Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.395868 | -3.3356 | 0.000678 |
2 | -0.188152 | -1.5854 | 0.05866 |
3 | 0.286351 | 2.4128 | 0.009207 |
4 | -0.133162 | -1.122 | 0.132812 |
5 | 0.003099 | 0.0261 | 0.489621 |
6 | -0.139857 | -1.1785 | 0.121275 |
7 | 0.010223 | 0.0861 | 0.465797 |
8 | -0.131378 | -1.107 | 0.136013 |
9 | 0.251313 | 2.1176 | 0.018856 |
10 | -0.129985 | -1.0953 | 0.138549 |
11 | -0.336764 | -2.8376 | 0.00296 |
12 | 0.796242 | 6.7093 | 0 |
13 | -0.318953 | -2.6875 | 0.00448 |
14 | -0.161353 | -1.3596 | 0.089132 |
15 | 0.268866 | 2.2655 | 0.013267 |
16 | -0.129195 | -1.0886 | 0.140002 |
17 | 0.005257 | 0.0443 | 0.482395 |
18 | -0.108601 | -0.9151 | 0.18162 |
19 | 0.012534 | 0.1056 | 0.458095 |
20 | -0.09448 | -0.7961 | 0.214314 |
21 | 0.174463 | 1.4701 | 0.072983 |
22 | -0.094317 | -0.7947 | 0.214709 |
23 | -0.271979 | -2.2917 | 0.012445 |
24 | 0.624683 | 5.2637 | 1e-06 |
25 | -0.245131 | -2.0655 | 0.021263 |
26 | -0.126575 | -1.0665 | 0.144897 |
27 | 0.220283 | 1.8561 | 0.033792 |
28 | -0.088763 | -0.7479 | 0.228487 |
29 | -0.025767 | -0.2171 | 0.414369 |
30 | -0.074657 | -0.6291 | 0.265661 |
31 | 0.0234 | 0.1972 | 0.422128 |
32 | -0.076939 | -0.6483 | 0.25944 |
33 | 0.119409 | 1.0062 | 0.158879 |
34 | -0.071363 | -0.6013 | 0.274772 |
35 | -0.207697 | -1.7501 | 0.042212 |
36 | 0.475977 | 4.0106 | 7.4e-05 |
37 | -0.180151 | -1.518 | 0.06673 |
38 | -0.108426 | -0.9136 | 0.182006 |
39 | 0.182065 | 1.5341 | 0.064724 |
40 | -0.063006 | -0.5309 | 0.298573 |
41 | -0.020718 | -0.1746 | 0.430957 |
42 | -0.06352 | -0.5352 | 0.297081 |
43 | 0.024165 | 0.2036 | 0.419618 |
44 | -0.051992 | -0.4381 | 0.331326 |
45 | 0.07546 | 0.6358 | 0.263463 |
46 | -0.060015 | -0.5057 | 0.307319 |
47 | -0.129521 | -1.0914 | 0.139402 |
48 | 0.326154 | 2.7482 | 0.003796 |
49 | -0.113299 | -0.9547 | 0.17149 |
50 | -0.087698 | -0.739 | 0.231184 |
51 | 0.1234 | 1.0398 | 0.150983 |
52 | -0.037991 | -0.3201 | 0.37491 |
53 | -0.020573 | -0.1733 | 0.431436 |
54 | -0.033234 | -0.28 | 0.390132 |
55 | 0.000747 | 0.0063 | 0.497499 |
56 | -0.010644 | -0.0897 | 0.464393 |
57 | 0.032864 | 0.2769 | 0.391324 |
58 | -0.025253 | -0.2128 | 0.416053 |
59 | -0.065389 | -0.551 | 0.291688 |
60 | 0.154825 | 1.3046 | 0.098125 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.395868 | -3.3356 | 0.000678 |
2 | -0.408952 | -3.4459 | 0.00048 |
3 | 0.027791 | 0.2342 | 0.407764 |
4 | -0.056617 | -0.4771 | 0.31739 |
5 | 0.038013 | 0.3203 | 0.37484 |
6 | -0.270385 | -2.2783 | 0.01286 |
7 | -0.225223 | -1.8978 | 0.030897 |
8 | -0.506812 | -4.2705 | 3e-05 |
9 | -0.004805 | -0.0405 | 0.483911 |
10 | -0.20696 | -1.7439 | 0.042754 |
11 | -0.686731 | -5.7865 | 0 |
12 | 0.198046 | 1.6688 | 0.049784 |
13 | -0.066189 | -0.5577 | 0.289395 |
14 | 0.003781 | 0.0319 | 0.487337 |
15 | -0.090662 | -0.7639 | 0.223719 |
16 | -0.108238 | -0.912 | 0.18242 |
17 | -0.123838 | -1.0435 | 0.150133 |
18 | -0.069104 | -0.5823 | 0.281112 |
19 | -0.070809 | -0.5966 | 0.276321 |
20 | 0.078357 | 0.6602 | 0.255617 |
21 | -0.05153 | -0.4342 | 0.332731 |
22 | -0.071749 | -0.6046 | 0.273696 |
23 | -0.0948 | -0.7988 | 0.213536 |
24 | -0.109887 | -0.9259 | 0.178811 |
25 | -0.053626 | -0.4519 | 0.326374 |
26 | 0.032985 | 0.2779 | 0.390936 |
27 | -0.060599 | -0.5106 | 0.305603 |
28 | 0.063349 | 0.5338 | 0.297578 |
29 | -0.12633 | -1.0645 | 0.145359 |
30 | -0.055472 | -0.4674 | 0.320818 |
31 | -0.047638 | -0.4014 | 0.344663 |
32 | 0.008831 | 0.0744 | 0.470448 |
33 | 0.006522 | 0.055 | 0.478163 |
34 | 0.002404 | 0.0203 | 0.491949 |
35 | -0.036935 | -0.3112 | 0.378272 |
36 | -0.044674 | -0.3764 | 0.35386 |
37 | -0.04846 | -0.4083 | 0.342129 |
38 | -0.045566 | -0.3839 | 0.351083 |
39 | -0.022477 | -0.1894 | 0.425163 |
40 | -0.083302 | -0.7019 | 0.242513 |
41 | 0.004954 | 0.0417 | 0.483409 |
42 | -0.051879 | -0.4371 | 0.331668 |
43 | -0.061345 | -0.5169 | 0.303415 |
44 | -0.038475 | -0.3242 | 0.373372 |
45 | -0.05454 | -0.4596 | 0.323619 |
46 | -0.075313 | -0.6346 | 0.263864 |
47 | 0.075654 | 0.6375 | 0.262935 |
48 | -0.067719 | -0.5706 | 0.285032 |
49 | 0.077192 | 0.6504 | 0.258756 |
50 | 0.003894 | 0.0328 | 0.486957 |
51 | -0.022861 | -0.1926 | 0.4239 |
52 | -0.05973 | -0.5033 | 0.308158 |
53 | -0.06219 | -0.524 | 0.300947 |
54 | 0.003325 | 0.028 | 0.488864 |
55 | -0.005835 | -0.0492 | 0.480464 |
56 | 0.006036 | 0.0509 | 0.479789 |
57 | -0.04007 | -0.3376 | 0.368318 |
58 | 0.055441 | 0.4672 | 0.320909 |
59 | 0.107749 | 0.9079 | 0.183498 |
60 | -0.031812 | -0.2681 | 0.394719 |