Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.490609 | -6.2251 | 0 |
2 | 0.208377 | 2.644 | 0.004502 |
3 | -0.189829 | -2.4087 | 0.00857 |
4 | 0.043681 | 0.5542 | 0.29009 |
5 | -0.067021 | -0.8504 | 0.198182 |
6 | -0.011663 | -0.148 | 0.441268 |
7 | 0.073251 | 0.9294 | 0.177024 |
8 | 0.024423 | 0.3099 | 0.378519 |
9 | 0.064309 | 0.816 | 0.207855 |
10 | -0.15865 | -2.013 | 0.022888 |
11 | 0.322957 | 4.0979 | 3.3e-05 |
12 | -0.657992 | -8.349 | 0 |
13 | 0.346102 | 4.3915 | 1e-05 |
14 | -0.227795 | -2.8904 | 0.002189 |
15 | 0.301204 | 3.8218 | 9.4e-05 |
16 | -0.059421 | -0.754 | 0.225983 |
17 | -0.027373 | -0.3473 | 0.3644 |
18 | 0.027123 | 0.3441 | 0.365592 |
19 | -0.012877 | -0.1634 | 0.435207 |
20 | -0.076199 | -0.9669 | 0.167533 |
21 | -0.008277 | -0.105 | 0.458242 |
22 | 0.103718 | 1.316 | 0.095017 |
23 | -0.12563 | -1.5941 | 0.056441 |
24 | 0.259377 | 3.2911 | 0.000613 |
25 | -0.202613 | -2.5709 | 0.005525 |
26 | 0.201945 | 2.5624 | 0.005656 |
27 | -0.225408 | -2.8601 | 0.002398 |
28 | -0.026657 | -0.3382 | 0.36781 |
29 | 0.117109 | 1.4859 | 0.069624 |
30 | -0.073678 | -0.9349 | 0.175627 |
31 | 0.055204 | 0.7005 | 0.242326 |
32 | 0.010873 | 0.138 | 0.445222 |
33 | 0.013267 | 0.1683 | 0.433263 |
34 | -0.026123 | -0.3315 | 0.370365 |
35 | 0.006343 | 0.0805 | 0.467979 |
36 | -0.085699 | -1.0874 | 0.139243 |
37 | 0.126321 | 1.6028 | 0.055466 |
38 | -0.134326 | -1.7044 | 0.045117 |
39 | 0.076058 | 0.9651 | 0.167979 |
40 | 0.106104 | 1.3463 | 0.090047 |
41 | -0.120608 | -1.5303 | 0.063947 |
42 | 0.086962 | 1.1034 | 0.135744 |
43 | -0.125687 | -1.5948 | 0.05636 |
44 | 0.082298 | 1.0442 | 0.148969 |
45 | -0.042517 | -0.5395 | 0.29515 |
46 | -0.010014 | -0.1271 | 0.449526 |
47 | 0.060991 | 0.7739 | 0.220066 |
48 | 0.003319 | 0.0421 | 0.483231 |
49 | -0.053844 | -0.6832 | 0.247729 |
50 | 0.068254 | 0.866 | 0.193878 |
51 | -0.031375 | -0.3981 | 0.345542 |
52 | -0.093282 | -1.1836 | 0.119155 |
53 | 0.125607 | 1.5938 | 0.056474 |
54 | -0.172863 | -2.1934 | 0.014857 |
55 | 0.228927 | 2.9048 | 0.002096 |
56 | -0.112315 | -1.4251 | 0.07803 |
57 | 0.023249 | 0.295 | 0.384188 |
58 | 0.008236 | 0.1045 | 0.458449 |
59 | -0.042016 | -0.5331 | 0.297341 |
60 | -0.007665 | -0.0973 | 0.461319 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.490609 | -6.2251 | 0 |
2 | -0.042565 | -0.5401 | 0.294939 |
3 | -0.137387 | -1.7432 | 0.0416 |
4 | -0.132347 | -1.6793 | 0.047517 |
5 | -0.123076 | -1.5617 | 0.060166 |
6 | -0.143276 | -1.818 | 0.035464 |
7 | -0.00633 | -0.0803 | 0.468042 |
8 | 0.064703 | 0.821 | 0.206434 |
9 | 0.116985 | 1.4844 | 0.069833 |
10 | -0.10023 | -1.2718 | 0.102643 |
11 | 0.309175 | 3.923 | 6.5e-05 |
12 | -0.529729 | -6.7215 | 0 |
13 | -0.290423 | -3.6851 | 0.000156 |
14 | -0.22426 | -2.8455 | 0.002505 |
15 | 0.010512 | 0.1334 | 0.447031 |
16 | 0.136458 | 1.7315 | 0.042643 |
17 | -0.10524 | -1.3354 | 0.091823 |
18 | -0.097785 | -1.2408 | 0.10825 |
19 | 0.076754 | 0.9739 | 0.165783 |
20 | 0.02105 | 0.2671 | 0.394868 |
21 | 0.011838 | 0.1502 | 0.440394 |
22 | -0.049132 | -0.6234 | 0.266948 |
23 | 0.093826 | 1.1905 | 0.117799 |
24 | -0.234048 | -2.9697 | 0.001718 |
25 | -0.208059 | -2.64 | 0.004553 |
26 | -0.132157 | -1.6769 | 0.047753 |
27 | 0.101737 | 1.2909 | 0.099295 |
28 | -0.039303 | -0.4987 | 0.309335 |
29 | 0.009274 | 0.1177 | 0.453238 |
30 | -0.152238 | -1.9317 | 0.027577 |
31 | 0.015145 | 0.1922 | 0.423926 |
32 | 0.038527 | 0.4888 | 0.312807 |
33 | 0.00349 | 0.0443 | 0.482368 |
34 | -0.004563 | -0.0579 | 0.47695 |
35 | 0.035592 | 0.4516 | 0.326079 |
36 | -0.099365 | -1.2608 | 0.104603 |
37 | -0.103014 | -1.3071 | 0.096522 |
38 | -0.090526 | -1.1486 | 0.126203 |
39 | -0.056766 | -0.7203 | 0.236197 |
40 | 0.045494 | 0.5773 | 0.282288 |
41 | 0.038594 | 0.4897 | 0.312508 |
42 | -0.094172 | -1.1949 | 0.11694 |
43 | -0.037344 | -0.4738 | 0.318128 |
44 | 0.009523 | 0.1208 | 0.451986 |
45 | 0.023934 | 0.3037 | 0.38088 |
46 | -0.014246 | -0.1808 | 0.42839 |
47 | 0.096988 | 1.2306 | 0.110127 |
48 | -0.050718 | -0.6435 | 0.260396 |
49 | -0.058219 | -0.7387 | 0.230578 |
50 | -0.026246 | -0.333 | 0.369775 |
51 | -0.06653 | -0.8442 | 0.199915 |
52 | -0.044013 | -0.5585 | 0.288651 |
53 | 0.124175 | 1.5756 | 0.05854 |
54 | -0.164272 | -2.0844 | 0.019352 |
55 | -0.038925 | -0.4939 | 0.311023 |
56 | 0.095681 | 1.2141 | 0.113252 |
57 | 0.020699 | 0.2626 | 0.396581 |
58 | 0.006701 | 0.085 | 0.466173 |
59 | 0.105955 | 1.3444 | 0.090352 |
60 | -0.096537 | -1.2249 | 0.111197 |