Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.375256 | -3.1396 | 0.001239 |
2 | -0.334449 | -2.7982 | 0.003316 |
3 | 0.326412 | 2.731 | 0.003992 |
4 | -0.073615 | -0.6159 | 0.269978 |
5 | 0.004154 | 0.0348 | 0.486188 |
6 | -0.091669 | -0.767 | 0.222844 |
7 | -0.003946 | -0.033 | 0.486879 |
8 | -0.042717 | -0.3574 | 0.360937 |
9 | 0.267726 | 2.24 | 0.014135 |
10 | -0.296873 | -2.4838 | 0.007698 |
11 | -0.269919 | -2.2583 | 0.013523 |
12 | 0.778369 | 6.5123 | 0 |
13 | -0.273515 | -2.2884 | 0.012569 |
14 | -0.291649 | -2.4401 | 0.008609 |
15 | 0.278038 | 2.3262 | 0.011454 |
16 | -0.07072 | -0.5917 | 0.277983 |
17 | 0.007343 | 0.0614 | 0.475592 |
18 | -0.065041 | -0.5442 | 0.294026 |
19 | -0.023051 | -0.1929 | 0.423815 |
20 | -0.007458 | -0.0624 | 0.475213 |
21 | 0.182583 | 1.5276 | 0.06556 |
22 | -0.200736 | -1.6795 | 0.048759 |
23 | -0.238088 | -1.992 | 0.025137 |
24 | 0.589291 | 4.9304 | 3e-06 |
25 | -0.146299 | -1.224 | 0.112524 |
26 | -0.282624 | -2.3646 | 0.010413 |
27 | 0.222285 | 1.8598 | 0.03356 |
28 | -0.03063 | -0.2563 | 0.399248 |
29 | -0.011209 | -0.0938 | 0.462777 |
30 | -0.05647 | -0.4725 | 0.319034 |
31 | 0.004678 | 0.0391 | 0.484446 |
32 | -0.023646 | -0.1978 | 0.421873 |
33 | 0.130748 | 1.0939 | 0.13887 |
34 | -0.111105 | -0.9296 | 0.177894 |
35 | -0.232065 | -1.9416 | 0.028106 |
36 | 0.470014 | 3.9324 | 9.8e-05 |
37 | -0.104097 | -0.8709 | 0.193382 |
38 | -0.228771 | -1.914 | 0.029852 |
39 | 0.183831 | 1.538 | 0.064274 |
40 | -0.037177 | -0.311 | 0.378344 |
41 | -0.006308 | -0.0528 | 0.47903 |
42 | -0.036933 | -0.309 | 0.379117 |
43 | 0.013179 | 0.1103 | 0.456257 |
44 | -0.03675 | -0.3075 | 0.379698 |
45 | 0.100528 | 0.8411 | 0.201584 |
46 | -0.06607 | -0.5528 | 0.291088 |
47 | -0.177141 | -1.4821 | 0.071405 |
48 | 0.328239 | 2.7462 | 0.003828 |
49 | -0.067164 | -0.5619 | 0.287978 |
50 | -0.169482 | -1.418 | 0.080315 |
51 | 0.151684 | 1.2691 | 0.104309 |
52 | -0.054825 | -0.4587 | 0.323935 |
53 | 0.004801 | 0.0402 | 0.484038 |
54 | -0.008679 | -0.0726 | 0.471161 |
55 | -0.014624 | -0.1224 | 0.451484 |
56 | 0.004845 | 0.0405 | 0.483891 |
57 | 0.045048 | 0.3769 | 0.353696 |
58 | -0.05479 | -0.4584 | 0.324041 |
59 | -0.059657 | -0.4991 | 0.309628 |
60 | 0.154811 | 1.2952 | 0.099746 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.375256 | -3.1396 | 0.001239 |
2 | -0.553161 | -4.6281 | 8e-06 |
3 | -0.127612 | -1.0677 | 0.144667 |
4 | -0.201332 | -1.6845 | 0.048273 |
5 | 0.067533 | 0.565 | 0.286933 |
6 | -0.181693 | -1.5202 | 0.066489 |
7 | -0.129926 | -1.087 | 0.140375 |
8 | -0.425542 | -3.5603 | 0.000335 |
9 | 0.177647 | 1.4863 | 0.070845 |
10 | -0.425448 | -3.5596 | 0.000336 |
11 | -0.702152 | -5.8746 | 0 |
12 | -0.132175 | -1.1059 | 0.136288 |
13 | -0.052015 | -0.4352 | 0.332381 |
14 | 0.06462 | 0.5406 | 0.295233 |
15 | 0.032935 | 0.2756 | 0.391851 |
16 | -0.074848 | -0.6262 | 0.266604 |
17 | -0.101864 | -0.8523 | 0.198488 |
18 | -0.095582 | -0.7997 | 0.213297 |
19 | -0.025182 | -0.2107 | 0.416873 |
20 | 0.032536 | 0.2722 | 0.393129 |
21 | -0.068828 | -0.5759 | 0.283279 |
22 | 0.105098 | 0.8793 | 0.191121 |
23 | 0.006245 | 0.0522 | 0.479239 |
24 | -0.053808 | -0.4502 | 0.326982 |
25 | 0.011131 | 0.0931 | 0.463032 |
26 | -0.013409 | -0.1122 | 0.455497 |
27 | -0.047446 | -0.397 | 0.346303 |
28 | 0.023934 | 0.2002 | 0.420935 |
29 | -0.012793 | -0.107 | 0.457535 |
30 | -0.054037 | -0.4521 | 0.326296 |
31 | 0.031007 | 0.2594 | 0.398037 |
32 | -0.033266 | -0.2783 | 0.390792 |
33 | -0.031189 | -0.2609 | 0.397451 |
34 | -0.012463 | -0.1043 | 0.458627 |
35 | -0.004405 | -0.0369 | 0.485354 |
36 | 0.093058 | 0.7786 | 0.219425 |
37 | -0.096317 | -0.8058 | 0.211529 |
38 | 0.006939 | 0.0581 | 0.476934 |
39 | -0.006762 | -0.0566 | 0.477521 |
40 | -0.035384 | -0.296 | 0.384036 |
41 | -0.027558 | -0.2306 | 0.409162 |
42 | -0.008443 | -0.0706 | 0.471943 |
43 | -0.033133 | -0.2772 | 0.391219 |
44 | 0.023635 | 0.1977 | 0.421908 |
45 | -0.021532 | -0.1802 | 0.428777 |
46 | -0.042861 | -0.3586 | 0.360488 |
47 | 0.074012 | 0.6192 | 0.268889 |
48 | -0.00336 | -0.0281 | 0.488826 |
49 | 0.010958 | 0.0917 | 0.463608 |
50 | -0.078587 | -0.6575 | 0.256506 |
51 | -0.002468 | -0.0206 | 0.491792 |
52 | -0.054862 | -0.459 | 0.323824 |
53 | -0.028002 | -0.2343 | 0.407725 |
54 | -0.029104 | -0.2435 | 0.404165 |
55 | -0.079831 | -0.6679 | 0.253193 |
56 | -0.01196 | -0.1001 | 0.46029 |
57 | 0.017734 | 0.1484 | 0.441236 |
58 | -0.127806 | -1.0693 | 0.144303 |
59 | 0.130138 | 1.0888 | 0.139986 |
60 | -0.019289 | -0.1614 | 0.436127 |