Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.366828 | 5.0163 | 1e-06 |
2 | 0.019403 | 0.2653 | 0.395523 |
3 | -0.121173 | -1.657 | 0.049597 |
4 | -0.161524 | -2.2088 | 0.014201 |
5 | -0.275363 | -3.7655 | 0.000111 |
6 | -0.403815 | -5.5221 | 0 |
7 | -0.273758 | -3.7436 | 0.000121 |
8 | -0.16446 | -2.249 | 0.012841 |
9 | -0.112242 | -1.5349 | 0.063251 |
10 | 0.022957 | 0.3139 | 0.376961 |
11 | 0.344006 | 4.7042 | 2e-06 |
12 | 0.892264 | 12.2015 | 0 |
13 | 0.341373 | 4.6682 | 3e-06 |
14 | 0.017741 | 0.2426 | 0.404291 |
15 | -0.12309 | -1.6832 | 0.047 |
16 | -0.143776 | -1.9661 | 0.025383 |
17 | -0.257546 | -3.5219 | 0.000269 |
18 | -0.381532 | -5.2174 | 0 |
19 | -0.260054 | -3.5562 | 0.000238 |
20 | -0.15938 | -2.1795 | 0.015273 |
21 | -0.113311 | -1.5495 | 0.061475 |
22 | 0.016923 | 0.2314 | 0.408622 |
23 | 0.323043 | 4.4175 | 8e-06 |
24 | 0.826893 | 11.3076 | 0 |
25 | 0.316241 | 4.3245 | 1.2e-05 |
26 | 0.015798 | 0.216 | 0.414596 |
27 | -0.108952 | -1.4899 | 0.068968 |
28 | -0.136182 | -1.8623 | 0.032068 |
29 | -0.246048 | -3.3647 | 0.000465 |
30 | -0.365339 | -4.9959 | 1e-06 |
31 | -0.250187 | -3.4213 | 0.000383 |
32 | -0.159149 | -2.1763 | 0.015392 |
33 | -0.102874 | -1.4068 | 0.080576 |
34 | 0.012814 | 0.1752 | 0.430545 |
35 | 0.299308 | 4.093 | 3.2e-05 |
36 | 0.767804 | 10.4996 | 0 |
37 | 0.299417 | 4.0945 | 3.1e-05 |
38 | 0.010907 | 0.1491 | 0.440799 |
39 | -0.108497 | -1.4837 | 0.069789 |
40 | -0.119939 | -1.6401 | 0.051329 |
41 | -0.228344 | -3.1226 | 0.001039 |
42 | -0.34215 | -4.6788 | 3e-06 |
43 | -0.236603 | -3.2355 | 0.000718 |
44 | -0.152535 | -2.0859 | 0.019173 |
45 | -0.10025 | -1.3709 | 0.086026 |
46 | 0.013547 | 0.1852 | 0.426618 |
47 | 0.276785 | 3.785 | 0.000103 |
48 | 0.710673 | 9.7183 | 0 |
49 | 0.282974 | 3.8696 | 7.5e-05 |
50 | 0.006833 | 0.0934 | 0.462828 |
51 | -0.10672 | -1.4594 | 0.07307 |
52 | -0.117784 | -1.6107 | 0.054469 |
53 | -0.224266 | -3.0668 | 0.001242 |
54 | -0.315073 | -4.3086 | 1.3e-05 |
55 | -0.211822 | -2.8966 | 0.002111 |
56 | -0.148455 | -2.0301 | 0.021882 |
57 | -0.101338 | -1.3858 | 0.083734 |
58 | 0.001942 | 0.0266 | 0.489419 |
59 | 0.250161 | 3.4209 | 0.000383 |
60 | 0.64471 | 8.8163 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.366828 | 5.0163 | 1e-06 |
2 | -0.133065 | -1.8196 | 0.035207 |
3 | -0.094606 | -1.2937 | 0.09868 |
4 | -0.0904 | -1.2362 | 0.108966 |
5 | -0.227063 | -3.105 | 0.001099 |
6 | -0.310437 | -4.2452 | 1.7e-05 |
7 | -0.123853 | -1.6937 | 0.045997 |
8 | -0.208876 | -2.8563 | 0.002385 |
9 | -0.264504 | -3.617 | 0.000192 |
10 | -0.165132 | -2.2581 | 0.012546 |
11 | 0.127723 | 1.7466 | 0.041175 |
12 | 0.822085 | 11.2418 | 0 |
13 | -0.201251 | -2.7521 | 0.003253 |
14 | 0.02867 | 0.3921 | 0.347731 |
15 | -0.012156 | -0.1662 | 0.434075 |
16 | 0.056615 | 0.7742 | 0.219895 |
17 | 0.03893 | 0.5324 | 0.297556 |
18 | 0.052617 | 0.7195 | 0.236356 |
19 | 0.015966 | 0.2183 | 0.413706 |
20 | 0.011655 | 0.1594 | 0.436771 |
21 | -0.059627 | -0.8154 | 0.207943 |
22 | -0.014093 | -0.1927 | 0.423695 |
23 | 0.018684 | 0.2555 | 0.399308 |
24 | 0.153038 | 2.0928 | 0.01886 |
25 | -0.083955 | -1.1481 | 0.126204 |
26 | 0.020349 | 0.2783 | 0.390556 |
27 | 0.058231 | 0.7963 | 0.213436 |
28 | -0.070184 | -0.9598 | 0.169208 |
29 | 0.009306 | 0.1273 | 0.449439 |
30 | -0.006193 | -0.0847 | 0.4663 |
31 | -0.00377 | -0.0516 | 0.479468 |
32 | -0.018714 | -0.2559 | 0.399149 |
33 | 0.047318 | 0.6471 | 0.25919 |
34 | -0.04166 | -0.5697 | 0.284784 |
35 | -0.018507 | -0.2531 | 0.40024 |
36 | 0.028928 | 0.3956 | 0.34643 |
37 | 0.000567 | 0.0077 | 0.496912 |
38 | -0.032396 | -0.443 | 0.329135 |
39 | -0.022684 | -0.3102 | 0.378379 |
40 | 0.034532 | 0.4722 | 0.318661 |
41 | 0.009732 | 0.1331 | 0.447133 |
42 | 0.025935 | 0.3547 | 0.361624 |
43 | -0.010851 | -0.1484 | 0.441101 |
44 | 0.018341 | 0.2508 | 0.401117 |
45 | -0.030195 | -0.4129 | 0.340075 |
46 | 0.035952 | 0.4916 | 0.311778 |
47 | -0.027763 | -0.3797 | 0.352315 |
48 | 0.03135 | 0.4287 | 0.334317 |
49 | -0.006286 | -0.086 | 0.465797 |
50 | -0.011614 | -0.1588 | 0.436989 |
51 | -0.01452 | -0.1986 | 0.421413 |
52 | -0.044631 | -0.6103 | 0.271195 |
53 | -0.057277 | -0.7833 | 0.217234 |
54 | 0.062939 | 0.8607 | 0.195258 |
55 | 0.04019 | 0.5496 | 0.291626 |
56 | -0.0521 | -0.7125 | 0.238536 |
57 | -0.029651 | -0.4055 | 0.342795 |
58 | -0.059625 | -0.8154 | 0.207952 |
59 | -0.02605 | -0.3562 | 0.361035 |
60 | -0.086266 | -1.1797 | 0.119815 |