Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.700886 | -9.192 | 0 |
2 | 0.278792 | 3.6563 | 0.00017 |
3 | -0.132113 | -1.7326 | 0.042476 |
4 | 0.115795 | 1.5186 | 0.065345 |
5 | -0.116182 | -1.5237 | 0.064708 |
6 | 0.06273 | 0.8227 | 0.205909 |
7 | -0.014761 | -0.1936 | 0.423363 |
8 | 0.018117 | 0.2376 | 0.406236 |
9 | 0.040728 | 0.5341 | 0.296966 |
10 | -0.18426 | -2.4166 | 0.008357 |
11 | 0.377928 | 4.9565 | 1e-06 |
12 | -0.479634 | -6.2903 | 0 |
13 | 0.379269 | 4.9741 | 1e-06 |
14 | -0.307884 | -4.0379 | 4.1e-05 |
15 | 0.287775 | 3.7741 | 0.00011 |
16 | -0.136467 | -1.7897 | 0.037627 |
17 | -0.004662 | -0.0611 | 0.475659 |
18 | 0.012844 | 0.1684 | 0.433217 |
19 | 0.044592 | 0.5848 | 0.279717 |
20 | -0.071857 | -0.9424 | 0.173658 |
21 | 0.001534 | 0.0201 | 0.491985 |
22 | 0.097209 | 1.2749 | 0.102034 |
23 | -0.151601 | -1.9882 | 0.024187 |
24 | 0.175691 | 2.3042 | 0.011205 |
25 | -0.19003 | -2.4922 | 0.006821 |
26 | 0.220014 | 2.8855 | 0.002205 |
27 | -0.176151 | -2.3102 | 0.011032 |
28 | -0.006433 | -0.0844 | 0.466432 |
29 | 0.141722 | 1.8587 | 0.032392 |
30 | -0.124045 | -1.6268 | 0.052801 |
31 | 0.043644 | 0.5724 | 0.283904 |
32 | 0.015008 | 0.1968 | 0.422098 |
33 | -0.011493 | -0.1507 | 0.440181 |
34 | -0.02329 | -0.3054 | 0.380198 |
35 | 0.061285 | 0.8037 | 0.211328 |
36 | -0.111774 | -1.4659 | 0.07225 |
37 | 0.151899 | 1.9921 | 0.023969 |
38 | -0.138094 | -1.8111 | 0.035936 |
39 | 0.039437 | 0.5172 | 0.302838 |
40 | 0.075892 | 0.9953 | 0.160491 |
41 | -0.096494 | -1.2655 | 0.103702 |
42 | 0.071198 | 0.9337 | 0.175871 |
43 | -0.088767 | -1.1642 | 0.122984 |
44 | 0.111846 | 1.4668 | 0.072122 |
45 | -0.078372 | -1.0278 | 0.152734 |
46 | -0.005726 | -0.0751 | 0.470112 |
47 | 0.062179 | 0.8155 | 0.207967 |
48 | -0.028696 | -0.3763 | 0.353561 |
49 | -0.044055 | -0.5778 | 0.282087 |
50 | 0.065062 | 0.8533 | 0.197344 |
51 | 0.002468 | 0.0324 | 0.487111 |
52 | -0.102211 | -1.3405 | 0.090927 |
53 | 0.156451 | 2.0518 | 0.020851 |
54 | -0.196638 | -2.5789 | 0.005374 |
55 | 0.213773 | 2.8036 | 0.002817 |
56 | -0.141692 | -1.8583 | 0.032419 |
57 | 0.048156 | 0.6316 | 0.264255 |
58 | -0.004533 | -0.0595 | 0.476329 |
59 | -0.000698 | -0.0092 | 0.496353 |
60 | -0.011262 | -0.1477 | 0.441376 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.700886 | -9.192 | 0 |
2 | -0.417584 | -5.4766 | 0 |
3 | -0.351854 | -4.6145 | 4e-06 |
4 | -0.183692 | -2.4091 | 0.008524 |
5 | -0.19361 | -2.5392 | 0.005999 |
6 | -0.235195 | -3.0846 | 0.001188 |
7 | -0.229988 | -3.0163 | 0.001474 |
8 | -0.192584 | -2.5257 | 0.006225 |
9 | 0.037735 | 0.4949 | 0.310656 |
10 | -0.249195 | -3.2682 | 0.000654 |
11 | 0.283936 | 3.7238 | 0.000133 |
12 | 0.028363 | 0.372 | 0.355186 |
13 | 0.073801 | 0.9679 | 0.167229 |
14 | -0.252702 | -3.3142 | 0.00056 |
15 | -0.247959 | -3.2519 | 0.00069 |
16 | 0.077346 | 1.0144 | 0.155911 |
17 | -0.015065 | -0.1976 | 0.421803 |
18 | -0.018348 | -0.2406 | 0.405061 |
19 | -0.025053 | -0.3286 | 0.371443 |
20 | 0.015491 | 0.2032 | 0.419626 |
21 | 0.055487 | 0.7277 | 0.233891 |
22 | 0.001521 | 0.02 | 0.492053 |
23 | 0.101301 | 1.3285 | 0.092879 |
24 | 0.015182 | 0.1991 | 0.421204 |
25 | -0.007367 | -0.0966 | 0.461569 |
26 | -0.066053 | -0.8663 | 0.193771 |
27 | 0.055333 | 0.7257 | 0.234509 |
28 | -0.12251 | -1.6067 | 0.054977 |
29 | 0.065474 | 0.8587 | 0.195855 |
30 | -0.000988 | -0.013 | 0.494841 |
31 | -0.088442 | -1.1599 | 0.123846 |
32 | 0.006001 | 0.0787 | 0.468681 |
33 | -0.031547 | -0.4137 | 0.339793 |
34 | 0.011881 | 0.1558 | 0.438181 |
35 | 0.016452 | 0.2158 | 0.414715 |
36 | -0.009002 | -0.1181 | 0.453078 |
37 | 0.02983 | 0.3912 | 0.348058 |
38 | 0.039867 | 0.5228 | 0.300878 |
39 | -0.025251 | -0.3312 | 0.370461 |
40 | -0.074902 | -0.9823 | 0.163658 |
41 | 0.027419 | 0.3596 | 0.359795 |
42 | 0.003387 | 0.0444 | 0.48231 |
43 | -0.034938 | -0.4582 | 0.32369 |
44 | 0.02151 | 0.2821 | 0.389102 |
45 | 0.044292 | 0.5809 | 0.281041 |
46 | -0.04692 | -0.6154 | 0.269568 |
47 | 0.093918 | 1.2317 | 0.109867 |
48 | 0.017883 | 0.2345 | 0.407427 |
49 | 0.019723 | 0.2587 | 0.398103 |
50 | 0.021097 | 0.2767 | 0.391175 |
51 | 0.070291 | 0.9219 | 0.178947 |
52 | -0.080242 | -1.0524 | 0.147054 |
53 | 0.034018 | 0.4461 | 0.328029 |
54 | -0.095109 | -1.2473 | 0.106985 |
55 | -0.093427 | -1.2253 | 0.111073 |
56 | 0.011388 | 0.1494 | 0.440723 |
57 | 0.042487 | 0.5572 | 0.289054 |
58 | 0.010099 | 0.1324 | 0.447393 |
59 | 0.029353 | 0.385 | 0.350372 |
60 | 0.021742 | 0.2851 | 0.387938 |