Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.072562 | 0.7916 | 0.215096 |
2 | -0.409123 | -4.463 | 9e-06 |
3 | -0.24352 | -2.6565 | 0.00449 |
4 | -0.142513 | -1.5546 | 0.061344 |
5 | 0.046689 | 0.5093 | 0.305739 |
6 | 0.452881 | 4.9403 | 1e-06 |
7 | 0.083274 | 0.9084 | 0.182749 |
8 | -0.128872 | -1.4058 | 0.08119 |
9 | -0.248267 | -2.7083 | 0.00388 |
10 | -0.3779 | -4.1224 | 3.5e-05 |
11 | 0.034244 | 0.3736 | 0.354698 |
12 | 0.862157 | 9.405 | 0 |
13 | 0.114829 | 1.2526 | 0.106398 |
14 | -0.356082 | -3.8844 | 8.5e-05 |
15 | -0.232135 | -2.5323 | 0.006317 |
16 | -0.132845 | -1.4492 | 0.074961 |
17 | 0.020732 | 0.2262 | 0.410732 |
18 | 0.394154 | 4.2997 | 1.8e-05 |
19 | 0.091826 | 1.0017 | 0.159261 |
20 | -0.096852 | -1.0565 | 0.146434 |
21 | -0.233293 | -2.5449 | 0.006105 |
22 | -0.334613 | -3.6502 | 0.000195 |
23 | -0.004581 | -0.05 | 0.480114 |
24 | 0.746274 | 8.1409 | 0 |
25 | 0.143369 | 1.564 | 0.06024 |
26 | -0.316196 | -3.4493 | 0.000389 |
27 | -0.203751 | -2.2227 | 0.014064 |
28 | -0.133725 | -1.4588 | 0.073632 |
29 | -0.000731 | -0.008 | 0.496826 |
30 | 0.337011 | 3.6764 | 0.000178 |
31 | 0.106131 | 1.1577 | 0.124642 |
32 | -0.085879 | -0.9368 | 0.175373 |
33 | -0.205416 | -2.2408 | 0.013446 |
34 | -0.292913 | -3.1953 | 0.000894 |
35 | -0.031622 | -0.345 | 0.36537 |
36 | 0.617415 | 6.7352 | 0 |
37 | 0.176639 | 1.9269 | 0.028188 |
38 | -0.279249 | -3.0462 | 0.001427 |
39 | -0.197266 | -2.1519 | 0.016712 |
40 | -0.111095 | -1.2119 | 0.113975 |
41 | -0.013283 | -0.1449 | 0.442516 |
42 | 0.274549 | 2.995 | 0.00167 |
43 | 0.092962 | 1.0141 | 0.156296 |
44 | -0.072358 | -0.7893 | 0.215743 |
45 | -0.165033 | -1.8003 | 0.037173 |
46 | -0.248112 | -2.7066 | 0.003899 |
47 | -0.037635 | -0.4106 | 0.341069 |
48 | 0.482253 | 5.2608 | 0 |
49 | 0.1784 | 1.9461 | 0.026999 |
50 | -0.238139 | -2.5978 | 0.005284 |
51 | -0.152462 | -1.6632 | 0.049456 |
52 | -0.087443 | -0.9539 | 0.171036 |
53 | -0.030344 | -0.331 | 0.370608 |
54 | 0.21339 | 2.3278 | 0.010806 |
55 | 0.084896 | 0.9261 | 0.178133 |
56 | -0.065084 | -0.71 | 0.239551 |
57 | -0.118385 | -1.2914 | 0.099529 |
58 | -0.193673 | -2.1127 | 0.018357 |
59 | -0.051565 | -0.5625 | 0.287413 |
60 | 0.381522 | 4.1619 | 3e-05 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.072562 | 0.7916 | 0.215096 |
2 | -0.416582 | -4.5444 | 7e-06 |
3 | -0.208291 | -2.2722 | 0.012435 |
4 | -0.36261 | -3.9556 | 6.5e-05 |
5 | -0.218799 | -2.3868 | 0.009285 |
6 | 0.246811 | 2.6924 | 0.004059 |
7 | -0.064929 | -0.7083 | 0.240073 |
8 | 0.216511 | 2.3619 | 0.009904 |
9 | -0.136515 | -1.4892 | 0.069539 |
10 | -0.397105 | -4.3319 | 1.6e-05 |
11 | -0.184535 | -2.013 | 0.023183 |
12 | 0.714341 | 7.7925 | 0 |
13 | 0.009014 | 0.0983 | 0.460917 |
14 | 0.20091 | 2.1917 | 0.015175 |
15 | 0.043051 | 0.4696 | 0.319737 |
16 | 0.150491 | 1.6417 | 0.05165 |
17 | 0.060625 | 0.6613 | 0.254835 |
18 | -0.122099 | -1.3319 | 0.092712 |
19 | -0.083865 | -0.9149 | 0.181057 |
20 | -0.036883 | -0.4023 | 0.344074 |
21 | -0.025375 | -0.2768 | 0.391204 |
22 | 0.029371 | 0.3204 | 0.374616 |
23 | -0.061982 | -0.6761 | 0.250132 |
24 | 0.083942 | 0.9157 | 0.180837 |
25 | 0.013461 | 0.1468 | 0.441753 |
26 | -0.004849 | -0.0529 | 0.478951 |
27 | 0.06983 | 0.7618 | 0.223856 |
28 | -0.097975 | -1.0688 | 0.143666 |
29 | 0.047338 | 0.5164 | 0.303268 |
30 | -0.104421 | -1.1391 | 0.128475 |
31 | 0.041364 | 0.4512 | 0.326324 |
32 | -0.11355 | -1.2387 | 0.10895 |
33 | 0.037512 | 0.4092 | 0.34156 |
34 | -0.010166 | -0.1109 | 0.455942 |
35 | 0.025938 | 0.2829 | 0.388855 |
36 | -0.106989 | -1.1671 | 0.122749 |
37 | 0.070932 | 0.7738 | 0.220299 |
38 | -0.089444 | -0.9757 | 0.165592 |
39 | -0.03809 | -0.4155 | 0.339258 |
40 | -0.00101 | -0.011 | 0.495613 |
41 | -0.030794 | -0.3359 | 0.368762 |
42 | -0.004491 | -0.049 | 0.480505 |
43 | -0.14151 | -1.5437 | 0.062659 |
44 | -0.005039 | -0.055 | 0.478126 |
45 | -0.009783 | -0.1067 | 0.457594 |
46 | 0.017568 | 0.1916 | 0.424174 |
47 | 0.041288 | 0.4504 | 0.326622 |
48 | -0.110203 | -1.2022 | 0.115842 |
49 | -0.027499 | -0.3 | 0.38236 |
50 | -0.020931 | -0.2283 | 0.409889 |
51 | 0.063956 | 0.6977 | 0.243368 |
52 | 0.019706 | 0.215 | 0.415081 |
53 | -0.063587 | -0.6936 | 0.244628 |
54 | 0.038945 | 0.4248 | 0.335861 |
55 | 0.018706 | 0.2041 | 0.41933 |
56 | 0.006701 | 0.0731 | 0.470926 |
57 | 0.006311 | 0.0688 | 0.472613 |
58 | 0.010085 | 0.11 | 0.456292 |
59 | -0.001594 | -0.0174 | 0.49308 |
60 | 0.081423 | 0.8882 | 0.188107 |