Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.400719 | -7.5075 | 0 |
2 | -0.091453 | -1.7134 | 0.043764 |
3 | 0.062688 | 1.1745 | 0.120503 |
4 | -0.093952 | -1.7602 | 0.039624 |
5 | 0.056217 | 1.0532 | 0.146482 |
6 | 0.008333 | 0.1561 | 0.438014 |
7 | -0.005229 | -0.098 | 0.461006 |
8 | -0.007094 | -0.1329 | 0.447171 |
9 | -0.050495 | -0.946 | 0.172392 |
10 | 0.058745 | 1.1006 | 0.135917 |
11 | -0.004209 | -0.0788 | 0.4686 |
12 | -0.081435 | -1.5257 | 0.063995 |
13 | 0.060041 | 1.1249 | 0.130707 |
14 | 0.118946 | 2.2284 | 0.013242 |
15 | -0.121601 | -2.2782 | 0.011657 |
16 | -0.027956 | -0.5237 | 0.300392 |
17 | 0.054203 | 1.0155 | 0.155286 |
18 | -0.054317 | -1.0176 | 0.154778 |
19 | 0.041759 | 0.7823 | 0.217268 |
20 | -0.036576 | -0.6852 | 0.246821 |
21 | 0.038258 | 0.7168 | 0.236998 |
22 | -0.041523 | -0.7779 | 0.218566 |
23 | 0.003582 | 0.0671 | 0.473269 |
24 | 0.014384 | 0.2695 | 0.393861 |
25 | -0.044925 | -0.8417 | 0.200273 |
26 | 0.100754 | 1.8876 | 0.02995 |
27 | -0.070946 | -1.3292 | 0.092328 |
28 | -0.024566 | -0.4602 | 0.322814 |
29 | 0.025127 | 0.4708 | 0.319055 |
30 | 0.023915 | 0.448 | 0.327198 |
31 | 0.029533 | 0.5533 | 0.290202 |
32 | -0.024341 | -0.456 | 0.324329 |
33 | -0.053338 | -0.9993 | 0.159174 |
34 | -0.002421 | -0.0454 | 0.481927 |
35 | 0.078932 | 1.4788 | 0.070046 |
36 | -0.023633 | -0.4428 | 0.329105 |
37 | 0.056144 | 1.0519 | 0.146795 |
38 | -0.069531 | -1.3027 | 0.096773 |
39 | -0.010119 | -0.1896 | 0.424874 |
40 | 0.027868 | 0.5221 | 0.300963 |
41 | -0.050223 | -0.9409 | 0.173696 |
42 | 0.055437 | 1.0386 | 0.149849 |
43 | 0.004596 | 0.0861 | 0.465717 |
44 | -0.047428 | -0.8886 | 0.187422 |
45 | 0.055303 | 1.0361 | 0.150435 |
46 | -0.013958 | -0.2615 | 0.396927 |
47 | -0.032723 | -0.6131 | 0.270115 |
48 | -0.022574 | -0.4229 | 0.336307 |
49 | 0.131761 | 2.4685 | 0.007021 |
50 | -0.126376 | -2.3677 | 0.009221 |
51 | 0.014643 | 0.2743 | 0.391995 |
52 | 0.042728 | 0.8005 | 0.211977 |
53 | -0.05509 | -1.0321 | 0.151363 |
54 | 0.017668 | 0.331 | 0.370419 |
55 | -0.014837 | -0.278 | 0.390602 |
56 | 0.073596 | 1.3788 | 0.084415 |
57 | -0.057474 | -1.0768 | 0.141162 |
58 | -0.028206 | -0.5284 | 0.298764 |
59 | 0.07951 | 1.4896 | 0.068612 |
60 | -0.06573 | -1.2315 | 0.109489 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.400719 | -7.5075 | 0 |
2 | -0.30024 | -5.625 | 0 |
3 | -0.137837 | -2.5824 | 0.005108 |
4 | -0.197471 | -3.6996 | 0.000125 |
5 | -0.101585 | -1.9032 | 0.028917 |
6 | -0.066558 | -1.247 | 0.10662 |
7 | -0.033423 | -0.6262 | 0.265801 |
8 | -0.038924 | -0.7292 | 0.233168 |
9 | -0.095438 | -1.788 | 0.037317 |
10 | -0.025189 | -0.4719 | 0.318639 |
11 | -0.015821 | -0.2964 | 0.383545 |
12 | -0.114574 | -2.1465 | 0.016257 |
13 | -0.065506 | -1.2273 | 0.110274 |
14 | 0.128589 | 2.4091 | 0.008253 |
15 | 0.018643 | 0.3493 | 0.363544 |
16 | -0.055464 | -1.0391 | 0.149731 |
17 | -0.005351 | -0.1003 | 0.460099 |
18 | -0.045314 | -0.849 | 0.198243 |
19 | -0.022 | -0.4122 | 0.340231 |
20 | -0.085137 | -1.595 | 0.055801 |
21 | -0.015664 | -0.2935 | 0.384672 |
22 | -0.053032 | -0.9936 | 0.160561 |
23 | -0.041178 | -0.7715 | 0.220476 |
24 | -0.069068 | -1.294 | 0.098259 |
25 | -0.096439 | -1.8068 | 0.035826 |
26 | 0.056307 | 1.0549 | 0.146097 |
27 | -0.057306 | -1.0736 | 0.141865 |
28 | -0.107412 | -2.0124 | 0.022473 |
29 | -0.063663 | -1.1927 | 0.116892 |
30 | 0.012221 | 0.229 | 0.409515 |
31 | 0.028257 | 0.5294 | 0.298431 |
32 | 0.016443 | 0.3081 | 0.379113 |
33 | -0.053598 | -1.0042 | 0.157997 |
34 | -0.077283 | -1.4479 | 0.074269 |
35 | 0.02745 | 0.5143 | 0.303689 |
36 | -0.000169 | -0.0032 | 0.498739 |
37 | 0.095979 | 1.7982 | 0.036505 |
38 | 0.033148 | 0.621 | 0.267493 |
39 | 0.007692 | 0.1441 | 0.442752 |
40 | -0.032159 | -0.6025 | 0.273616 |
41 | -0.045114 | -0.8452 | 0.199284 |
42 | 0.015352 | 0.2876 | 0.386904 |
43 | 0.004421 | 0.0828 | 0.467016 |
44 | -0.047217 | -0.8846 | 0.188485 |
45 | -0.009996 | -0.1873 | 0.425774 |
46 | 0.043908 | 0.8226 | 0.205642 |
47 | 0.006264 | 0.1174 | 0.453321 |
48 | -0.07287 | -1.3652 | 0.086529 |
49 | 0.098333 | 1.8423 | 0.033139 |
50 | -0.047763 | -0.8948 | 0.185742 |
51 | -0.050798 | -0.9517 | 0.17095 |
52 | -0.003773 | -0.0707 | 0.471846 |
53 | 0.002661 | 0.0499 | 0.480135 |
54 | -0.008168 | -0.153 | 0.439234 |
55 | -0.045276 | -0.8482 | 0.198439 |
56 | 0.026118 | 0.4893 | 0.312462 |
57 | -0.004119 | -0.0772 | 0.46927 |
58 | -0.016986 | -0.3182 | 0.375248 |
59 | 0.027734 | 0.5196 | 0.301834 |
60 | -0.020155 | -0.3776 | 0.352974 |