Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.78815 | -8.1527 | 0 |
2 | 0.530697 | 5.4896 | 0 |
3 | -0.470562 | -4.8675 | 2e-06 |
4 | 0.433886 | 4.4882 | 9e-06 |
5 | -0.376435 | -3.8939 | 8.6e-05 |
6 | 0.342054 | 3.5382 | 0.000299 |
7 | -0.382511 | -3.9567 | 6.8e-05 |
8 | 0.420278 | 4.3474 | 1.6e-05 |
9 | -0.405686 | -4.1964 | 2.8e-05 |
10 | 0.444653 | 4.5995 | 6e-06 |
11 | -0.661403 | -6.8416 | 0 |
12 | 0.828232 | 8.5673 | 0 |
13 | -0.670048 | -6.931 | 0 |
14 | 0.468642 | 4.8477 | 2e-06 |
15 | -0.409675 | -4.2377 | 2.4e-05 |
16 | 0.358735 | 3.7108 | 0.000165 |
17 | -0.293529 | -3.0363 | 0.001504 |
18 | 0.284617 | 2.9441 | 0.001987 |
19 | -0.346241 | -3.5815 | 0.000258 |
20 | 0.371686 | 3.8448 | 0.000103 |
21 | -0.348663 | -3.6066 | 0.000237 |
22 | 0.379634 | 3.927 | 7.6e-05 |
23 | -0.538633 | -5.5717 | 0 |
24 | 0.664132 | 6.8698 | 0 |
25 | -0.562903 | -5.8227 | 0 |
26 | 0.426389 | 4.4106 | 1.2e-05 |
27 | -0.371701 | -3.8449 | 0.000103 |
28 | 0.301906 | 3.1229 | 0.001152 |
29 | -0.225108 | -2.3285 | 0.010882 |
30 | 0.221726 | 2.2936 | 0.011885 |
31 | -0.294014 | -3.0413 | 0.001481 |
32 | 0.317761 | 3.2869 | 0.000685 |
33 | -0.299295 | -3.0959 | 0.001252 |
34 | 0.329468 | 3.408 | 0.000462 |
35 | -0.425335 | -4.3997 | 1.3e-05 |
36 | 0.502095 | 5.1937 | 0 |
37 | -0.458709 | -4.7449 | 3e-06 |
38 | 0.385367 | 3.9863 | 6.1e-05 |
39 | -0.328212 | -3.3951 | 0.000482 |
40 | 0.235385 | 2.4348 | 0.008276 |
41 | -0.152667 | -1.5792 | 0.058621 |
42 | 0.14974 | 1.5489 | 0.062177 |
43 | -0.205947 | -2.1303 | 0.017718 |
44 | 0.226417 | 2.3421 | 0.010514 |
45 | -0.226488 | -2.3428 | 0.010494 |
46 | 0.260087 | 2.6904 | 0.004141 |
47 | -0.304889 | -3.1538 | 0.001046 |
48 | 0.336087 | 3.4765 | 0.000368 |
49 | -0.338617 | -3.5027 | 0.000337 |
50 | 0.315347 | 3.262 | 0.000743 |
51 | -0.253649 | -2.6238 | 0.004983 |
52 | 0.157205 | 1.6261 | 0.05343 |
53 | -0.073741 | -0.7628 | 0.223637 |
54 | 0.069331 | 0.7172 | 0.237417 |
55 | -0.128224 | -1.3264 | 0.093773 |
56 | 0.151064 | 1.5626 | 0.060547 |
57 | -0.173612 | -1.7959 | 0.03767 |
58 | 0.219176 | 2.2672 | 0.012695 |
59 | -0.229034 | -2.3691 | 0.009811 |
60 | 0.245436 | 2.5388 | 0.006281 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.78815 | -8.1527 | 0 |
2 | -0.238857 | -2.4708 | 0.007531 |
3 | -0.393727 | -4.0727 | 4.5e-05 |
4 | -0.163543 | -1.6917 | 0.046806 |
5 | -0.178205 | -1.8434 | 0.034022 |
6 | -0.043126 | -0.4461 | 0.328215 |
7 | -0.29791 | -3.0816 | 0.001309 |
8 | -0.094552 | -0.9781 | 0.165128 |
9 | -0.183402 | -1.8971 | 0.030253 |
10 | 0.149907 | 1.5507 | 0.061969 |
11 | -0.730997 | -7.5615 | 0 |
12 | -0.154207 | -1.5951 | 0.056816 |
13 | 0.200908 | 2.0782 | 0.020041 |
14 | -0.118727 | -1.2281 | 0.111049 |
15 | 0.025626 | 0.2651 | 0.395729 |
16 | -0.051221 | -0.5298 | 0.298664 |
17 | 0.030207 | 0.3125 | 0.377648 |
18 | 0.104596 | 1.082 | 0.140853 |
19 | 0.074864 | 0.7744 | 0.220201 |
20 | 0.060147 | 0.6222 | 0.267577 |
21 | -0.070506 | -0.7293 | 0.233701 |
22 | -0.080021 | -0.8277 | 0.204829 |
23 | 0.0685 | 0.7086 | 0.240067 |
24 | 0.019037 | 0.1969 | 0.42213 |
25 | -0.109399 | -1.1316 | 0.130159 |
26 | 0.000959 | 0.0099 | 0.496051 |
27 | 0.024647 | 0.2549 | 0.399626 |
28 | -0.017933 | -0.1855 | 0.426592 |
29 | 0.085788 | 0.8874 | 0.188429 |
30 | 0.014807 | 0.1532 | 0.439276 |
31 | -0.036983 | -0.3826 | 0.351404 |
32 | -0.02838 | -0.2936 | 0.384828 |
33 | -0.047991 | -0.4964 | 0.310307 |
34 | -0.0341 | -0.3527 | 0.362493 |
35 | 0.082032 | 0.8486 | 0.199013 |
36 | -0.000202 | -0.0021 | 0.499168 |
37 | -0.127653 | -1.3205 | 0.09475 |
38 | -0.050215 | -0.5194 | 0.302268 |
39 | 0.067899 | 0.7023 | 0.241994 |
40 | -0.068184 | -0.7053 | 0.241079 |
41 | -0.075356 | -0.7795 | 0.218705 |
42 | -0.107409 | -1.111 | 0.13452 |
43 | 0.007792 | 0.0806 | 0.467956 |
44 | -0.027158 | -0.2809 | 0.389654 |
45 | 0.008713 | 0.0901 | 0.464176 |
46 | 0.020362 | 0.2106 | 0.416792 |
47 | 0.050709 | 0.5245 | 0.300494 |
48 | -0.001477 | -0.0153 | 0.493921 |
49 | -0.011134 | -0.1152 | 0.454263 |
50 | -0.054072 | -0.5593 | 0.288554 |
51 | -0.026869 | -0.2779 | 0.390799 |
52 | -0.044036 | -0.4555 | 0.324832 |
53 | 0.051906 | 0.5369 | 0.29622 |
54 | 0.107704 | 1.1141 | 0.133866 |
55 | -0.06208 | -0.6422 | 0.261072 |
56 | -0.060311 | -0.6239 | 0.267022 |
57 | -0.065506 | -0.6776 | 0.249744 |
58 | -0.025559 | -0.2644 | 0.395994 |
59 | -0.069608 | -0.72 | 0.236539 |
60 | 0.068911 | 0.7128 | 0.238753 |