Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 8.9443 | 0 |
1 | 0.394179 | 3.5256 | 0.000351 |
2 | 0.184643 | 1.6515 | 0.051278 |
3 | 0.043425 | 0.3884 | 0.349372 |
4 | -0.139185 | -1.2449 | 0.8916 |
5 | -0.213576 | -1.9103 | 0.97016 |
6 | -0.336436 | -3.0092 | 0.998249 |
7 | -0.23692 | -2.1191 | 0.981407 |
8 | -0.127127 | -1.1371 | 0.870546 |
9 | 0.002778 | 0.0248 | 0.49012 |
10 | 0.081554 | 0.7294 | 0.233932 |
11 | 0.265303 | 2.3729 | 0.010023 |
12 | 0.723962 | 6.4753 | 0 |
13 | 0.285594 | 2.5544 | 0.006267 |
14 | 0.137223 | 1.2274 | 0.111644 |
15 | 0.004837 | 0.0433 | 0.482801 |
16 | -0.156144 | -1.3966 | 0.9168 |
17 | -0.208298 | -1.8631 | 0.966939 |
18 | -0.327506 | -2.9293 | 0.997788 |
19 | -0.232428 | -2.0789 | 0.979585 |
20 | -0.145817 | -1.3042 | 0.902051 |
21 | -0.051392 | -0.4597 | 0.676498 |
22 | 0.022496 | 0.2012 | 0.420522 |
23 | 0.199747 | 1.7866 | 0.038896 |
24 | 0.547191 | 4.8942 | 3e-06 |
25 | 0.219318 | 1.9616 | 0.026642 |
26 | 0.092029 | 0.8231 | 0.20644 |
27 | -0.028065 | -0.251 | 0.598779 |
28 | -0.149765 | -1.3395 | 0.907906 |
29 | -0.172858 | -1.5461 | 0.936985 |
30 | -0.28241 | -2.526 | 0.993244 |
31 | -0.200346 | -1.7919 | 0.961539 |
32 | -0.13356 | -1.1946 | 0.882113 |
33 | -0.063218 | -0.5654 | 0.71332 |
34 | 0.016926 | 0.1514 | 0.440025 |
35 | 0.151041 | 1.351 | 0.09026 |
36 | 0.416101 | 3.7217 | 0.000183 |
37 | 0.165969 | 1.4845 | 0.070807 |
38 | 0.073625 | 0.6585 | 0.256047 |
39 | -0.006678 | -0.0597 | 0.523742 |
40 | -0.122591 | -1.0965 | 0.861923 |
41 | -0.172333 | -1.5414 | 0.936416 |
42 | -0.247262 | -2.2116 | 0.985075 |
43 | -0.170905 | -1.5286 | 0.934848 |
44 | -0.101441 | -0.9073 | 0.816518 |
45 | -0.068506 | -0.6127 | 0.729105 |
46 | -0.007592 | -0.0679 | 0.526985 |
47 | 0.077805 | 0.6959 | 0.24425 |
48 | 0.320805 | 2.8694 | 0.002629 |
49 | 0.109597 | 0.9803 | 0.164956 |
50 | 0.036965 | 0.3306 | 0.370897 |
51 | -0.02163 | -0.1935 | 0.576457 |
52 | -0.091972 | -0.8226 | 0.793415 |
53 | -0.143938 | -1.2874 | 0.899171 |
54 | -0.20914 | -1.8706 | 0.967472 |
55 | -0.162468 | -1.4532 | 0.924954 |
56 | -0.099637 | -0.8912 | 0.812247 |
57 | -0.067307 | -0.602 | 0.725565 |
58 | -0.028434 | -0.2543 | 0.600051 |
59 | 0.033523 | 0.2998 | 0.382537 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.394179 | 3.5256 | 0.000351 |
1 | 0.03465 | 0.3099 | 0.378714 |
2 | -0.048 | -0.4293 | 0.66558 |
3 | -0.174216 | -1.5582 | 0.938437 |
4 | -0.121309 | -1.085 | 0.859413 |
5 | -0.225928 | -2.0208 | 0.976675 |
6 | -0.018068 | -0.1616 | 0.563987 |
7 | 0.000897 | 0.008 | 0.496808 |
8 | 0.058392 | 0.5223 | 0.301463 |
9 | 0.00116 | 0.0104 | 0.495872 |
10 | 0.192091 | 1.7181 | 0.044822 |
11 | 0.658944 | 5.8938 | 0 |
12 | -0.317164 | -2.8368 | 0.997115 |
13 | -0.082178 | -0.735 | 0.767762 |
14 | -0.026481 | -0.2369 | 0.593313 |
15 | 0.008787 | 0.0786 | 0.468775 |
16 | -0.044241 | -0.3957 | 0.653312 |
17 | 0.000959 | 0.0086 | 0.496587 |
18 | 0.014473 | 0.1295 | 0.448663 |
19 | -0.112015 | -1.0019 | 0.840292 |
20 | -0.039497 | -0.3533 | 0.637592 |
21 | 0.05438 | 0.4864 | 0.314011 |
22 | 0.049258 | 0.4406 | 0.330355 |
23 | -0.021106 | -0.1888 | 0.574629 |
24 | -0.039352 | -0.352 | 0.637109 |
25 | -0.06417 | -0.574 | 0.716196 |
26 | -0.029441 | -0.2633 | 0.603512 |
27 | 0.033989 | 0.304 | 0.380957 |
28 | 0.057752 | 0.5166 | 0.303447 |
29 | -0.01132 | -0.1012 | 0.540197 |
30 | -0.044009 | -0.3936 | 0.65255 |
31 | -0.018208 | -0.1629 | 0.564478 |
32 | 0.011663 | 0.1043 | 0.45859 |
33 | 0.054481 | 0.4873 | 0.313691 |
34 | -0.045903 | -0.4106 | 0.658757 |
35 | -0.021715 | -0.1942 | 0.576753 |
36 | -0.049015 | -0.4384 | 0.668863 |
37 | 0.026867 | 0.2403 | 0.405352 |
38 | 0.081014 | 0.7246 | 0.235403 |
39 | -0.024527 | -0.2194 | 0.586541 |
40 | -0.132895 | -1.1886 | 0.880952 |
41 | 0.007141 | 0.0639 | 0.474616 |
42 | 0.026213 | 0.2345 | 0.407616 |
43 | 0.054573 | 0.4881 | 0.313401 |
44 | -0.046505 | -0.416 | 0.66072 |
45 | -0.061429 | -0.5494 | 0.707883 |
46 | -0.124557 | -1.1141 | 0.865709 |
47 | 0.067565 | 0.6043 | 0.27367 |
48 | 0.001435 | 0.0128 | 0.494897 |
49 | -0.007932 | -0.0709 | 0.528192 |
50 | -0.086069 | -0.7698 | 0.778164 |
51 | 0.035395 | 0.3166 | 0.376193 |
52 | -0.019393 | -0.1735 | 0.568634 |
53 | -0.012716 | -0.1137 | 0.545132 |
54 | -0.02928 | -0.2619 | 0.60296 |
55 | -0.030542 | -0.2732 | 0.607288 |
56 | -0.020867 | -0.1866 | 0.573794 |
57 | -0.045494 | -0.4069 | 0.657419 |
58 | 0.02015 | 0.1802 | 0.428716 |
59 | -0.108009 | -0.9661 | 0.831538 |