Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.396681 | -3.846 | 0.000109 |
2 | -0.039667 | -0.3846 | 0.350707 |
3 | 0.054195 | 0.5254 | 0.300258 |
4 | -0.031524 | -0.3056 | 0.380278 |
5 | -0.012404 | -0.1203 | 0.452265 |
6 | -0.157049 | -1.5226 | 0.065602 |
7 | 0.20201 | 1.9586 | 0.026564 |
8 | -0.067427 | -0.6537 | 0.257443 |
9 | -0.093056 | -0.9022 | 0.184625 |
10 | -0.049325 | -0.4782 | 0.316801 |
11 | 0.286735 | 2.78 | 0.003283 |
12 | -0.389721 | -3.7785 | 0.000138 |
13 | 0.113391 | 1.0994 | 0.137208 |
14 | 0.090013 | 0.8727 | 0.192523 |
15 | 0.101976 | 0.9887 | 0.162675 |
16 | -0.194972 | -1.8903 | 0.030897 |
17 | -0.017026 | -0.1651 | 0.434621 |
18 | 0.239969 | 2.3266 | 0.011068 |
19 | -0.266483 | -2.5837 | 0.005658 |
20 | 0.13954 | 1.3529 | 0.089668 |
21 | -0.043033 | -0.4172 | 0.338735 |
22 | 0.124909 | 1.211 | 0.114459 |
23 | -0.11474 | -1.1124 | 0.134393 |
24 | -0.016316 | -0.1582 | 0.437325 |
25 | 0.089159 | 0.8644 | 0.194776 |
26 | -0.045826 | -0.4443 | 0.328924 |
27 | -0.087943 | -0.8526 | 0.198014 |
28 | 0.101681 | 0.9858 | 0.163372 |
29 | 0.097257 | 0.9429 | 0.174065 |
30 | -0.234353 | -2.2721 | 0.012679 |
31 | 0.181216 | 1.757 | 0.041091 |
32 | -0.066541 | -0.6451 | 0.260205 |
33 | 0.039889 | 0.3867 | 0.349913 |
34 | -0.048737 | -0.4725 | 0.318825 |
35 | 0.032157 | 0.3118 | 0.377951 |
36 | 0.016287 | 0.1579 | 0.437435 |
37 | -0.060565 | -0.5872 | 0.27924 |
38 | 0.051773 | 0.502 | 0.308435 |
39 | -0.037182 | -0.3605 | 0.359644 |
40 | -0.010152 | -0.0984 | 0.460901 |
41 | -0.094522 | -0.9164 | 0.180894 |
42 | 0.138982 | 1.3475 | 0.090533 |
43 | -0.080722 | -0.7826 | 0.217907 |
44 | 0.069481 | 0.6736 | 0.251096 |
45 | -0.008009 | -0.0776 | 0.469138 |
46 | 0.045517 | 0.4413 | 0.330005 |
47 | -0.072829 | -0.7061 | 0.240936 |
48 | -0.01381 | -0.1339 | 0.446887 |
49 | 0.078656 | 0.7626 | 0.223808 |
50 | -0.074849 | -0.7257 | 0.234917 |
51 | 0.072338 | 0.7013 | 0.242411 |
52 | 0.001928 | 0.0187 | 0.492562 |
53 | 0.038697 | 0.3752 | 0.354187 |
54 | -0.12918 | -1.2524 | 0.106757 |
55 | 0.049874 | 0.4835 | 0.314916 |
56 | -0.002344 | -0.0227 | 0.490959 |
57 | -0.024415 | -0.2367 | 0.406697 |
58 | -0.016619 | -0.1611 | 0.43617 |
59 | 0.087867 | 0.8519 | 0.198217 |
60 | -0.004258 | -0.0413 | 0.483578 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.396681 | -3.846 | 0.000109 |
2 | -0.233815 | -2.2669 | 0.012844 |
3 | -0.072773 | -0.7056 | 0.241103 |
4 | -0.055067 | -0.5339 | 0.297338 |
5 | -0.049277 | -0.4778 | 0.316964 |
6 | -0.239896 | -2.3259 | 0.011087 |
7 | 0.023374 | 0.2266 | 0.410605 |
8 | -0.010045 | -0.0974 | 0.461312 |
9 | -0.11585 | -1.1232 | 0.132105 |
10 | -0.230292 | -2.2328 | 0.013969 |
11 | 0.187069 | 1.8137 | 0.036457 |
12 | -0.321316 | -3.1153 | 0.001218 |
13 | -0.138853 | -1.3462 | 0.090733 |
14 | -0.09238 | -0.8957 | 0.186361 |
15 | 0.184727 | 1.791 | 0.038256 |
16 | -0.222314 | -2.1554 | 0.016842 |
17 | -0.111995 | -1.0858 | 0.140166 |
18 | -0.035677 | -0.3459 | 0.365094 |
19 | -0.118386 | -1.1478 | 0.126984 |
20 | -0.028322 | -0.2746 | 0.392116 |
21 | -0.090677 | -0.8791 | 0.190783 |
22 | -0.083396 | -0.8086 | 0.210408 |
23 | 0.079215 | 0.768 | 0.222202 |
24 | -0.118072 | -1.1448 | 0.127609 |
25 | -0.126934 | -1.2307 | 0.110759 |
26 | -0.05305 | -0.5143 | 0.304112 |
27 | 0.020596 | 0.1997 | 0.421079 |
28 | -0.10536 | -1.0215 | 0.154819 |
29 | -0.009004 | -0.0873 | 0.46531 |
30 | -0.119703 | -1.1606 | 0.124379 |
31 | 0.049641 | 0.4813 | 0.315716 |
32 | -0.027325 | -0.2649 | 0.395825 |
33 | -0.059916 | -0.5809 | 0.281347 |
34 | 0.017112 | 0.1659 | 0.434292 |
35 | 0.090293 | 0.8754 | 0.191788 |
36 | -0.114627 | -1.1113 | 0.134626 |
37 | -0.014142 | -0.1371 | 0.445617 |
38 | 0.060424 | 0.5858 | 0.279698 |
39 | 0.041314 | 0.4006 | 0.344829 |
40 | -0.171233 | -1.6602 | 0.050107 |
41 | -0.05586 | -0.5416 | 0.294692 |
42 | -0.0398 | -0.3859 | 0.35023 |
43 | -0.051711 | -0.5014 | 0.308647 |
44 | 0.004516 | 0.0438 | 0.482586 |
45 | 0.017193 | 0.1667 | 0.433986 |
46 | 0.027108 | 0.2628 | 0.396631 |
47 | -0.021105 | -0.2046 | 0.419156 |
48 | -0.091188 | -0.8841 | 0.18945 |
49 | -0.088401 | -0.8571 | 0.19679 |
50 | 0.073445 | 0.7121 | 0.23909 |
51 | 0.024507 | 0.2376 | 0.406352 |
52 | -0.000574 | -0.0056 | 0.497785 |
53 | 0.047857 | 0.464 | 0.321862 |
54 | -0.00566 | -0.0549 | 0.478176 |
55 | -0.027638 | -0.268 | 0.394659 |
56 | -0.006417 | -0.0622 | 0.47526 |
57 | -0.061566 | -0.5969 | 0.276003 |
58 | 0.020552 | 0.1993 | 0.421246 |
59 | 0.080572 | 0.7812 | 0.218332 |
60 | -0.033119 | -0.3211 | 0.374424 |