Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.473847 | -4.317 | 2.2e-05 |
2 | -0.088583 | -0.807 | 0.210978 |
3 | 0.280608 | 2.5565 | 0.006198 |
4 | -0.223456 | -2.0358 | 0.022481 |
5 | -0.086249 | -0.7858 | 0.21712 |
6 | 0.254984 | 2.323 | 0.011313 |
7 | -0.205669 | -1.8737 | 0.032243 |
8 | -0.087378 | -0.796 | 0.214138 |
9 | 0.326584 | 2.9753 | 0.001916 |
10 | -0.282602 | -2.5746 | 0.005905 |
11 | -0.057832 | -0.5269 | 0.299843 |
12 | 0.426436 | 3.885 | 0.000102 |
13 | -0.367363 | -3.3468 | 0.000615 |
14 | 0.128176 | 1.1677 | 0.123129 |
15 | 0.026827 | 0.2444 | 0.40376 |
16 | -0.138031 | -1.2575 | 0.106046 |
17 | 0.056746 | 0.517 | 0.303274 |
18 | 0.157106 | 1.4313 | 0.078049 |
19 | -0.283538 | -2.5832 | 0.005772 |
20 | 0.208981 | 1.9039 | 0.030194 |
21 | 0.056712 | 0.5167 | 0.30338 |
22 | -0.239021 | -2.1776 | 0.016138 |
23 | 0.09759 | 0.8891 | 0.188264 |
24 | 0.113757 | 1.0364 | 0.151518 |
25 | -0.155053 | -1.4126 | 0.080757 |
26 | 0.096843 | 0.8823 | 0.190086 |
27 | -0.04094 | -0.373 | 0.355056 |
28 | -0.045497 | -0.4145 | 0.339789 |
29 | 0.077534 | 0.7064 | 0.240967 |
30 | 0.057925 | 0.5277 | 0.29955 |
31 | -0.134149 | -1.2222 | 0.112554 |
32 | 0.160322 | 1.4606 | 0.07395 |
33 | -0.097415 | -0.8875 | 0.188688 |
34 | -0.053953 | -0.4915 | 0.312172 |
35 | 0.02031 | 0.185 | 0.426828 |
36 | 0.049772 | 0.4534 | 0.325705 |
37 | -0.018116 | -0.165 | 0.434655 |
38 | 0.016128 | 0.1469 | 0.44177 |
39 | -0.046415 | -0.4229 | 0.336744 |
40 | 0.035107 | 0.3198 | 0.374946 |
41 | -0.005098 | -0.0464 | 0.481533 |
42 | -0.020801 | -0.1895 | 0.425078 |
43 | -0.021162 | -0.1928 | 0.423794 |
44 | 0.068822 | 0.627 | 0.266191 |
45 | -0.049859 | -0.4542 | 0.325421 |
46 | 0.034826 | 0.3173 | 0.375914 |
47 | -0.113227 | -1.0315 | 0.152641 |
48 | 0.152663 | 1.3908 | 0.083998 |
49 | -0.047522 | -0.4329 | 0.333089 |
50 | 0.027423 | 0.2498 | 0.401667 |
51 | -0.058175 | -0.53 | 0.298763 |
52 | 0.018497 | 0.1685 | 0.433294 |
53 | 0.015606 | 0.1422 | 0.443643 |
54 | -0.030399 | -0.2769 | 0.391255 |
55 | 0.005518 | 0.0503 | 0.480014 |
56 | -0.019147 | -0.1744 | 0.430974 |
57 | 0.023856 | 0.2173 | 0.414239 |
58 | 0.001192 | 0.0109 | 0.49568 |
59 | -0.059604 | -0.543 | 0.294287 |
60 | 0.117094 | 1.0668 | 0.144583 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.473847 | -4.317 | 2.2e-05 |
2 | -0.403774 | -3.6786 | 0.000208 |
3 | 0.046774 | 0.4261 | 0.335556 |
4 | -0.08176 | -0.7449 | 0.229228 |
5 | -0.242454 | -2.2089 | 0.01497 |
6 | 0.001081 | 0.0098 | 0.496084 |
7 | -0.081392 | -0.7415 | 0.230237 |
8 | -0.244483 | -2.2273 | 0.014316 |
9 | 0.066655 | 0.6073 | 0.27267 |
10 | -0.086787 | -0.7907 | 0.215695 |
11 | -0.252532 | -2.3007 | 0.011959 |
12 | 0.198519 | 1.8086 | 0.037068 |
13 | 0.009385 | 0.0855 | 0.466035 |
14 | 0.11615 | 1.0582 | 0.146522 |
15 | -0.158605 | -1.445 | 0.076116 |
16 | -0.05849 | -0.5329 | 0.297773 |
17 | 0.007817 | 0.0712 | 0.471699 |
18 | 0.071262 | 0.6492 | 0.258993 |
19 | -0.11607 | -1.0575 | 0.146687 |
20 | 0.12432 | 1.1326 | 0.13032 |
21 | 0.021691 | 0.1976 | 0.421915 |
22 | -0.008022 | -0.0731 | 0.470959 |
23 | -0.146629 | -1.3359 | 0.092624 |
24 | -0.030708 | -0.2798 | 0.390177 |
25 | 0.087489 | 0.7971 | 0.213844 |
26 | -0.057008 | -0.5194 | 0.302442 |
27 | -0.090055 | -0.8204 | 0.207157 |
28 | 0.042834 | 0.3902 | 0.348681 |
29 | -0.013406 | -0.1221 | 0.451542 |
30 | 0.021403 | 0.195 | 0.42294 |
31 | 0.095433 | 0.8694 | 0.193559 |
32 | 0.085734 | 0.7811 | 0.21849 |
33 | -0.014792 | -0.1348 | 0.446564 |
34 | -0.070563 | -0.6429 | 0.261043 |
35 | -0.036577 | -0.3332 | 0.369901 |
36 | 0.061097 | 0.5566 | 0.289643 |
37 | 0.050138 | 0.4568 | 0.32451 |
38 | -0.029405 | -0.2679 | 0.394722 |
39 | 0.007405 | 0.0675 | 0.473188 |
40 | 0.04445 | 0.405 | 0.343276 |
41 | -0.053757 | -0.4897 | 0.312803 |
42 | -0.124381 | -1.1332 | 0.130204 |
43 | -0.056599 | -0.5156 | 0.303736 |
44 | 0.010344 | 0.0942 | 0.462573 |
45 | -0.009741 | -0.0887 | 0.46475 |
46 | 0.024847 | 0.2264 | 0.410735 |
47 | -0.100508 | -0.9157 | 0.181246 |
48 | 0.039599 | 0.3608 | 0.359595 |
49 | -0.047479 | -0.4326 | 0.333231 |
50 | 0.094243 | 0.8586 | 0.196519 |
51 | -0.003035 | -0.0277 | 0.489003 |
52 | -0.044604 | -0.4064 | 0.342762 |
53 | 0.056252 | 0.5125 | 0.304837 |
54 | 0.021883 | 0.1994 | 0.421233 |
55 | 0.002689 | 0.0245 | 0.490258 |
56 | -0.085952 | -0.7831 | 0.21791 |
57 | -0.105646 | -0.9625 | 0.169303 |
58 | -0.001788 | -0.0163 | 0.493521 |
59 | 0.027397 | 0.2496 | 0.401757 |
60 | -0.035272 | -0.3213 | 0.374381 |