Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.5394 | 0 |
1 | 0.294684 | 2.8111 | 0.003023 |
2 | -0.180146 | -1.7185 | 0.955446 |
3 | -0.325412 | -3.1042 | 0.998729 |
4 | -0.311986 | -2.9762 | 0.998131 |
5 | 0.023417 | 0.2234 | 0.41187 |
6 | 0.156413 | 1.4921 | 0.069568 |
7 | 0.033804 | 0.3225 | 0.373918 |
8 | -0.276872 | -2.6412 | 0.995138 |
9 | -0.270526 | -2.5807 | 0.994269 |
10 | -0.180112 | -1.7182 | 0.955416 |
11 | 0.263646 | 2.515 | 0.006829 |
12 | 0.827035 | 7.8894 | 0 |
13 | 0.244002 | 2.3276 | 0.011075 |
14 | -0.129818 | -1.2384 | 0.89062 |
15 | -0.28675 | -2.7354 | 0.996255 |
16 | -0.296054 | -2.8242 | 0.997088 |
17 | 0.000841 | 0.008 | 0.496806 |
18 | 0.133253 | 1.2712 | 0.103457 |
19 | 0.024329 | 0.2321 | 0.408496 |
20 | -0.240611 | -2.2953 | 0.987992 |
21 | -0.234943 | -2.2412 | 0.986278 |
22 | -0.161793 | -1.5434 | 0.936899 |
23 | 0.250075 | 2.3856 | 0.009563 |
24 | 0.679302 | 6.4801 | 0 |
25 | 0.172941 | 1.6497 | 0.051221 |
26 | -0.101166 | -0.9651 | 0.831465 |
27 | -0.235893 | -2.2503 | 0.986579 |
28 | -0.261062 | -2.4904 | 0.992712 |
29 | 0.004301 | 0.041 | 0.483683 |
30 | 0.103368 | 0.9861 | 0.163357 |
31 | 0.014918 | 0.1423 | 0.443574 |
32 | -0.20656 | -1.9705 | 0.974087 |
33 | -0.223292 | -2.1301 | 0.982068 |
34 | -0.137461 | -1.3113 | 0.903472 |
35 | 0.223927 | 2.1361 | 0.017677 |
36 | 0.552663 | 5.2721 | 0 |
37 | 0.104481 | 0.9967 | 0.160779 |
38 | -0.092884 | -0.8861 | 0.811038 |
39 | -0.188137 | -1.7947 | 0.96199 |
40 | -0.188658 | -1.7997 | 0.962388 |
41 | 0.001876 | 0.0179 | 0.492879 |
42 | 0.078049 | 0.7445 | 0.229233 |
43 | 0.000767 | 0.0073 | 0.49709 |
44 | -0.175886 | -1.6778 | 0.951596 |
45 | -0.178138 | -1.6993 | 0.953663 |
46 | -0.10874 | -1.0373 | 0.848831 |
47 | 0.200633 | 1.9139 | 0.029387 |
48 | 0.436916 | 4.1679 | 3.5e-05 |
49 | 0.086596 | 0.8261 | 0.205462 |
50 | -0.065879 | -0.6284 | 0.734358 |
51 | -0.164714 | -1.5713 | 0.940205 |
52 | -0.142652 | -1.3608 | 0.911533 |
53 | -0.00827 | -0.0789 | 0.531353 |
54 | 0.053404 | 0.5094 | 0.305839 |
55 | 0.008496 | 0.0811 | 0.46779 |
56 | -0.1314 | -1.2535 | 0.893378 |
57 | -0.138828 | -1.3243 | 0.905646 |
58 | -0.082551 | -0.7875 | 0.783477 |
59 | 0.15841 | 1.5111 | 0.067109 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.294684 | 2.8111 | 0.003023 |
1 | -0.292374 | -2.7891 | 0.996781 |
2 | -0.204342 | -1.9493 | 0.97283 |
3 | -0.232347 | -2.2164 | 0.985423 |
4 | 0.089613 | 0.8549 | 0.197439 |
5 | -0.048649 | -0.4641 | 0.67815 |
6 | -0.128065 | -1.2217 | 0.887504 |
7 | -0.371458 | -3.5435 | 0.999687 |
8 | -0.140334 | -1.3387 | 0.907999 |
9 | -0.335097 | -3.1966 | 0.999044 |
10 | 0.165391 | 1.5777 | 0.059049 |
11 | 0.68776 | 6.5608 | 0 |
12 | -0.205861 | -1.9638 | 0.973697 |
13 | 0.172636 | 1.6468 | 0.05152 |
14 | 0.126286 | 1.2047 | 0.115723 |
15 | 0.010449 | 0.0997 | 0.460409 |
16 | -0.018373 | -0.1753 | 0.56937 |
17 | -0.001379 | -0.0132 | 0.505235 |
18 | -0.02915 | -0.2781 | 0.609207 |
19 | -0.020163 | -0.1923 | 0.57605 |
20 | -0.067404 | -0.643 | 0.739078 |
21 | 0.04064 | 0.3877 | 0.349579 |
22 | -0.000899 | -0.0086 | 0.50341 |
23 | -0.055851 | -0.5328 | 0.702258 |
24 | -0.096347 | -0.9191 | 0.819762 |
25 | 0.016972 | 0.1619 | 0.435872 |
26 | 0.0146 | 0.1393 | 0.444771 |
27 | -0.039335 | -0.3752 | 0.64582 |
28 | 0.032921 | 0.314 | 0.377103 |
29 | -0.041202 | -0.393 | 0.652395 |
30 | 0.033328 | 0.3179 | 0.375634 |
31 | -0.01632 | -0.1557 | 0.561688 |
32 | -0.090855 | -0.8667 | 0.805807 |
33 | 0.054797 | 0.5227 | 0.301216 |
34 | -0.095443 | -0.9105 | 0.817511 |
35 | -0.039882 | -0.3804 | 0.64775 |
36 | -0.086988 | -0.8298 | 0.795592 |
37 | -0.067484 | -0.6438 | 0.739325 |
38 | 0.008113 | 0.0774 | 0.469239 |
39 | 0.055455 | 0.529 | 0.299044 |
40 | -0.156116 | -1.4892 | 0.93006 |
41 | 0.072687 | 0.6934 | 0.244917 |
42 | -0.048936 | -0.4668 | 0.679129 |
43 | 0.017179 | 0.1639 | 0.435097 |
44 | 0.050689 | 0.4835 | 0.314937 |
45 | -0.022229 | -0.2121 | 0.58373 |
46 | 0.010695 | 0.102 | 0.45948 |
47 | -0.004714 | -0.045 | 0.517885 |
48 | 0.112484 | 1.073 | 0.143048 |
49 | 0.004867 | 0.0464 | 0.481537 |
50 | -0.059911 | -0.5715 | 0.715469 |
51 | 0.030068 | 0.2868 | 0.387448 |
52 | -0.049334 | -0.4706 | 0.680481 |
53 | -0.04461 | -0.4256 | 0.664282 |
54 | 0.052083 | 0.4968 | 0.31025 |
55 | 0.011531 | 0.11 | 0.456328 |
56 | -0.007718 | -0.0736 | 0.529265 |
57 | -0.008805 | -0.084 | 0.533376 |
58 | -0.036192 | -0.3453 | 0.63465 |
59 | -0.11785 | -1.1242 | 0.868062 |