Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.352417 | 4.6886 | 3e-06 |
2 | 0.017847 | 0.2374 | 0.406296 |
3 | -0.198198 | -2.6369 | 0.004556 |
4 | -0.230974 | -3.0729 | 0.001228 |
5 | -0.15361 | -2.0437 | 0.021235 |
6 | -0.0494 | -0.6572 | 0.255946 |
7 | 0.12406 | 1.6505 | 0.050306 |
8 | -0.02332 | -0.3103 | 0.378366 |
9 | 0.065349 | 0.8694 | 0.192899 |
10 | -0.025543 | -0.3398 | 0.367193 |
11 | 0.004196 | 0.0558 | 0.47777 |
12 | -0.014496 | -0.1929 | 0.423645 |
13 | -0.064057 | -0.8522 | 0.197621 |
14 | -0.054288 | -0.7223 | 0.235546 |
15 | -0.077337 | -1.0289 | 0.152465 |
16 | -0.004367 | -0.0581 | 0.47687 |
17 | -0.056044 | -0.7456 | 0.228443 |
18 | 0.085832 | 1.1419 | 0.127516 |
19 | 0.026671 | 0.3548 | 0.361567 |
20 | -0.094678 | -1.2596 | 0.104733 |
21 | -0.112881 | -1.5018 | 0.067468 |
22 | -0.088021 | -1.171 | 0.121578 |
23 | 0.156688 | 2.0846 | 0.019271 |
24 | 0.122376 | 1.6281 | 0.05264 |
25 | 0.1392 | 1.8519 | 0.03285 |
26 | 0.105276 | 1.4006 | 0.081541 |
27 | 0.038711 | 0.515 | 0.30359 |
28 | -0.064427 | -0.8571 | 0.196262 |
29 | -0.079087 | -1.0522 | 0.147076 |
30 | -0.084306 | -1.1216 | 0.131771 |
31 | -0.101952 | -1.3564 | 0.088352 |
32 | 0.036032 | 0.4794 | 0.31613 |
33 | 0.014536 | 0.1934 | 0.423436 |
34 | 0.029116 | 0.3874 | 0.349476 |
35 | 0.006572 | 0.0874 | 0.465213 |
36 | -0.02494 | -0.3318 | 0.370214 |
37 | -0.022541 | -0.2999 | 0.382306 |
38 | 0.028201 | 0.3752 | 0.353982 |
39 | 0.022279 | 0.2964 | 0.383636 |
40 | -0.046285 | -0.6158 | 0.269415 |
41 | -0.058386 | -0.7768 | 0.219165 |
42 | -0.061662 | -0.8204 | 0.206556 |
43 | -0.066394 | -0.8833 | 0.189131 |
44 | 0.019154 | 0.2548 | 0.399578 |
45 | -0.004807 | -0.064 | 0.474539 |
46 | -0.028132 | -0.3743 | 0.354327 |
47 | 0.013506 | 0.1797 | 0.428804 |
48 | -0.042807 | -0.5695 | 0.284866 |
49 | -0.014538 | -0.1934 | 0.42343 |
50 | 0.040464 | 0.5383 | 0.295511 |
51 | 0.028415 | 0.378 | 0.352929 |
52 | -0.067406 | -0.8968 | 0.185529 |
53 | -0.022359 | -0.2975 | 0.38323 |
54 | -0.071259 | -0.948 | 0.172201 |
55 | -0.021521 | -0.2863 | 0.387487 |
56 | 0.053574 | 0.7128 | 0.238468 |
57 | 0.062084 | 0.826 | 0.204965 |
58 | 0.027723 | 0.3688 | 0.356346 |
59 | -0.025853 | -0.344 | 0.365645 |
60 | 0.031146 | 0.4144 | 0.33955 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.352417 | 4.6886 | 3e-06 |
2 | -0.121433 | -1.6156 | 0.053986 |
3 | -0.188271 | -2.5048 | 0.006578 |
4 | -0.108116 | -1.4384 | 0.076044 |
5 | -0.05093 | -0.6776 | 0.249463 |
6 | -0.02469 | -0.3285 | 0.371468 |
7 | 0.106399 | 1.4155 | 0.079334 |
8 | -0.187994 | -2.5011 | 0.006645 |
9 | 0.122247 | 1.6264 | 0.052822 |
10 | -0.081965 | -1.0905 | 0.138495 |
11 | 0.045253 | 0.6021 | 0.273955 |
12 | -0.026463 | -0.3521 | 0.362605 |
13 | -0.067921 | -0.9036 | 0.183711 |
14 | -0.040222 | -0.5351 | 0.296619 |
15 | -0.018261 | -0.2429 | 0.404163 |
16 | -0.037883 | -0.504 | 0.307446 |
17 | -0.058841 | -0.7828 | 0.217388 |
18 | 0.084692 | 1.1268 | 0.130686 |
19 | -0.06989 | -0.9298 | 0.176864 |
20 | -0.135496 | -1.8027 | 0.036572 |
21 | -0.044395 | -0.5906 | 0.277759 |
22 | -0.028924 | -0.3848 | 0.350422 |
23 | 0.203539 | 2.7079 | 0.003717 |
24 | -0.043792 | -0.5826 | 0.280445 |
25 | 0.01147 | 0.1526 | 0.439445 |
26 | 0.133804 | 1.7801 | 0.038384 |
27 | 0.02103 | 0.2798 | 0.389985 |
28 | -0.037769 | -0.5025 | 0.307977 |
29 | 0.043287 | 0.5759 | 0.28271 |
30 | -0.136744 | -1.8193 | 0.03528 |
31 | 0.031003 | 0.4125 | 0.340248 |
32 | 0.049622 | 0.6602 | 0.254999 |
33 | -0.094574 | -1.2582 | 0.104984 |
34 | -0.005459 | -0.0726 | 0.47109 |
35 | 0.000212 | 0.0028 | 0.498878 |
36 | -0.075901 | -1.0098 | 0.156985 |
37 | 0.050658 | 0.674 | 0.250607 |
38 | 0.057439 | 0.7642 | 0.222889 |
39 | -0.046167 | -0.6142 | 0.269934 |
40 | 0.04704 | 0.6258 | 0.266116 |
41 | -0.127365 | -1.6945 | 0.045966 |
42 | -0.025594 | -0.3405 | 0.366938 |
43 | 0.024457 | 0.3254 | 0.372637 |
44 | 0.007357 | 0.0979 | 0.461069 |
45 | -0.0873 | -1.1615 | 0.123511 |
46 | -0.033056 | -0.4398 | 0.330317 |
47 | -0.002121 | -0.0282 | 0.488758 |
48 | -0.079073 | -1.052 | 0.147118 |
49 | 0.002774 | 0.0369 | 0.485303 |
50 | -0.043563 | -0.5796 | 0.281469 |
51 | -0.049357 | -0.6567 | 0.256127 |
52 | -0.095853 | -1.2752 | 0.101948 |
53 | 0.040075 | 0.5332 | 0.297293 |
54 | -0.089869 | -1.1956 | 0.116721 |
55 | 0.035848 | 0.4769 | 0.317 |
56 | -0.002554 | -0.034 | 0.486467 |
57 | -0.000644 | -0.0086 | 0.496589 |
58 | -0.047837 | -0.6364 | 0.262661 |
59 | 0.013919 | 0.1852 | 0.426649 |
60 | 0.063574 | 0.8458 | 0.199403 |