Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.490431 | 5.35 | 0 |
2 | 0.268554 | 2.9296 | 0.002035 |
3 | -0.029329 | -0.3199 | 0.374789 |
4 | -0.341536 | -3.7257 | 0.00015 |
5 | -0.471064 | -5.1387 | 1e-06 |
6 | -0.660847 | -7.209 | 0 |
7 | -0.476493 | -5.1979 | 0 |
8 | -0.258125 | -2.8158 | 0.002848 |
9 | -0.005611 | -0.0612 | 0.47565 |
10 | 0.279524 | 3.0492 | 0.001414 |
11 | 0.474263 | 5.1736 | 0 |
12 | 0.595238 | 6.4933 | 0 |
13 | 0.451155 | 4.9215 | 1e-06 |
14 | 0.246967 | 2.6941 | 0.004039 |
15 | -0.069781 | -0.7612 | 0.224014 |
16 | -0.268103 | -2.9247 | 0.002065 |
17 | -0.494987 | -5.3997 | 0 |
18 | -0.562274 | -6.1337 | 0 |
19 | -0.415958 | -4.5376 | 7e-06 |
20 | -0.2033 | -2.2177 | 0.014235 |
21 | 0.04374 | 0.4771 | 0.317067 |
22 | 0.227301 | 2.4796 | 0.007277 |
23 | 0.481143 | 5.2486 | 0 |
24 | 0.513653 | 5.6033 | 0 |
25 | 0.378245 | 4.1262 | 3.4e-05 |
26 | 0.218191 | 2.3802 | 0.009446 |
27 | -0.108769 | -1.1865 | 0.118888 |
28 | -0.208167 | -2.2708 | 0.012478 |
29 | -0.4068 | -4.4377 | 1e-05 |
30 | -0.45535 | -4.9673 | 1e-06 |
31 | -0.351699 | -3.8366 | 0.000101 |
32 | -0.206952 | -2.2576 | 0.012898 |
33 | 0.020021 | 0.2184 | 0.413746 |
34 | 0.23099 | 2.5198 | 0.006534 |
35 | 0.383132 | 4.1795 | 2.8e-05 |
36 | 0.495987 | 5.4106 | 0 |
37 | 0.374754 | 4.0881 | 4e-05 |
38 | 0.171596 | 1.8719 | 0.031838 |
39 | -0.007737 | -0.0844 | 0.466442 |
40 | -0.236805 | -2.5832 | 0.005499 |
41 | -0.379309 | -4.1378 | 3.3e-05 |
42 | -0.398643 | -4.3487 | 1.5e-05 |
43 | -0.312985 | -3.4143 | 0.000438 |
44 | -0.133122 | -1.4522 | 0.07454 |
45 | -0.026411 | -0.2881 | 0.386881 |
46 | 0.156876 | 1.7113 | 0.044814 |
47 | 0.347289 | 3.7885 | 0.00012 |
48 | 0.351997 | 3.8398 | 9.9e-05 |
49 | 0.320466 | 3.4959 | 0.000332 |
50 | 0.122252 | 1.3336 | 0.092439 |
51 | -0.028606 | -0.3121 | 0.377773 |
52 | -0.163624 | -1.7849 | 0.03841 |
53 | -0.31842 | -3.4735 | 0.000359 |
54 | -0.340001 | -3.709 | 0.000159 |
55 | -0.285153 | -3.1106 | 0.001168 |
56 | -0.130617 | -1.4249 | 0.078408 |
57 | 0.006585 | 0.0718 | 0.471428 |
58 | 0.150471 | 1.6414 | 0.051672 |
59 | 0.28844 | 3.1465 | 0.001044 |
60 | 0.322328 | 3.5162 | 0.00031 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.490431 | 5.35 | 0 |
2 | 0.036908 | 0.4026 | 0.343974 |
3 | -0.229781 | -2.5066 | 0.006769 |
4 | -0.353288 | -3.8539 | 9.4e-05 |
5 | -0.221792 | -2.4195 | 0.008528 |
6 | -0.447391 | -4.8805 | 2e-06 |
7 | -0.150765 | -1.6447 | 0.05134 |
8 | -0.114937 | -1.2538 | 0.106184 |
9 | -0.106839 | -1.1655 | 0.123078 |
10 | -0.053628 | -0.585 | 0.279824 |
11 | 0.076941 | 0.8393 | 0.201483 |
12 | 0.130102 | 1.4192 | 0.07922 |
13 | 0.012282 | 0.134 | 0.44682 |
14 | 0.029629 | 0.3232 | 0.373552 |
15 | -0.11791 | -1.2863 | 0.100426 |
16 | 0.033963 | 0.3705 | 0.355837 |
17 | -0.137478 | -1.4997 | 0.068169 |
18 | -0.099332 | -1.0836 | 0.14037 |
19 | -0.04362 | -0.4758 | 0.317532 |
20 | 0.022724 | 0.2479 | 0.402324 |
21 | -0.099115 | -1.0812 | 0.140893 |
22 | -0.129635 | -1.4142 | 0.079964 |
23 | 0.073457 | 0.8013 | 0.212273 |
24 | -0.027583 | -0.3009 | 0.382009 |
25 | -0.082042 | -0.895 | 0.186303 |
26 | 0.021827 | 0.2381 | 0.406104 |
27 | -0.146209 | -1.595 | 0.056687 |
28 | 0.077486 | 0.8453 | 0.199828 |
29 | 0.040816 | 0.4453 | 0.328473 |
30 | -0.014784 | -0.1613 | 0.436074 |
31 | -0.054464 | -0.5941 | 0.276775 |
32 | -0.03199 | -0.349 | 0.363863 |
33 | -0.137027 | -1.4948 | 0.068808 |
34 | 0.023941 | 0.2612 | 0.397209 |
35 | -0.023879 | -0.2605 | 0.397467 |
36 | 0.114368 | 1.2476 | 0.107312 |
37 | 0.012685 | 0.1384 | 0.44509 |
38 | -0.007965 | -0.0869 | 0.465454 |
39 | 0.045919 | 0.5009 | 0.308678 |
40 | -0.02472 | -0.2697 | 0.393942 |
41 | 0.022047 | 0.2405 | 0.405178 |
42 | 0.053212 | 0.5805 | 0.281347 |
43 | 0.119094 | 1.2992 | 0.0982 |
44 | 0.06589 | 0.7188 | 0.236844 |
45 | -0.056491 | -0.6162 | 0.269456 |
46 | -0.060109 | -0.6557 | 0.256636 |
47 | 0.100309 | 1.0942 | 0.13803 |
48 | -0.076563 | -0.8352 | 0.202638 |
49 | 0.013315 | 0.1452 | 0.44238 |
50 | -0.059368 | -0.6476 | 0.259235 |
51 | -0.029838 | -0.3255 | 0.37269 |
52 | -0.004631 | -0.0505 | 0.479896 |
53 | 0.036142 | 0.3943 | 0.347045 |
54 | -0.068927 | -0.7519 | 0.226796 |
55 | -0.005278 | -0.0576 | 0.477091 |
56 | -0.008348 | -0.0911 | 0.463795 |
57 | -0.044615 | -0.4867 | 0.313687 |
58 | -0.015273 | -0.1666 | 0.433979 |
59 | -0.012962 | -0.1414 | 0.443898 |
60 | -0.039295 | -0.4287 | 0.334474 |