Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.801989 | 6.8051 | 0 |
2 | 0.461803 | 3.9185 | 1e-04 |
3 | 0.056851 | 0.4824 | 0.315493 |
4 | -0.335302 | -2.8451 | 0.002888 |
5 | -0.595038 | -5.0491 | 2e-06 |
6 | -0.67998 | -5.7698 | 0 |
7 | -0.575065 | -4.8796 | 3e-06 |
8 | -0.302915 | -2.5703 | 0.006114 |
9 | 0.081337 | 0.6902 | 0.246154 |
10 | 0.439998 | 3.7335 | 0.000187 |
11 | 0.679096 | 5.7623 | 0 |
12 | 0.777849 | 6.6003 | 0 |
13 | 0.611197 | 5.1862 | 1e-06 |
14 | 0.323326 | 2.7435 | 0.003833 |
15 | -0.011643 | -0.0988 | 0.460788 |
16 | -0.328815 | -2.7901 | 0.00337 |
17 | -0.535308 | -4.5422 | 1.1e-05 |
18 | -0.594694 | -5.0461 | 2e-06 |
19 | -0.499356 | -4.2372 | 3.3e-05 |
20 | -0.274148 | -2.3262 | 0.011413 |
21 | 0.035474 | 0.301 | 0.382138 |
22 | 0.323787 | 2.7474 | 0.003792 |
23 | 0.516976 | 4.3867 | 1.9e-05 |
24 | 0.588773 | 4.9959 | 2e-06 |
25 | 0.447918 | 3.8007 | 0.00015 |
26 | 0.212006 | 1.7989 | 0.03811 |
27 | -0.053345 | -0.4526 | 0.326082 |
28 | -0.300482 | -2.5497 | 0.006456 |
29 | -0.45797 | -3.886 | 0.000112 |
30 | -0.503502 | -4.2724 | 2.9e-05 |
31 | -0.426988 | -3.6231 | 0.000269 |
32 | -0.253984 | -2.1551 | 0.017248 |
33 | -0.012437 | -0.1055 | 0.458125 |
34 | 0.213974 | 1.8156 | 0.036795 |
35 | 0.358884 | 3.0452 | 0.001623 |
36 | 0.408349 | 3.465 | 0.000449 |
37 | 0.296293 | 2.5141 | 0.007084 |
38 | 0.117239 | 0.9948 | 0.161581 |
39 | -0.071325 | -0.6052 | 0.27347 |
40 | -0.250682 | -2.1271 | 0.018419 |
41 | -0.362824 | -3.0787 | 0.001471 |
42 | -0.390803 | -3.3161 | 0.000716 |
43 | -0.325188 | -2.7593 | 0.00367 |
44 | -0.193813 | -1.6446 | 0.05221 |
45 | -0.015459 | -0.1312 | 0.448001 |
46 | 0.140189 | 1.1895 | 0.119066 |
47 | 0.231864 | 1.9674 | 0.026493 |
48 | 0.257748 | 2.1871 | 0.015994 |
49 | 0.172083 | 1.4602 | 0.074296 |
50 | 0.049117 | 0.4168 | 0.339042 |
51 | -0.071088 | -0.6032 | 0.274134 |
52 | -0.17795 | -1.51 | 0.067715 |
53 | -0.234921 | -1.9934 | 0.025005 |
54 | -0.239561 | -2.0327 | 0.022884 |
55 | -0.184481 | -1.5654 | 0.06094 |
56 | -0.095785 | -0.8128 | 0.209516 |
57 | 0.014751 | 0.1252 | 0.450372 |
58 | 0.104556 | 0.8872 | 0.188966 |
59 | 0.144785 | 1.2285 | 0.111622 |
60 | 0.146725 | 1.245 | 0.108584 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.801989 | 6.8051 | 0 |
2 | -0.508345 | -4.3135 | 2.5e-05 |
3 | -0.355596 | -3.0173 | 0.001762 |
4 | -0.313674 | -2.6616 | 0.004792 |
5 | -0.071341 | -0.6053 | 0.273425 |
6 | -0.041095 | -0.3487 | 0.364165 |
7 | 0.058862 | 0.4995 | 0.30949 |
8 | 0.155988 | 1.3236 | 0.094911 |
9 | 0.299959 | 2.5452 | 0.006532 |
10 | 0.131126 | 1.1126 | 0.134782 |
11 | 0.09 | 0.7637 | 0.223779 |
12 | 0.252006 | 2.1383 | 0.017942 |
13 | -0.306705 | -2.6025 | 0.005615 |
14 | 0.141802 | 1.2032 | 0.116414 |
15 | 0.066731 | 0.5662 | 0.286498 |
16 | 0.051648 | 0.4382 | 0.331261 |
17 | -0.013207 | -0.1121 | 0.45554 |
18 | -0.061431 | -0.5213 | 0.301892 |
19 | -0.091371 | -0.7753 | 0.220347 |
20 | -0.071398 | -0.6058 | 0.273265 |
21 | -0.044036 | -0.3737 | 0.354877 |
22 | -0.014449 | -0.1226 | 0.451382 |
23 | 0.061944 | 0.5256 | 0.300387 |
24 | -0.026224 | -0.2225 | 0.41227 |
25 | -0.184163 | -1.5627 | 0.061257 |
26 | 0.00995 | 0.0844 | 0.466475 |
27 | 0.021748 | 0.1845 | 0.427056 |
28 | 0.024446 | 0.2074 | 0.418131 |
29 | 0.015753 | 0.1337 | 0.447018 |
30 | -0.042672 | -0.3621 | 0.359176 |
31 | -0.039396 | -0.3343 | 0.369568 |
32 | -0.101701 | -0.863 | 0.195513 |
33 | -0.040102 | -0.3403 | 0.367319 |
34 | 0.003624 | 0.0307 | 0.487778 |
35 | -0.010246 | -0.0869 | 0.465481 |
36 | -0.043665 | -0.3705 | 0.356046 |
37 | -0.108361 | -0.9195 | 0.180459 |
38 | -0.018743 | -0.159 | 0.437042 |
39 | 0.026632 | 0.226 | 0.410929 |
40 | -0.027517 | -0.2335 | 0.408021 |
41 | 0.02173 | 0.1844 | 0.427116 |
42 | 0.021918 | 0.186 | 0.426491 |
43 | 0.010612 | 0.09 | 0.46425 |
44 | -0.054042 | -0.4586 | 0.323966 |
45 | -0.017016 | -0.1444 | 0.442799 |
46 | -0.050988 | -0.4327 | 0.333281 |
47 | 0.004317 | 0.0366 | 0.485441 |
48 | -0.025037 | -0.2124 | 0.41618 |
49 | -0.034337 | -0.2914 | 0.385808 |
50 | 0.015171 | 0.1287 | 0.448965 |
51 | -0.022099 | -0.1875 | 0.42589 |
52 | 0.013261 | 0.1125 | 0.455361 |
53 | 0.029593 | 0.2511 | 0.401224 |
54 | 0.018498 | 0.157 | 0.437858 |
55 | 0.028055 | 0.2381 | 0.406258 |
56 | 0.006511 | 0.0552 | 0.478048 |
57 | -0.024296 | -0.2062 | 0.418626 |
58 | 0.011277 | 0.0957 | 0.462016 |
59 | -0.011929 | -0.1012 | 0.459829 |
60 | 0.002535 | 0.0215 | 0.491449 |