Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.416967 | -3.6825 | 0.000212 |
2 | -0.14271 | -1.2604 | 0.105645 |
3 | 0.01969 | 0.1739 | 0.431197 |
4 | 0.131172 | 1.1585 | 0.125102 |
5 | 0.020669 | 0.1825 | 0.427814 |
6 | -0.239703 | -2.117 | 0.018724 |
7 | 0.056313 | 0.4973 | 0.310175 |
8 | 0.101616 | 0.8974 | 0.186121 |
9 | 0.052882 | 0.467 | 0.320887 |
10 | -0.142053 | -1.2546 | 0.10669 |
11 | -0.268245 | -2.3691 | 0.010153 |
12 | 0.688428 | 6.08 | 0 |
13 | -0.314946 | -2.7815 | 0.003391 |
14 | -0.099114 | -0.8754 | 0.192035 |
15 | 0.029252 | 0.2583 | 0.398411 |
16 | 0.109757 | 0.9693 | 0.167685 |
17 | 0.014715 | 0.13 | 0.448467 |
18 | -0.242157 | -2.1387 | 0.017796 |
19 | 0.116533 | 1.0292 | 0.153286 |
20 | 0.042619 | 0.3764 | 0.35382 |
21 | 0.042098 | 0.3718 | 0.355525 |
22 | -0.107732 | -0.9515 | 0.172155 |
23 | -0.218484 | -1.9296 | 0.028646 |
24 | 0.553083 | 4.8847 | 3e-06 |
25 | -0.246206 | -2.1744 | 0.016352 |
26 | -0.076068 | -0.6718 | 0.251844 |
27 | 0.020849 | 0.1841 | 0.427195 |
28 | 0.028666 | 0.2532 | 0.400402 |
29 | 0.084726 | 0.7483 | 0.22827 |
30 | -0.164743 | -1.455 | 0.074844 |
31 | 0.029325 | 0.259 | 0.398162 |
32 | 0.026871 | 0.2373 | 0.406515 |
33 | 0.083614 | 0.7385 | 0.231226 |
34 | -0.140293 | -1.239 | 0.109524 |
35 | -0.129423 | -1.143 | 0.12826 |
36 | 0.424909 | 3.7527 | 0.000167 |
37 | -0.2115 | -1.8679 | 0.032765 |
38 | -0.045817 | -0.4046 | 0.343422 |
39 | 0.008735 | 0.0771 | 0.469352 |
40 | 0.041798 | 0.3692 | 0.356508 |
41 | 0.058098 | 0.5131 | 0.304664 |
42 | -0.13878 | -1.2257 | 0.112005 |
43 | 0.015598 | 0.1378 | 0.445395 |
44 | 0.033891 | 0.2993 | 0.382747 |
45 | 0.061483 | 0.543 | 0.294339 |
46 | -0.099 | -0.8743 | 0.192307 |
47 | -0.083357 | -0.7362 | 0.231911 |
48 | 0.277798 | 2.4534 | 0.00819 |
49 | -0.123153 | -1.0877 | 0.140047 |
50 | -0.056738 | -0.5011 | 0.308858 |
51 | 0.039393 | 0.3479 | 0.364423 |
52 | 0.001091 | 0.0096 | 0.49617 |
53 | 0.009581 | 0.0846 | 0.46639 |
54 | -0.059991 | -0.5298 | 0.298868 |
55 | 0.057864 | 0.511 | 0.305383 |
56 | -0.045948 | -0.4058 | 0.342999 |
57 | 0.064413 | 0.5689 | 0.285535 |
58 | -0.078856 | -0.6964 | 0.244112 |
59 | -0.011486 | -0.1014 | 0.459729 |
60 | 0.14633 | 1.2924 | 0.100025 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.416967 | -3.6825 | 0.000212 |
2 | -0.383194 | -3.3843 | 0.00056 |
3 | -0.315531 | -2.7867 | 0.003342 |
4 | -0.106062 | -0.9367 | 0.175899 |
5 | 0.046321 | 0.4091 | 0.341797 |
6 | -0.205935 | -1.8188 | 0.036392 |
7 | -0.237319 | -2.0959 | 0.019665 |
8 | -0.191828 | -1.6942 | 0.047111 |
9 | -0.043598 | -0.385 | 0.350627 |
10 | -0.089586 | -0.7912 | 0.215613 |
11 | -0.613916 | -5.422 | 0 |
12 | 0.205906 | 1.8185 | 0.036412 |
13 | 0.024296 | 0.2146 | 0.415328 |
14 | 0.024219 | 0.2139 | 0.415594 |
15 | 0.096091 | 0.8487 | 0.199336 |
16 | 0.04503 | 0.3977 | 0.345971 |
17 | 0.078869 | 0.6966 | 0.244077 |
18 | -0.01346 | -0.1189 | 0.45284 |
19 | 0.082689 | 0.7303 | 0.233701 |
20 | 0.020541 | 0.1814 | 0.428258 |
21 | -0.046681 | -0.4123 | 0.340634 |
22 | -0.00409 | -0.0361 | 0.485637 |
23 | -0.191 | -1.6869 | 0.047812 |
24 | -0.039832 | -0.3518 | 0.362974 |
25 | -0.003315 | -0.0293 | 0.488358 |
26 | 0.006232 | 0.055 | 0.478124 |
27 | 0.039417 | 0.3481 | 0.364342 |
28 | -0.206917 | -1.8274 | 0.035729 |
29 | -0.050295 | -0.4442 | 0.329066 |
30 | 0.172816 | 1.5263 | 0.065494 |
31 | -0.025997 | -0.2296 | 0.409503 |
32 | 0.016798 | 0.1484 | 0.441221 |
33 | 0.056084 | 0.4953 | 0.310883 |
34 | -0.132085 | -1.1665 | 0.123475 |
35 | 0.00869 | 0.0767 | 0.46951 |
36 | 0.035229 | 0.3111 | 0.378263 |
37 | -0.009801 | -0.0866 | 0.465621 |
38 | -0.052249 | -0.4614 | 0.322881 |
39 | -0.106309 | -0.9389 | 0.175341 |
40 | 0.052733 | 0.4657 | 0.321355 |
41 | -0.061398 | -0.5423 | 0.294594 |
42 | -0.042489 | -0.3753 | 0.354246 |
43 | -0.009442 | -0.0834 | 0.466878 |
44 | -0.054389 | -0.4803 | 0.316162 |
45 | -0.108727 | -0.9603 | 0.169948 |
46 | -0.023676 | -0.2091 | 0.417458 |
47 | 0.136116 | 1.2021 | 0.116472 |
48 | -0.069076 | -0.6101 | 0.271796 |
49 | -0.045033 | -0.3977 | 0.345961 |
50 | 0.00583 | 0.0515 | 0.479535 |
51 | 0.037132 | 0.3279 | 0.371918 |
52 | 0.004663 | 0.0412 | 0.483627 |
53 | -0.091446 | -0.8076 | 0.210881 |
54 | -0.086989 | -0.7683 | 0.222325 |
55 | 0.054808 | 0.4841 | 0.314852 |
56 | -0.087566 | -0.7734 | 0.220823 |
57 | 0.033999 | 0.3003 | 0.382384 |
58 | 0.014214 | 0.1255 | 0.450211 |
59 | -0.033889 | -0.2993 | 0.382755 |
60 | -0.037134 | -0.328 | 0.37191 |