Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.319092 | 5.0654 | 0 |
2 | -0.22163 | -3.5183 | 0.000258 |
3 | -0.315653 | -5.0108 | 1e-06 |
4 | -0.241207 | -3.829 | 8.1e-05 |
5 | 0.036354 | 0.5771 | 0.282193 |
6 | 0.154396 | 2.451 | 0.007464 |
7 | 0.037454 | 0.5946 | 0.276333 |
8 | -0.232087 | -3.6843 | 0.00014 |
9 | -0.297548 | -4.7234 | 2e-06 |
10 | -0.222888 | -3.5382 | 0.00024 |
11 | 0.308965 | 4.9047 | 1e-06 |
12 | 0.897892 | 14.2536 | 0 |
13 | 0.286661 | 4.5506 | 4e-06 |
14 | -0.211213 | -3.3529 | 0.000461 |
15 | -0.328743 | -5.2186 | 0 |
16 | -0.259816 | -4.1245 | 2.5e-05 |
17 | 0.019511 | 0.3097 | 0.378514 |
18 | 0.130049 | 2.0645 | 0.019998 |
19 | 0.026791 | 0.4253 | 0.335492 |
20 | -0.230358 | -3.6568 | 0.000155 |
21 | -0.290188 | -4.6066 | 3e-06 |
22 | -0.211556 | -3.3583 | 0.000453 |
23 | 0.30029 | 4.767 | 2e-06 |
24 | 0.829357 | 13.1656 | 0 |
25 | 0.260462 | 4.1347 | 2.4e-05 |
26 | -0.21642 | -3.4356 | 0.000346 |
27 | -0.337967 | -5.3651 | 0 |
28 | -0.262709 | -4.1704 | 2.1e-05 |
29 | 0.00866 | 0.1375 | 0.445384 |
30 | 0.109132 | 1.7324 | 0.042212 |
31 | 0.018159 | 0.2883 | 0.38669 |
32 | -0.226334 | -3.5929 | 0.000197 |
33 | -0.281775 | -4.473 | 6e-06 |
34 | -0.196251 | -3.1154 | 0.001025 |
35 | 0.270156 | 4.2886 | 1.3e-05 |
36 | 0.772431 | 12.262 | 0 |
37 | 0.251938 | 3.9994 | 4.2e-05 |
38 | -0.2088 | -3.3146 | 0.000526 |
39 | -0.349039 | -5.5408 | 0 |
40 | -0.26333 | -4.1802 | 2e-05 |
41 | -0.008981 | -0.1426 | 0.443374 |
42 | 0.101775 | 1.6156 | 0.053714 |
43 | 0.020356 | 0.3231 | 0.373427 |
44 | -0.219783 | -3.4889 | 0.000286 |
45 | -0.259891 | -4.1256 | 2.5e-05 |
46 | -0.18857 | -2.9935 | 0.001516 |
47 | 0.247627 | 3.931 | 5.5e-05 |
48 | 0.725019 | 11.5093 | 0 |
49 | 0.233401 | 3.7051 | 0.00013 |
50 | -0.211725 | -3.361 | 0.000449 |
51 | -0.335444 | -5.325 | 0 |
52 | -0.25535 | -4.0536 | 3.4e-05 |
53 | -0.02167 | -0.344 | 0.365564 |
54 | 0.104612 | 1.6607 | 0.049013 |
55 | 0.019047 | 0.3024 | 0.38131 |
56 | -0.198215 | -3.1466 | 0.000925 |
57 | -0.234486 | -3.7223 | 0.000122 |
58 | -0.176964 | -2.8092 | 0.002678 |
59 | 0.238659 | 3.7886 | 9.5e-05 |
60 | 0.685477 | 10.8816 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.319092 | 5.0654 | 0 |
2 | -0.360117 | -5.7167 | 0 |
3 | -0.133753 | -2.1233 | 0.017353 |
4 | -0.187157 | -2.971 | 0.001627 |
5 | 0.075955 | 1.2058 | 0.114522 |
6 | -0.036964 | -0.5868 | 0.278939 |
7 | -0.076762 | -1.2186 | 0.112077 |
8 | -0.277149 | -4.3996 | 8e-06 |
9 | -0.168193 | -2.67 | 0.004039 |
10 | -0.303558 | -4.8188 | 1e-06 |
11 | 0.356386 | 5.6575 | 0 |
12 | 0.804531 | 12.7715 | 0 |
13 | -0.183964 | -2.9203 | 0.001907 |
14 | 0.069391 | 1.1015 | 0.135855 |
15 | -0.040271 | -0.6393 | 0.261611 |
16 | -0.079737 | -1.2658 | 0.103378 |
17 | -0.063714 | -1.0114 | 0.156392 |
18 | -0.136058 | -2.1599 | 0.015864 |
19 | -0.0321 | -0.5096 | 0.305398 |
20 | -0.081791 | -1.2984 | 0.097671 |
21 | -0.0433 | -0.6874 | 0.246242 |
22 | 0.044425 | 0.7052 | 0.240658 |
23 | -0.02044 | -0.3245 | 0.372923 |
24 | 0.132299 | 2.1002 | 0.018354 |
25 | -0.047548 | -0.7548 | 0.225535 |
26 | -0.070991 | -1.1269 | 0.13042 |
27 | 0.025779 | 0.4092 | 0.341361 |
28 | -0.021705 | -0.3446 | 0.365355 |
29 | -0.026481 | -0.4204 | 0.337285 |
30 | -0.060243 | -0.9563 | 0.169913 |
31 | -0.026306 | -0.4176 | 0.338297 |
32 | -0.021568 | -0.3424 | 0.366173 |
33 | -0.050198 | -0.7969 | 0.213138 |
34 | 0.014999 | 0.2381 | 0.405996 |
35 | -0.170177 | -2.7015 | 0.003686 |
36 | 0.081343 | 1.2913 | 0.098896 |
37 | 0.014203 | 0.2255 | 0.410901 |
38 | -0.009111 | -0.1446 | 0.442559 |
39 | -0.035604 | -0.5652 | 0.286222 |
40 | 0.00644 | 0.1022 | 0.459327 |
41 | -0.075837 | -1.2039 | 0.114883 |
42 | 0.035103 | 0.5572 | 0.288926 |
43 | -0.044625 | -0.7084 | 0.239677 |
44 | -0.009623 | -0.1528 | 0.439357 |
45 | 0.00158 | 0.0251 | 0.490002 |
46 | -0.074174 | -1.1775 | 0.120057 |
47 | -0.013575 | -0.2155 | 0.41478 |
48 | -0.013263 | -0.2105 | 0.41671 |
49 | -0.091379 | -1.4506 | 0.074067 |
50 | -0.055713 | -0.8844 | 0.188656 |
51 | 0.045658 | 0.7248 | 0.234624 |
52 | -0.02255 | -0.358 | 0.360334 |
53 | -0.022737 | -0.3609 | 0.359221 |
54 | 0.047342 | 0.7515 | 0.226519 |
55 | -0.059956 | -0.9518 | 0.171061 |
56 | 0.068376 | 1.0854 | 0.139381 |
57 | -0.059819 | -0.9496 | 0.171613 |
58 | 0.011081 | 0.1759 | 0.430256 |
59 | -0.00692 | -0.1099 | 0.456306 |
60 | -0.042302 | -0.6715 | 0.251251 |