Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.304956 | -2.7783 | 0.003378 |
2 | -0.051316 | -0.4675 | 0.320679 |
3 | 0.011715 | 0.1067 | 0.457629 |
4 | -0.052171 | -0.4753 | 0.317911 |
5 | 0.084971 | 0.7741 | 0.22053 |
6 | -0.249401 | -2.2721 | 0.012832 |
7 | 0.063304 | 0.5767 | 0.282842 |
8 | -0.039126 | -0.3565 | 0.361201 |
9 | 0.006668 | 0.0608 | 0.475852 |
10 | -0.082063 | -0.7476 | 0.228398 |
11 | -0.236775 | -2.1571 | 0.016944 |
12 | 0.733406 | 6.6816 | 0 |
13 | -0.221279 | -2.0159 | 0.02352 |
14 | -0.028944 | -0.2637 | 0.396337 |
15 | 0.018351 | 0.1672 | 0.433814 |
16 | -0.072127 | -0.6571 | 0.256464 |
17 | 0.098028 | 0.8931 | 0.187198 |
18 | -0.245771 | -2.2391 | 0.013913 |
19 | 0.076277 | 0.6949 | 0.244525 |
20 | -0.049502 | -0.451 | 0.32659 |
21 | -0.025091 | -0.2286 | 0.409876 |
22 | -0.069732 | -0.6353 | 0.263492 |
23 | -0.146446 | -1.3342 | 0.092897 |
24 | 0.569891 | 5.192 | 1e-06 |
25 | -0.152158 | -1.3862 | 0.084695 |
26 | -0.049441 | -0.4504 | 0.326788 |
27 | 0.024894 | 0.2268 | 0.410571 |
28 | -0.023283 | -0.2121 | 0.416267 |
29 | 0.062384 | 0.5683 | 0.285668 |
30 | -0.217473 | -1.9813 | 0.025436 |
31 | 0.115184 | 1.0494 | 0.148525 |
32 | -0.064281 | -0.5856 | 0.279856 |
33 | -0.023601 | -0.215 | 0.415143 |
34 | -0.031277 | -0.2849 | 0.388198 |
35 | -0.146868 | -1.338 | 0.09227 |
36 | 0.424028 | 3.8631 | 0.000111 |
37 | -0.098512 | -0.8975 | 0.186027 |
38 | -0.063731 | -0.5806 | 0.281535 |
39 | 0.019856 | 0.1809 | 0.428446 |
40 | 0.03619 | 0.3297 | 0.371228 |
41 | -0.027049 | -0.2464 | 0.402979 |
42 | -0.09495 | -0.865 | 0.194757 |
43 | 0.055076 | 0.5018 | 0.308579 |
44 | -0.061218 | -0.5577 | 0.289266 |
45 | -0.01902 | -0.1733 | 0.431426 |
46 | -0.031749 | -0.2892 | 0.386556 |
47 | -0.097629 | -0.8894 | 0.188167 |
48 | 0.304515 | 2.7743 | 0.003416 |
49 | -0.04486 | -0.4087 | 0.341907 |
50 | -0.073919 | -0.6734 | 0.251271 |
51 | 0.040686 | 0.3707 | 0.355913 |
52 | 0.019209 | 0.175 | 0.430753 |
53 | -0.048304 | -0.4401 | 0.330516 |
54 | -0.014412 | -0.1313 | 0.447926 |
55 | 0.018527 | 0.1688 | 0.433186 |
56 | -0.026629 | -0.2426 | 0.404457 |
57 | 0.013664 | 0.1245 | 0.450617 |
58 | -0.06646 | -0.6055 | 0.273256 |
59 | -0.066874 | -0.6093 | 0.272011 |
60 | 0.175502 | 1.5989 | 0.056821 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.304956 | -2.7783 | 0.003378 |
2 | -0.159111 | -1.4496 | 0.075473 |
3 | -0.062153 | -0.5662 | 0.28638 |
4 | -0.086484 | -0.7879 | 0.216497 |
5 | 0.042174 | 0.3842 | 0.350896 |
6 | -0.250109 | -2.2786 | 0.01263 |
7 | -0.11027 | -1.0046 | 0.159003 |
8 | -0.139946 | -1.275 | 0.10294 |
9 | -0.081238 | -0.7401 | 0.23066 |
10 | -0.202199 | -1.8421 | 0.034514 |
11 | -0.452337 | -4.121 | 4.4e-05 |
12 | 0.565388 | 5.1509 | 1e-06 |
13 | 0.154447 | 1.4071 | 0.081569 |
14 | 0.02828 | 0.2576 | 0.398659 |
15 | 0.003547 | 0.0323 | 0.48715 |
16 | -0.07271 | -0.6624 | 0.25477 |
17 | -0.051128 | -0.4658 | 0.321289 |
18 | -0.083317 | -0.7591 | 0.224985 |
19 | 0.003716 | 0.0339 | 0.486538 |
20 | -0.065215 | -0.5941 | 0.277017 |
21 | -0.13282 | -1.2101 | 0.114847 |
22 | -0.067469 | -0.6147 | 0.270225 |
23 | 0.048219 | 0.4393 | 0.330794 |
24 | 0.091877 | 0.837 | 0.202487 |
25 | 0.074517 | 0.6789 | 0.24955 |
26 | -0.075051 | -0.6837 | 0.24802 |
27 | -0.083282 | -0.7587 | 0.225079 |
28 | 0.057661 | 0.5253 | 0.30038 |
29 | -0.030901 | -0.2815 | 0.389505 |
30 | -0.013766 | -0.1254 | 0.45025 |
31 | 0.074837 | 0.6818 | 0.248632 |
32 | -0.014786 | -0.1347 | 0.446587 |
33 | 0.023221 | 0.2115 | 0.416489 |
34 | 0.127664 | 1.1631 | 0.124066 |
35 | -0.02441 | -0.2224 | 0.412278 |
36 | -0.124161 | -1.1312 | 0.130623 |
37 | -0.076787 | -0.6996 | 0.243077 |
38 | -0.056425 | -0.5141 | 0.30429 |
39 | -0.0489 | -0.4455 | 0.328559 |
40 | 0.087231 | 0.7947 | 0.214523 |
41 | -0.105283 | -0.9592 | 0.170128 |
42 | 0.121029 | 1.1026 | 0.136688 |
43 | -0.062881 | -0.5729 | 0.284141 |
44 | -0.008345 | -0.076 | 0.469789 |
45 | -0.01254 | -0.1142 | 0.454661 |
46 | -0.086727 | -0.7901 | 0.215855 |
47 | -0.018704 | -0.1704 | 0.432556 |
48 | -0.071688 | -0.6531 | 0.257747 |
49 | 0.051151 | 0.466 | 0.321215 |
50 | 0.044342 | 0.404 | 0.343635 |
51 | 0.044225 | 0.4029 | 0.344027 |
52 | -0.083121 | -0.7573 | 0.225516 |
53 | -0.004435 | -0.0404 | 0.483933 |
54 | -0.008194 | -0.0747 | 0.470336 |
55 | -0.024612 | -0.2242 | 0.411566 |
56 | 0.035269 | 0.3213 | 0.374388 |
57 | 0.05864 | 0.5342 | 0.297303 |
58 | -0.00856 | -0.078 | 0.469013 |
59 | -0.059884 | -0.5456 | 0.293413 |
60 | -0.080564 | -0.734 | 0.232516 |