Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.733526 | 9.1617 | 0 |
2 | 0.426805 | 5.3308 | 0 |
3 | 0.009172 | 0.1146 | 0.454473 |
4 | -0.434171 | -5.4228 | 0 |
5 | -0.729699 | -9.1139 | 0 |
6 | -0.833536 | -10.4109 | 0 |
7 | -0.737549 | -9.212 | 0 |
8 | -0.412112 | -5.1473 | 0 |
9 | 0.018634 | 0.2327 | 0.408135 |
10 | 0.411474 | 5.1393 | 0 |
11 | 0.695614 | 8.6882 | 0 |
12 | 0.896315 | 11.195 | 0 |
13 | 0.671696 | 8.3895 | 0 |
14 | 0.403374 | 5.0381 | 1e-06 |
15 | 0.002559 | 0.032 | 0.487271 |
16 | -0.404776 | -5.0556 | 1e-06 |
17 | -0.658686 | -8.227 | 0 |
18 | -0.777206 | -9.7073 | 0 |
19 | -0.677893 | -8.4669 | 0 |
20 | -0.379037 | -4.7342 | 2e-06 |
21 | -0.000152 | -0.0019 | 0.499242 |
22 | 0.374666 | 4.6796 | 3e-06 |
23 | 0.639506 | 7.9874 | 0 |
24 | 0.803158 | 10.0314 | 0 |
25 | 0.615967 | 7.6934 | 0 |
26 | 0.368197 | 4.5988 | 4e-06 |
27 | -0.002662 | -0.0333 | 0.486758 |
28 | -0.361237 | -4.5118 | 6e-06 |
29 | -0.60543 | -7.5618 | 0 |
30 | -0.712638 | -8.9008 | 0 |
31 | -0.60605 | -7.5696 | 0 |
32 | -0.345807 | -4.3191 | 1.4e-05 |
33 | -0.006321 | -0.0789 | 0.468589 |
34 | 0.341556 | 4.266 | 1.7e-05 |
35 | 0.56937 | 7.1114 | 0 |
36 | 0.723128 | 9.0319 | 0 |
37 | 0.567029 | 7.0822 | 0 |
38 | 0.321191 | 4.0117 | 4.7e-05 |
39 | -0.007536 | -0.0941 | 0.462565 |
40 | -0.317947 | -3.9712 | 5.4e-05 |
41 | -0.552202 | -6.897 | 0 |
42 | -0.645304 | -8.0598 | 0 |
43 | -0.550284 | -6.873 | 0 |
44 | -0.324845 | -4.0573 | 3.9e-05 |
45 | -0.003734 | -0.0466 | 0.481429 |
46 | 0.310348 | 3.8762 | 7.8e-05 |
47 | 0.496667 | 6.2034 | 0 |
48 | 0.646597 | 8.076 | 0 |
49 | 0.504331 | 6.2991 | 0 |
50 | 0.282103 | 3.5235 | 0.00028 |
51 | -0.002069 | -0.0258 | 0.489707 |
52 | -0.285192 | -3.562 | 0.000244 |
53 | -0.505132 | -6.3091 | 0 |
54 | -0.569502 | -7.1131 | 0 |
55 | -0.496309 | -6.1989 | 0 |
56 | -0.296992 | -3.7094 | 0.000144 |
57 | -0.002093 | -0.0261 | 0.489587 |
58 | 0.26917 | 3.3619 | 0.000487 |
59 | 0.437494 | 5.4643 | 0 |
60 | 0.584893 | 7.3053 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.733526 | 9.1617 | 0 |
2 | -0.240846 | -3.0082 | 0.001533 |
3 | -0.465677 | -5.8163 | 0 |
4 | -0.522369 | -6.5244 | 0 |
5 | -0.352641 | -4.4045 | 1e-05 |
6 | -0.239521 | -2.9916 | 0.001613 |
7 | -0.23508 | -2.9361 | 0.001913 |
8 | -0.01396 | -0.1744 | 0.430905 |
9 | 0.136752 | 1.708 | 0.04481 |
10 | 0.047993 | 0.5994 | 0.274879 |
11 | -0.024484 | -0.3058 | 0.380082 |
12 | 0.537212 | 6.7098 | 0 |
13 | -0.352365 | -4.401 | 1e-05 |
14 | 0.082685 | 1.0327 | 0.151662 |
15 | 0.063425 | 0.7922 | 0.214729 |
16 | 0.158548 | 1.9803 | 0.024716 |
17 | 0.114165 | 1.4259 | 0.077944 |
18 | -0.066349 | -0.8287 | 0.204269 |
19 | 0.138081 | 1.7246 | 0.043287 |
20 | -0.098321 | -1.228 | 0.110642 |
21 | -0.055549 | -0.6938 | 0.244416 |
22 | 0.086081 | 1.0752 | 0.141984 |
23 | 0.050315 | 0.6284 | 0.265318 |
24 | 0.062887 | 0.7855 | 0.216688 |
25 | -0.121816 | -1.5215 | 0.065082 |
26 | -0.066816 | -0.8345 | 0.202628 |
27 | 0.029927 | 0.3738 | 0.354533 |
28 | 0.078127 | 0.9758 | 0.165335 |
29 | -0.122121 | -1.5253 | 0.064606 |
30 | 0.136924 | 1.7102 | 0.044611 |
31 | 0.057561 | 0.7189 | 0.236628 |
32 | -0.118983 | -1.4861 | 0.069636 |
33 | -0.047481 | -0.593 | 0.277006 |
34 | 0.017597 | 0.2198 | 0.413161 |
35 | 0.026035 | 0.3252 | 0.372744 |
36 | 0.06315 | 0.7887 | 0.215731 |
37 | 0.010665 | 0.1332 | 0.447103 |
38 | -0.122368 | -1.5284 | 0.064222 |
39 | -0.01286 | -0.1606 | 0.436301 |
40 | 0.064042 | 0.7999 | 0.212498 |
41 | -0.040319 | -0.5036 | 0.307632 |
42 | 0.006312 | 0.0788 | 0.468631 |
43 | -0.006324 | -0.079 | 0.468572 |
44 | -0.033178 | -0.4144 | 0.339579 |
45 | -0.033328 | -0.4163 | 0.338892 |
46 | -0.002967 | -0.0371 | 0.485243 |
47 | -0.108125 | -1.3505 | 0.089408 |
48 | 0.035973 | 0.4493 | 0.326918 |
49 | -0.063636 | -0.7948 | 0.213964 |
50 | -0.000457 | -0.0057 | 0.497727 |
51 | -0.020811 | -0.2599 | 0.397629 |
52 | -0.015671 | -0.1957 | 0.422539 |
53 | -0.10719 | -1.3388 | 0.091292 |
54 | 0.036833 | 0.46 | 0.323061 |
55 | 0.0023 | 0.0287 | 0.48856 |
56 | -0.038697 | -0.4833 | 0.314771 |
57 | -0.038262 | -0.4779 | 0.316698 |
58 | -0.030619 | -0.3824 | 0.351329 |
59 | 0.01048 | 0.1309 | 0.448014 |
60 | 0.00678 | 0.0847 | 0.466314 |