Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.449419 | -4.6488 | 5e-06 |
2 | 0.042329 | 0.4379 | 0.331187 |
3 | 0.164781 | 1.7045 | 0.045594 |
4 | -0.33699 | -3.4859 | 0.000356 |
5 | 0.223137 | 2.3081 | 0.011457 |
6 | -0.10443 | -1.0802 | 0.141233 |
7 | -0.132485 | -1.3704 | 0.086709 |
8 | 0.221804 | 2.2944 | 0.011861 |
9 | -0.032413 | -0.3353 | 0.369032 |
10 | 0.001305 | 0.0135 | 0.494626 |
11 | 0.118061 | 1.2212 | 0.11234 |
12 | -0.301758 | -3.1214 | 0.001157 |
13 | 0.111105 | 1.1493 | 0.126502 |
14 | -0.006111 | -0.0632 | 0.474859 |
15 | -0.172875 | -1.7882 | 0.038285 |
16 | 0.142652 | 1.4756 | 0.071494 |
17 | -0.023843 | -0.2466 | 0.402831 |
18 | 0.102097 | 1.0561 | 0.14665 |
19 | -0.097829 | -1.0119 | 0.156923 |
20 | 0.059206 | 0.6124 | 0.270777 |
21 | -0.006862 | -0.071 | 0.471772 |
22 | 0.028631 | 0.2962 | 0.383842 |
23 | -0.008869 | -0.0917 | 0.463536 |
24 | -0.113668 | -1.1758 | 0.121143 |
25 | 0.113635 | 1.1754 | 0.121212 |
26 | -0.14432 | -1.4929 | 0.069208 |
27 | 0.262608 | 2.7164 | 0.003848 |
28 | -0.206637 | -2.1375 | 0.017419 |
29 | -0.032449 | -0.3357 | 0.368893 |
30 | 0.230563 | 2.385 | 0.00942 |
31 | -0.163768 | -1.694 | 0.046584 |
32 | 0.08307 | 0.8593 | 0.196053 |
33 | -0.022659 | -0.2344 | 0.407566 |
34 | -0.232596 | -2.406 | 0.008922 |
35 | 0.306416 | 3.1696 | 0.000995 |
36 | -0.181093 | -1.8732 | 0.031882 |
37 | -0.020723 | -0.2144 | 0.415337 |
38 | 0.219746 | 2.2731 | 0.01251 |
39 | -0.210861 | -2.1812 | 0.01568 |
40 | 0.158718 | 1.6418 | 0.051785 |
41 | 0.079384 | 0.8212 | 0.206692 |
42 | -0.325081 | -3.3627 | 0.000536 |
43 | 0.278041 | 2.8761 | 0.00243 |
44 | -0.161377 | -1.6693 | 0.048991 |
45 | -0.038173 | -0.3949 | 0.346863 |
46 | 0.183659 | 1.8998 | 0.030077 |
47 | -0.199339 | -2.062 | 0.020816 |
48 | 0.187563 | 1.9402 | 0.027495 |
49 | -0.076872 | -0.7952 | 0.214137 |
50 | -0.048172 | -0.4983 | 0.30965 |
51 | 0.018751 | 0.194 | 0.423287 |
52 | -0.006276 | -0.0649 | 0.47418 |
53 | -0.002658 | -0.0275 | 0.489059 |
54 | 0.00162 | 0.0168 | 0.493332 |
55 | -0.011535 | -0.1193 | 0.452622 |
56 | 0.019921 | 0.2061 | 0.418566 |
57 | 0.07769 | 0.8036 | 0.211695 |
58 | -0.078687 | -0.8139 | 0.208744 |
59 | 0.022546 | 0.2332 | 0.408021 |
60 | 0.003403 | 0.0352 | 0.485992 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.449419 | -4.6488 | 5e-06 |
2 | -0.200054 | -2.0694 | 0.02046 |
3 | 0.127535 | 1.3192 | 0.094954 |
4 | -0.251385 | -2.6003 | 0.005314 |
5 | -0.035479 | -0.367 | 0.357172 |
6 | -0.076119 | -0.7874 | 0.2164 |
7 | -0.185885 | -1.9228 | 0.028581 |
8 | -0.00985 | -0.1019 | 0.459518 |
9 | 0.157572 | 1.6299 | 0.053027 |
10 | 0.066803 | 0.691 | 0.245525 |
11 | 0.099514 | 1.0294 | 0.152812 |
12 | -0.221459 | -2.2908 | 0.011968 |
13 | -0.159618 | -1.6511 | 0.050825 |
14 | -0.072492 | -0.7499 | 0.227491 |
15 | -0.125569 | -1.2989 | 0.098386 |
16 | -0.147363 | -1.5243 | 0.065188 |
17 | -0.022041 | -0.228 | 0.410041 |
18 | 0.114275 | 1.1821 | 0.1199 |
19 | -0.220968 | -2.2857 | 0.012121 |
20 | -0.014382 | -0.1488 | 0.44101 |
21 | 0.084934 | 0.8786 | 0.190804 |
22 | 0.172606 | 1.7854 | 0.038511 |
23 | 0.075249 | 0.7784 | 0.21903 |
24 | -0.117534 | -1.2158 | 0.113372 |
25 | -0.045943 | -0.4752 | 0.317794 |
26 | -0.256198 | -2.6501 | 0.004633 |
27 | 0.157486 | 1.629 | 0.053122 |
28 | -0.126745 | -1.3111 | 0.096322 |
29 | -0.165332 | -1.7102 | 0.045063 |
30 | 0.108392 | 1.1212 | 0.132354 |
31 | 0.013721 | 0.1419 | 0.443699 |
32 | 0.034108 | 0.3528 | 0.362461 |
33 | 0.108279 | 1.12 | 0.132602 |
34 | -0.17787 | -1.8399 | 0.034277 |
35 | 0.121307 | 1.2548 | 0.10614 |
36 | -0.084684 | -0.876 | 0.191503 |
37 | -0.010587 | -0.1095 | 0.456502 |
38 | -0.07274 | -0.7524 | 0.226722 |
39 | 0.067897 | 0.7023 | 0.241999 |
40 | -0.091824 | -0.9498 | 0.172169 |
41 | 0.092223 | 0.954 | 0.171127 |
42 | 0.006866 | 0.071 | 0.471756 |
43 | -0.007283 | -0.0753 | 0.470043 |
44 | -0.021095 | -0.2182 | 0.41384 |
45 | 0.003298 | 0.0341 | 0.486425 |
46 | 0.052209 | 0.5401 | 0.295141 |
47 | -0.0779 | -0.8058 | 0.211072 |
48 | -0.065093 | -0.6733 | 0.251096 |
49 | -0.149105 | -1.5424 | 0.06297 |
50 | -0.003689 | -0.0382 | 0.484815 |
51 | -0.037698 | -0.39 | 0.348673 |
52 | -0.003159 | -0.0327 | 0.486998 |
53 | 0.030275 | 0.3132 | 0.377381 |
54 | 0.041442 | 0.4287 | 0.334509 |
55 | 0.008588 | 0.0888 | 0.46469 |
56 | 0.055202 | 0.571 | 0.284594 |
57 | 0.009769 | 0.1011 | 0.459848 |
58 | -0.064653 | -0.6688 | 0.252539 |
59 | -0.015368 | -0.159 | 0.436996 |
60 | -0.021408 | -0.2214 | 0.412584 |