Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.683326 | -9.2691 | 0 |
2 | 0.349009 | 4.7342 | 2e-06 |
3 | -0.273852 | -3.7147 | 0.000135 |
4 | 0.112362 | 1.5241 | 0.064594 |
5 | -0.166118 | -2.2533 | 0.012709 |
6 | 0.331996 | 4.5034 | 6e-06 |
7 | -0.183269 | -2.486 | 0.006905 |
8 | 0.13042 | 1.7691 | 0.039267 |
9 | -0.273553 | -3.7107 | 0.000137 |
10 | 0.311991 | 4.2321 | 1.8e-05 |
11 | -0.581377 | -7.8862 | 0 |
12 | 0.862242 | 11.696 | 0 |
13 | -0.607994 | -8.2472 | 0 |
14 | 0.32668 | 4.4313 | 8e-06 |
15 | -0.244551 | -3.3173 | 0.000548 |
16 | 0.079571 | 1.0794 | 0.140921 |
17 | -0.129671 | -1.7589 | 0.040125 |
18 | 0.296398 | 4.0205 | 4.2e-05 |
19 | -0.177116 | -2.4025 | 0.008638 |
20 | 0.139139 | 1.8874 | 0.030342 |
21 | -0.276053 | -3.7446 | 0.000121 |
22 | 0.314906 | 4.2716 | 1.6e-05 |
23 | -0.561218 | -7.6127 | 0 |
24 | 0.810439 | 10.9933 | 0 |
25 | -0.573692 | -7.7819 | 0 |
26 | 0.321323 | 4.3586 | 1.1e-05 |
27 | -0.233778 | -3.1711 | 0.00089 |
28 | 0.053374 | 0.724 | 0.234991 |
29 | -0.086578 | -1.1744 | 0.120876 |
30 | 0.246911 | 3.3493 | 0.000491 |
31 | -0.158696 | -2.1527 | 0.016324 |
32 | 0.147656 | 2.0029 | 0.023327 |
33 | -0.26758 | -3.6296 | 0.000184 |
34 | 0.276495 | 3.7506 | 0.000118 |
35 | -0.489239 | -6.6364 | 0 |
36 | 0.719257 | 9.7565 | 0 |
37 | -0.508916 | -6.9033 | 0 |
38 | 0.284028 | 3.8527 | 8.1e-05 |
39 | -0.206372 | -2.7994 | 0.002833 |
40 | 0.043814 | 0.5943 | 0.276515 |
41 | -0.079325 | -1.076 | 0.141664 |
42 | 0.233879 | 3.1725 | 0.000886 |
43 | -0.162648 | -2.2063 | 0.014302 |
44 | 0.158457 | 2.1494 | 0.016454 |
45 | -0.26431 | -3.5853 | 0.000216 |
46 | 0.259178 | 3.5157 | 0.000276 |
47 | -0.441007 | -5.9821 | 0 |
48 | 0.651899 | 8.8428 | 0 |
49 | -0.47314 | -6.418 | 0 |
50 | 0.270445 | 3.6685 | 0.00016 |
51 | -0.175386 | -2.379 | 0.009191 |
52 | 0.002641 | 0.0358 | 0.485732 |
53 | -0.040206 | -0.5454 | 0.293074 |
54 | 0.200641 | 2.7216 | 0.00356 |
55 | -0.147537 | -2.0013 | 0.023415 |
56 | 0.147025 | 1.9943 | 0.023796 |
57 | -0.237732 | -3.2248 | 0.000746 |
58 | 0.223485 | 3.0315 | 0.001392 |
59 | -0.388407 | -5.2686 | 0 |
60 | 0.585121 | 7.937 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.683326 | -9.2691 | 0 |
2 | -0.221223 | -3.0008 | 0.001533 |
3 | -0.263865 | -3.5792 | 0.00022 |
4 | -0.335819 | -4.5553 | 5e-06 |
5 | -0.597513 | -8.1051 | 0 |
6 | -0.362543 | -4.9178 | 1e-06 |
7 | -0.09525 | -1.292 | 0.098982 |
8 | 0.17411 | 2.3617 | 0.009617 |
9 | -0.119389 | -1.6195 | 0.05353 |
10 | 0.344081 | 4.6673 | 3e-06 |
11 | -0.689049 | -9.3467 | 0 |
12 | -0.043834 | -0.5946 | 0.276425 |
13 | 0.128342 | 1.7409 | 0.041684 |
14 | 0.010931 | 0.1483 | 0.441142 |
15 | 0.085073 | 1.154 | 0.125001 |
16 | 0.058358 | 0.7916 | 0.214804 |
17 | 0.135091 | 1.8325 | 0.03425 |
18 | 0.04674 | 0.634 | 0.26343 |
19 | -0.001306 | -0.0177 | 0.492941 |
20 | -0.006642 | -0.0901 | 0.464155 |
21 | -0.135096 | -1.8325 | 0.034244 |
22 | 0.094067 | 1.276 | 0.101785 |
23 | -0.208611 | -2.8297 | 0.002588 |
24 | -0.094515 | -1.2821 | 0.100716 |
25 | 0.009039 | 0.1226 | 0.451275 |
26 | 0.076464 | 1.0372 | 0.150501 |
27 | 0.12301 | 1.6686 | 0.04845 |
28 | -0.029521 | -0.4004 | 0.344647 |
29 | 0.12192 | 1.6538 | 0.049936 |
30 | -0.003116 | -0.0423 | 0.483168 |
31 | -0.085582 | -1.1609 | 0.123595 |
32 | -0.066904 | -0.9075 | 0.182658 |
33 | 0.011913 | 0.1616 | 0.435901 |
34 | -0.070298 | -0.9536 | 0.170776 |
35 | -0.013322 | -0.1807 | 0.428397 |
36 | 0.013916 | 0.1888 | 0.42524 |
37 | 0.101978 | 1.3833 | 0.084124 |
38 | 0.026849 | 0.3642 | 0.358065 |
39 | -0.061239 | -0.8307 | 0.203615 |
40 | 0.064776 | 0.8787 | 0.190365 |
41 | -0.044801 | -0.6077 | 0.272063 |
42 | 0.030351 | 0.4117 | 0.340519 |
43 | -0.0228 | -0.3093 | 0.378732 |
44 | -0.063242 | -0.8579 | 0.196045 |
45 | 0.026736 | 0.3627 | 0.358633 |
46 | -0.026248 | -0.356 | 0.361107 |
47 | 0.026162 | 0.3549 | 0.361544 |
48 | 0.020093 | 0.2726 | 0.392752 |
49 | -0.007902 | -0.1072 | 0.457377 |
50 | -0.015265 | -0.2071 | 0.418093 |
51 | 0.064856 | 0.8797 | 0.190072 |
52 | 0.005991 | 0.0813 | 0.467662 |
53 | -0.043175 | -0.5857 | 0.279413 |
54 | -0.031193 | -0.4231 | 0.33635 |
55 | 0.040484 | 0.5491 | 0.291785 |
56 | -0.026988 | -0.3661 | 0.357361 |
57 | -0.020097 | -0.2726 | 0.392727 |
58 | -0.008569 | -0.1162 | 0.453794 |
59 | -0.045063 | -0.6113 | 0.270891 |
60 | 0.018378 | 0.2493 | 0.401705 |