0.00157 |
11 | -0.16731 | -1.6307 | 0.053129 |
12 | 0.416812 | 4.0626 | 5e-05 |
13 | -0.046058 | -0.4489 | 0.327257 |
14 | -0.164304 | -1.6014 | 0.0563 |
15 | -0.187235 | -1.8249 | 0.035576 |
16 | 0.122186 | 1.1909 | 0.118326 |
17 | 0.078422 | 0.7644 | 0.223273 |
18 | 0.062793 | 0.612 | 0.270989 |
19 | -0.19543 | -1.9048 | 0.029915 |
20 | -0.131613 | -1.2828 | 0.101341 |
21 | -0.037252 | -0.3631 | 0.358672 |
22 | 0.002781 | 0.0271 | 0.489217 |
23 | 0.089223 | 0.8696 | 0.193344 |
24 | 0.108865 | 1.0611 | 0.145671 |
25 | -0.063504 | -0.619 | 0.268713 |
26 | 0.072781 | 0.7094 | 0.239913 |
27 | 0.066722 | 0.6503 | 0.258525 |
28 | 0.02477 | 0.2414 | 0.404873 |
29 | -0.130618 | -1.2731 | 0.103043 |
30 | 0.047275 | 0.4608 | 0.323005 |
31 | -0.023337 | -0.2275 | 0.410278 |
32 | 0.037875 | 0.3692 | 0.356414 |
33 | -0.072851 | -0.7101 | 0.239703 |
34 | -0.012369 | -0.1206 | 0.452147 |
35 | -0.026873 | -0.2619 | 0.396973 |
36 | -0.037342 | -0.364 | 0.358347 |
37 | 0.204309 | 1.9914 | 0.024657 |
38 | -0.167514 | -1.6327 | 0.052919 |
39 | -0.028672 | -0.2795 | 0.390248 |
40 | -0.074855 | -0.7296 | 0.233715 |
41 | -0.100378 | -0.9784 | 0.165191 |
42 | 0.126562 | 1.2336 | 0.110203 |
43 | -0.038893 | -0.3791 | 0.352738 |
44 | 0.044143 | 0.4303 | 0.333992 |
45 | 0.096669 | 0.9422 | 0.174237 |
46 | 0.047543 | 0.4634 | 0.322072 |
47 | 0.0148 | 0.1443 | 0.442801 |
48 | -0.013609 | -0.1326 | 0.447378 |
49 | -0.044402 | -0.4328 | 0.333079 |
50 | -0.030538 | -0.2976 | 0.38331 |
51 | 0.030673 | 0.299 | 0.38281 |
52 | 0.034176 | 0.3331 | 0.369894 |
53 | -0.070131 | -0.6836 | 0.247961 |
54 | -0.19027 | -1.8545 | 0.033384 |
55 | 0.024191 | 0.2358 | 0.407052 |
56 | 0.014054 | 0.137 | 0.445669 |
57 | 0.040605 | 0.3958 | 0.34658 |
58 | -0.032171 | -0.3136 | 0.377268 |
59 | 0.021721 | 0.2117 | 0.416393 |
60 | -0.169078 | -1.648 | 0.051331 |