Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | -0.719235 | -9.0977 | 0 |
2 | 0.348607 | 4.4096 | 9e-06 |
3 | -0.206032 | -2.6061 | 0.005011 |
4 | 0.11734 | 1.4842 | 0.069856 |
5 | -0.056399 | -0.7134 | 0.238319 |
6 | -0.005521 | -0.0698 | 0.472208 |
7 | 0.033141 | 0.4192 | 0.337813 |
8 | -0.01822 | -0.2305 | 0.409012 |
9 | 0.083874 | 1.0609 | 0.14516 |
10 | -0.234931 | -2.9717 | 0.00171 |
11 | 0.492811 | 6.2336 | 0 |
12 | -0.662799 | -8.3838 | 0 |
13 | 0.514172 | 6.5038 | 0 |
14 | -0.359363 | -4.5456 | 5e-06 |
15 | 0.296836 | 3.7547 | 0.000121 |
16 | -0.125931 | -1.5929 | 0.056576 |
17 | -0.014625 | -0.185 | 0.426732 |
18 | 0.027883 | 0.3527 | 0.362393 |
19 | 0.021391 | 0.2706 | 0.39353 |
20 | -0.053242 | -0.6735 | 0.250811 |
21 | -0.014184 | -0.1794 | 0.428917 |
22 | 0.11266 | 1.425 | 0.078045 |
23 | -0.201859 | -2.5533 | 0.005802 |
24 | 0.27894 | 3.5283 | 0.000273 |
25 | -0.28521 | -3.6077 | 0.000206 |
26 | 0.277235 | 3.5068 | 0.000294 |
27 | -0.207772 | -2.6281 | 0.004711 |
28 | 0.00968 | 0.1224 | 0.451352 |
29 | 0.11854 | 1.4994 | 0.067866 |
30 | -0.101666 | -1.286 | 0.100153 |
31 | 0.04712 | 0.596 | 0.275998 |
32 | -0.009167 | -0.116 | 0.453918 |
33 | 0.010342 | 0.1308 | 0.448042 |
34 | -0.019999 | -0.253 | 0.400307 |
35 | 0.036036 | 0.4558 | 0.324567 |
36 | -0.09803 | -1.24 | 0.108398 |
37 | 0.159373 | 2.0159 | 0.022741 |
38 | -0.160455 | -2.0296 | 0.022027 |
39 | 0.060437 | 0.7645 | 0.222856 |
40 | 0.091424 | 1.1564 | 0.124615 |
41 | -0.148446 | -1.8777 | 0.03112 |
42 | 0.137047 | 1.7335 | 0.042465 |
43 | -0.13632 | -1.7243 | 0.04329 |
44 | 0.106888 | 1.352 | 0.089135 |
45 | -0.045416 | -0.5745 | 0.283228 |
46 | -0.018409 | -0.2329 | 0.408087 |
47 | 0.044251 | 0.5597 | 0.288223 |
48 | 0.001678 | 0.0212 | 0.491545 |
49 | -0.065877 | -0.8333 | 0.202965 |
50 | 0.082448 | 1.0429 | 0.149287 |
51 | -0.018468 | -0.2336 | 0.407793 |
52 | -0.093749 | -1.1858 | 0.118723 |
53 | 0.170858 | 2.1612 | 0.016083 |
54 | -0.228813 | -2.8943 | 0.002165 |
55 | 0.242178 | 3.0633 | 0.001284 |
56 | -0.142098 | -1.7974 | 0.037078 |
57 | 0.033382 | 0.4222 | 0.336705 |
58 | 0.017698 | 0.2239 | 0.411576 |
59 | -0.028858 | -0.365 | 0.357784 |
60 | 0.001222 | 0.0155 | 0.493844 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | -0.719235 | -9.0977 | 0 |
2 | -0.349478 | -4.4206 | 9e-06 |
3 | -0.280908 | -3.5532 | 0.00025 |
4 | -0.225518 | -2.8526 | 0.002455 |
5 | -0.16437 | -2.0791 | 0.0196 |
6 | -0.222002 | -2.8081 | 0.002802 |
7 | -0.20189 | -2.5537 | 0.005796 |
8 | -0.164676 | -2.083 | 0.019421 |
9 | 0.075646 | 0.9568 | 0.170044 |
10 | -0.261537 | -3.3082 | 0.00058 |
11 | 0.513816 | 6.4993 | 0 |
12 | 0.045634 | 0.5772 | 0.282296 |
13 | -0.069615 | -0.8806 | 0.189938 |
14 | -0.245126 | -3.1006 | 0.001141 |
15 | -0.210483 | -2.6624 | 0.004275 |
16 | 0.104167 | 1.3176 | 0.094757 |
17 | 0.041268 | 0.522 | 0.301196 |
18 | -0.074976 | -0.9484 | 0.172184 |
19 | 0.016947 | 0.2144 | 0.415268 |
20 | 0.014048 | 0.1777 | 0.429594 |
21 | 0.069124 | 0.8744 | 0.191618 |
22 | -0.071396 | -0.9031 | 0.183915 |
23 | 0.217466 | 2.7508 | 0.003316 |
24 | 0.051913 | 0.6567 | 0.256173 |
25 | -0.044058 | -0.5573 | 0.289051 |
26 | -0.164793 | -2.0845 | 0.019353 |
27 | 0.016874 | 0.2134 | 0.415625 |
28 | -0.037224 | -0.4709 | 0.319193 |
29 | 0.105947 | 1.3401 | 0.091052 |
30 | -0.05692 | -0.72 | 0.236293 |
31 | -0.043342 | -0.5482 | 0.292147 |
32 | -0.005066 | -0.0641 | 0.474493 |
33 | 0.002065 | 0.0261 | 0.489596 |
34 | -0.029186 | -0.3692 | 0.356244 |
35 | 0.044198 | 0.5591 | 0.288451 |
36 | -0.004308 | -0.0545 | 0.478304 |
37 | 0.00524 | 0.0663 | 0.473617 |
38 | -0.020176 | -0.2552 | 0.399447 |
39 | -0.083552 | -1.0569 | 0.146084 |
40 | -0.018695 | -0.2365 | 0.406684 |
41 | 0.106254 | 1.344 | 0.090423 |
42 | 0.039471 | 0.4993 | 0.309138 |
43 | 0.008913 | 0.1127 | 0.45519 |
44 | -0.001563 | -0.0198 | 0.492127 |
45 | 0.020104 | 0.2543 | 0.399797 |
46 | -0.069675 | -0.8813 | 0.18973 |
47 | 0.054017 | 0.6833 | 0.247713 |
48 | -0.001803 | -0.0228 | 0.490916 |
49 | -0.03052 | -0.386 | 0.349988 |
50 | 0.043617 | 0.5517 | 0.290955 |
51 | 0.001733 | 0.0219 | 0.491271 |
52 | -0.117518 | -1.4865 | 0.069557 |
53 | 0.123895 | 1.5672 | 0.059526 |
54 | -0.049104 | -0.6211 | 0.267702 |
55 | -0.09293 | -1.1755 | 0.120775 |
56 | 0.067241 | 0.8505 | 0.198148 |
57 | 0.073723 | 0.9325 | 0.176235 |
58 | 0.001264 | 0.016 | 0.49363 |
59 | 0.122693 | 1.552 | 0.061325 |
60 | -0.0301 | -0.3807 | 0.35195 |