Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | 0.184937 | 3.4992 | 0.000263 |
3 | -0.122624 | -2.3201 | 0.010447 |
4 | 0.059094 | 1.1181 | 0.132136 |
5 | -0.033502 | -0.6339 | 0.263277 |
6 | 0.069254 | 1.3103 | 0.09546 |
7 | -0.107147 | -2.0273 | 0.021685 |
8 | 0.060622 | 1.147 | 0.126068 |
9 | 0.012976 | 0.2455 | 0.403095 |
10 | -0.103329 | -1.9551 | 0.025676 |
11 | 0.30577 | 5.7854 | 0 |
12 | -0.435766 | -8.2451 | 0 |
13 | 0.175125 | 3.3135 | 0.000508 |
14 | -0.026731 | -0.5058 | 0.306661 |
15 | 0.062193 | 1.1767 | 0.12004 |
16 | -0.063812 | -1.2074 | 0.114043 |
17 | 0.041547 | 0.7861 | 0.216165 |
18 | -0.078626 | -1.4877 | 0.068859 |
19 | 0.097279 | 1.8406 | 0.033254 |
20 | -0.042289 | -0.8001 | 0.21208 |
21 | 0.046539 | 0.8806 | 0.189572 |
22 | -0.050756 | -0.9604 | 0.168762 |
23 | 0.045676 | 0.8642 | 0.194021 |
24 | -0.094815 | -1.794 | 0.03683 |
25 | 0.156381 | 2.9589 | 0.001647 |
26 | -0.105021 | -1.9871 | 0.023837 |
27 | -0.009274 | -0.1755 | 0.430401 |
28 | -0.003142 | -0.0594 | 0.476316 |
29 | 0.073813 | 1.3966 | 0.081697 |
30 | -0.054487 | -1.0309 | 0.15163 |
31 | 0.069769 | 1.3201 | 0.093824 |
32 | -0.095015 | -1.7978 | 0.036528 |
33 | 0.041544 | 0.786 | 0.216181 |
34 | 0.048741 | 0.9222 | 0.178517 |
35 | -0.060219 | -1.1394 | 0.12765 |
36 | 0.077418 | 1.4648 | 0.071923 |
37 | -0.146281 | -2.7678 | 0.002969 |
38 | 0.105525 | 1.9966 | 0.023311 |
39 | -0.020255 | -0.3832 | 0.350886 |
40 | 0.043018 | 0.8139 | 0.208113 |
41 | -0.100791 | -1.9071 | 0.028657 |
42 | 0.1279 | 2.42 | 0.008009 |
43 | -0.164429 | -3.1112 | 0.001007 |
44 | 0.125789 | 2.38 | 0.008917 |
45 | -0.087473 | -1.6551 | 0.049394 |
46 | 0.043631 | 0.8255 | 0.20481 |
47 | -0.064913 | -1.2282 | 0.110086 |
48 | 0.049247 | 0.9318 | 0.176035 |
49 | 0.036473 | 0.6901 | 0.245288 |
50 | -0.001986 | -0.0376 | 0.48502 |
51 | -0.033918 | -0.6418 | 0.260721 |
52 | 0.007881 | 0.1491 | 0.440771 |
53 | 0.047119 | 0.8915 | 0.186619 |
54 | -0.085874 | -1.6248 | 0.052541 |
55 | 0.101999 | 1.9299 | 0.027204 |
56 | -0.043258 | -0.8185 | 0.206812 |
57 | -0.005279 | -0.0999 | 0.460243 |
58 | -0.019753 | -0.3738 | 0.354405 |
59 | 0.073778 | 1.3959 | 0.081798 |
60 | -0.058479 | -1.1065 | 0.134632 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.570374 | -10.792 | 0 |
2 | -0.208086 | -3.9372 | 5e-05 |
3 | -0.176429 | -3.3382 | 0.000466 |
4 | -0.111244 | -2.1048 | 0.018001 |
5 | -0.081384 | -1.5399 | 0.062238 |
6 | 0.02778 | 0.5256 | 0.299738 |
7 | -0.07197 | -1.3617 | 0.087068 |
8 | -0.063875 | -1.2086 | 0.113812 |
9 | 0.027877 | 0.5274 | 0.299104 |
10 | -0.130258 | -2.4646 | 0.007093 |
11 | 0.289718 | 5.4817 | 0 |
12 | -0.182367 | -3.4505 | 0.000313 |
13 | -0.28728 | -5.4356 | 0 |
14 | -0.122546 | -2.3187 | 0.010487 |
15 | -0.045696 | -0.8646 | 0.193916 |
16 | -0.066796 | -1.2638 | 0.103554 |
17 | -0.082324 | -1.5576 | 0.060101 |
18 | -0.070529 | -1.3345 | 0.091449 |
19 | -0.066205 | -1.2527 | 0.105575 |
20 | -0.038245 | -0.7236 | 0.234885 |
21 | 0.088548 | 1.6754 | 0.047363 |
22 | -0.091166 | -1.7249 | 0.042701 |
23 | 0.189198 | 3.5798 | 0.000196 |
24 | -0.149114 | -2.8214 | 0.002524 |
25 | -0.074302 | -1.4059 | 0.080316 |
26 | -0.018718 | -0.3542 | 0.361712 |
27 | -0.109597 | -2.0737 | 0.019412 |
28 | -0.123382 | -2.3345 | 0.010061 |
29 | -0.000244 | -0.0046 | 0.498162 |
30 | -0.046672 | -0.8831 | 0.188892 |
31 | 0.038065 | 0.7202 | 0.23593 |
32 | -0.019168 | -0.3627 | 0.358529 |
33 | 0.055701 | 1.0539 | 0.146316 |
34 | 0.042008 | 0.7948 | 0.213617 |
35 | 0.187801 | 3.5534 | 0.000216 |
36 | 0.017552 | 0.3321 | 0.370001 |
37 | -0.125613 | -2.3767 | 0.008997 |
38 | 0.008035 | 0.152 | 0.439625 |
39 | -0.045447 | -0.8599 | 0.195212 |
40 | -0.069026 | -1.306 | 0.096191 |
41 | -0.025252 | -0.4778 | 0.316547 |
42 | 0.048954 | 0.9263 | 0.17747 |
43 | -0.021648 | -0.4096 | 0.341174 |
44 | -0.067859 | -1.284 | 0.099993 |
45 | -0.043511 | -0.8233 | 0.205452 |
46 | -0.013092 | -0.2477 | 0.402252 |
47 | 0.004174 | 0.079 | 0.468546 |
48 | -0.04484 | -0.8484 | 0.198389 |
49 | -0.037137 | -0.7027 | 0.24136 |
50 | 0.042476 | 0.8037 | 0.211056 |
51 | -0.022142 | -0.4189 | 0.337755 |
52 | -0.018745 | -0.3547 | 0.361521 |
53 | 0.060683 | 1.1482 | 0.125829 |
54 | -0.027304 | -0.5166 | 0.302871 |
55 | 0.007207 | 0.1364 | 0.445803 |
56 | 0.046147 | 0.8731 | 0.191587 |
57 | -0.05912 | -1.1186 | 0.132029 |
58 | -0.037019 | -0.7004 | 0.242054 |
59 | 0.024512 | 0.4638 | 0.321541 |
60 | -0.026905 | -0.5091 | 0.30551 |