Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.60241 | -5.7781 | 0 |
2 | -0.003473 | -0.0333 | 0.48675 |
3 | 0.377203 | 3.618 | 0.000242 |
4 | -0.377393 | -3.6198 | 0.000241 |
5 | 0.139488 | 1.3379 | 0.09211 |
6 | 0.168187 | 1.6132 | 0.055064 |
7 | -0.296928 | -2.848 | 0.002713 |
8 | 0.169527 | 1.626 | 0.053681 |
9 | 0.001583 | 0.0152 | 0.493959 |
10 | -0.14574 | -1.3979 | 0.082754 |
11 | 0.20385 | 1.9553 | 0.026794 |
12 | -0.157861 | -1.5141 | 0.066708 |
13 | 0.002281 | 0.0219 | 0.491296 |
14 | 0.06786 | 0.6509 | 0.258371 |
15 | 0.020877 | 0.2002 | 0.420867 |
16 | -0.148663 | -1.4259 | 0.078637 |
17 | 0.165965 | 1.5919 | 0.057421 |
18 | -0.003268 | -0.0313 | 0.487529 |
19 | -0.172639 | -1.6559 | 0.050575 |
20 | 0.16341 | 1.5674 | 0.06023 |
21 | 0.050782 | 0.4871 | 0.313678 |
22 | -0.32087 | -3.0777 | 0.001374 |
23 | 0.462795 | 4.439 | 1.3e-05 |
24 | -0.299757 | -2.8752 | 0.002508 |
25 | -0.055116 | -0.5287 | 0.299159 |
26 | 0.298952 | 2.8674 | 0.002565 |
27 | -0.254413 | -2.4402 | 0.008297 |
28 | 0.046761 | 0.4485 | 0.327416 |
29 | 0.155117 | 1.4878 | 0.070108 |
30 | -0.237187 | -2.275 | 0.012614 |
31 | 0.131432 | 1.2607 | 0.105311 |
32 | 0.068394 | 0.656 | 0.256726 |
33 | -0.194405 | -1.8647 | 0.032708 |
34 | 0.177141 | 1.6991 | 0.046342 |
35 | -0.120796 | -1.1586 | 0.124802 |
36 | -0.008116 | -0.0778 | 0.469059 |
37 | 0.064809 | 0.6216 | 0.267863 |
38 | -0.012336 | -0.1183 | 0.453034 |
39 | -0.099844 | -0.9577 | 0.170369 |
40 | 0.118573 | 1.1373 | 0.12918 |
41 | -0.020282 | -0.1945 | 0.423092 |
42 | -0.067351 | -0.646 | 0.259941 |
43 | 0.055975 | 0.5369 | 0.296319 |
44 | 0.069942 | 0.6709 | 0.251997 |
45 | -0.1717 | -1.6469 | 0.051496 |
46 | 0.184152 | 1.7663 | 0.040329 |
47 | -0.016519 | -0.1584 | 0.437228 |
48 | -0.181623 | -1.7421 | 0.042419 |
49 | 0.254492 | 2.441 | 0.00828 |
50 | -0.151439 | -1.4526 | 0.074875 |
51 | -0.021055 | -0.2019 | 0.420202 |
52 | 0.157725 | 1.5128 | 0.066873 |
53 | -0.208971 | -2.0044 | 0.023985 |
54 | 0.110038 | 1.0554 | 0.146993 |
55 | 0.06932 | 0.6649 | 0.253892 |
56 | -0.206318 | -1.9789 | 0.025407 |
57 | 0.174934 | 1.6779 | 0.048379 |
58 | -0.033403 | -0.3204 | 0.374699 |
59 | -0.117691 | -1.1289 | 0.130947 |
60 | 0.162673 | 1.5603 | 0.061061 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.60241 | -5.7781 | 0 |
2 | -0.575058 | -5.5158 | 0 |
3 | 0.064462 | 0.6183 | 0.268953 |
4 | 0.008419 | 0.0808 | 0.467908 |
5 | -0.017135 | -0.1644 | 0.434905 |
6 | 0.163294 | 1.5663 | 0.060361 |
7 | 0.041184 | 0.395 | 0.346869 |
8 | -0.0668 | -0.6407 | 0.261646 |
9 | -0.139047 | -1.3337 | 0.092799 |
10 | -0.147293 | -1.4128 | 0.080546 |
11 | 0.041331 | 0.3964 | 0.346353 |
12 | -0.028561 | -0.2739 | 0.392369 |
13 | -0.047769 | -0.4582 | 0.32395 |
14 | -0.138969 | -1.3329 | 0.092922 |
15 | 0.1645 | 1.5778 | 0.059018 |
16 | -0.061225 | -0.5872 | 0.279237 |
17 | -0.047384 | -0.4545 | 0.325274 |
18 | 0.169369 | 1.6245 | 0.053842 |
19 | 0.029522 | 0.2832 | 0.388844 |
20 | -0.16386 | -1.5717 | 0.059728 |
21 | 0.088729 | 0.8511 | 0.198473 |
22 | -0.223721 | -2.1459 | 0.017259 |
23 | 0.221671 | 2.1262 | 0.018082 |
24 | 0.05154 | 0.4944 | 0.311116 |
25 | -0.001243 | -0.0119 | 0.495256 |
26 | -0.072579 | -0.6961 | 0.244045 |
27 | 0.152745 | 1.4651 | 0.073154 |
28 | -0.021334 | -0.2046 | 0.419158 |
29 | -0.029815 | -0.286 | 0.387771 |
30 | -0.00077 | -0.0074 | 0.497063 |
31 | 0.01527 | 0.1465 | 0.441937 |
32 | -0.069877 | -0.6702 | 0.252191 |
33 | 0.063308 | 0.6072 | 0.272599 |
34 | -0.067557 | -0.648 | 0.259305 |
35 | -0.070721 | -0.6783 | 0.249633 |
36 | -0.124157 | -1.1909 | 0.118385 |
37 | -0.099343 | -0.9529 | 0.171578 |
38 | -0.078643 | -0.7543 | 0.226292 |
39 | 0.039894 | 0.3826 | 0.351431 |
40 | -0.042813 | -0.4107 | 0.341141 |
41 | 0.038023 | 0.3647 | 0.358084 |
42 | 0.086384 | 0.8286 | 0.204747 |
43 | -0.031687 | -0.3039 | 0.380935 |
44 | -0.068852 | -0.6604 | 0.255323 |
45 | 0.091756 | 0.8801 | 0.190551 |
46 | -0.009934 | -0.0953 | 0.462148 |
47 | 0.152107 | 1.459 | 0.073991 |
48 | -0.044184 | -0.4238 | 0.336352 |
49 | 0.017289 | 0.1658 | 0.434326 |
50 | -0.07557 | -0.7248 | 0.235194 |
51 | 0.109482 | 1.0501 | 0.148208 |
52 | 0.020502 | 0.1967 | 0.422267 |
53 | -0.03911 | -0.3751 | 0.354215 |
54 | 0.030233 | 0.29 | 0.386239 |
55 | 0.004387 | 0.0421 | 0.483263 |
56 | -0.102833 | -0.9863 | 0.163277 |
57 | -0.00364 | -0.0349 | 0.486111 |
58 | 0.035088 | 0.3366 | 0.36861 |
59 | 0.006156 | 0.059 | 0.476521 |
60 | 0.000724 | 0.0069 | 0.497238 |