Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.514912 | -5.3263 | 0 |
2 | 0.26654 | 2.7571 | 0.003429 |
3 | -0.192242 | -1.9886 | 0.024651 |
4 | -0.078614 | -0.8132 | 0.208957 |
5 | 0.151552 | 1.5677 | 0.059956 |
6 | -0.16584 | -1.7155 | 0.044577 |
7 | 0.077149 | 0.798 | 0.213309 |
8 | -0.029416 | -0.3043 | 0.380751 |
9 | 0.17017 | 1.7603 | 0.040611 |
10 | -0.124527 | -1.2881 | 0.100242 |
11 | 0.144375 | 1.4934 | 0.069135 |
12 | -0.31498 | -3.2582 | 0.000752 |
13 | 0.218514 | 2.2603 | 0.012913 |
14 | -0.242314 | -2.5065 | 0.006849 |
15 | 0.135601 | 1.4027 | 0.081805 |
16 | -0.073744 | -0.7628 | 0.223628 |
17 | -0.010944 | -0.1132 | 0.455041 |
18 | 0.218775 | 2.263 | 0.012826 |
19 | -0.190979 | -1.9755 | 0.025393 |
20 | 0.136454 | 1.4115 | 0.0805 |
21 | -0.113685 | -1.176 | 0.121108 |
22 | 0.045322 | 0.4688 | 0.320076 |
23 | 0.061585 | 0.637 | 0.26273 |
24 | -0.155999 | -1.6137 | 0.054773 |
25 | 0.004493 | 0.0465 | 0.481509 |
26 | 0.097957 | 1.0133 | 0.156608 |
27 | 0.028236 | 0.2921 | 0.385399 |
28 | 0.047061 | 0.4868 | 0.313697 |
29 | -0.119444 | -1.2355 | 0.109668 |
30 | 0.032747 | 0.3387 | 0.367737 |
31 | -0.063591 | -0.6578 | 0.256041 |
32 | 0.040178 | 0.4156 | 0.339265 |
33 | -0.000164 | -0.0017 | 0.499323 |
34 | -0.084237 | -0.8714 | 0.192755 |
35 | 0.155892 | 1.6126 | 0.054893 |
36 | -0.090658 | -0.9378 | 0.175236 |
37 | 0.061589 | 0.6371 | 0.262716 |
38 | -0.051825 | -0.5361 | 0.296508 |
39 | -0.004163 | -0.0431 | 0.482865 |
40 | 0.005942 | 0.0615 | 0.475554 |
41 | 0.067114 | 0.6942 | 0.24452 |
42 | -0.10686 | -1.1054 | 0.13574 |
43 | 0.098592 | 1.0198 | 0.155051 |
44 | 0.001262 | 0.0131 | 0.494805 |
45 | -0.027395 | -0.2834 | 0.388719 |
46 | 0.081603 | 0.8441 | 0.200245 |
47 | -0.182114 | -1.8838 | 0.031153 |
48 | 0.155018 | 1.6035 | 0.055884 |
49 | -0.108443 | -1.1217 | 0.132241 |
50 | 0.101714 | 1.0521 | 0.147554 |
51 | -0.099541 | -1.0297 | 0.152747 |
52 | 0.033695 | 0.3485 | 0.36406 |
53 | 0.039772 | 0.4114 | 0.3408 |
54 | -0.059053 | -0.6108 | 0.271299 |
55 | 0.084179 | 0.8708 | 0.192919 |
56 | -0.086885 | -0.8987 | 0.185404 |
57 | -0.007439 | -0.077 | 0.469402 |
58 | 0.009979 | 0.1032 | 0.45899 |
59 | 0.002748 | 0.0284 | 0.488689 |
60 | 0.000896 | 0.0093 | 0.496313 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.514912 | -5.3263 | 0 |
2 | 0.001912 | 0.0198 | 0.492128 |
3 | -0.073857 | -0.764 | 0.223279 |
4 | -0.281599 | -2.9129 | 0.00218 |
5 | 0.020651 | 0.2136 | 0.415626 |
6 | -0.071455 | -0.7391 | 0.23072 |
7 | -0.155699 | -1.6106 | 0.05511 |
8 | -0.038859 | -0.402 | 0.344258 |
9 | 0.240115 | 2.4838 | 0.007276 |
10 | -0.020151 | -0.2084 | 0.417641 |
11 | 0.088252 | 0.9129 | 0.181676 |
12 | -0.194251 | -2.0093 | 0.023509 |
13 | -0.021988 | -0.2274 | 0.410257 |
14 | -0.206007 | -2.131 | 0.017691 |
15 | -0.107316 | -1.1101 | 0.134725 |
16 | -0.162032 | -1.6761 | 0.048322 |
17 | -0.143392 | -1.4833 | 0.070473 |
18 | 0.073825 | 0.7636 | 0.223379 |
19 | -0.013571 | -0.1404 | 0.444313 |
20 | -0.066403 | -0.6869 | 0.246823 |
21 | 0.117249 | 1.2128 | 0.113932 |
22 | 0.057286 | 0.5926 | 0.277361 |
23 | 0.175304 | 1.8134 | 0.03629 |
24 | -0.141687 | -1.4656 | 0.072842 |
25 | -0.189988 | -1.9653 | 0.025988 |
26 | -0.049845 | -0.5156 | 0.303598 |
27 | 0.054129 | 0.5599 | 0.288354 |
28 | -0.087842 | -0.9086 | 0.182791 |
29 | -0.184429 | -1.9077 | 0.029552 |
30 | 0.025618 | 0.265 | 0.395764 |
31 | -0.155796 | -1.6116 | 0.055001 |
32 | -0.063651 | -0.6584 | 0.255845 |
33 | 0.132343 | 1.369 | 0.086938 |
34 | -0.053966 | -0.5582 | 0.288929 |
35 | 0.119176 | 1.2328 | 0.110182 |
36 | -0.052278 | -0.5408 | 0.294897 |
37 | -0.065916 | -0.6818 | 0.248408 |
38 | -0.079073 | -0.8179 | 0.207606 |
39 | 0.00392 | 0.0406 | 0.483864 |
40 | -0.071929 | -0.744 | 0.229241 |
41 | -0.040019 | -0.414 | 0.339867 |
42 | -0.01013 | -0.1048 | 0.458371 |
43 | -0.050288 | -0.5202 | 0.302006 |
44 | 0.058226 | 0.6023 | 0.274127 |
45 | 0.005728 | 0.0593 | 0.476431 |
46 | 0.033262 | 0.3441 | 0.365736 |
47 | 0.05411 | 0.5597 | 0.288422 |
48 | -0.073103 | -0.7562 | 0.225599 |
49 | -0.078183 | -0.8087 | 0.210233 |
50 | -0.048118 | -0.4977 | 0.309846 |
51 | -0.019136 | -0.1979 | 0.421731 |
52 | -0.052499 | -0.5431 | 0.294109 |
53 | -0.045782 | -0.4736 | 0.318385 |
54 | -0.037768 | -0.3907 | 0.348407 |
55 | 0.010993 | 0.1137 | 0.454841 |
56 | 0.116522 | 1.2053 | 0.11537 |
57 | -0.047335 | -0.4896 | 0.312698 |
58 | -0.030958 | -0.3202 | 0.374709 |
59 | -0.011461 | -0.1186 | 0.452925 |
60 | -0.015635 | -0.1617 | 0.435912 |