Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.274566 | 3.3962 | 0.000435 |
2 | -0.261143 | -3.2302 | 0.000757 |
3 | -0.347805 | -4.3021 | 1.5e-05 |
4 | -0.269948 | -3.3391 | 0.000528 |
5 | 0.074184 | 0.9176 | 0.180135 |
6 | 0.272923 | 3.3759 | 0.000466 |
7 | 0.090709 | 1.122 | 0.131808 |
8 | -0.250215 | -3.095 | 0.00117 |
9 | -0.316611 | -3.9163 | 6.8e-05 |
10 | -0.243043 | -3.0063 | 0.001546 |
11 | 0.250023 | 3.0926 | 0.001179 |
12 | 0.839454 | 10.3835 | 0 |
13 | 0.219402 | 2.7139 | 0.003707 |
14 | -0.237694 | -2.9401 | 0.001895 |
15 | -0.331747 | -4.1035 | 3.3e-05 |
16 | -0.253844 | -3.1399 | 0.001014 |
17 | 0.059501 | 0.736 | 0.231433 |
18 | 0.213869 | 2.6454 | 0.004506 |
19 | 0.067087 | 0.8298 | 0.203966 |
20 | -0.251807 | -3.1147 | 0.001099 |
21 | -0.312888 | -3.8702 | 8e-05 |
22 | -0.21745 | -2.6897 | 0.003973 |
23 | 0.247092 | 3.0564 | 0.001322 |
24 | 0.729955 | 9.029 | 0 |
25 | 0.16413 | 2.0302 | 0.022035 |
26 | -0.254995 | -3.1541 | 0.000969 |
27 | -0.310661 | -3.8427 | 8.9e-05 |
28 | -0.222911 | -2.7573 | 0.003269 |
29 | 0.064797 | 0.8015 | 0.212043 |
30 | 0.180982 | 2.2386 | 0.013312 |
31 | 0.049741 | 0.6153 | 0.269647 |
32 | -0.238734 | -2.953 | 0.001822 |
33 | -0.276265 | -3.4172 | 0.000405 |
34 | -0.180628 | -2.2342 | 0.013458 |
35 | 0.238051 | 2.9445 | 0.00187 |
36 | 0.662664 | 8.1967 | 0 |
37 | 0.146072 | 1.8068 | 0.036378 |
38 | -0.229411 | -2.8377 | 0.002581 |
39 | -0.282661 | -3.4963 | 0.000309 |
40 | -0.185182 | -2.2906 | 0.011677 |
41 | 0.066267 | 0.8197 | 0.206839 |
42 | 0.173255 | 2.143 | 0.016845 |
43 | 0.041082 | 0.5082 | 0.306038 |
44 | -0.22735 | -2.8122 | 0.002783 |
45 | -0.23925 | -2.9594 | 0.001787 |
46 | -0.142679 | -1.7648 | 0.039793 |
47 | 0.207592 | 2.5678 | 0.005597 |
48 | 0.594262 | 7.3506 | 0 |
49 | 0.123182 | 1.5237 | 0.064827 |
50 | -0.208206 | -2.5754 | 0.00548 |
51 | -0.24449 | -3.0242 | 0.001462 |
52 | -0.155254 | -1.9204 | 0.028334 |
53 | 0.043071 | 0.5328 | 0.297488 |
54 | 0.15416 | 1.9069 | 0.029207 |
55 | 0.014776 | 0.1828 | 0.42761 |
56 | -0.214255 | -2.6502 | 0.004445 |
57 | -0.198583 | -2.4563 | 0.007577 |
58 | -0.107284 | -1.327 | 0.093239 |
59 | 0.211922 | 2.6213 | 0.004822 |
60 | 0.533847 | 6.6033 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.274566 | 3.3962 | 0.000435 |
2 | -0.363967 | -4.502 | 7e-06 |
3 | -0.187095 | -2.3142 | 0.010992 |
4 | -0.24386 | -3.0164 | 0.001498 |
5 | 0.075606 | 0.9352 | 0.175582 |
6 | 0.050779 | 0.6281 | 0.265439 |
7 | -0.088549 | -1.0953 | 0.137556 |
8 | -0.264077 | -3.2664 | 0.000672 |
9 | -0.164137 | -2.0303 | 0.022031 |
10 | -0.309532 | -3.8287 | 9.4e-05 |
11 | 0.196 | 2.4244 | 0.00825 |
12 | 0.719652 | 8.9016 | 0 |
13 | -0.223996 | -2.7707 | 0.003144 |
14 | 0.145846 | 1.804 | 0.036598 |
15 | 0.013405 | 0.1658 | 0.434261 |
16 | 0.045458 | 0.5623 | 0.287372 |
17 | -0.04417 | -0.5464 | 0.292811 |
18 | -0.189968 | -2.3498 | 0.010031 |
19 | -0.030387 | -0.3759 | 0.353769 |
20 | -0.141955 | -1.7559 | 0.040554 |
21 | -0.135393 | -1.6747 | 0.048016 |
22 | -0.03218 | -0.398 | 0.345577 |
23 | -0.034935 | -0.4321 | 0.333131 |
24 | 0.042026 | 0.5198 | 0.301965 |
25 | -0.111634 | -1.3808 | 0.084672 |
26 | -0.113221 | -1.4005 | 0.0817 |
27 | 0.081646 | 1.0099 | 0.157066 |
28 | -0.071168 | -0.8803 | 0.19004 |
29 | 0.010712 | 0.1325 | 0.44738 |
30 | -0.061914 | -0.7658 | 0.222479 |
31 | -0.028986 | -0.3585 | 0.360218 |
32 | 0.045568 | 0.5636 | 0.286912 |
33 | 0.005435 | 0.0672 | 0.473245 |
34 | -0.018658 | -0.2308 | 0.408894 |
35 | -0.027596 | -0.3413 | 0.366657 |
36 | 0.075208 | 0.9303 | 0.176848 |
37 | 0.026378 | 0.3263 | 0.372332 |
38 | 0.046539 | 0.5757 | 0.282847 |
39 | -0.031178 | -0.3856 | 0.350148 |
40 | 0.06755 | 0.8355 | 0.202357 |
41 | -0.054409 | -0.673 | 0.250981 |
42 | 0.055894 | 0.6914 | 0.245191 |
43 | -0.083249 | -1.0297 | 0.15238 |
44 | -0.029573 | -0.3658 | 0.35751 |
45 | -0.001573 | -0.0195 | 0.492249 |
46 | -0.064511 | -0.798 | 0.213066 |
47 | -0.149658 | -1.8512 | 0.033037 |
48 | 0.008253 | 0.1021 | 0.459414 |
49 | -0.096315 | -1.1913 | 0.117681 |
50 | -0.014931 | -0.1847 | 0.426859 |
51 | -0.042375 | -0.5241 | 0.300468 |
52 | -0.066131 | -0.818 | 0.207317 |
53 | -0.044278 | -0.5477 | 0.292354 |
54 | -0.017051 | -0.2109 | 0.416618 |
55 | -0.109444 | -1.3537 | 0.088906 |
56 | 0.013626 | 0.1685 | 0.433189 |
57 | -0.036339 | -0.4495 | 0.326856 |
58 | 0.031949 | 0.3952 | 0.346626 |
59 | 0.10093 | 1.2484 | 0.10689 |
60 | -0.039516 | -0.4888 | 0.312845 |