Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.459901 | -5.0169 | 1e-06 |
2 | -0.111142 | -1.2124 | 0.113877 |
3 | 0.16483 | 1.7981 | 0.03735 |
4 | -0.132484 | -1.4452 | 0.075511 |
5 | 0.125577 | 1.3699 | 0.086651 |
6 | -0.078923 | -0.8609 | 0.195499 |
7 | -0.050233 | -0.548 | 0.292368 |
8 | 0.050562 | 0.5516 | 0.291139 |
9 | 0.116906 | 1.2753 | 0.102345 |
10 | -0.101359 | -1.1057 | 0.135545 |
11 | -0.277068 | -3.0225 | 0.001535 |
12 | 0.556078 | 6.0661 | 0 |
13 | -0.248838 | -2.7145 | 0.003812 |
14 | -0.116128 | -1.2668 | 0.10385 |
15 | 0.081348 | 0.8874 | 0.188325 |
16 | -0.052978 | -0.5779 | 0.282205 |
17 | 0.065315 | 0.7125 | 0.238773 |
18 | 0.040947 | 0.4467 | 0.327959 |
19 | -0.102861 | -1.1221 | 0.132044 |
20 | 0.043323 | 0.4726 | 0.318682 |
21 | 0.115358 | 1.2584 | 0.105354 |
22 | -0.134982 | -1.4725 | 0.071765 |
23 | -0.158674 | -1.7309 | 0.043028 |
24 | 0.367447 | 4.0084 | 5.4e-05 |
25 | -0.177839 | -1.94 | 0.027373 |
26 | -0.08677 | -0.9465 | 0.172893 |
27 | 0.14282 | 1.558 | 0.060946 |
28 | -0.109748 | -1.1972 | 0.116802 |
29 | 0.028226 | 0.3079 | 0.379346 |
30 | 0.107242 | 1.1699 | 0.122195 |
31 | -0.103589 | -1.13 | 0.130369 |
32 | 0.015111 | 0.1648 | 0.434674 |
33 | 0.089732 | 0.9789 | 0.164817 |
34 | -0.187429 | -2.0446 | 0.021549 |
35 | -0.012399 | -0.1353 | 0.446319 |
36 | 0.282918 | 3.0863 | 0.001261 |
37 | -0.210577 | -2.2971 | 0.01168 |
38 | 0.016302 | 0.1778 | 0.42958 |
39 | 0.031122 | 0.3395 | 0.367416 |
40 | 0.001816 | 0.0198 | 0.492114 |
41 | 0.05557 | 0.6062 | 0.27277 |
42 | -0.108382 | -1.1823 | 0.11972 |
43 | 0.075718 | 0.826 | 0.205232 |
44 | -0.064821 | -0.7071 | 0.240439 |
45 | 0.078291 | 0.8541 | 0.197394 |
46 | -0.049727 | -0.5425 | 0.294258 |
47 | -0.153314 | -1.6725 | 0.048531 |
48 | 0.341174 | 3.7218 | 0.000152 |
49 | -0.216144 | -2.3578 | 0.010006 |
50 | -0.014463 | -0.1578 | 0.43745 |
51 | 0.056314 | 0.6143 | 0.270091 |
52 | -0.038428 | -0.4192 | 0.337912 |
53 | 0.066051 | 0.7205 | 0.236306 |
54 | -0.080067 | -0.8734 | 0.192095 |
55 | 0.013339 | 0.1455 | 0.442278 |
56 | 0.01012 | 0.1104 | 0.456139 |
57 | 0.092129 | 1.005 | 0.158465 |
58 | -0.083833 | -0.9145 | 0.181149 |
59 | -0.093834 | -1.0236 | 0.154049 |
60 | 0.189845 | 2.071 | 0.020262 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.459901 | -5.0169 | 1e-06 |
2 | -0.409201 | -4.4639 | 9e-06 |
3 | -0.145314 | -1.5852 | 0.057789 |
4 | -0.215739 | -2.3534 | 0.01012 |
5 | -0.006166 | -0.0673 | 0.47324 |
6 | -0.07324 | -0.7989 | 0.212956 |
7 | -0.113489 | -1.238 | 0.109073 |
8 | -0.134363 | -1.4657 | 0.07268 |
9 | 0.113182 | 1.2347 | 0.109694 |
10 | 0.062322 | 0.6799 | 0.248959 |
11 | -0.403098 | -4.3973 | 1.2e-05 |
12 | 0.287417 | 3.1354 | 0.001081 |
13 | 0.166483 | 1.8161 | 0.035935 |
14 | 0.005377 | 0.0587 | 0.476663 |
15 | -0.170593 | -1.861 | 0.032609 |
16 | 0.019868 | 0.2167 | 0.414393 |
17 | -0.142314 | -1.5525 | 0.061604 |
18 | 0.025016 | 0.2729 | 0.392706 |
19 | 0.082312 | 0.8979 | 0.185522 |
20 | 0.057679 | 0.6292 | 0.265211 |
21 | -0.013104 | -0.143 | 0.443286 |
22 | -0.041276 | -0.4503 | 0.326668 |
23 | -0.063696 | -0.6948 | 0.244253 |
24 | 0.039921 | 0.4355 | 0.331999 |
25 | 0.013053 | 0.1424 | 0.443504 |
26 | -0.074666 | -0.8145 | 0.208491 |
27 | 0.124149 | 1.3543 | 0.089102 |
28 | 0.019484 | 0.2125 | 0.416024 |
29 | -0.102392 | -1.117 | 0.133129 |
30 | -0.023576 | -0.2572 | 0.398739 |
31 | 0.166028 | 1.8112 | 0.03632 |
32 | 0.021665 | 0.2363 | 0.406789 |
33 | 0.002705 | 0.0295 | 0.488256 |
34 | -0.121504 | -1.3255 | 0.09378 |
35 | -0.047902 | -0.5225 | 0.301131 |
36 | 0.031112 | 0.3394 | 0.367457 |
37 | -0.0226 | -0.2465 | 0.402844 |
38 | 0.085992 | 0.9381 | 0.175055 |
39 | -0.122032 | -1.3312 | 0.092832 |
40 | 0.072839 | 0.7946 | 0.21422 |
41 | 0.210217 | 2.2932 | 0.011796 |
42 | -0.102891 | -1.1224 | 0.131973 |
43 | -0.016028 | -0.1748 | 0.430749 |
44 | -0.051241 | -0.559 | 0.288617 |
45 | -0.048294 | -0.5268 | 0.299648 |
46 | 0.149713 | 1.6332 | 0.052538 |
47 | -0.059021 | -0.6438 | 0.26046 |
48 | -0.047532 | -0.5185 | 0.302533 |
49 | -0.093462 | -1.0195 | 0.155006 |
50 | 0.002669 | 0.0291 | 0.488409 |
51 | -0.024715 | -0.2696 | 0.393963 |
52 | 0.009789 | 0.1068 | 0.457569 |
53 | -0.080997 | -0.8836 | 0.189354 |
54 | -0.008505 | -0.0928 | 0.463118 |
55 | -0.050009 | -0.5455 | 0.293205 |
56 | 0.01412 | 0.154 | 0.438924 |
57 | 0.045543 | 0.4968 | 0.310119 |
58 | -0.035537 | -0.3877 | 0.34948 |
59 | 0.088159 | 0.9617 | 0.169074 |
60 | -0.097821 | -1.0671 | 0.144042 |