Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.335149 | -2.784 | 0.003462 |
2 | -0.024948 | -0.2072 | 0.418219 |
3 | -0.009152 | -0.076 | 0.469811 |
4 | -0.058923 | -0.4895 | 0.313038 |
5 | 0.111265 | 0.9242 | 0.179292 |
6 | -0.352902 | -2.9314 | 0.002287 |
7 | 0.122924 | 1.0211 | 0.155391 |
8 | -0.043751 | -0.3634 | 0.3587 |
9 | -0.027294 | -0.2267 | 0.410656 |
10 | -0.010908 | -0.0906 | 0.464033 |
11 | -0.254189 | -2.1115 | 0.019179 |
12 | 0.764058 | 6.3467 | 0 |
13 | -0.270072 | -2.2434 | 0.014043 |
14 | 0.001101 | 0.0091 | 0.496363 |
15 | -0.001894 | -0.0157 | 0.493746 |
16 | -0.051944 | -0.4315 | 0.333733 |
17 | 0.105419 | 0.8757 | 0.192123 |
18 | -0.303498 | -2.521 | 0.007008 |
19 | 0.10619 | 0.8821 | 0.190399 |
20 | -0.041974 | -0.3487 | 0.364202 |
21 | -0.041851 | -0.3476 | 0.364585 |
22 | -0.013493 | -0.1121 | 0.455542 |
23 | -0.152205 | -1.2643 | 0.105187 |
24 | 0.538699 | 4.4748 | 1.5e-05 |
25 | -0.152615 | -1.2677 | 0.104581 |
26 | -0.017893 | -0.1486 | 0.441141 |
27 | 0.016899 | 0.1404 | 0.444388 |
28 | -0.060755 | -0.5047 | 0.307699 |
29 | 0.087729 | 0.7287 | 0.234315 |
30 | -0.229058 | -1.9027 | 0.030627 |
31 | 0.098735 | 0.8202 | 0.207476 |
32 | -0.044419 | -0.369 | 0.356638 |
33 | -0.049412 | -0.4104 | 0.341375 |
34 | 0.023087 | 0.1918 | 0.42424 |
35 | -0.109246 | -0.9075 | 0.18366 |
36 | 0.330246 | 2.7432 | 0.003873 |
37 | -0.07036 | -0.5845 | 0.280411 |
38 | -0.035698 | -0.2965 | 0.383859 |
39 | 0.033036 | 0.2744 | 0.392291 |
40 | -0.04973 | -0.4131 | 0.340412 |
41 | 0.029544 | 0.2454 | 0.403432 |
42 | -0.127119 | -1.0559 | 0.147343 |
43 | 0.084258 | 0.6999 | 0.243172 |
44 | -0.054368 | -0.4516 | 0.326483 |
45 | -0.027451 | -0.228 | 0.410151 |
46 | 0.030742 | 0.2554 | 0.399601 |
47 | -0.059519 | -0.4944 | 0.311295 |
48 | 0.1615 | 1.3415 | 0.092075 |
49 | -0.024151 | -0.2006 | 0.420795 |
50 | -0.020722 | -0.1721 | 0.431918 |
51 | 0.023656 | 0.1965 | 0.422398 |
52 | -0.031 | -0.2575 | 0.398777 |
53 | 0.006155 | 0.0511 | 0.479686 |
54 | -0.01856 | -0.1542 | 0.438961 |
55 | 0.025616 | 0.2128 | 0.416062 |
56 | -0.045726 | -0.3798 | 0.352621 |
57 | -0.014108 | -0.1172 | 0.453525 |
58 | 0.019609 | 0.1629 | 0.435544 |
59 | -0.007279 | -0.0605 | 0.475981 |
60 | 0.044164 | 0.3669 | 0.357426 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.335149 | -2.784 | 0.003462 |
2 | -0.154643 | -1.2846 | 0.101621 |
3 | -0.081522 | -0.6772 | 0.250281 |
4 | -0.10985 | -0.9125 | 0.182346 |
5 | 0.053341 | 0.4431 | 0.329544 |
6 | -0.360009 | -2.9905 | 0.00193 |
7 | -0.16288 | -1.353 | 0.090238 |
8 | -0.185754 | -1.543 | 0.063704 |
9 | -0.199519 | -1.6573 | 0.050997 |
10 | -0.265966 | -2.2093 | 0.015239 |
11 | -0.636324 | -5.2857 | 1e-06 |
12 | 0.381978 | 3.1729 | 0.001127 |
13 | 0.050474 | 0.4193 | 0.338161 |
14 | 0.029385 | 0.2441 | 0.403943 |
15 | -0.042332 | -0.3516 | 0.363093 |
16 | -0.030064 | -0.2497 | 0.40177 |
17 | -0.027811 | -0.231 | 0.408992 |
18 | 0.047867 | 0.3976 | 0.346072 |
19 | -0.017339 | -0.144 | 0.442949 |
20 | -0.040484 | -0.3363 | 0.368838 |
21 | -0.070878 | -0.5888 | 0.278973 |
22 | -0.107766 | -0.8952 | 0.186904 |
23 | 0.026704 | 0.2218 | 0.412556 |
24 | -0.126732 | -1.0527 | 0.148072 |
25 | 0.072112 | 0.599 | 0.275565 |
26 | -0.065143 | -0.5411 | 0.295083 |
27 | 0.002019 | 0.0168 | 0.493335 |
28 | -0.083148 | -0.6907 | 0.246042 |
29 | -0.051665 | -0.4292 | 0.334571 |
30 | -0.01372 | -0.114 | 0.454797 |
31 | 0.069858 | 0.5803 | 0.281806 |
32 | 0.017696 | 0.147 | 0.441783 |
33 | 0.01751 | 0.1455 | 0.442389 |
34 | 0.141883 | 1.1786 | 0.121309 |
35 | 0.0661 | 0.5491 | 0.292364 |
36 | -0.020321 | -0.1688 | 0.433225 |
37 | -0.042087 | -0.3496 | 0.363851 |
38 | -0.027539 | -0.2288 | 0.409867 |
39 | -0.042088 | -0.3496 | 0.363849 |
40 | 0.03356 | 0.2788 | 0.390629 |
41 | -0.153093 | -1.2717 | 0.103877 |
42 | -0.039848 | -0.331 | 0.370822 |
43 | -0.038543 | -0.3202 | 0.374906 |
44 | -0.055621 | -0.462 | 0.322758 |
45 | 0.020722 | 0.1721 | 0.431921 |
46 | -0.031937 | -0.2653 | 0.395788 |
47 | 0.034926 | 0.2901 | 0.386299 |
48 | -0.082443 | -0.6848 | 0.247875 |
49 | -0.069683 | -0.5788 | 0.282293 |
50 | -0.044412 | -0.3689 | 0.35666 |
51 | -0.040246 | -0.3343 | 0.36958 |
52 | -0.046365 | -0.3851 | 0.35066 |
53 | 0.043783 | 0.3637 | 0.358603 |
54 | 0.079733 | 0.6623 | 0.25499 |
55 | -0.019595 | -0.1628 | 0.435588 |
56 | 0.02161 | 0.1795 | 0.429033 |
57 | -0.034898 | -0.2899 | 0.386386 |
58 | -0.016931 | -0.1406 | 0.444281 |
59 | 0.016039 | 0.1332 | 0.447201 |
60 | 0.039142 | 0.3251 | 0.373032 |