Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.729554 | 8.3819 | 0 |
2 | 0.385873 | 4.4333 | 1e-05 |
3 | 0.000633 | 0.0073 | 0.497103 |
4 | -0.433131 | -4.9763 | 1e-06 |
5 | -0.728574 | -8.3707 | 0 |
6 | -0.813002 | -9.3407 | 0 |
7 | -0.72075 | -8.2808 | 0 |
8 | -0.388618 | -4.4649 | 9e-06 |
9 | 0.03083 | 0.3542 | 0.361875 |
10 | 0.366343 | 4.209 | 2.4e-05 |
11 | 0.687473 | 7.8985 | 0 |
12 | 0.856625 | 9.8419 | 0 |
13 | 0.665179 | 7.6423 | 0 |
14 | 0.359634 | 4.1319 | 3.2e-05 |
15 | -0.012164 | -0.1397 | 0.444536 |
16 | -0.389613 | -4.4763 | 8e-06 |
17 | -0.642634 | -7.3833 | 0 |
18 | -0.738432 | -8.4839 | 0 |
19 | -0.653104 | -7.5036 | 0 |
20 | -0.345582 | -3.9704 | 5.9e-05 |
21 | 0.007144 | 0.0821 | 0.467353 |
22 | 0.320762 | 3.6853 | 0.000166 |
23 | 0.638175 | 7.3321 | 0 |
24 | 0.752501 | 8.6456 | 0 |
25 | 0.603224 | 6.9305 | 0 |
26 | 0.32924 | 3.7827 | 0.000117 |
27 | -0.015369 | -0.1766 | 0.430058 |
28 | -0.35355 | -4.062 | 4.1e-05 |
29 | -0.572914 | -6.5823 | 0 |
30 | -0.666565 | -7.6583 | 0 |
31 | -0.57541 | -6.611 | 0 |
32 | -0.305712 | -3.5124 | 0.000304 |
33 | -0.004864 | -0.0559 | 0.477761 |
34 | 0.29678 | 3.4097 | 0.000431 |
35 | 0.553416 | 6.3583 | 0 |
36 | 0.663359 | 7.6214 | 0 |
37 | 0.546533 | 6.2792 | 0 |
38 | 0.275821 | 3.1689 | 0.000951 |
39 | -0.010859 | -0.1248 | 0.45045 |
40 | -0.300997 | -3.4582 | 0.000366 |
41 | -0.51793 | -5.9506 | 0 |
42 | -0.588302 | -6.7591 | 0 |
43 | -0.493753 | -5.6728 | 0 |
44 | -0.277807 | -3.1918 | 0.000884 |
45 | -0.004174 | -0.0479 | 0.480914 |
46 | 0.268667 | 3.0867 | 0.001233 |
47 | 0.469024 | 5.3887 | 0 |
48 | 0.578987 | 6.6521 | 0 |
49 | 0.481134 | 5.5278 | 0 |
50 | 0.235601 | 2.7069 | 0.003845 |
51 | -0.007961 | -0.0915 | 0.463632 |
52 | -0.254211 | -2.9207 | 0.002055 |
53 | -0.452151 | -5.1948 | 0 |
54 | -0.509233 | -5.8506 | 0 |
55 | -0.432642 | -4.9707 | 1e-06 |
56 | -0.253328 | -2.9105 | 0.002118 |
57 | -0.002947 | -0.0339 | 0.48652 |
58 | 0.223286 | 2.5654 | 0.005712 |
59 | 0.395442 | 4.5433 | 6e-06 |
60 | 0.513824 | 5.9034 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.729554 | 8.3819 | 0 |
2 | -0.312935 | -3.5953 | 0.000228 |
3 | -0.333398 | -3.8304 | 9.8e-05 |
4 | -0.514378 | -5.9098 | 0 |
5 | -0.357729 | -4.11 | 3.5e-05 |
6 | -0.26746 | -3.0729 | 0.001288 |
7 | -0.312997 | -3.5961 | 0.000228 |
8 | -0.020074 | -0.2306 | 0.40898 |
9 | -0.008544 | -0.0982 | 0.460977 |
10 | -0.213708 | -2.4553 | 0.007689 |
11 | 0.141314 | 1.6236 | 0.053426 |
12 | 0.351783 | 4.0417 | 4.5e-05 |
13 | -0.172154 | -1.9779 | 0.025012 |
14 | -0.066494 | -0.764 | 0.223126 |
15 | 0.027936 | 0.321 | 0.374374 |
16 | 0.157988 | 1.8151 | 0.035886 |
17 | 0.071028 | 0.8161 | 0.20797 |
18 | 0.004341 | 0.0499 | 0.48015 |
19 | 0.027255 | 0.3131 | 0.377337 |
20 | 0.016092 | 0.1849 | 0.4268 |
21 | -0.095615 | -1.0985 | 0.136986 |
22 | -0.001784 | -0.0205 | 0.491838 |
23 | 0.220323 | 2.5313 | 0.006268 |
24 | 0.001059 | 0.0122 | 0.495157 |
25 | -0.114928 | -1.3204 | 0.09449 |
26 | -0.067765 | -0.7786 | 0.218815 |
27 | 0.077934 | 0.8954 | 0.186104 |
28 | -0.011564 | -0.1329 | 0.447255 |
29 | 0.0032 | 0.0368 | 0.485363 |
30 | 0.079162 | 0.9095 | 0.18237 |
31 | 0.050346 | 0.5784 | 0.281978 |
32 | -0.123871 | -1.4232 | 0.078523 |
33 | -0.053878 | -0.619 | 0.268488 |
34 | 0.137276 | 1.5772 | 0.058573 |
35 | -0.090555 | -1.0404 | 0.150029 |
36 | 0.041526 | 0.4771 | 0.317042 |
37 | 0.025514 | 0.2931 | 0.384942 |
38 | -0.14316 | -1.6448 | 0.051198 |
39 | 0.051159 | 0.5878 | 0.278844 |
40 | 0.019283 | 0.2215 | 0.412505 |
41 | -0.046653 | -0.536 | 0.296429 |
42 | 0.043422 | 0.4989 | 0.309346 |
43 | 0.025069 | 0.288 | 0.386891 |
44 | -0.050493 | -0.5801 | 0.281411 |
45 | -0.02565 | -0.2947 | 0.384343 |
46 | 0.028417 | 0.3265 | 0.372286 |
47 | -0.055316 | -0.6355 | 0.263089 |
48 | 0.004923 | 0.0566 | 0.477489 |
49 | 0.00307 | 0.0353 | 0.485959 |
50 | -0.026647 | -0.3061 | 0.379987 |
51 | -0.000698 | -0.008 | 0.496805 |
52 | -0.000591 | -0.0068 | 0.497294 |
53 | -0.006215 | -0.0714 | 0.471593 |
54 | -0.024807 | -0.285 | 0.388042 |
55 | -0.026553 | -0.3051 | 0.380395 |
56 | -0.00808 | -0.0928 | 0.46309 |
57 | -0.016745 | -0.1924 | 0.423867 |
58 | 0.000485 | 0.0056 | 0.497782 |
59 | -0.073932 | -0.8494 | 0.198595 |
60 | 0.042021 | 0.4828 | 0.315022 |