Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.022553 | 0.2915 | 0.385534 |
2 | 0.25625 | 3.3115 | 0.000569 |
3 | -0.114132 | -1.4749 | 0.07106 |
4 | -0.359139 | -4.6411 | 3e-06 |
5 | -0.057959 | -0.749 | 0.227459 |
6 | -0.501727 | -6.4837 | 0 |
7 | -0.032898 | -0.4251 | 0.335642 |
8 | -0.346924 | -4.4832 | 7e-06 |
9 | -0.08174 | -1.0563 | 0.146175 |
10 | 0.233301 | 3.0149 | 0.001486 |
11 | 0.028109 | 0.3632 | 0.358442 |
12 | 0.910586 | 11.7674 | 0 |
13 | 0.030501 | 0.3942 | 0.346982 |
14 | 0.238269 | 3.0791 | 0.001214 |
15 | -0.103146 | -1.3329 | 0.092183 |
16 | -0.329524 | -4.2584 | 1.7e-05 |
17 | -0.057527 | -0.7434 | 0.229139 |
18 | -0.463908 | -5.995 | 0 |
19 | -0.031392 | -0.4057 | 0.342751 |
20 | -0.32044 | -4.141 | 2.7e-05 |
21 | -0.07893 | -1.02 | 0.154603 |
22 | 0.20804 | 2.6885 | 0.003953 |
23 | 0.028397 | 0.367 | 0.357055 |
24 | 0.832515 | 10.7585 | 0 |
25 | 0.028815 | 0.3724 | 0.355046 |
26 | 0.222166 | 2.871 | 0.002311 |
27 | -0.08626 | -1.1147 | 0.133285 |
28 | -0.300429 | -3.8824 | 7.4e-05 |
29 | -0.056451 | -0.7295 | 0.233357 |
30 | -0.422362 | -5.4581 | 0 |
31 | -0.022996 | -0.2972 | 0.383353 |
32 | -0.29715 | -3.84 | 8.7e-05 |
33 | -0.07935 | -1.0254 | 0.153321 |
34 | 0.188218 | 2.4323 | 0.008029 |
35 | 0.021601 | 0.2792 | 0.390237 |
36 | 0.762202 | 9.8498 | 0 |
37 | 0.024604 | 0.318 | 0.37546 |
38 | 0.20885 | 2.6989 | 0.003836 |
39 | -0.07113 | -0.9192 | 0.179656 |
40 | -0.26438 | -3.4165 | 0.000398 |
41 | -0.053541 | -0.6919 | 0.244978 |
42 | -0.384723 | -4.9717 | 1e-06 |
43 | -0.022098 | -0.2856 | 0.387779 |
44 | -0.278814 | -3.6031 | 0.000207 |
45 | -0.079719 | -1.0302 | 0.152205 |
46 | 0.166151 | 2.1471 | 0.016612 |
47 | 0.016273 | 0.2103 | 0.416849 |
48 | 0.698978 | 9.0328 | 0 |
49 | 0.018926 | 0.2446 | 0.403541 |
50 | 0.194647 | 2.5154 | 0.006417 |
51 | -0.066641 | -0.8612 | 0.195184 |
52 | -0.23046 | -2.9782 | 0.001666 |
53 | -0.049417 | -0.6386 | 0.261975 |
54 | -0.347197 | -4.4868 | 7e-06 |
55 | -0.012835 | -0.1659 | 0.434232 |
56 | -0.259865 | -3.3582 | 0.000486 |
57 | -0.067934 | -0.8779 | 0.190628 |
58 | 0.139894 | 1.8078 | 0.036216 |
59 | 0.020152 | 0.2604 | 0.397429 |
60 | 0.619128 | 8.0009 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.022553 | 0.2915 | 0.385534 |
2 | 0.255872 | 3.3066 | 0.000578 |
3 | -0.132972 | -1.7184 | 0.043791 |
4 | -0.453911 | -5.8658 | 0 |
5 | 0.027237 | 0.352 | 0.362649 |
6 | -0.36238 | -4.683 | 3e-06 |
7 | -0.170976 | -2.2095 | 0.01425 |
8 | -0.44249 | -5.7182 | 0 |
9 | -0.463537 | -5.9902 | 0 |
10 | -0.238682 | -3.0845 | 0.001194 |
11 | -0.581055 | -7.5089 | 0 |
12 | 0.638319 | 8.2489 | 0 |
13 | -0.030479 | -0.3939 | 0.347088 |
14 | -0.345868 | -4.4696 | 7e-06 |
15 | 0.023528 | 0.3041 | 0.380734 |
16 | 0.185647 | 2.3991 | 0.008769 |
17 | -0.011448 | -0.1479 | 0.441283 |
18 | 0.093607 | 1.2097 | 0.114057 |
19 | -0.068238 | -0.8818 | 0.189569 |
20 | 0.066537 | 0.8599 | 0.195552 |
21 | 0.013492 | 0.1744 | 0.430898 |
22 | -0.037472 | -0.4842 | 0.314423 |
23 | 0.023215 | 0.3 | 0.382272 |
24 | 0.066334 | 0.8572 | 0.196276 |
25 | -0.129152 | -1.669 | 0.048495 |
26 | -0.042958 | -0.5551 | 0.289772 |
27 | 0.04966 | 0.6418 | 0.260957 |
28 | -0.007559 | -0.0977 | 0.461152 |
29 | -0.096409 | -1.2459 | 0.107276 |
30 | 0.011021 | 0.1424 | 0.443458 |
31 | 0.056909 | 0.7354 | 0.231555 |
32 | -0.013081 | -0.169 | 0.432983 |
33 | -0.081184 | -1.0491 | 0.147818 |
34 | 0.055783 | 0.7209 | 0.235996 |
35 | 0.024364 | 0.3148 | 0.376634 |
36 | -0.019837 | -0.2564 | 0.398996 |
37 | -0.031753 | -0.4103 | 0.341042 |
38 | 0.037765 | 0.488 | 0.313083 |
39 | 0.025131 | 0.3248 | 0.372881 |
40 | 0.052104 | 0.6733 | 0.250835 |
41 | -0.000175 | -0.0023 | 0.499098 |
42 | 0.040734 | 0.5264 | 0.299653 |
43 | -0.009164 | -0.1184 | 0.452938 |
44 | -0.003084 | -0.0399 | 0.484128 |
45 | 0.052283 | 0.6756 | 0.250099 |
46 | 0.032587 | 0.4211 | 0.337106 |
47 | -0.047081 | -0.6084 | 0.271867 |
48 | 0.024583 | 0.3177 | 0.375563 |
49 | -0.000799 | -0.0103 | 0.495889 |
50 | -0.026944 | -0.3482 | 0.364067 |
51 | -0.093656 | -1.2103 | 0.113937 |
52 | -0.005795 | -0.0749 | 0.470198 |
53 | 0.012481 | 0.1613 | 0.436028 |
54 | -0.058986 | -0.7623 | 0.223487 |
55 | -0.034853 | -0.4504 | 0.326504 |
56 | 0.028351 | 0.3664 | 0.357274 |
57 | 0.050118 | 0.6477 | 0.259044 |
58 | -0.046631 | -0.6026 | 0.273793 |
59 | 0.05099 | 0.6589 | 0.255423 |
60 | -0.053953 | -0.6972 | 0.243314 |