Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.315505 | 5.564 | 0 |
2 | -0.140615 | -2.4798 | 0.006838 |
3 | -0.254457 | -4.4874 | 5e-06 |
4 | -0.233991 | -4.1265 | 2.4e-05 |
5 | -0.028429 | -0.5014 | 0.308238 |
6 | 0.083942 | 1.4803 | 0.069899 |
7 | -0.028246 | -0.4981 | 0.309375 |
8 | -0.221234 | -3.9015 | 5.9e-05 |
9 | -0.244466 | -4.3112 | 1.1e-05 |
10 | -0.151009 | -2.6631 | 0.004073 |
11 | 0.300433 | 5.2982 | 0 |
12 | 0.910288 | 16.0531 | 0 |
13 | 0.297274 | 5.2425 | 0 |
14 | -0.143312 | -2.5273 | 0.005994 |
15 | -0.263071 | -4.6393 | 3e-06 |
16 | -0.239715 | -4.2274 | 1.6e-05 |
17 | -0.033785 | -0.5958 | 0.275869 |
18 | 0.073764 | 1.3008 | 0.097137 |
19 | -0.036189 | -0.6382 | 0.261905 |
20 | -0.216019 | -3.8095 | 8.4e-05 |
21 | -0.249901 | -4.4071 | 7e-06 |
22 | -0.16367 | -2.8864 | 0.002085 |
23 | 0.28407 | 5.0096 | 0 |
24 | 0.85395 | 15.0596 | 0 |
25 | 0.277271 | 4.8897 | 1e-06 |
26 | -0.140427 | -2.4765 | 0.006901 |
27 | -0.264417 | -4.663 | 2e-06 |
28 | -0.248956 | -4.3904 | 8e-06 |
29 | -0.044811 | -0.7903 | 0.21499 |
30 | 0.051059 | 0.9004 | 0.184292 |
31 | -0.050244 | -0.8861 | 0.188132 |
32 | -0.212322 | -3.7443 | 0.000108 |
33 | -0.254427 | -4.4869 | 5e-06 |
34 | -0.16319 | -2.8779 | 0.00214 |
35 | 0.255361 | 4.5033 | 5e-06 |
36 | 0.796693 | 14.0498 | 0 |
37 | 0.256924 | 4.5309 | 4e-06 |
38 | -0.14972 | -2.6403 | 0.00435 |
39 | -0.275795 | -4.8637 | 1e-06 |
40 | -0.258154 | -4.5526 | 4e-06 |
41 | -0.06215 | -1.096 | 0.136958 |
42 | 0.045044 | 0.7944 | 0.213796 |
43 | -0.053492 | -0.9433 | 0.17312 |
44 | -0.214822 | -3.7884 | 9.1e-05 |
45 | -0.248607 | -4.3842 | 8e-06 |
46 | -0.158476 | -2.7948 | 0.002758 |
47 | 0.242223 | 4.2717 | 1.3e-05 |
48 | 0.743966 | 13.12 | 0 |
49 | 0.233638 | 4.1203 | 2.4e-05 |
50 | -0.159206 | -2.8076 | 0.002653 |
51 | -0.269615 | -4.7547 | 2e-06 |
52 | -0.249949 | -4.4079 | 7e-06 |
53 | -0.070589 | -1.2448 | 0.107063 |
54 | 0.037482 | 0.661 | 0.254549 |
55 | -0.049721 | -0.8768 | 0.190626 |
56 | -0.198987 | -3.5092 | 0.000258 |
57 | -0.236319 | -4.1675 | 2e-05 |
58 | -0.158907 | -2.8024 | 0.002696 |
59 | 0.211814 | 3.7354 | 0.000111 |
60 | 0.696689 | 12.2862 | 0 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.315505 | 5.564 | 0 |
2 | -0.266707 | -4.7034 | 2e-06 |
3 | -0.136432 | -2.406 | 0.008356 |
4 | -0.156361 | -2.7574 | 0.003085 |
5 | 0.03407 | 0.6008 | 0.274196 |
6 | -0.019344 | -0.3411 | 0.366614 |
7 | -0.142017 | -2.5045 | 0.006387 |
8 | -0.237921 | -4.1958 | 1.8e-05 |
9 | -0.168913 | -2.9788 | 0.001561 |
10 | -0.183531 | -3.2366 | 0.00067 |
11 | 0.279957 | 4.9371 | 1e-06 |
12 | 0.860435 | 15.1739 | 0 |
13 | -0.166193 | -2.9308 | 0.001815 |
14 | -0.053615 | -0.9455 | 0.172566 |
15 | 0.00831 | 0.1466 | 0.44179 |
16 | 0.014395 | 0.2539 | 0.399886 |
17 | -0.049502 | -0.873 | 0.191676 |
18 | -0.060986 | -1.0755 | 0.141492 |
19 | -0.038403 | -0.6772 | 0.249379 |
20 | -0.035792 | -0.6312 | 0.264185 |
21 | -0.086433 | -1.5243 | 0.064229 |
22 | -0.0211 | -0.3721 | 0.355032 |
23 | -0.001447 | -0.0255 | 0.489828 |
24 | 0.137905 | 2.432 | 0.00779 |
25 | -0.088187 | -1.5552 | 0.060459 |
26 | 0.022656 | 0.3995 | 0.344882 |
27 | 0.028825 | 0.5083 | 0.305793 |
28 | -0.042426 | -0.7482 | 0.227454 |
29 | -0.056922 | -1.0038 | 0.158119 |
30 | -0.086827 | -1.5312 | 0.063366 |
31 | -0.033543 | -0.5915 | 0.277294 |
32 | -0.019642 | -0.3464 | 0.364644 |
33 | -0.052152 | -0.9197 | 0.17922 |
34 | 0.054798 | 0.9664 | 0.167305 |
35 | -0.129356 | -2.2812 | 0.011606 |
36 | 0.019576 | 0.3452 | 0.365076 |
37 | -0.034111 | -0.6016 | 0.273954 |
38 | -0.073655 | -1.2989 | 0.097466 |
39 | -0.055308 | -0.9754 | 0.16507 |
40 | -0.022671 | -0.3998 | 0.344785 |
41 | -0.07052 | -1.2436 | 0.107285 |
42 | 0.06183 | 1.0904 | 0.138193 |
43 | -0.023634 | -0.4168 | 0.338558 |
44 | -0.067955 | -1.1984 | 0.115838 |
45 | 0.031781 | 0.5605 | 0.287786 |
46 | 0.032942 | 0.5809 | 0.280852 |
47 | 0.005799 | 0.1023 | 0.459304 |
48 | -0.034363 | -0.606 | 0.272477 |
49 | -0.054533 | -0.9617 | 0.168475 |
50 | -0.045288 | -0.7987 | 0.212547 |
51 | 0.055578 | 0.9801 | 0.16389 |
52 | 0.025881 | 0.4564 | 0.324207 |
53 | -0.055052 | -0.9709 | 0.166187 |
54 | -0.022414 | -0.3953 | 0.346456 |
55 | 0.037426 | 0.66 | 0.254868 |
56 | 0.063962 | 1.128 | 0.130098 |
57 | -0.011282 | -0.199 | 0.421214 |
58 | -0.075211 | -1.3264 | 0.092846 |
59 | -0.113485 | -2.0013 | 0.023113 |
60 | 0.008986 | 0.1585 | 0.437093 |