Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.465846 | -4.6116 | 6e-06 |
2 | -0.172681 | -1.7095 | 0.045266 |
3 | 0.057678 | 0.571 | 0.284659 |
4 | 0.106294 | 1.0523 | 0.147634 |
5 | 0.41963 | 4.1541 | 3.5e-05 |
6 | -0.829296 | -8.2096 | 0 |
7 | 0.34422 | 3.4076 | 0.000476 |
8 | 0.198635 | 1.9664 | 0.026041 |
9 | -0.035629 | -0.3527 | 0.362531 |
10 | -0.147422 | -1.4594 | 0.073827 |
11 | -0.33493 | -3.3156 | 0.000641 |
12 | 0.732517 | 7.2515 | 0 |
13 | -0.321195 | -3.1797 | 0.000987 |
14 | -0.177427 | -1.7564 | 0.041068 |
15 | 0.042708 | 0.4228 | 0.336687 |
16 | 0.115462 | 1.143 | 0.127908 |
17 | 0.30928 | 3.0617 | 0.00142 |
18 | -0.655582 | -6.4899 | 0 |
19 | 0.272787 | 2.7005 | 0.004079 |
20 | 0.173555 | 1.7181 | 0.044467 |
21 | -0.037424 | -0.3705 | 0.355914 |
22 | -0.131087 | -1.2977 | 0.09872 |
23 | -0.231072 | -2.2875 | 0.012158 |
24 | 0.56052 | 5.5489 | 0 |
25 | -0.262327 | -2.5969 | 0.005427 |
26 | -0.108946 | -1.0785 | 0.141727 |
27 | 0.001754 | 0.0174 | 0.49309 |
28 | 0.097744 | 0.9676 | 0.167808 |
29 | 0.274995 | 2.7223 | 0.003837 |
30 | -0.566931 | -5.6123 | 0 |
31 | 0.253249 | 2.507 | 0.00691 |
32 | 0.134518 | 1.3317 | 0.093031 |
33 | -0.063016 | -0.6238 | 0.267097 |
34 | -0.042794 | -0.4236 | 0.336378 |
35 | -0.256401 | -2.5382 | 0.006358 |
36 | 0.493423 | 4.8846 | 2e-06 |
37 | -0.207542 | -2.0546 | 0.021291 |
38 | -0.138748 | -1.3735 | 0.08636 |
39 | 0.057046 | 0.5647 | 0.286776 |
40 | 0.0572 | 0.5663 | 0.286258 |
41 | 0.209709 | 2.076 | 0.020255 |
42 | -0.452797 | -4.4825 | 1e-05 |
43 | 0.191588 | 1.8966 | 0.030411 |
44 | 0.139254 | 1.3785 | 0.085586 |
45 | -0.069512 | -0.6881 | 0.246498 |
46 | -0.038912 | -0.3852 | 0.35046 |
47 | -0.188852 | -1.8695 | 0.032267 |
48 | 0.393966 | 3.9001 | 8.8e-05 |
49 | -0.145819 | -1.4435 | 0.076029 |
50 | -0.136596 | -1.3522 | 0.089708 |
51 | 0.042318 | 0.4189 | 0.338095 |
52 | 0.082979 | 0.8214 | 0.206692 |
53 | 0.141302 | 1.3988 | 0.082512 |
54 | -0.367152 | -3.6346 | 0.000223 |
55 | 0.171624 | 1.699 | 0.046247 |
56 | 0.089086 | 0.8819 | 0.189994 |
57 | -0.022824 | -0.2259 | 0.410856 |
58 | -0.072002 | -0.7128 | 0.238836 |
59 | -0.158564 | -1.5697 | 0.059853 |
60 | 0.360944 | 3.5732 | 0.000275 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.465846 | -4.6116 | 6e-06 |
2 | -0.4977 | -4.927 | 2e-06 |
3 | -0.500227 | -4.952 | 2e-06 |
4 | -0.494386 | -4.8942 | 2e-06 |
5 | 0.665324 | 6.5864 | 0 |
6 | -0.168012 | -1.6632 | 0.049731 |
7 | -0.138501 | -1.3711 | 0.086739 |
8 | -0.297007 | -2.9402 | 0.002046 |
9 | 0.115494 | 1.1433 | 0.127843 |
10 | -0.10833 | -1.0724 | 0.143084 |
11 | -0.011264 | -0.1115 | 0.455721 |
12 | 0.114811 | 1.1366 | 0.129244 |
13 | 0.00689 | 0.0682 | 0.472878 |
14 | -0.046462 | -0.46 | 0.323285 |
15 | 0.038748 | 0.3836 | 0.351059 |
16 | -0.065627 | -0.6497 | 0.258711 |
17 | -0.03395 | -0.3361 | 0.368763 |
18 | -0.048072 | -0.4759 | 0.317607 |
19 | 0.004459 | 0.0441 | 0.482442 |
20 | -0.101534 | -1.0051 | 0.158653 |
21 | 0.035675 | 0.3532 | 0.362364 |
22 | -0.094212 | -0.9327 | 0.176645 |
23 | 0.117574 | 1.1639 | 0.12364 |
24 | 0.046887 | 0.4642 | 0.321783 |
25 | -0.006883 | -0.0681 | 0.472906 |
26 | 0.037067 | 0.3669 | 0.357227 |
27 | 0.05564 | 0.5508 | 0.291508 |
28 | -0.218296 | -2.161 | 0.016565 |
29 | 0.152389 | 1.5086 | 0.067313 |
30 | -0.059648 | -0.5905 | 0.278111 |
31 | 0.000123 | 0.0012 | 0.499517 |
32 | 0.020556 | 0.2035 | 0.419585 |
33 | 0.057254 | 0.5668 | 0.286076 |
34 | -0.114232 | -1.1308 | 0.130442 |
35 | 0.052431 | 0.519 | 0.30245 |
36 | -0.002045 | -0.0202 | 0.491943 |
37 | 0.02911 | 0.2882 | 0.386911 |
38 | -0.088877 | -0.8798 | 0.19055 |
39 | 0.006645 | 0.0658 | 0.473844 |
40 | -0.026888 | -0.2662 | 0.395333 |
41 | -0.012427 | -0.123 | 0.451171 |
42 | -0.090985 | -0.9007 | 0.184978 |
43 | -0.099705 | -0.987 | 0.163029 |
44 | -0.084916 | -0.8406 | 0.201302 |
45 | 0.036033 | 0.3567 | 0.361039 |
46 | 0.054258 | 0.5371 | 0.296198 |
47 | 0.181467 | 1.7964 | 0.037754 |
48 | 0.023491 | 0.2326 | 0.408297 |
49 | 0.008731 | 0.0864 | 0.465651 |
50 | 0.066188 | 0.6552 | 0.256928 |
51 | -0.038697 | -0.3831 | 0.351243 |
52 | -0.030876 | -0.3057 | 0.380256 |
53 | 0.055393 | 0.5484 | 0.292346 |
54 | -0.049317 | -0.4882 | 0.313244 |
55 | -0.042873 | -0.4244 | 0.336093 |
56 | 0.027835 | 0.2756 | 0.391736 |
57 | -0.002913 | -0.0288 | 0.488525 |
58 | -0.021416 | -0.212 | 0.416269 |
59 | -0.039425 | -0.3903 | 0.348585 |
60 | -0.051707 | -0.5119 | 0.304946 |