Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.382705 | -3.2247 | 0.000953 |
2 | -0.153272 | -1.2915 | 0.100361 |
3 | -0.091997 | -0.7752 | 0.220402 |
4 | 0.207434 | 1.7479 | 0.042405 |
5 | 0.074787 | 0.6302 | 0.265304 |
6 | -0.309466 | -2.6076 | 0.005553 |
7 | 0.087839 | 0.7401 | 0.230827 |
8 | 0.219926 | 1.8531 | 0.03401 |
9 | -0.109974 | -0.9267 | 0.178623 |
10 | -0.139905 | -1.1789 | 0.121195 |
11 | -0.321798 | -2.7115 | 0.004197 |
12 | 0.826212 | 6.9618 | 0 |
13 | -0.314651 | -2.6513 | 0.004941 |
14 | -0.120782 | -1.0177 | 0.156131 |
15 | -0.071497 | -0.6024 | 0.274399 |
16 | 0.165504 | 1.3946 | 0.083749 |
17 | 0.061053 | 0.5144 | 0.304272 |
18 | -0.254357 | -2.1432 | 0.01776 |
19 | 0.076337 | 0.6432 | 0.261075 |
20 | 0.174472 | 1.4701 | 0.072972 |
21 | -0.086029 | -0.7249 | 0.235449 |
22 | -0.113178 | -0.9537 | 0.171748 |
23 | -0.259233 | -2.1843 | 0.016121 |
24 | 0.658585 | 5.5493 | 0 |
25 | -0.248318 | -2.0924 | 0.019991 |
26 | -0.096782 | -0.8155 | 0.208756 |
27 | -0.048125 | -0.4055 | 0.343162 |
28 | 0.120091 | 1.0119 | 0.157509 |
29 | 0.047664 | 0.4016 | 0.344584 |
30 | -0.195983 | -1.6514 | 0.051538 |
31 | 0.057692 | 0.4861 | 0.31419 |
32 | 0.13451 | 1.1334 | 0.130429 |
33 | -0.061926 | -0.5218 | 0.301717 |
34 | -0.087414 | -0.7366 | 0.231907 |
35 | -0.199 | -1.6768 | 0.048989 |
36 | 0.492217 | 4.1475 | 4.6e-05 |
37 | -0.183319 | -1.5447 | 0.063436 |
38 | -0.068382 | -0.5762 | 0.283153 |
39 | -0.032244 | -0.2717 | 0.393322 |
40 | 0.086042 | 0.725 | 0.235417 |
41 | 0.031329 | 0.264 | 0.396278 |
42 | -0.143498 | -1.2091 | 0.115311 |
43 | 0.042703 | 0.3598 | 0.360023 |
44 | 0.099865 | 0.8415 | 0.201452 |
45 | -0.046848 | -0.3947 | 0.347107 |
46 | -0.058278 | -0.4911 | 0.31245 |
47 | -0.13315 | -1.1219 | 0.132834 |
48 | 0.324878 | 2.7375 | 0.003909 |
49 | -0.122377 | -1.0312 | 0.15298 |
50 | -0.043419 | -0.3659 | 0.35778 |
51 | -0.007825 | -0.0659 | 0.473807 |
52 | 0.043565 | 0.3671 | 0.357323 |
53 | 0.014389 | 0.1212 | 0.451922 |
54 | -0.085398 | -0.7196 | 0.237074 |
55 | 0.029353 | 0.2473 | 0.402683 |
56 | 0.055823 | 0.4704 | 0.319764 |
57 | -0.024157 | -0.2036 | 0.419643 |
58 | -0.034056 | -0.287 | 0.38749 |
59 | -0.06648 | -0.5602 | 0.288564 |
60 | 0.158165 | 1.3327 | 0.093442 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.382705 | -3.2247 | 0.000953 |
2 | -0.351169 | -2.959 | 0.002096 |
3 | -0.408468 | -3.4418 | 0.000486 |
4 | -0.153754 | -1.2956 | 0.099662 |
5 | 0.046204 | 0.3893 | 0.349101 |
6 | -0.281725 | -2.3739 | 0.010156 |
7 | -0.199923 | -1.6846 | 0.048231 |
8 | 0.079747 | 0.672 | 0.251896 |
9 | -0.070728 | -0.596 | 0.276546 |
10 | -0.139972 | -1.1794 | 0.121083 |
11 | -0.747816 | -6.3012 | 0 |
12 | 0.274597 | 2.3138 | 0.011789 |
13 | 0.049859 | 0.4201 | 0.337834 |
14 | 0.117914 | 0.9936 | 0.161905 |
15 | 0.112513 | 0.9481 | 0.173159 |
16 | -0.013414 | -0.113 | 0.455163 |
17 | -0.061035 | -0.5143 | 0.304322 |
18 | 0.101584 | 0.856 | 0.197449 |
19 | 0.067655 | 0.5701 | 0.285215 |
20 | -0.120456 | -1.015 | 0.156781 |
21 | -0.04833 | -0.4072 | 0.342531 |
22 | -0.046261 | -0.3898 | 0.348925 |
23 | 0.039195 | 0.3303 | 0.371086 |
24 | 0.022345 | 0.1883 | 0.425597 |
25 | 0.040653 | 0.3426 | 0.366474 |
26 | -0.03118 | -0.2627 | 0.39676 |
27 | 0.033897 | 0.2856 | 0.388 |
28 | 0.026732 | 0.2252 | 0.411218 |
29 | -0.008827 | -0.0744 | 0.47046 |
30 | 0.012603 | 0.1062 | 0.457862 |
31 | -0.032412 | -0.2731 | 0.39278 |
32 | -0.033615 | -0.2832 | 0.388907 |
33 | -0.001022 | -0.0086 | 0.496575 |
34 | 0.02191 | 0.1846 | 0.427028 |
35 | 0.05864 | 0.4941 | 0.311378 |
36 | -0.050924 | -0.4291 | 0.334576 |
37 | -0.038536 | -0.3247 | 0.373177 |
38 | -0.016593 | -0.1398 | 0.444601 |
39 | -0.00264 | -0.0222 | 0.491157 |
40 | 0.022936 | 0.1933 | 0.423653 |
41 | -0.007295 | -0.0615 | 0.47558 |
42 | -0.028172 | -0.2374 | 0.406523 |
43 | -0.007969 | -0.0671 | 0.473326 |
44 | 0.030997 | 0.2612 | 0.397353 |
45 | -0.001276 | -0.0108 | 0.495725 |
46 | 0.017597 | 0.1483 | 0.441271 |
47 | 0.096088 | 0.8096 | 0.210424 |
48 | -0.055475 | -0.4674 | 0.320807 |
49 | -0.01481 | -0.1248 | 0.45052 |
50 | -0.008987 | -0.0757 | 0.469926 |
51 | 0.027761 | 0.2339 | 0.40786 |
52 | -0.010902 | -0.0919 | 0.463533 |
53 | -0.014395 | -0.1213 | 0.4519 |
54 | -0.009235 | -0.0778 | 0.469099 |
55 | 0.009663 | 0.0814 | 0.467669 |
56 | 0.001503 | 0.0127 | 0.494964 |
57 | 0.025247 | 0.2127 | 0.41607 |
58 | 0.002978 | 0.0251 | 0.490027 |
59 | 0.072119 | 0.6077 | 0.272669 |
60 | -0.067046 | -0.5649 | 0.286947 |