Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.238876 | -4.5134 | 4e-06 |
2 | -0.229817 | -4.3423 | 9e-06 |
3 | 0.045508 | 0.8599 | 0.195223 |
4 | -0.029124 | -0.5503 | 0.291234 |
5 | 0.008862 | 0.1674 | 0.433559 |
6 | -0.056802 | -1.0732 | 0.141942 |
7 | -0.041343 | -0.7811 | 0.217618 |
8 | 0.023114 | 0.4367 | 0.33129 |
9 | 0.056822 | 1.0736 | 0.14186 |
10 | -0.043949 | -0.8304 | 0.203437 |
11 | 0.023389 | 0.4419 | 0.329409 |
12 | 0.005818 | 0.1099 | 0.456261 |
13 | 0.043676 | 0.8252 | 0.204895 |
14 | -0.058231 | -1.1003 | 0.135982 |
15 | -0.029379 | -0.5551 | 0.289584 |
16 | 0.047261 | 0.893 | 0.186238 |
17 | -0.042625 | -0.8054 | 0.21057 |
18 | -0.011856 | -0.224 | 0.411437 |
19 | 0.034653 | 0.6547 | 0.256527 |
20 | 0.043949 | 0.8304 | 0.203434 |
21 | -0.066361 | -1.2538 | 0.105359 |
22 | -0.000187 | -0.0035 | 0.49859 |
23 | -0.024297 | -0.4591 | 0.323227 |
24 | 0.073704 | 1.3926 | 0.082304 |
25 | -0.052527 | -0.9925 | 0.160821 |
26 | -0.006169 | -0.1166 | 0.453635 |
27 | 0.053316 | 1.0074 | 0.157219 |
28 | -0.047062 | -0.8892 | 0.187243 |
29 | -0.007163 | -0.1353 | 0.446207 |
30 | 0.00214 | 0.0404 | 0.483887 |
31 | -0.014601 | -0.2759 | 0.391401 |
32 | 0.023328 | 0.4408 | 0.329823 |
33 | 0.05576 | 1.0535 | 0.146402 |
34 | -0.02871 | -0.5425 | 0.293921 |
35 | 0.038277 | 0.7232 | 0.235006 |
36 | 0.005266 | 0.0995 | 0.460398 |
37 | -0.006374 | -0.1204 | 0.452104 |
38 | -0.044501 | -0.8408 | 0.200507 |
39 | 0.010465 | 0.1977 | 0.421682 |
40 | 0.035605 | 0.6727 | 0.250778 |
41 | -0.090649 | -1.7128 | 0.043812 |
42 | 0.035401 | 0.6689 | 0.251998 |
43 | 0.056629 | 1.07 | 0.142679 |
44 | -0.014594 | -0.2757 | 0.39145 |
45 | -0.082813 | -1.5647 | 0.059269 |
46 | 0.011402 | 0.2154 | 0.414775 |
47 | 0.02961 | 0.5595 | 0.288097 |
48 | 0.035487 | 0.6705 | 0.251481 |
49 | -0.04386 | -0.8287 | 0.203911 |
50 | 0.030365 | 0.5737 | 0.283257 |
51 | 0.009953 | 0.1881 | 0.425468 |
52 | -0.030136 | -0.5694 | 0.284721 |
53 | -0.002074 | -0.0392 | 0.48438 |
54 | 0.023295 | 0.4401 | 0.330051 |
55 | -0.014267 | -0.2696 | 0.393827 |
56 | 0.028678 | 0.5418 | 0.29413 |
57 | -0.055407 | -1.0469 | 0.147931 |
58 | 0.022158 | 0.4187 | 0.33786 |
59 | -0.010821 | -0.2045 | 0.419056 |
60 | 0.009157 | 0.173 | 0.431371 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.238876 | -4.5134 | 4e-06 |
2 | -0.304239 | -5.7484 | 0 |
3 | -0.115428 | -2.1809 | 0.01492 |
4 | -0.141076 | -2.6656 | 0.004018 |
5 | -0.067084 | -1.2675 | 0.102897 |
6 | -0.134155 | -2.5348 | 0.005839 |
7 | -0.141601 | -2.6755 | 0.003903 |
8 | -0.116597 | -2.203 | 0.014115 |
9 | -0.040293 | -0.7613 | 0.223487 |
10 | -0.093735 | -1.7711 | 0.038701 |
11 | -0.031622 | -0.5975 | 0.275281 |
12 | -0.049576 | -0.9367 | 0.17477 |
13 | 0.02904 | 0.5487 | 0.29178 |
14 | -0.060383 | -1.1409 | 0.127336 |
15 | -0.049367 | -0.9328 | 0.175788 |
16 | -0.013799 | -0.2607 | 0.397227 |
17 | -0.065344 | -1.2346 | 0.10889 |
18 | -0.061947 | -1.1705 | 0.1213 |
19 | -0.023459 | -0.4432 | 0.328929 |
20 | 0.02465 | 0.4657 | 0.32084 |
21 | -0.066037 | -1.2477 | 0.106472 |
22 | -0.043478 | -0.8215 | 0.205958 |
23 | -0.094724 | -1.7897 | 0.037171 |
24 | 0.011727 | 0.2216 | 0.412386 |
25 | -0.087047 | -1.6447 | 0.050456 |
26 | -0.030006 | -0.5669 | 0.285556 |
27 | -0.005595 | -0.1057 | 0.457931 |
28 | -0.060173 | -1.1369 | 0.128164 |
29 | -0.069879 | -1.3203 | 0.093787 |
30 | -0.057869 | -1.0934 | 0.137479 |
31 | -0.088257 | -1.6676 | 0.048139 |
32 | -0.060023 | -1.1341 | 0.128755 |
33 | 0.001896 | 0.0358 | 0.485721 |
34 | -0.007397 | -0.1398 | 0.444465 |
35 | 0.039358 | 0.7436 | 0.22879 |
36 | 0.032758 | 0.6189 | 0.268175 |
37 | 0.056986 | 1.0767 | 0.141166 |
38 | -0.005372 | -0.1015 | 0.459602 |
39 | 0.035876 | 0.6779 | 0.249151 |
40 | 0.058883 | 1.1126 | 0.133321 |
41 | -0.024588 | -0.4646 | 0.32126 |
42 | 0.023321 | 0.4406 | 0.329868 |
43 | 0.059821 | 1.1303 | 0.129559 |
44 | 0.039133 | 0.7394 | 0.230077 |
45 | -0.060647 | -1.1459 | 0.126306 |
46 | -0.057335 | -1.0833 | 0.139699 |
47 | -0.033754 | -0.6378 | 0.262019 |
48 | 0.008287 | 0.1566 | 0.437832 |
49 | -0.039727 | -0.7506 | 0.226689 |
50 | 0.046056 | 0.8702 | 0.192388 |
51 | 0.001883 | 0.0356 | 0.48582 |
52 | -0.015747 | -0.2975 | 0.383114 |
53 | -0.029414 | -0.5558 | 0.289363 |
54 | 0.042174 | 0.7969 | 0.213032 |
55 | -0.005542 | -0.1047 | 0.458333 |
56 | 0.061809 | 1.1679 | 0.121822 |
57 | -0.019058 | -0.3601 | 0.359496 |
58 | 0.060244 | 1.1383 | 0.127885 |
59 | -0.047658 | -0.9005 | 0.184239 |
60 | 0.014428 | 0.2726 | 0.392653 |