Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.426075 | 4.6479 | 4e-06 |
2 | -0.195502 | -2.1327 | 0.017503 |
3 | -0.33047 | -3.605 | 0.000229 |
4 | -0.149182 | -1.6274 | 0.05315 |
5 | -0.102227 | -1.1152 | 0.133514 |
6 | -0.16621 | -1.8131 | 0.036166 |
7 | -0.071816 | -0.7834 | 0.217468 |
8 | -0.121614 | -1.3267 | 0.093582 |
9 | -0.345624 | -3.7703 | 0.000128 |
10 | -0.207873 | -2.2676 | 0.012578 |
11 | 0.393578 | 4.2934 | 1.8e-05 |
12 | 0.840833 | 9.1724 | 0 |
13 | 0.370614 | 4.0429 | 4.7e-05 |
14 | -0.1696 | -1.8501 | 0.033389 |
15 | -0.265177 | -2.8927 | 0.002271 |
16 | -0.13474 | -1.4698 | 0.072122 |
17 | -0.09172 | -1.0005 | 0.159539 |
18 | -0.146346 | -1.5964 | 0.056521 |
19 | -0.050391 | -0.5497 | 0.291778 |
20 | -0.114032 | -1.2439 | 0.107984 |
21 | -0.307547 | -3.3549 | 0.000533 |
22 | -0.172876 | -1.8859 | 0.030876 |
23 | 0.363259 | 3.9627 | 6.3e-05 |
24 | 0.697058 | 7.604 | 0 |
25 | 0.316972 | 3.4578 | 0.000378 |
26 | -0.148585 | -1.6209 | 0.053846 |
27 | -0.231381 | -2.5241 | 0.006459 |
28 | -0.13706 | -1.4951 | 0.068762 |
29 | -0.089296 | -0.9741 | 0.165991 |
30 | -0.106971 | -1.1669 | 0.122789 |
31 | -0.035667 | -0.3891 | 0.348954 |
32 | -0.116846 | -1.2746 | 0.10246 |
33 | -0.293036 | -3.1966 | 0.00089 |
34 | -0.144951 | -1.5812 | 0.05824 |
35 | 0.319135 | 3.4814 | 0.000349 |
36 | 0.579855 | 6.3255 | 0 |
37 | 0.280789 | 3.063 | 0.001355 |
38 | -0.101997 | -1.1127 | 0.13405 |
39 | -0.184734 | -2.0152 | 0.023068 |
40 | -0.13215 | -1.4416 | 0.076023 |
41 | -0.094651 | -1.0325 | 0.15196 |
42 | -0.07266 | -0.7926 | 0.214786 |
43 | 0.000528 | 0.0058 | 0.497706 |
44 | -0.097941 | -1.0684 | 0.14375 |
45 | -0.25652 | -2.7983 | 0.002997 |
46 | -0.117863 | -1.2857 | 0.100516 |
47 | 0.268066 | 2.9243 | 0.002067 |
48 | 0.452282 | 4.9338 | 1e-06 |
49 | 0.224297 | 2.4468 | 0.007938 |
50 | -0.064262 | -0.701 | 0.242331 |
51 | -0.134749 | -1.4699 | 0.072109 |
52 | -0.118969 | -1.2978 | 0.098433 |
53 | -0.110655 | -1.2071 | 0.114893 |
54 | -0.034648 | -0.378 | 0.353064 |
55 | 0.03063 | 0.3341 | 0.369434 |
56 | -0.098888 | -1.0787 | 0.141443 |
57 | -0.226079 | -2.4662 | 0.00754 |
58 | -0.086514 | -0.9438 | 0.173602 |
59 | 0.210396 | 2.2951 | 0.011738 |
60 | 0.357368 | 3.8984 | 8e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.426075 | 4.6479 | 4e-06 |
2 | -0.460672 | -5.0253 | 1e-06 |
3 | -0.019414 | -0.2118 | 0.416319 |
4 | -0.040179 | -0.4383 | 0.330982 |
5 | -0.228276 | -2.4902 | 0.007074 |
6 | -0.14866 | -1.6217 | 0.053758 |
7 | 0.009637 | 0.1051 | 0.458224 |
8 | -0.404232 | -4.4096 | 1.1e-05 |
9 | -0.511257 | -5.5772 | 0 |
10 | -0.137243 | -1.4971 | 0.068502 |
11 | 0.266971 | 2.9123 | 0.002143 |
12 | 0.53628 | 5.8501 | 0 |
13 | -0.206395 | -2.2515 | 0.013094 |
14 | 0.042461 | 0.4632 | 0.322035 |
15 | 0.064533 | 0.704 | 0.241412 |
16 | -0.015032 | -0.164 | 0.435012 |
17 | 0.104182 | 1.1365 | 0.129017 |
18 | -0.063398 | -0.6916 | 0.245272 |
19 | -0.023349 | -0.2547 | 0.399695 |
20 | -0.001787 | -0.0195 | 0.492238 |
21 | 0.162408 | 1.7717 | 0.039505 |
22 | 0.012033 | 0.1313 | 0.447893 |
23 | 8e-05 | 9e-04 | 0.499651 |
24 | -0.018086 | -0.1973 | 0.421968 |
25 | 0.054029 | 0.5894 | 0.278358 |
26 | 0.001611 | 0.0176 | 0.493004 |
27 | -0.038457 | -0.4195 | 0.337796 |
28 | -0.050664 | -0.5527 | 0.290758 |
29 | 9.2e-05 | 0.001 | 0.4996 |
30 | 0.063996 | 0.6981 | 0.243235 |
31 | -0.035972 | -0.3924 | 0.34773 |
32 | -0.051013 | -0.5565 | 0.289461 |
33 | -0.080672 | -0.88 | 0.19031 |
34 | 0.003654 | 0.0399 | 0.484134 |
35 | -0.048949 | -0.534 | 0.297177 |
36 | -0.048333 | -0.5272 | 0.299501 |
37 | -0.013435 | -0.1466 | 0.441864 |
38 | 0.008863 | 0.0967 | 0.461571 |
39 | 0.039226 | 0.4279 | 0.334747 |
40 | -0.032076 | -0.3499 | 0.363515 |
41 | -0.041626 | -0.4541 | 0.325296 |
42 | -0.003106 | -0.0339 | 0.486514 |
43 | 0.12128 | 1.323 | 0.094185 |
44 | 0.012903 | 0.1408 | 0.444151 |
45 | 0.042117 | 0.4594 | 0.323378 |
46 | 0.007901 | 0.0862 | 0.465728 |
47 | 0.022376 | 0.2441 | 0.403787 |
48 | -0.031575 | -0.3444 | 0.365561 |
49 | 0.015953 | 0.174 | 0.431068 |
50 | 0.014832 | 0.1618 | 0.435871 |
51 | 0.005924 | 0.0646 | 0.474291 |
52 | 0.050648 | 0.5525 | 0.290821 |
53 | -0.067662 | -0.7381 | 0.230952 |
54 | 0.100832 | 1.0999 | 0.136789 |
55 | -0.01414 | -0.1543 | 0.438836 |
56 | -0.060667 | -0.6618 | 0.254688 |
57 | 0.032976 | 0.3597 | 0.359846 |
58 | -0.004103 | -0.0448 | 0.482189 |
59 | -0.115287 | -1.2576 | 0.105493 |
60 | 0.078758 | 0.8591 | 0.195994 |