Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.38501 | -3.9826 | 6.2e-05 |
2 | -0.212872 | -2.202 | 0.014907 |
3 | 0.212128 | 2.1943 | 0.015189 |
4 | 0.000674 | 0.007 | 0.497225 |
5 | 0.031008 | 0.3207 | 0.374514 |
6 | -0.246642 | -2.5513 | 0.006073 |
7 | 0.052549 | 0.5436 | 0.293935 |
8 | -0.041054 | -0.4247 | 0.335967 |
9 | 0.231 | 2.3895 | 0.009311 |
10 | -0.246997 | -2.555 | 0.006013 |
11 | -0.263431 | -2.7249 | 0.003757 |
12 | 0.754434 | 7.8039 | 0 |
13 | -0.309997 | -3.2066 | 0.000886 |
14 | -0.129642 | -1.341 | 0.091375 |
15 | 0.141646 | 1.4652 | 0.0729 |
16 | 0.030771 | 0.3183 | 0.375439 |
17 | -0.003644 | -0.0377 | 0.485001 |
18 | -0.17617 | -1.8223 | 0.0356 |
19 | 0.014091 | 0.1458 | 0.442195 |
20 | -0.064027 | -0.6623 | 0.254601 |
21 | 0.255741 | 2.6454 | 0.004694 |
22 | -0.257032 | -2.6588 | 0.004523 |
23 | -0.159889 | -1.6539 | 0.050539 |
24 | 0.567276 | 5.868 | 0 |
25 | -0.260251 | -2.6921 | 0.004122 |
26 | -0.062035 | -0.6417 | 0.261221 |
27 | 0.093906 | 0.9714 | 0.166777 |
28 | 0.023828 | 0.2465 | 0.402891 |
29 | 0.002864 | 0.0296 | 0.488211 |
30 | -0.124559 | -1.2884 | 0.100185 |
31 | -0.020826 | -0.2154 | 0.414922 |
32 | -0.034743 | -0.3594 | 0.360007 |
33 | 0.236314 | 2.4445 | 0.00807 |
34 | -0.284747 | -2.9455 | 0.001979 |
35 | -0.054807 | -0.5669 | 0.285976 |
36 | 0.455651 | 4.7133 | 4e-06 |
37 | -0.266624 | -2.758 | 0.003421 |
38 | -0.025654 | -0.2654 | 0.395618 |
39 | 0.111123 | 1.1495 | 0.126464 |
40 | -0.01746 | -0.1806 | 0.428511 |
41 | 0.002292 | 0.0237 | 0.490565 |
42 | -0.083204 | -0.8607 | 0.195671 |
43 | -0.009075 | -0.0939 | 0.462694 |
44 | -0.061444 | -0.6356 | 0.263202 |
45 | 0.212673 | 2.1999 | 0.014982 |
46 | -0.249434 | -2.5802 | 0.005615 |
47 | -0.016468 | -0.1703 | 0.43253 |
48 | 0.364996 | 3.7755 | 0.000131 |
49 | -0.248087 | -2.5662 | 0.005832 |
50 | -0.001944 | -0.0201 | 0.491996 |
51 | 0.107078 | 1.1076 | 0.135254 |
52 | -0.03358 | -0.3474 | 0.364504 |
53 | 0.004054 | 0.0419 | 0.483314 |
54 | -0.075434 | -0.7803 | 0.21847 |
55 | 0.029196 | 0.302 | 0.381618 |
56 | -0.083639 | -0.8652 | 0.19444 |
57 | 0.175848 | 1.819 | 0.035855 |
58 | -0.188847 | -1.9534 | 0.026689 |
59 | -0.014794 | -0.153 | 0.43933 |
60 | 0.280956 | 2.9062 | 0.002223 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.38501 | -3.9826 | 6.2e-05 |
2 | -0.423948 | -4.3853 | 1.4e-05 |
3 | -0.09704 | -1.0038 | 0.158872 |
4 | -0.019125 | -0.1978 | 0.421778 |
5 | 0.150523 | 1.557 | 0.061209 |
6 | -0.218594 | -2.2612 | 0.012886 |
7 | -0.221857 | -2.2949 | 0.011845 |
8 | -0.424908 | -4.3953 | 1.3e-05 |
9 | 0.12464 | 1.2893 | 0.10004 |
10 | -0.133181 | -1.3776 | 0.085595 |
11 | -0.508864 | -5.2637 | 0 |
12 | 0.379812 | 3.9288 | 7.6e-05 |
13 | 0.144072 | 1.4903 | 0.069544 |
14 | 0.172278 | 1.7821 | 0.038788 |
15 | 0.052758 | 0.5457 | 0.293191 |
16 | -0.014605 | -0.1511 | 0.440099 |
17 | -0.104172 | -1.0776 | 0.141826 |
18 | 0.004806 | 0.0497 | 0.480222 |
19 | -0.088342 | -0.9138 | 0.181434 |
20 | -0.099045 | -1.0245 | 0.153949 |
21 | -0.029624 | -0.3064 | 0.379934 |
22 | -0.006347 | -0.0657 | 0.473886 |
23 | 0.055811 | 0.5773 | 0.28247 |
24 | 0.064373 | 0.6659 | 0.253461 |
25 | -0.036337 | -0.3759 | 0.353877 |
26 | -0.026307 | -0.2721 | 0.393025 |
27 | -0.023296 | -0.241 | 0.405016 |
28 | -0.082912 | -0.8576 | 0.196502 |
29 | 0.009411 | 0.0974 | 0.461314 |
30 | -0.022809 | -0.2359 | 0.406965 |
31 | -0.018885 | -0.1953 | 0.422745 |
32 | 0.086836 | 0.8982 | 0.185537 |
33 | 0.078462 | 0.8116 | 0.209406 |
34 | -0.066206 | -0.6848 | 0.247462 |
35 | -0.002918 | -0.0302 | 0.487987 |
36 | 0.08272 | 0.8557 | 0.197048 |
37 | -0.042435 | -0.439 | 0.33079 |
38 | -0.071138 | -0.7359 | 0.231713 |
39 | 0.037244 | 0.3853 | 0.350408 |
40 | -0.042278 | -0.4373 | 0.331379 |
41 | 0.026633 | 0.2755 | 0.391733 |
42 | 0.003641 | 0.0377 | 0.485013 |
43 | 0.109268 | 1.1303 | 0.130443 |
44 | -0.072907 | -0.7542 | 0.226205 |
45 | -0.048616 | -0.5029 | 0.308037 |
46 | 0.012153 | 0.1257 | 0.450098 |
47 | -0.00824 | -0.0852 | 0.466115 |
48 | -0.024443 | -0.2528 | 0.400437 |
49 | 0.035743 | 0.3697 | 0.356159 |
50 | -0.014965 | -0.1548 | 0.438636 |
51 | -0.010103 | -0.1045 | 0.458483 |
52 | 0.010683 | 0.1105 | 0.456108 |
53 | 0.047618 | 0.4926 | 0.311663 |
54 | -0.08074 | -0.8352 | 0.202739 |
55 | 0.054219 | 0.5608 | 0.288039 |
56 | -0.000655 | -0.0068 | 0.497303 |
57 | -0.03572 | -0.3695 | 0.356244 |
58 | 0.046407 | 0.48 | 0.316092 |
59 | 0.009831 | 0.1017 | 0.459596 |
60 | -0.050523 | -0.5226 | 0.301161 |