Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.020244 | 0.2208 | 0.412797 |
2 | -0.439239 | -4.7915 | 2e-06 |
3 | -0.171113 | -1.8666 | 0.032208 |
4 | 0.205142 | 2.2378 | 0.013546 |
5 | 0.17914 | 1.9542 | 0.026513 |
6 | -0.233725 | -2.5496 | 0.006027 |
7 | 0.084691 | 0.9239 | 0.178713 |
8 | 0.16924 | 1.8462 | 0.033675 |
9 | -0.148327 | -1.6181 | 0.054149 |
10 | -0.393618 | -4.2939 | 1.8e-05 |
11 | -0.010804 | -0.1179 | 0.45319 |
12 | 0.834951 | 9.1082 | 0 |
13 | 0.016632 | 0.1814 | 0.428166 |
14 | -0.424257 | -4.6281 | 5e-06 |
15 | -0.16159 | -1.7627 | 0.040255 |
16 | 0.179083 | 1.9536 | 0.02655 |
17 | 0.202329 | 2.2072 | 0.014611 |
18 | -0.206353 | -2.251 | 0.013109 |
19 | 0.009584 | 0.1045 | 0.458455 |
20 | 0.136882 | 1.4932 | 0.069015 |
21 | -0.13074 | -1.4262 | 0.078214 |
22 | -0.309518 | -3.3764 | 0.000496 |
23 | -0.035268 | -0.3847 | 0.350563 |
24 | 0.663837 | 7.2416 | 0 |
25 | 0.027656 | 0.3017 | 0.381707 |
26 | -0.377162 | -4.1143 | 3.6e-05 |
27 | -0.138183 | -1.5074 | 0.067179 |
28 | 0.15759 | 1.7191 | 0.044098 |
29 | 0.206078 | 2.2481 | 0.013207 |
30 | -0.176768 | -1.9283 | 0.028099 |
31 | -0.024506 | -0.2673 | 0.394838 |
32 | 0.08301 | 0.9055 | 0.183506 |
33 | -0.131335 | -1.4327 | 0.077283 |
34 | -0.222973 | -2.4323 | 0.008245 |
35 | -0.007564 | -0.0825 | 0.467189 |
36 | 0.513379 | 5.6003 | 0 |
37 | 0.019718 | 0.2151 | 0.41503 |
38 | -0.339463 | -3.7031 | 0.000162 |
39 | -0.101975 | -1.1124 | 0.1341 |
40 | 0.15928 | 1.7375 | 0.042439 |
41 | 0.183404 | 2.0007 | 0.02385 |
42 | -0.140503 | -1.5327 | 0.064001 |
43 | -0.059599 | -0.6502 | 0.258424 |
44 | 0.038408 | 0.419 | 0.337992 |
45 | -0.118813 | -1.2961 | 0.098724 |
46 | -0.143534 | -1.5658 | 0.060029 |
47 | 0.028826 | 0.3145 | 0.376863 |
48 | 0.380224 | 4.1478 | 3.2e-05 |
49 | -0.009757 | -0.1064 | 0.457707 |
50 | -0.295508 | -3.2236 | 0.000817 |
51 | -0.06573 | -0.717 | 0.237381 |
52 | 0.182289 | 1.9885 | 0.024523 |
53 | 0.166372 | 1.8149 | 0.036029 |
54 | -0.100603 | -1.0974 | 0.13733 |
55 | -0.058859 | -0.6421 | 0.261031 |
56 | 0.029023 | 0.3166 | 0.376048 |
57 | -0.098354 | -1.0729 | 0.14274 |
58 | -0.094666 | -1.0327 | 0.151922 |
59 | 0.061741 | 0.6735 | 0.250962 |
60 | 0.273527 | 2.9838 | 0.001728 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.020244 | 0.2208 | 0.412797 |
2 | -0.439829 | -4.798 | 2e-06 |
3 | -0.185317 | -2.0216 | 0.022732 |
4 | 0.01171 | 0.1277 | 0.449287 |
5 | 0.044454 | 0.4849 | 0.314308 |
6 | -0.207707 | -2.2658 | 0.012635 |
7 | 0.265646 | 2.8979 | 0.002237 |
8 | 0.054684 | 0.5965 | 0.275975 |
9 | -0.144713 | -1.5786 | 0.058537 |
10 | -0.346878 | -3.784 | 0.000122 |
11 | -0.106264 | -1.1592 | 0.124346 |
12 | 0.732721 | 7.993 | 0 |
13 | -0.100724 | -1.0988 | 0.137044 |
14 | 0.123712 | 1.3495 | 0.089862 |
15 | 0.057413 | 0.6263 | 0.266159 |
16 | -0.166795 | -1.8195 | 0.035673 |
17 | -0.093231 | -1.017 | 0.155602 |
18 | 0.036962 | 0.4032 | 0.34376 |
19 | -0.107452 | -1.1722 | 0.121737 |
20 | -0.010116 | -0.1104 | 0.456159 |
21 | -0.011665 | -0.1273 | 0.449477 |
22 | 0.102843 | 1.1219 | 0.132085 |
23 | -0.070088 | -0.7646 | 0.22302 |
24 | -0.066552 | -0.726 | 0.234634 |
25 | 0.05201 | 0.5674 | 0.285769 |
26 | -0.010087 | -0.11 | 0.456285 |
27 | -0.014474 | -0.1579 | 0.437405 |
28 | 0.067806 | 0.7397 | 0.230475 |
29 | -0.032336 | -0.3527 | 0.362453 |
30 | -0.038161 | -0.4163 | 0.338976 |
31 | 0.052292 | 0.5704 | 0.284728 |
32 | -0.153542 | -1.6749 | 0.048286 |
33 | -0.082545 | -0.9005 | 0.184848 |
34 | 0.030502 | 0.3327 | 0.369958 |
35 | 0.102126 | 1.1141 | 0.133749 |
36 | -0.050298 | -0.5487 | 0.292125 |
37 | 0.061809 | 0.6743 | 0.250728 |
38 | -0.025421 | -0.2773 | 0.391011 |
39 | -0.033155 | -0.3617 | 0.359116 |
40 | 0.003167 | 0.0346 | 0.486247 |
41 | -0.022885 | -0.2496 | 0.401647 |
42 | 0.006852 | 0.0747 | 0.470271 |
43 | -0.096401 | -1.0516 | 0.147553 |
44 | -0.006146 | -0.067 | 0.473331 |
45 | 0.024288 | 0.265 | 0.395752 |
46 | -0.028664 | -0.3127 | 0.377533 |
47 | 0.049164 | 0.5363 | 0.296372 |
48 | 0.002799 | 0.0305 | 0.487845 |
49 | -0.08448 | -0.9216 | 0.17931 |
50 | 0.048349 | 0.5274 | 0.299438 |
51 | -0.057983 | -0.6325 | 0.264132 |
52 | 0.0682 | 0.744 | 0.22918 |
53 | 0.03995 | 0.4358 | 0.331884 |
54 | 0.075112 | 0.8194 | 0.207104 |
55 | 0.071704 | 0.7822 | 0.217827 |
56 | 0.072756 | 0.7937 | 0.214482 |
57 | -0.025494 | -0.2781 | 0.390706 |
58 | -0.005167 | -0.0564 | 0.477573 |
59 | -0.025259 | -0.2755 | 0.391688 |
60 | -0.057651 | -0.6289 | 0.26531 |