Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.565353 | -4.8633 | 3e-06 |
2 | 0.086349 | 0.7428 | 0.229975 |
3 | 0.163876 | 1.4097 | 0.081407 |
4 | -0.242834 | -2.0889 | 0.020076 |
5 | 0.103045 | 0.8864 | 0.189129 |
6 | -0.032838 | -0.2825 | 0.389181 |
7 | 0.0589 | 0.5067 | 0.306943 |
8 | -0.25188 | -2.1668 | 0.016737 |
9 | 0.275178 | 2.3672 | 0.01027 |
10 | -0.096092 | -0.8266 | 0.205557 |
11 | -0.295228 | -2.5396 | 0.006598 |
12 | 0.625846 | 5.3837 | 0 |
13 | -0.435343 | -3.745 | 0.000177 |
14 | 0.173677 | 1.494 | 0.06971 |
15 | 0.086552 | 0.7446 | 0.229451 |
16 | -0.206755 | -1.7786 | 0.039708 |
17 | 0.063955 | 0.5502 | 0.291932 |
18 | 0.070278 | 0.6046 | 0.273664 |
19 | -0.091461 | -0.7868 | 0.216961 |
20 | -0.07793 | -0.6704 | 0.25235 |
21 | 0.159398 | 1.3712 | 0.087229 |
22 | -0.130452 | -1.1222 | 0.132705 |
23 | -0.089844 | -0.7729 | 0.22103 |
24 | 0.371216 | 3.1933 | 0.001033 |
25 | -0.283351 | -2.4375 | 0.008596 |
26 | 0.088606 | 0.7622 | 0.224176 |
27 | 0.135841 | 1.1685 | 0.123169 |
28 | -0.199534 | -1.7165 | 0.045131 |
29 | 0.062442 | 0.5371 | 0.29639 |
30 | 0.018404 | 0.1583 | 0.43732 |
31 | -0.115124 | -0.9903 | 0.162619 |
32 | 0.059073 | 0.5082 | 0.306424 |
33 | 0.037432 | 0.322 | 0.37418 |
34 | -0.044692 | -0.3845 | 0.350872 |
35 | -0.113408 | -0.9756 | 0.166228 |
36 | 0.281743 | 2.4236 | 0.008905 |
37 | -0.220074 | -1.8932 | 0.031124 |
38 | 0.099984 | 0.8601 | 0.196258 |
39 | 0.099643 | 0.8572 | 0.197062 |
40 | -0.213406 | -1.8358 | 0.035203 |
41 | 0.179674 | 1.5456 | 0.063232 |
42 | -0.116968 | -1.0062 | 0.158801 |
43 | -5.9e-05 | -5e-04 | 0.499798 |
44 | 0.000601 | 0.0052 | 0.497946 |
45 | -0.021433 | -0.1844 | 0.427111 |
46 | 0.073473 | 0.632 | 0.264655 |
47 | -0.167242 | -1.4387 | 0.07723 |
48 | 0.269328 | 2.3168 | 0.011641 |
49 | -0.224078 | -1.9276 | 0.028872 |
50 | 0.143014 | 1.2303 | 0.11125 |
51 | 0.020988 | 0.1805 | 0.42861 |
52 | -0.14174 | -1.2193 | 0.113302 |
53 | 0.141156 | 1.2143 | 0.114253 |
54 | -0.131399 | -1.1303 | 0.130992 |
55 | 0.073626 | 0.6334 | 0.264226 |
56 | -0.054533 | -0.4691 | 0.320185 |
57 | 0.013966 | 0.1201 | 0.452347 |
58 | 0.027487 | 0.2365 | 0.406866 |
59 | -0.099305 | -0.8543 | 0.197861 |
60 | 0.18023 | 1.5504 | 0.062657 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.565353 | -4.8633 | 3e-06 |
2 | -0.34286 | -2.9494 | 0.00213 |
3 | 0.059285 | 0.51 | 0.305789 |
4 | -0.104493 | -0.8989 | 0.185816 |
5 | -0.132637 | -1.141 | 0.128777 |
6 | -0.144253 | -1.2409 | 0.10928 |
7 | 0.059511 | 0.5119 | 0.305112 |
8 | -0.342814 | -2.949 | 0.002132 |
9 | -0.113958 | -0.9803 | 0.165065 |
10 | -0.00473 | -0.0407 | 0.483825 |
11 | -0.492498 | -4.2366 | 3.2e-05 |
12 | 0.188888 | 1.6249 | 0.054221 |
13 | 0.139443 | 1.1995 | 0.117074 |
14 | 0.105814 | 0.9103 | 0.182823 |
15 | 0.095627 | 0.8226 | 0.206684 |
16 | 0.014849 | 0.1277 | 0.449352 |
17 | -0.108111 | -0.93 | 0.177697 |
18 | 0.081841 | 0.704 | 0.241815 |
19 | -0.104499 | -0.8989 | 0.185801 |
20 | 0.06875 | 0.5914 | 0.278024 |
21 | -0.084762 | -0.7292 | 0.234105 |
22 | -0.068488 | -0.5892 | 0.278775 |
23 | -0.006232 | -0.0536 | 0.478695 |
24 | 0.071125 | 0.6118 | 0.271258 |
25 | 0.142131 | 1.2227 | 0.112669 |
26 | -0.033479 | -0.288 | 0.387075 |
27 | 0.000238 | 0.002 | 0.499186 |
28 | 0.10002 | 0.8604 | 0.196174 |
29 | 0.027205 | 0.234 | 0.407805 |
30 | -0.175625 | -1.5108 | 0.067551 |
31 | -0.116927 | -1.0058 | 0.158885 |
32 | -0.004827 | -0.0415 | 0.483496 |
33 | -0.001153 | -0.0099 | 0.496056 |
34 | 0.104057 | 0.8951 | 0.18681 |
35 | -0.04906 | -0.422 | 0.337112 |
36 | -0.046461 | -0.3997 | 0.345274 |
37 | -0.110146 | -0.9475 | 0.17323 |
38 | -0.024983 | -0.2149 | 0.415212 |
39 | -0.008269 | -0.0711 | 0.471741 |
40 | -0.100559 | -0.865 | 0.194905 |
41 | 0.026049 | 0.2241 | 0.411656 |
42 | -0.073003 | -0.628 | 0.265969 |
43 | 0.058992 | 0.5075 | 0.306669 |
44 | 0.037269 | 0.3206 | 0.37471 |
45 | -0.179514 | -1.5442 | 0.063399 |
46 | -0.021799 | -0.1875 | 0.425882 |
47 | -0.040694 | -0.3501 | 0.363644 |
48 | -0.00172 | -0.0148 | 0.494118 |
49 | 0.043123 | 0.371 | 0.355864 |
50 | -0.018675 | -0.1607 | 0.436403 |
51 | -0.073902 | -0.6357 | 0.263458 |
52 | -0.060098 | -0.517 | 0.303356 |
53 | -0.094574 | -0.8136 | 0.209254 |
54 | 0.064212 | 0.5524 | 0.29118 |
55 | -0.035252 | -0.3033 | 0.381275 |
56 | -0.056457 | -0.4857 | 0.31432 |
57 | 0.040935 | 0.3521 | 0.36287 |
58 | -0.054493 | -0.4688 | 0.320307 |
59 | 0.003531 | 0.0304 | 0.487924 |
60 | -0.072151 | -0.6207 | 0.268364 |