Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.543658 | -4.953 | 2e-06 |
2 | -0.004694 | -0.0428 | 0.482996 |
3 | 0.091275 | 0.8316 | 0.204023 |
4 | -0.073179 | -0.6667 | 0.253409 |
5 | 0.236542 | 2.155 | 0.017029 |
6 | -0.313986 | -2.8605 | 0.002674 |
7 | 0.169889 | 1.5478 | 0.062742 |
8 | -0.069861 | -0.6365 | 0.263112 |
9 | 0.07641 | 0.6961 | 0.244147 |
10 | 0.048678 | 0.4435 | 0.329287 |
11 | -0.456873 | -4.1623 | 3.8e-05 |
12 | 0.69133 | 6.2983 | 0 |
13 | -0.400215 | -3.6461 | 0.000232 |
14 | 0.019042 | 0.1735 | 0.431349 |
15 | 0.073751 | 0.6719 | 0.251755 |
16 | -0.079753 | -0.7266 | 0.234764 |
17 | 0.179598 | 1.6362 | 0.05279 |
18 | -0.203326 | -1.8524 | 0.033762 |
19 | 0.062052 | 0.5653 | 0.28669 |
20 | 0.008837 | 0.0805 | 0.468014 |
21 | 0.057316 | 0.5222 | 0.30147 |
22 | -0.003748 | -0.0341 | 0.486423 |
23 | -0.309539 | -2.82 | 0.003002 |
24 | 0.481665 | 4.3882 | 1.7e-05 |
25 | -0.27968 | -2.548 | 0.006339 |
26 | 0.022609 | 0.206 | 0.418655 |
27 | -0.009139 | -0.0833 | 0.466921 |
28 | -0.004893 | -0.0446 | 0.482277 |
29 | 0.150268 | 1.369 | 0.087345 |
30 | -0.180638 | -1.6457 | 0.051805 |
31 | 0.04639 | 0.4226 | 0.336827 |
32 | 0.008667 | 0.079 | 0.468629 |
33 | 0.085662 | 0.7804 | 0.218682 |
34 | -0.046362 | -0.4224 | 0.33692 |
35 | -0.195693 | -1.7828 | 0.039134 |
36 | 0.370042 | 3.3712 | 0.000569 |
37 | -0.254956 | -2.3228 | 0.01132 |
38 | 0.063735 | 0.5806 | 0.281525 |
39 | -0.029175 | -0.2658 | 0.395529 |
40 | 0.001567 | 0.0143 | 0.494324 |
41 | 0.101838 | 0.9278 | 0.178103 |
42 | -0.167808 | -1.5288 | 0.065058 |
43 | 0.10063 | 0.9168 | 0.180956 |
44 | -0.04844 | -0.4413 | 0.330067 |
45 | 0.05584 | 0.5087 | 0.306147 |
46 | 0.02091 | 0.1905 | 0.424693 |
47 | -0.197612 | -1.8003 | 0.037721 |
48 | 0.298917 | 2.7233 | 0.003939 |
49 | -0.193047 | -1.7587 | 0.041154 |
50 | 0.077317 | 0.7044 | 0.24158 |
51 | -0.032334 | -0.2946 | 0.384526 |
52 | -0.01454 | -0.1325 | 0.44747 |
53 | 0.123713 | 1.1271 | 0.131479 |
54 | -0.186354 | -1.6978 | 0.046649 |
55 | 0.125501 | 1.1434 | 0.128086 |
56 | -0.064172 | -0.5846 | 0.280188 |
57 | 0.026663 | 0.2429 | 0.404336 |
58 | 0.059531 | 0.5424 | 0.294513 |
59 | -0.183312 | -1.6701 | 0.049338 |
60 | 0.194925 | 1.7759 | 0.039711 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.543658 | -4.953 | 2e-06 |
2 | -0.426238 | -3.8832 | 0.000103 |
3 | -0.249962 | -2.2773 | 0.012671 |
4 | -0.243294 | -2.2165 | 0.014696 |
5 | 0.2035 | 1.854 | 0.033648 |
6 | -0.028153 | -0.2565 | 0.399104 |
7 | 0.041844 | 0.3812 | 0.35201 |
8 | -0.124651 | -1.1356 | 0.129691 |
9 | 0.014989 | 0.1366 | 0.445855 |
10 | 0.132886 | 1.2106 | 0.114734 |
11 | -0.507427 | -4.6229 | 7e-06 |
12 | 0.262534 | 2.3918 | 0.009513 |
13 | 0.02858 | 0.2604 | 0.39761 |
14 | 0.038417 | 0.35 | 0.363614 |
15 | 0.004143 | 0.0377 | 0.484991 |
16 | 0.059237 | 0.5397 | 0.295432 |
17 | -0.115385 | -1.0512 | 0.148106 |
18 | 0.052218 | 0.4757 | 0.31776 |
19 | -0.157264 | -1.4327 | 0.077844 |
20 | 0.029392 | 0.2678 | 0.394768 |
21 | 0.053278 | 0.4854 | 0.314341 |
22 | -0.080112 | -0.7299 | 0.233768 |
23 | -0.050774 | -0.4626 | 0.322441 |
24 | -0.021044 | -0.1917 | 0.424214 |
25 | -0.051735 | -0.4713 | 0.31932 |
26 | 0.008688 | 0.0792 | 0.46855 |
27 | -0.165479 | -1.5076 | 0.067728 |
28 | -0.054352 | -0.4952 | 0.310893 |
29 | 0.058307 | 0.5312 | 0.298349 |
30 | -0.07787 | -0.7094 | 0.240023 |
31 | 0.058032 | 0.5287 | 0.299214 |
32 | 0.002071 | 0.0189 | 0.492496 |
33 | 0.018714 | 0.1705 | 0.432518 |
34 | -0.018391 | -0.1676 | 0.433672 |
35 | 0.011858 | 0.108 | 0.457114 |
36 | 0.082834 | 0.7547 | 0.226296 |
37 | 0.030644 | 0.2792 | 0.390399 |
38 | -0.065817 | -0.5996 | 0.275196 |
39 | 0.050758 | 0.4624 | 0.322493 |
40 | -0.017662 | -0.1609 | 0.43628 |
41 | -0.104565 | -0.9526 | 0.171771 |
42 | -0.102099 | -0.9302 | 0.177492 |
43 | 0.020896 | 0.1904 | 0.424742 |
44 | -0.040406 | -0.3681 | 0.35686 |
45 | -0.105217 | -0.9586 | 0.170279 |
46 | 0.073822 | 0.6725 | 0.251551 |
47 | -0.007314 | -0.0666 | 0.473517 |
48 | -0.028367 | -0.2584 | 0.398356 |
49 | 0.009436 | 0.086 | 0.46585 |
50 | 0.069149 | 0.63 | 0.26522 |
51 | 0.053064 | 0.4834 | 0.315029 |
52 | 0.058735 | 0.5351 | 0.297007 |
53 | 0.050496 | 0.46 | 0.323344 |
54 | 0.00289 | 0.0263 | 0.48953 |
55 | 0.013048 | 0.1189 | 0.452831 |
56 | -0.046687 | -0.4253 | 0.335845 |
57 | -0.013729 | -0.1251 | 0.450381 |
58 | -0.009405 | -0.0857 | 0.465961 |
59 | 0.065129 | 0.5934 | 0.27728 |
60 | -0.105246 | -0.9588 | 0.170213 |