Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.794173 | 12.3033 | 0 |
2 | 0.454465 | 7.0405 | 0 |
3 | 0.007596 | 0.1177 | 0.453214 |
4 | -0.45077 | -6.9833 | 0 |
5 | -0.767012 | -11.8825 | 0 |
6 | -0.884261 | -13.6989 | 0 |
7 | -0.769578 | -11.9223 | 0 |
8 | -0.441433 | -6.8387 | 0 |
9 | 0.005036 | 0.078 | 0.46894 |
10 | 0.434302 | 6.7282 | 0 |
11 | 0.753757 | 11.6772 | 0 |
12 | 0.863554 | 13.3781 | 0 |
13 | 0.743054 | 11.5113 | 0 |
14 | 0.415755 | 6.4409 | 0 |
15 | -0.017171 | -0.266 | 0.395228 |
16 | -0.425378 | -6.5899 | 0 |
17 | -0.736902 | -11.416 | 0 |
18 | -0.837057 | -12.9676 | 0 |
19 | -0.714266 | -11.0654 | 0 |
20 | -0.408209 | -6.3239 | 0 |
21 | 0.002088 | 0.0323 | 0.487113 |
22 | 0.428769 | 6.6425 | 0 |
23 | 0.705794 | 10.9341 | 0 |
24 | 0.81782 | 12.6696 | 0 |
25 | 0.70821 | 10.9715 | 0 |
26 | 0.385471 | 5.9717 | 0 |
27 | -0.006617 | -0.1025 | 0.459222 |
28 | -0.413996 | -6.4136 | 0 |
29 | -0.693841 | -10.7489 | 0 |
30 | -0.782663 | -12.125 | 0 |
31 | -0.665554 | -10.3107 | 0 |
32 | -0.388391 | -6.0169 | 0 |
33 | 0.017941 | 0.2779 | 0.390649 |
34 | 0.411942 | 6.3818 | 0 |
35 | 0.68953 | 10.6822 | 0 |
36 | 0.787649 | 12.2022 | 0 |
37 | 0.674528 | 10.4497 | 0 |
38 | 0.382339 | 5.9232 | 0 |
39 | -0.012091 | -0.1873 | 0.425785 |
40 | -0.393172 | -6.091 | 0 |
41 | -0.661552 | -10.2487 | 0 |
42 | -0.757721 | -11.7386 | 0 |
43 | -0.650333 | -10.0749 | 0 |
44 | -0.374083 | -5.7953 | 0 |
45 | -0.009145 | -0.1417 | 0.44373 |
46 | 0.375249 | 5.8133 | 0 |
47 | 0.646201 | 10.0109 | 0 |
48 | 0.725172 | 11.2343 | 0 |
49 | 0.63247 | 9.7982 | 0 |
50 | 0.365357 | 5.6601 | 0 |
51 | -0.004481 | -0.0694 | 0.472359 |
52 | -0.357381 | -5.5365 | 0 |
53 | -0.610848 | -9.4632 | 0 |
54 | -0.703367 | -10.8965 | 0 |
55 | -0.599246 | -9.2835 | 0 |
56 | -0.35111 | -5.4394 | 0 |
57 | -0.005382 | -0.0834 | 0.466812 |
58 | 0.339589 | 5.2609 | 0 |
59 | 0.598371 | 9.2699 | 0 |
60 | 0.698088 | 10.8147 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.794173 | 12.3033 | 0 |
2 | -0.477255 | -7.3936 | 0 |
3 | -0.513919 | -7.9616 | 0 |
4 | -0.508875 | -7.8835 | 0 |
5 | -0.28912 | -4.479 | 6e-06 |
6 | -0.229543 | -3.5561 | 0.000227 |
7 | -0.145841 | -2.2594 | 0.012379 |
8 | 0.01521 | 0.2356 | 0.40696 |
9 | 0.13733 | 2.1275 | 0.017199 |
10 | 0.063517 | 0.984 | 0.163054 |
11 | 0.1066 | 1.6514 | 0.049979 |
12 | 0.04851 | 0.7515 | 0.226539 |
13 | 0.035571 | 0.5511 | 0.291051 |
14 | -0.093999 | -1.4562 | 0.073318 |
15 | -0.066581 | -1.0315 | 0.151681 |
16 | 0.078449 | 1.2153 | 0.112716 |
17 | -0.068744 | -1.065 | 0.143978 |
18 | -0.011447 | -0.1773 | 0.429695 |
19 | -0.009441 | -0.1463 | 0.441923 |
20 | -0.026778 | -0.4148 | 0.339316 |
21 | -0.084345 | -1.3067 | 0.096287 |
22 | 0.118568 | 1.8368 | 0.033734 |
23 | -0.087045 | -1.3485 | 0.089385 |
24 | 0.087221 | 1.3512 | 0.088949 |
25 | 0.046359 | 0.7182 | 0.236667 |
26 | -0.094364 | -1.4619 | 0.072541 |
27 | 0.053973 | 0.8361 | 0.201954 |
28 | -0.06062 | -0.9391 | 0.174308 |
29 | 0.060772 | 0.9415 | 0.173703 |
30 | 0.052495 | 0.8132 | 0.208443 |
31 | 0.041663 | 0.6454 | 0.25963 |
32 | -0.13709 | -2.1238 | 0.017355 |
33 | 0.103795 | 1.608 | 0.054577 |
34 | 0.085407 | 1.3231 | 0.093529 |
35 | 0.052909 | 0.8197 | 0.206609 |
36 | 0.045074 | 0.6983 | 0.242838 |
37 | 0.105416 | 1.6331 | 0.05188 |
38 | -0.009228 | -0.143 | 0.443219 |
39 | 0.026094 | 0.4042 | 0.343197 |
40 | 0.020542 | 0.3182 | 0.37529 |
41 | 0.10015 | 1.5515 | 0.061047 |
42 | 0.028934 | 0.4482 | 0.327191 |
43 | -0.018648 | -0.2889 | 0.386457 |
44 | -0.028119 | -0.4356 | 0.331751 |
45 | -0.064399 | -0.9977 | 0.159722 |
46 | 0.047916 | 0.7423 | 0.229313 |
47 | -0.037811 | -0.5858 | 0.279292 |
48 | -0.037312 | -0.578 | 0.281889 |
49 | -0.041258 | -0.6392 | 0.261665 |
50 | 0.07684 | 1.1904 | 0.117534 |
51 | -0.048137 | -0.7457 | 0.228281 |
52 | 0.021603 | 0.3347 | 0.369082 |
53 | 0.050295 | 0.7792 | 0.218324 |
54 | 0.052183 | 0.8084 | 0.209826 |
55 | 0.01748 | 0.2708 | 0.393391 |
56 | -0.052429 | -0.8122 | 0.208734 |
57 | 0.042259 | 0.6547 | 0.256654 |
58 | -0.041304 | -0.6399 | 0.261431 |
59 | 0.106818 | 1.6548 | 0.049635 |
60 | 0.070754 | 1.0961 | 0.137064 |