Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.439872 | -4.0554 | 5.5e-05 |
2 | -0.029734 | -0.2741 | 0.392323 |
3 | -0.035386 | -0.3262 | 0.372522 |
4 | 0.116383 | 1.073 | 0.143154 |
5 | -0.041942 | -0.3867 | 0.349978 |
6 | -0.028945 | -0.2669 | 0.395111 |
7 | 0.008521 | 0.0786 | 0.468784 |
8 | 0.100063 | 0.9225 | 0.179431 |
9 | -0.134262 | -1.2378 | 0.109593 |
10 | -0.073187 | -0.6748 | 0.250832 |
11 | 0.413483 | 3.8121 | 0.00013 |
12 | -0.490943 | -4.5263 | 1e-05 |
13 | 0.056961 | 0.5252 | 0.300423 |
14 | 0.033544 | 0.3093 | 0.378938 |
15 | 0.103687 | 0.9559 | 0.170906 |
16 | 0.010332 | 0.0953 | 0.462167 |
17 | -0.153021 | -1.4108 | 0.080979 |
18 | 0.053318 | 0.4916 | 0.312145 |
19 | 0.108317 | 0.9986 | 0.160404 |
20 | -0.135394 | -1.2483 | 0.10768 |
21 | 0.023185 | 0.2138 | 0.415624 |
22 | 0.110351 | 1.0174 | 0.155929 |
23 | -0.118269 | -1.0904 | 0.139313 |
24 | 0.019731 | 0.1819 | 0.428044 |
25 | 0.073748 | 0.6799 | 0.2492 |
26 | 0.016121 | 0.1486 | 0.4411 |
27 | -0.049016 | -0.4519 | 0.326243 |
28 | -0.070175 | -0.647 | 0.259694 |
29 | 0.08639 | 0.7965 | 0.213987 |
30 | 0.062626 | 0.5774 | 0.282604 |
31 | -0.135766 | -1.2517 | 0.107057 |
32 | 0.035359 | 0.326 | 0.372616 |
33 | 0.042388 | 0.3908 | 0.348464 |
34 | 0.033048 | 0.3047 | 0.380673 |
35 | -0.122701 | -1.1312 | 0.130566 |
36 | 0.126284 | 1.1643 | 0.123784 |
37 | -0.054418 | -0.5017 | 0.308585 |
38 | -0.009524 | -0.0878 | 0.465118 |
39 | -0.020713 | -0.191 | 0.424506 |
40 | 0.034522 | 0.3183 | 0.375529 |
41 | 0.04857 | 0.4478 | 0.32772 |
42 | -0.104787 | -0.9661 | 0.168371 |
43 | 0.032684 | 0.3013 | 0.381947 |
44 | 0.065808 | 0.6067 | 0.272828 |
45 | -0.052844 | -0.4872 | 0.313686 |
46 | -0.022749 | -0.2097 | 0.417186 |
47 | 0.0488 | 0.4499 | 0.326957 |
48 | -0.034232 | -0.3156 | 0.376537 |
49 | -0.027818 | -0.2565 | 0.399106 |
50 | 0.091013 | 0.8391 | 0.201883 |
51 | -0.069828 | -0.6438 | 0.260726 |
52 | 0.052897 | 0.4877 | 0.313515 |
53 | -0.086458 | -0.7971 | 0.213805 |
54 | 0.063027 | 0.5811 | 0.281362 |
55 | -0.009347 | -0.0862 | 0.465764 |
56 | -0.037885 | -0.3493 | 0.363871 |
57 | 0.049625 | 0.4575 | 0.324232 |
58 | -0.03677 | -0.339 | 0.367723 |
59 | 0.047022 | 0.4335 | 0.332866 |
60 | -0.027471 | -0.2533 | 0.400337 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.439872 | -4.0554 | 5.5e-05 |
2 | -0.276774 | -2.5517 | 0.006254 |
3 | -0.233414 | -2.152 | 0.017118 |
4 | -0.02922 | -0.2694 | 0.394138 |
5 | -0.004915 | -0.0453 | 0.481981 |
6 | -0.026446 | -0.2438 | 0.403978 |
7 | -0.015651 | -0.1443 | 0.442803 |
8 | 0.11219 | 1.0343 | 0.151955 |
9 | -0.036646 | -0.3379 | 0.36815 |
10 | -0.183423 | -1.6911 | 0.047243 |
11 | 0.380077 | 3.5041 | 0.000367 |
12 | -0.272589 | -2.5131 | 0.006927 |
13 | -0.295811 | -2.7272 | 0.003878 |
14 | -0.156035 | -1.4386 | 0.076971 |
15 | -0.149223 | -1.3758 | 0.086254 |
16 | 0.103879 | 0.9577 | 0.17046 |
17 | -0.050638 | -0.4669 | 0.320896 |
18 | -0.05582 | -0.5146 | 0.304073 |
19 | 0.041009 | 0.3781 | 0.353154 |
20 | 0.041224 | 0.3801 | 0.352421 |
21 | 0.003798 | 0.035 | 0.486074 |
22 | -0.103296 | -0.9523 | 0.171811 |
23 | 0.173724 | 1.6017 | 0.056471 |
24 | -0.134642 | -1.2413 | 0.108947 |
25 | -0.035457 | -0.3269 | 0.372273 |
26 | -0.014456 | -0.1333 | 0.447144 |
27 | -0.165189 | -1.523 | 0.06574 |
28 | 0.148869 | 1.3725 | 0.086758 |
29 | -0.044521 | -0.4105 | 0.34125 |
30 | 0.008009 | 0.0738 | 0.470656 |
31 | -0.008822 | -0.0813 | 0.467683 |
32 | -0.041884 | -0.3862 | 0.350174 |
33 | 0.022537 | 0.2078 | 0.417947 |
34 | 0.043365 | 0.3998 | 0.34515 |
35 | 0.015553 | 0.1434 | 0.443159 |
36 | 0.009273 | 0.0855 | 0.466036 |
37 | 0.056502 | 0.5209 | 0.301888 |
38 | -0.023341 | -0.2152 | 0.415067 |
39 | -0.053397 | -0.4923 | 0.31189 |
40 | 0.036656 | 0.338 | 0.368116 |
41 | -0.018383 | -0.1695 | 0.432909 |
42 | 0.00698 | 0.0644 | 0.474419 |
43 | -0.000243 | -0.0022 | 0.499107 |
44 | -0.020799 | -0.1918 | 0.424194 |
45 | -0.059717 | -0.5506 | 0.29169 |
46 | 0.156639 | 1.4441 | 0.076188 |
47 | -0.03392 | -0.3127 | 0.377628 |
48 | 0.003043 | 0.0281 | 0.488843 |
49 | -0.043582 | -0.4018 | 0.344419 |
50 | 0.07812 | 0.7202 | 0.236678 |
51 | 0.028877 | 0.2662 | 0.395353 |
52 | -0.077581 | -0.7153 | 0.238202 |
53 | 0.042188 | 0.389 | 0.349142 |
54 | -0.041025 | -0.3782 | 0.353101 |
55 | -0.044064 | -0.4063 | 0.34279 |
56 | -0.029722 | -0.274 | 0.392367 |
57 | -0.031258 | -0.2882 | 0.386954 |
58 | 0.028173 | 0.2597 | 0.397846 |
59 | 0.063306 | 0.5837 | 0.280499 |
60 | 0.087444 | 0.8062 | 0.21119 |