Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.477054 | -6.2747 | 0 |
2 | 0.134382 | 1.7675 | 0.039452 |
3 | -0.110352 | -1.4515 | 0.074232 |
4 | 0.053687 | 0.7061 | 0.240527 |
5 | -0.119803 | -1.5758 | 0.058453 |
6 | 0.042621 | 0.5606 | 0.287901 |
7 | 0.02792 | 0.3672 | 0.356948 |
8 | 0.040655 | 0.5347 | 0.296761 |
9 | 0.020549 | 0.2703 | 0.393634 |
10 | -0.135087 | -1.7768 | 0.03868 |
11 | 0.259658 | 3.4153 | 0.000397 |
12 | -0.460579 | -6.058 | 0 |
13 | 0.242301 | 3.187 | 0.000853 |
14 | -0.20139 | -2.6489 | 0.004412 |
15 | 0.286965 | 3.7744 | 0.00011 |
16 | -0.077162 | -1.0149 | 0.155784 |
17 | -0.033297 | -0.438 | 0.330984 |
18 | 0.016544 | 0.2176 | 0.413998 |
19 | 0.023534 | 0.3095 | 0.378641 |
20 | -0.085647 | -1.1265 | 0.130754 |
21 | 0.007769 | 0.1022 | 0.459365 |
22 | 0.098324 | 1.2933 | 0.098824 |
23 | -0.103989 | -1.3678 | 0.08658 |
24 | 0.145569 | 1.9147 | 0.028593 |
25 | -0.13307 | -1.7503 | 0.040923 |
26 | 0.163112 | 2.1454 | 0.016658 |
27 | -0.193419 | -2.544 | 0.005917 |
28 | -0.027551 | -0.3624 | 0.358756 |
29 | 0.144486 | 1.9004 | 0.029521 |
30 | -0.097736 | -1.2855 | 0.100165 |
31 | 0.044356 | 0.5834 | 0.280188 |
32 | 0.031755 | 0.4177 | 0.338353 |
33 | -0.013383 | -0.176 | 0.430239 |
34 | -0.022859 | -0.3007 | 0.382019 |
35 | 0.038253 | 0.5031 | 0.307754 |
36 | -0.090296 | -1.1877 | 0.118298 |
37 | 0.12123 | 1.5945 | 0.056321 |
38 | -0.120568 | -1.5858 | 0.057303 |
39 | 0.041892 | 0.551 | 0.291171 |
40 | 0.090768 | 1.1939 | 0.117082 |
41 | -0.078207 | -1.0287 | 0.152538 |
42 | 0.031939 | 0.4201 | 0.33747 |
43 | -0.0731 | -0.9615 | 0.168825 |
44 | 0.093204 | 1.2259 | 0.110949 |
45 | -0.078623 | -1.0341 | 0.151262 |
46 | -0.001912 | -0.0252 | 0.489981 |
47 | 0.073019 | 0.9604 | 0.169094 |
48 | -0.028117 | -0.3698 | 0.355984 |
49 | -0.045277 | -0.5955 | 0.276135 |
50 | 0.06815 | 0.8964 | 0.185651 |
51 | -0.011904 | -0.1566 | 0.437882 |
52 | -0.099604 | -1.3101 | 0.095951 |
53 | 0.111647 | 1.4685 | 0.071893 |
54 | -0.138021 | -1.8154 | 0.035598 |
55 | 0.197012 | 2.5913 | 0.005189 |
56 | -0.10282 | -1.3524 | 0.089008 |
57 | 0.022449 | 0.2953 | 0.384068 |
58 | -0.006155 | -0.081 | 0.467785 |
59 | -0.015521 | -0.2041 | 0.419239 |
60 | -0.018839 | -0.2478 | 0.402295 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.477054 | -6.2747 | 0 |
2 | -0.120657 | -1.587 | 0.05717 |
3 | -0.126212 | -1.6601 | 0.049357 |
4 | -0.055962 | -0.7361 | 0.231346 |
5 | -0.157262 | -2.0685 | 0.020042 |
6 | -0.123127 | -1.6195 | 0.053582 |
7 | -0.016438 | -0.2162 | 0.41454 |
8 | 0.049795 | 0.6549 | 0.256686 |
9 | 0.084393 | 1.11 | 0.134267 |
10 | -0.126988 | -1.6703 | 0.048337 |
11 | 0.19853 | 2.6112 | 0.004907 |
12 | -0.337082 | -4.4336 | 8e-06 |
13 | -0.163686 | -2.153 | 0.016354 |
14 | -0.269547 | -3.5453 | 0.000252 |
15 | 0.05026 | 0.6611 | 0.254725 |
16 | 0.147889 | 1.9452 | 0.026687 |
17 | -0.130994 | -1.723 | 0.043342 |
18 | -0.042484 | -0.5588 | 0.288515 |
19 | -0.008128 | -0.1069 | 0.457495 |
20 | 0.012363 | 0.1626 | 0.43551 |
21 | -0.005791 | -0.0762 | 0.469688 |
22 | -0.035621 | -0.4685 | 0.32 |
23 | 0.021018 | 0.2764 | 0.391269 |
24 | -0.095174 | -1.2518 | 0.106164 |
25 | -0.057949 | -0.7622 | 0.223487 |
26 | -0.058024 | -0.7632 | 0.223196 |
27 | 0.003387 | 0.0445 | 0.48226 |
28 | -0.126251 | -1.6606 | 0.049305 |
29 | 0.065885 | 0.8666 | 0.193686 |
30 | -0.112169 | -1.4753 | 0.070968 |
31 | -0.055442 | -0.7292 | 0.233424 |
32 | 0.047919 | 0.6303 | 0.264675 |
33 | -0.026251 | -0.3453 | 0.365151 |
34 | 0.023654 | 0.3111 | 0.378042 |
35 | 0.00245 | 0.0322 | 0.487167 |
36 | -0.019965 | -0.2626 | 0.396587 |
37 | -0.007379 | -0.0971 | 0.461396 |
38 | -0.058755 | -0.7728 | 0.220346 |
39 | -0.100235 | -1.3184 | 0.094558 |
40 | -0.032424 | -0.4265 | 0.335148 |
41 | 0.047652 | 0.6268 | 0.265818 |
42 | -0.048041 | -0.6319 | 0.264149 |
43 | -0.027721 | -0.3646 | 0.357924 |
44 | 0.023106 | 0.3039 | 0.380782 |
45 | -0.019743 | -0.2597 | 0.397708 |
46 | -0.040554 | -0.5334 | 0.297221 |
47 | 0.073189 | 0.9626 | 0.168534 |
48 | -0.062777 | -0.8257 | 0.205055 |
49 | -0.011607 | -0.1527 | 0.43942 |
50 | -0.022804 | -0.2999 | 0.382291 |
51 | -0.031876 | -0.4193 | 0.337772 |
52 | -0.108425 | -1.4261 | 0.077819 |
53 | 0.027608 | 0.3631 | 0.358477 |
54 | -0.10184 | -1.3395 | 0.091083 |
55 | 0.027891 | 0.3668 | 0.357091 |
56 | 0.065758 | 0.8649 | 0.194143 |
57 | -0.015837 | -0.2083 | 0.417618 |
58 | -0.042078 | -0.5534 | 0.290336 |
59 | -0.005028 | -0.0661 | 0.473674 |
60 | -0.03255 | -0.4281 | 0.334545 |