Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.459392 | -3.8709 | 0.000119 |
2 | -0.020466 | -0.1725 | 0.431786 |
3 | 0.164825 | 1.3888 | 0.084611 |
4 | -0.183048 | -1.5424 | 0.063712 |
5 | -0.067198 | -0.5662 | 0.286516 |
6 | 0.100224 | 0.8445 | 0.200612 |
7 | 0.000599 | 0.005 | 0.497995 |
8 | -0.189806 | -1.5993 | 0.057094 |
9 | 0.399901 | 3.3696 | 0.00061 |
10 | -0.319118 | -2.6889 | 0.004463 |
11 | 0.271189 | 2.2851 | 0.012649 |
12 | -0.181148 | -1.5264 | 0.065679 |
13 | -0.171881 | -1.4483 | 0.075968 |
14 | 0.222379 | 1.8738 | 0.032537 |
15 | -0.09472 | -0.7981 | 0.213729 |
16 | -0.070686 | -0.5956 | 0.276663 |
17 | 0.154388 | 1.3009 | 0.09875 |
18 | 0.001306 | 0.011 | 0.495625 |
19 | -0.255709 | -2.1546 | 0.017292 |
20 | 0.376989 | 3.1766 | 0.001103 |
21 | -0.199708 | -1.6828 | 0.048406 |
22 | -0.079166 | -0.6671 | 0.253446 |
23 | 0.18337 | 1.5451 | 0.063383 |
24 | -0.1479 | -1.2462 | 0.108389 |
25 | -0.019239 | -0.1621 | 0.43584 |
26 | 0.131572 | 1.1086 | 0.135662 |
27 | -0.049546 | -0.4175 | 0.338794 |
28 | -0.056234 | -0.4738 | 0.318535 |
29 | 0.188402 | 1.5875 | 0.058421 |
30 | -0.152027 | -1.281 | 0.102181 |
31 | 0.088099 | 0.7423 | 0.230168 |
32 | 0.003848 | 0.0324 | 0.487113 |
33 | -0.135807 | -1.1443 | 0.128165 |
34 | 0.068541 | 0.5775 | 0.282703 |
35 | 0.040896 | 0.3446 | 0.365707 |
36 | -0.129853 | -1.0942 | 0.138792 |
37 | 0.165992 | 1.3987 | 0.083131 |
38 | -0.043265 | -0.3646 | 0.358263 |
39 | -0.115419 | -0.9725 | 0.167041 |
40 | 0.16483 | 1.3889 | 0.084605 |
41 | -0.155038 | -1.3064 | 0.097821 |
42 | 0.004887 | 0.0412 | 0.483636 |
43 | 0.07128 | 0.6006 | 0.275004 |
44 | 0.017023 | 0.1434 | 0.443175 |
45 | -0.064788 | -0.5459 | 0.293419 |
46 | 0.120162 | 1.0125 | 0.157367 |
47 | -0.08205 | -0.6914 | 0.245796 |
48 | -0.028494 | -0.2401 | 0.405475 |
49 | 0.077107 | 0.6497 | 0.258986 |
50 | -0.097658 | -0.8229 | 0.206664 |
51 | 0.052202 | 0.4399 | 0.330688 |
52 | -0.017883 | -0.1507 | 0.440327 |
53 | 0.035775 | 0.3014 | 0.381977 |
54 | 0.014882 | 0.1254 | 0.450282 |
55 | -0.023434 | -0.1975 | 0.422016 |
56 | -0.01121 | -0.0945 | 0.462506 |
57 | 0.017138 | 0.1444 | 0.442795 |
58 | -0.018064 | -0.1522 | 0.439727 |
59 | -0.010382 | -0.0875 | 0.465269 |
60 | 0.043345 | 0.3652 | 0.358012 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.459392 | -3.8709 | 0.000119 |
2 | -0.293434 | -2.4725 | 0.007907 |
3 | 0.024774 | 0.2088 | 0.41762 |
4 | -0.111897 | -0.9429 | 0.174474 |
5 | -0.246342 | -2.0757 | 0.020772 |
6 | -0.147417 | -1.2422 | 0.109133 |
7 | -0.011908 | -0.1003 | 0.460179 |
8 | -0.261068 | -2.1998 | 0.015539 |
9 | 0.199728 | 1.6829 | 0.04839 |
10 | -0.11807 | -0.9949 | 0.161588 |
11 | 0.305075 | 2.5706 | 0.006125 |
12 | -0.14911 | -1.2564 | 0.106541 |
13 | -0.261163 | -2.2006 | 0.015509 |
14 | -0.032567 | -0.2744 | 0.392282 |
15 | 0.008285 | 0.0698 | 0.472271 |
16 | -0.163057 | -1.3739 | 0.086891 |
17 | 0.04682 | 0.3945 | 0.347192 |
18 | -0.162754 | -1.3714 | 0.087286 |
19 | -0.160827 | -1.3552 | 0.089832 |
20 | -0.061867 | -0.5213 | 0.301891 |
21 | 0.035856 | 0.3021 | 0.381717 |
22 | -0.01044 | -0.088 | 0.465076 |
23 | 0.026455 | 0.2229 | 0.412123 |
24 | -0.105142 | -0.8859 | 0.189321 |
25 | -0.170377 | -1.4356 | 0.07775 |
26 | -0.101571 | -0.8559 | 0.19748 |
27 | 0.037129 | 0.3129 | 0.377653 |
28 | -0.011478 | -0.0967 | 0.461614 |
29 | 0.054747 | 0.4613 | 0.322996 |
30 | 0.040224 | 0.3389 | 0.36783 |
31 | -0.01545 | -0.1302 | 0.448394 |
32 | 0.000513 | 0.0043 | 0.49828 |
33 | 0.06163 | 0.5193 | 0.302581 |
34 | -0.043739 | -0.3686 | 0.356779 |
35 | 0.091377 | 0.77 | 0.22194 |
36 | -0.113239 | -0.9542 | 0.171618 |
37 | 0.00248 | 0.0209 | 0.491694 |
38 | -0.137431 | -1.158 | 0.125369 |
39 | 0.008457 | 0.0713 | 0.471696 |
40 | -0.045961 | -0.3873 | 0.349855 |
41 | -0.119617 | -1.0079 | 0.15846 |
42 | -0.046395 | -0.3909 | 0.348508 |
43 | -0.027994 | -0.2359 | 0.407103 |
44 | 0.038301 | 0.3227 | 0.373923 |
45 | 0.147948 | 1.2466 | 0.108315 |
46 | -0.050643 | -0.4267 | 0.335435 |
47 | 0.059859 | 0.5044 | 0.307777 |
48 | -0.034413 | -0.29 | 0.386342 |
49 | -0.033733 | -0.2842 | 0.388526 |
50 | 0.067058 | 0.565 | 0.286914 |
51 | -0.021622 | -0.1822 | 0.427975 |
52 | -0.058363 | -0.4918 | 0.312199 |
53 | -0.027893 | -0.235 | 0.407431 |
54 | -0.02446 | -0.2061 | 0.418651 |
55 | -0.046792 | -0.3943 | 0.347278 |
56 | 0.059809 | 0.504 | 0.307925 |
57 | 0.008603 | 0.0725 | 0.471209 |
58 | -0.017267 | -0.1455 | 0.442366 |
59 | -0.026266 | -0.2213 | 0.41274 |
60 | -0.044786 | -0.3774 | 0.353511 |