Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.314148 | -2.6095 | 0.005555 |
2 | -0.32358 | -2.6879 | 0.004503 |
3 | 0.182927 | 1.5195 | 0.066602 |
4 | 0.070394 | 0.5847 | 0.280317 |
5 | -0.145933 | -1.2122 | 0.114783 |
6 | 0.222223 | 1.8459 | 0.034597 |
7 | -0.261373 | -2.1711 | 0.016682 |
8 | 0.20849 | 1.7318 | 0.043885 |
9 | 0.01977 | 0.1642 | 0.435018 |
10 | -0.313522 | -2.6043 | 0.005632 |
11 | -0.083361 | -0.6925 | 0.245489 |
12 | 0.556139 | 4.6196 | 9e-06 |
13 | -0.208599 | -1.7328 | 0.043803 |
14 | -0.185103 | -1.5376 | 0.064362 |
15 | 0.032669 | 0.2714 | 0.39346 |
16 | 0.129106 | 1.0724 | 0.14363 |
17 | -0.106636 | -0.8858 | 0.189404 |
18 | 0.082502 | 0.6853 | 0.247722 |
19 | -0.085734 | -0.7122 | 0.239384 |
20 | 0.147934 | 1.2288 | 0.111654 |
21 | -0.042398 | -0.3522 | 0.362886 |
22 | -0.187685 | -1.559 | 0.061782 |
23 | -0.027291 | -0.2267 | 0.410666 |
24 | 0.320327 | 2.6608 | 0.004843 |
25 | -0.03816 | -0.317 | 0.376108 |
26 | -0.236243 | -1.9624 | 0.026876 |
27 | 0.008729 | 0.0725 | 0.471202 |
28 | 0.2086 | 1.7328 | 0.043803 |
29 | -0.134744 | -1.1193 | 0.133454 |
30 | -0.008701 | -0.0723 | 0.471296 |
31 | 0.113514 | 0.9429 | 0.174505 |
32 | -0.053661 | -0.4457 | 0.328591 |
33 | -0.00973 | -0.0808 | 0.46791 |
34 | -0.029231 | -0.2428 | 0.404435 |
35 | -0.121737 | -1.0112 | 0.157722 |
36 | 0.23653 | 1.9648 | 0.026735 |
37 | 0.025118 | 0.2086 | 0.417669 |
38 | -0.262985 | -2.1845 | 0.016162 |
39 | 0.087458 | 0.7265 | 0.235001 |
40 | 0.134276 | 1.1154 | 0.134279 |
41 | -0.132079 | -1.0971 | 0.138199 |
42 | 0.015692 | 0.1304 | 0.448334 |
43 | 0.121835 | 1.012 | 0.157527 |
44 | -0.099509 | -0.8266 | 0.20566 |
45 | 0.017122 | 0.1422 | 0.443657 |
46 | -0.030072 | -0.2498 | 0.401744 |
47 | -0.066952 | -0.5561 | 0.289955 |
48 | 0.183417 | 1.5236 | 0.066093 |
49 | -0.03169 | -0.2632 | 0.396576 |
50 | -0.17386 | -1.4442 | 0.076606 |
51 | 0.115215 | 0.957 | 0.170942 |
52 | 0.036465 | 0.3029 | 0.381438 |
53 | -0.08513 | -0.7071 | 0.240928 |
54 | 0.05515 | 0.4581 | 0.324157 |
55 | 0.002494 | 0.0207 | 0.491766 |
56 | -0.039897 | -0.3314 | 0.37067 |
57 | 0.03268 | 0.2715 | 0.393423 |
58 | -0.053084 | -0.4409 | 0.330314 |
59 | -0.003375 | -0.028 | 0.488857 |
60 | 0.050584 | 0.4202 | 0.337828 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.314148 | -2.6095 | 0.005555 |
2 | -0.468505 | -3.8917 | 0.000113 |
3 | -0.161384 | -1.3406 | 0.092231 |
4 | -0.084323 | -0.7004 | 0.243003 |
5 | -0.136477 | -1.1337 | 0.13043 |
6 | 0.212189 | 1.7626 | 0.041201 |
7 | -0.228647 | -1.8993 | 0.030854 |
8 | 0.27956 | 2.3222 | 0.01159 |
9 | -0.002697 | -0.0224 | 0.491096 |
10 | -0.247793 | -2.0583 | 0.021669 |
11 | -0.431479 | -3.5841 | 0.000313 |
12 | 0.149115 | 1.2386 | 0.109837 |
13 | 0.160257 | 1.3312 | 0.093754 |
14 | 0.06084 | 0.5054 | 0.307452 |
15 | -0.046554 | -0.3867 | 0.350083 |
16 | 0.027414 | 0.2277 | 0.410271 |
17 | -0.073817 | -0.6132 | 0.27089 |
18 | -0.099803 | -0.829 | 0.204974 |
19 | 0.019316 | 0.1605 | 0.436498 |
20 | -0.026949 | -0.2239 | 0.411766 |
21 | 0.017585 | 0.1461 | 0.442144 |
22 | -0.023428 | -0.1946 | 0.423135 |
23 | 0.034137 | 0.2836 | 0.388798 |
24 | -0.085218 | -0.7079 | 0.240705 |
25 | 0.142691 | 1.1853 | 0.119986 |
26 | -0.118723 | -0.9862 | 0.163743 |
27 | -0.045162 | -0.3751 | 0.354353 |
28 | 0.034715 | 0.2884 | 0.386966 |
29 | 0.010157 | 0.0844 | 0.466502 |
30 | 0.017384 | 0.1444 | 0.442801 |
31 | 0.131079 | 1.0888 | 0.140011 |
32 | -0.073662 | -0.6119 | 0.271314 |
33 | -0.043596 | -0.3621 | 0.35918 |
34 | 0.046211 | 0.3839 | 0.351131 |
35 | -0.043389 | -0.3604 | 0.35982 |
36 | -0.027325 | -0.227 | 0.410556 |
37 | -0.114914 | -0.9545 | 0.171569 |
38 | 0.068023 | 0.565 | 0.286939 |
39 | -0.016697 | -0.1387 | 0.445047 |
40 | 0.052844 | 0.439 | 0.331034 |
41 | 0.031485 | 0.2615 | 0.397231 |
42 | -0.0216 | -0.1794 | 0.429066 |
43 | 0.048712 | 0.4046 | 0.343501 |
44 | -0.030883 | -0.2565 | 0.399151 |
45 | -0.010211 | -0.0848 | 0.466327 |
46 | -0.085594 | -0.711 | 0.239742 |
47 | -0.012617 | -0.1048 | 0.458417 |
48 | 0.055399 | 0.4602 | 0.323418 |
49 | -0.086175 | -0.7158 | 0.238258 |
50 | 0.068521 | 0.5692 | 0.285542 |
51 | 0.035173 | 0.2922 | 0.385516 |
52 | -0.00353 | -0.0293 | 0.488345 |
53 | -3e-06 | 0 | 0.49999 |
54 | 0.020626 | 0.1713 | 0.432231 |
55 | -0.108161 | -0.8985 | 0.186034 |
56 | -0.109061 | -0.9059 | 0.184063 |
57 | 0.015047 | 0.125 | 0.450447 |
58 | 0.003493 | 0.029 | 0.488469 |
59 | -0.035044 | -0.2911 | 0.385924 |
60 | -0.086971 | -0.7224 | 0.236234 |