Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.824748 | 9.0347 | 0 |
2 | 0.491852 | 5.388 | 0 |
3 | 0.074745 | 0.8188 | 0.207264 |
4 | -0.325659 | -3.5674 | 0.00026 |
5 | -0.602151 | -6.5962 | 0 |
6 | -0.719135 | -7.8777 | 0 |
7 | -0.615901 | -6.7469 | 0 |
8 | -0.355482 | -3.8941 | 8.1e-05 |
9 | -0.015498 | -0.1698 | 0.432739 |
10 | 0.320982 | 3.5162 | 0.000309 |
11 | 0.558833 | 6.1217 | 0 |
12 | 0.635938 | 6.9664 | 0 |
13 | 0.512839 | 5.6179 | 0 |
14 | 0.241502 | 2.6455 | 0.004624 |
15 | -0.102824 | -1.1264 | 0.131127 |
16 | -0.418668 | -4.5863 | 6e-06 |
17 | -0.640606 | -7.0175 | 0 |
18 | -0.694114 | -7.6036 | 0 |
19 | -0.563064 | -6.1681 | 0 |
20 | -0.302194 | -3.3104 | 0.000615 |
21 | 0.019802 | 0.2169 | 0.414318 |
22 | 0.320361 | 3.5094 | 0.000317 |
23 | 0.543247 | 5.951 | 0 |
24 | 0.605089 | 6.6284 | 0 |
25 | 0.494919 | 5.4216 | 0 |
26 | 0.262273 | 2.8731 | 0.002404 |
27 | -0.035782 | -0.392 | 0.347886 |
28 | -0.287918 | -3.154 | 0.001018 |
29 | -0.467703 | -5.1234 | 1e-06 |
30 | -0.512914 | -5.6187 | 0 |
31 | -0.409844 | -4.4896 | 8e-06 |
32 | -0.203353 | -2.2276 | 0.013885 |
33 | 0.068189 | 0.747 | 0.228271 |
34 | 0.330559 | 3.6211 | 0.000215 |
35 | 0.51433 | 5.6342 | 0 |
36 | 0.571456 | 6.26 | 0 |
37 | 0.46608 | 5.1057 | 1e-06 |
38 | 0.244086 | 2.6738 | 0.004272 |
39 | -0.023892 | -0.2617 | 0.396994 |
40 | -0.282968 | -3.0998 | 0.001207 |
41 | -0.455879 | -4.9939 | 1e-06 |
42 | -0.508307 | -5.5682 | 0 |
43 | -0.426095 | -4.6676 | 4e-06 |
44 | -0.246618 | -2.7016 | 0.00395 |
45 | -0.035664 | -0.3907 | 0.348363 |
46 | 0.179712 | 1.9686 | 0.02565 |
47 | 0.340199 | 3.7267 | 0.000149 |
48 | 0.383013 | 4.1957 | 2.6e-05 |
49 | 0.308259 | 3.3768 | 0.000494 |
50 | 0.134158 | 1.4696 | 0.07214 |
51 | -0.070221 | -0.7692 | 0.221634 |
52 | -0.263152 | -2.8827 | 0.002337 |
53 | -0.398314 | -4.3633 | 1.4e-05 |
54 | -0.422562 | -4.6289 | 5e-06 |
55 | -0.337662 | -3.6989 | 0.000164 |
56 | -0.165121 | -1.8088 | 0.036492 |
57 | 0.041074 | 0.4499 | 0.326783 |
58 | 0.235973 | 2.585 | 0.005468 |
59 | 0.377185 | 4.1319 | 3.3e-05 |
60 | 0.419626 | 4.5968 | 5e-06 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.824748 | 9.0347 | 0 |
2 | -0.589006 | -6.4522 | 0 |
3 | -0.402497 | -4.4091 | 1.1e-05 |
4 | -0.249567 | -2.7339 | 0.003604 |
5 | -0.045726 | -0.5009 | 0.308678 |
6 | -0.111415 | -1.2205 | 0.112336 |
7 | 0.222047 | 2.4324 | 0.008238 |
8 | 0.066532 | 0.7288 | 0.233767 |
9 | 0.050737 | 0.5558 | 0.289692 |
10 | 0.078755 | 0.8627 | 0.195006 |
11 | 0.052484 | 0.5749 | 0.283208 |
12 | -0.068978 | -0.7556 | 0.225679 |
13 | -0.183662 | -2.0119 | 0.023234 |
14 | -0.099343 | -1.0882 | 0.139333 |
15 | -0.113286 | -1.241 | 0.108516 |
16 | -0.026046 | -0.2853 | 0.387944 |
17 | -0.156245 | -1.7116 | 0.044779 |
18 | 0.011877 | 0.1301 | 0.448349 |
19 | 0.000371 | 0.0041 | 0.498381 |
20 | -0.062144 | -0.6808 | 0.248669 |
21 | -0.071915 | -0.7878 | 0.216186 |
22 | 0.01745 | 0.1912 | 0.424363 |
23 | 0.104114 | 1.1405 | 0.128173 |
24 | -0.082943 | -0.9086 | 0.182693 |
25 | -0.033864 | -0.371 | 0.355661 |
26 | 0.026661 | 0.2921 | 0.385373 |
27 | -0.027462 | -0.3008 | 0.382034 |
28 | 0.130919 | 1.4341 | 0.077065 |
29 | -0.078966 | -0.865 | 0.194374 |
30 | -0.050877 | -0.5573 | 0.28917 |
31 | -0.026926 | -0.295 | 0.384266 |
32 | -0.021446 | -0.2349 | 0.407334 |
33 | 0.046748 | 0.5121 | 0.30476 |
34 | 0.136093 | 1.4908 | 0.069316 |
35 | 0.007762 | 0.085 | 0.466191 |
36 | 0.050167 | 0.5496 | 0.291822 |
37 | -0.066348 | -0.7268 | 0.234379 |
38 | -0.01364 | -0.1494 | 0.440737 |
39 | 0.063352 | 0.694 | 0.244516 |
40 | -0.030265 | -0.3315 | 0.370408 |
41 | 0.046475 | 0.5091 | 0.305807 |
42 | -0.039359 | -0.4312 | 0.333565 |
43 | 0.012067 | 0.1322 | 0.447529 |
44 | -0.110407 | -1.2094 | 0.114435 |
45 | -0.115009 | -1.2599 | 0.105082 |
46 | 0.019325 | 0.2117 | 0.416353 |
47 | 0.022642 | 0.248 | 0.402266 |
48 | -0.138715 | -1.5195 | 0.065628 |
49 | -0.018758 | -0.2055 | 0.418772 |
50 | -0.025139 | -0.2754 | 0.391747 |
51 | 0.018197 | 0.1993 | 0.421168 |
52 | -0.040337 | -0.4419 | 0.329688 |
53 | -0.048705 | -0.5335 | 0.297324 |
54 | -0.010051 | -0.1101 | 0.456254 |
55 | 0.004676 | 0.0512 | 0.479617 |
56 | 0.000102 | 0.0011 | 0.499556 |
57 | -0.027277 | -0.2988 | 0.382804 |
58 | 0.004455 | 0.0488 | 0.480579 |
59 | -0.021612 | -0.2367 | 0.406627 |
60 | 0.020714 | 0.2269 | 0.41044 |