Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.523084 | -4.4076 | 1.8e-05 |
2 | -0.059066 | -0.4977 | 0.310117 |
3 | 0.268065 | 2.2588 | 0.013486 |
4 | -0.133506 | -1.1249 | 0.132201 |
5 | 0.08228 | 0.6933 | 0.245191 |
6 | -0.010323 | -0.087 | 0.465465 |
7 | -0.162573 | -1.3699 | 0.087523 |
8 | 0.15666 | 1.32 | 0.095531 |
9 | 0.094524 | 0.7965 | 0.214206 |
10 | -0.211346 | -1.7808 | 0.039609 |
11 | -0.048831 | -0.4115 | 0.34099 |
12 | 0.345442 | 2.9107 | 0.002407 |
13 | -0.404479 | -3.4082 | 0.00054 |
14 | 0.220073 | 1.8544 | 0.03392 |
15 | -0.027681 | -0.2332 | 0.40812 |
16 | -0.160024 | -1.3484 | 0.09091 |
17 | 0.223678 | 1.8847 | 0.031779 |
18 | -0.120802 | -1.0179 | 0.156092 |
19 | -0.067144 | -0.5658 | 0.286669 |
20 | 0.187979 | 1.5839 | 0.058826 |
21 | -0.132076 | -1.1129 | 0.134754 |
22 | -0.037798 | -0.3185 | 0.375522 |
23 | 0.081923 | 0.6903 | 0.24613 |
24 | -0.01269 | -0.1069 | 0.457575 |
25 | -0.192336 | -1.6207 | 0.054762 |
26 | 0.278339 | 2.3453 | 0.010905 |
27 | -0.195088 | -1.6438 | 0.052315 |
28 | -0.04441 | -0.3742 | 0.354685 |
29 | 0.210576 | 1.7743 | 0.040146 |
30 | -0.20328 | -1.7129 | 0.04555 |
31 | 0.061711 | 0.52 | 0.302346 |
32 | 0.059729 | 0.5033 | 0.308159 |
33 | -0.177813 | -1.4983 | 0.069247 |
34 | 0.222201 | 1.8723 | 0.032642 |
35 | -0.130334 | -1.0982 | 0.137912 |
36 | -0.038402 | -0.3236 | 0.373605 |
37 | 0.130712 | 1.1014 | 0.137221 |
38 | -0.056492 | -0.476 | 0.317765 |
39 | -0.018679 | -0.1574 | 0.437693 |
40 | 0.001138 | 0.0096 | 0.496187 |
41 | 0.053578 | 0.4515 | 0.326519 |
42 | -0.059145 | -0.4984 | 0.309882 |
43 | 0.0319 | 0.2688 | 0.394433 |
44 | -0.005116 | -0.0431 | 0.482867 |
45 | -0.048978 | -0.4127 | 0.340536 |
46 | 0.125658 | 1.0588 | 0.146636 |
47 | -0.133882 | -1.1281 | 0.131536 |
48 | 0.07365 | 0.6206 | 0.268428 |
49 | 0.086133 | 0.7258 | 0.235183 |
50 | -0.152944 | -1.2887 | 0.100837 |
51 | 0.080076 | 0.6747 | 0.251019 |
52 | 0.020152 | 0.1698 | 0.432824 |
53 | -0.009666 | -0.0814 | 0.467658 |
54 | -0.049333 | -0.4157 | 0.339446 |
55 | 0.055702 | 0.4693 | 0.320129 |
56 | -0.035227 | -0.2968 | 0.383734 |
57 | 0.063062 | 0.5314 | 0.29841 |
58 | -0.035484 | -0.299 | 0.38291 |
59 | -0.089072 | -0.7505 | 0.227706 |
60 | 0.146196 | 1.2319 | 0.111032 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.523084 | -4.4076 | 1.8e-05 |
2 | -0.458 | -3.8592 | 0.000124 |
3 | -0.02884 | -0.243 | 0.40435 |
4 | 0.05412 | 0.456 | 0.324883 |
5 | 0.226802 | 1.9111 | 0.030017 |
6 | 0.174142 | 1.4673 | 0.073349 |
7 | -0.166814 | -1.4056 | 0.082102 |
8 | -0.208323 | -1.7554 | 0.041755 |
9 | 0.107334 | 0.9044 | 0.184417 |
10 | 0.12097 | 1.0193 | 0.155758 |
11 | -0.210556 | -1.7742 | 0.040161 |
12 | 0.153215 | 1.291 | 0.100443 |
13 | -0.222668 | -1.8762 | 0.032367 |
14 | -0.014969 | -0.1261 | 0.449994 |
15 | 0.00239 | 0.0201 | 0.491995 |
16 | -0.041344 | -0.3484 | 0.364297 |
17 | -0.048112 | -0.4054 | 0.343202 |
18 | -0.00623 | -0.0525 | 0.479142 |
19 | 0.045492 | 0.3833 | 0.351313 |
20 | 0.099874 | 0.8416 | 0.201431 |
21 | 0.00511 | 0.0431 | 0.48289 |
22 | -0.11554 | -0.9736 | 0.166792 |
23 | -0.142629 | -1.2018 | 0.116715 |
24 | -0.098137 | -0.8269 | 0.205527 |
25 | -0.17863 | -1.5052 | 0.068359 |
26 | 0.017218 | 0.1451 | 0.442528 |
27 | 0.030703 | 0.2587 | 0.398305 |
28 | -0.101001 | -0.851 | 0.198803 |
29 | -0.023316 | -0.1965 | 0.422403 |
30 | 0.02461 | 0.2074 | 0.418157 |
31 | -0.006161 | -0.0519 | 0.479373 |
32 | -0.086759 | -0.731 | 0.233579 |
33 | -0.146678 | -1.2359 | 0.110278 |
34 | 0.057212 | 0.4821 | 0.315617 |
35 | -0.05198 | -0.438 | 0.33136 |
36 | -0.028609 | -0.2411 | 0.405101 |
37 | 0.106668 | 0.8988 | 0.185899 |
38 | -0.163291 | -1.3759 | 0.086586 |
39 | -0.012521 | -0.1055 | 0.458136 |
40 | -0.090853 | -0.7655 | 0.223244 |
41 | 0.00492 | 0.0415 | 0.483524 |
42 | 0.020735 | 0.1747 | 0.430898 |
43 | -0.061514 | -0.5183 | 0.302922 |
44 | -0.006378 | -0.0537 | 0.478647 |
45 | -0.022421 | -0.1889 | 0.425347 |
46 | -0.092651 | -0.7807 | 0.21879 |
47 | -0.044903 | -0.3784 | 0.353146 |
48 | 0.013154 | 0.1108 | 0.456029 |
49 | 0.116736 | 0.9836 | 0.164318 |
50 | 0.017123 | 0.1443 | 0.442844 |
51 | -0.094474 | -0.796 | 0.214328 |
52 | -0.042389 | -0.3572 | 0.361011 |
53 | -0.043206 | -0.3641 | 0.358448 |
54 | -0.081348 | -0.6854 | 0.247646 |
55 | 0.015915 | 0.1341 | 0.446851 |
56 | -0.103289 | -0.8703 | 0.193526 |
57 | 0.033279 | 0.2804 | 0.389987 |
58 | -0.003852 | -0.0325 | 0.4871 |
59 | 0.011455 | 0.0965 | 0.461689 |
60 | -0.054402 | -0.4584 | 0.324032 |