Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.73781 | 6.7621 | 0 |
2 | 0.310323 | 2.8442 | 0.002796 |
3 | -0.003512 | -0.0322 | 0.487197 |
4 | -0.11222 | -1.0285 | 0.153331 |
5 | -0.071198 | -0.6525 | 0.257918 |
6 | -0.028837 | -0.2643 | 0.396101 |
7 | -0.103952 | -0.9527 | 0.171728 |
8 | -0.201123 | -1.8433 | 0.034404 |
9 | -0.182135 | -1.6693 | 0.049391 |
10 | 0.022642 | 0.2075 | 0.418055 |
11 | 0.346223 | 3.1732 | 0.001053 |
12 | 0.544242 | 4.9881 | 2e-06 |
13 | 0.321427 | 2.9459 | 0.002083 |
14 | -0.036125 | -0.3311 | 0.370701 |
15 | -0.286341 | -2.6244 | 0.005155 |
16 | -0.366993 | -3.3635 | 0.00058 |
17 | -0.320408 | -2.9366 | 0.00214 |
18 | -0.280667 | -2.5724 | 0.00593 |
19 | -0.330297 | -3.0272 | 0.001638 |
20 | -0.39898 | -3.6567 | 0.000222 |
21 | -0.362653 | -3.3238 | 0.000659 |
22 | -0.166445 | -1.5255 | 0.065446 |
23 | 0.134582 | 1.2335 | 0.110421 |
24 | 0.328634 | 3.012 | 0.001714 |
25 | 0.183754 | 1.6841 | 0.047934 |
26 | -0.076159 | -0.698 | 0.243549 |
27 | -0.25097 | -2.3002 | 0.011959 |
28 | -0.278714 | -2.5545 | 0.00622 |
29 | -0.197817 | -1.813 | 0.0367 |
30 | -0.125699 | -1.1521 | 0.126284 |
31 | -0.130509 | -1.1961 | 0.117505 |
32 | -0.158351 | -1.4513 | 0.075208 |
33 | -0.10983 | -1.0066 | 0.158507 |
34 | 0.064811 | 0.594 | 0.277054 |
35 | 0.316 | 2.8962 | 0.002407 |
36 | 0.478677 | 4.3871 | 1.7e-05 |
37 | 0.36606 | 3.355 | 0.000597 |
38 | 0.150883 | 1.3829 | 0.085186 |
39 | -0.006162 | -0.0565 | 0.477548 |
40 | -0.051849 | -0.4752 | 0.317938 |
41 | -0.014244 | -0.1305 | 0.448223 |
42 | 0.016412 | 0.1504 | 0.440397 |
43 | -0.01876 | -0.1719 | 0.43195 |
44 | -0.0682 | -0.6251 | 0.266811 |
45 | -0.050629 | -0.464 | 0.321916 |
46 | 0.067304 | 0.6169 | 0.2695 |
47 | 0.239578 | 2.1958 | 0.015433 |
48 | 0.346781 | 3.1783 | 0.001037 |
49 | 0.240481 | 2.204 | 0.015128 |
50 | 0.053059 | 0.4863 | 0.314013 |
51 | -0.093468 | -0.8567 | 0.197037 |
52 | -0.151474 | -1.3883 | 0.084361 |
53 | -0.136747 | -1.2533 | 0.106786 |
54 | -0.109416 | -1.0028 | 0.159416 |
55 | -0.135258 | -1.2397 | 0.109277 |
56 | -0.166144 | -1.5227 | 0.06579 |
57 | -0.149458 | -1.3698 | 0.087199 |
58 | -0.059351 | -0.544 | 0.293956 |
59 | 0.06641 | 0.6087 | 0.272198 |
60 | 0.15376 | 1.4092 | 0.081228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.73781 | 6.7621 | 0 |
2 | -0.513656 | -4.7077 | 5e-06 |
3 | 0.086166 | 0.7897 | 0.215957 |
4 | 0.052701 | 0.483 | 0.315173 |
5 | 0.029885 | 0.2739 | 0.392417 |
6 | -0.117741 | -1.0791 | 0.141812 |
7 | -0.217237 | -1.991 | 0.024865 |
8 | 0.057937 | 0.531 | 0.298411 |
9 | 0.127256 | 1.1663 | 0.123393 |
10 | 0.264467 | 2.4239 | 0.008751 |
11 | 0.299504 | 2.745 | 0.003699 |
12 | -0.012621 | -0.1157 | 0.454093 |
13 | -0.671631 | -6.1556 | 0 |
14 | 0.247388 | 2.2673 | 0.012968 |
15 | -0.057096 | -0.5233 | 0.301074 |
16 | -0.2377 | -2.1786 | 0.016083 |
17 | -0.131528 | -1.2055 | 0.115703 |
18 | -0.128385 | -1.1767 | 0.121326 |
19 | 0.103362 | 0.9473 | 0.173095 |
20 | -0.115119 | -1.0551 | 0.147207 |
21 | -0.02266 | -0.2077 | 0.417991 |
22 | -0.072956 | -0.6687 | 0.252776 |
23 | -0.028495 | -0.2612 | 0.397304 |
24 | -0.004044 | -0.0371 | 0.48526 |
25 | -0.019471 | -0.1785 | 0.4294 |
26 | -0.063677 | -0.5836 | 0.280525 |
27 | -0.124311 | -1.1393 | 0.128903 |
28 | 0.120641 | 1.1057 | 0.136008 |
29 | -0.026921 | -0.2467 | 0.402856 |
30 | 0.02851 | 0.2613 | 0.39725 |
31 | -0.039981 | -0.3664 | 0.357481 |
32 | 0.058311 | 0.5344 | 0.297227 |
33 | 0.019417 | 0.178 | 0.429591 |
34 | -0.009155 | -0.0839 | 0.466665 |
35 | -0.017793 | -0.1631 | 0.435426 |
36 | 0.04541 | 0.4162 | 0.339166 |
37 | 0.021408 | 0.1962 | 0.422461 |
38 | -0.023368 | -0.2142 | 0.415467 |
39 | 0.017685 | 0.1621 | 0.435813 |
40 | -0.095446 | -0.8748 | 0.192094 |
41 | 0.008567 | 0.0785 | 0.468803 |
42 | 0.004561 | 0.0418 | 0.483378 |
43 | -0.093083 | -0.8531 | 0.198009 |
44 | 0.015066 | 0.1381 | 0.445254 |
45 | -0.028764 | -0.2636 | 0.396357 |
46 | -0.026167 | -0.2398 | 0.405525 |
47 | -0.063569 | -0.5826 | 0.280855 |
48 | 0.029392 | 0.2694 | 0.39415 |
49 | -0.02108 | -0.1932 | 0.423635 |
50 | -0.002471 | -0.0226 | 0.490993 |
51 | -0.078841 | -0.7226 | 0.235969 |
52 | 0.017368 | 0.1592 | 0.436953 |
53 | 0.026456 | 0.2425 | 0.404502 |
54 | 0.056517 | 0.518 | 0.302913 |
55 | -0.051072 | -0.4681 | 0.320468 |
56 | 0.025908 | 0.2374 | 0.406444 |
57 | -0.064303 | -0.5893 | 0.278605 |
58 | 0.029848 | 0.2736 | 0.392546 |
59 | -0.026556 | -0.2434 | 0.404147 |
60 | -0.031876 | -0.2921 | 0.385447 |