Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.694937 | 5.4276 | 1e-06 |
2 | 0.612527 | 4.784 | 6e-06 |
3 | 0.657186 | 5.1328 | 2e-06 |
4 | 0.509555 | 3.9798 | 9.3e-05 |
5 | 0.454088 | 3.5465 | 0.000378 |
6 | 0.460958 | 3.6002 | 0.00032 |
7 | 0.315243 | 2.4621 | 0.008326 |
8 | 0.296733 | 2.3176 | 0.011922 |
9 | 0.28147 | 2.1983 | 0.015864 |
10 | 0.162079 | 1.2659 | 0.105185 |
11 | 0.184458 | 1.4407 | 0.077396 |
12 | 0.281253 | 2.1967 | 0.015927 |
13 | 0.106223 | 0.8296 | 0.204991 |
14 | 0.068182 | 0.5325 | 0.29815 |
15 | 0.100641 | 0.786 | 0.217447 |
16 | 0.061395 | 0.4795 | 0.316646 |
17 | 0.030127 | 0.2353 | 0.407381 |
18 | 0.025775 | 0.2013 | 0.420563 |
19 | -0.000792 | -0.0062 | 0.497543 |
20 | -0.046809 | -0.3656 | 0.357967 |
21 | -0.047816 | -0.3735 | 0.355051 |
22 | -0.059695 | -0.4662 | 0.321354 |
23 | -0.041518 | -0.3243 | 0.373424 |
24 | 0.008657 | 0.0676 | 0.473157 |
25 | -0.013477 | -0.1053 | 0.458259 |
26 | -0.104544 | -0.8165 | 0.208693 |
27 | -0.06811 | -0.532 | 0.298345 |
28 | -0.032551 | -0.2542 | 0.400085 |
29 | -0.10908 | -0.8519 | 0.198789 |
30 | -0.109131 | -0.8523 | 0.19868 |
31 | -0.079198 | -0.6186 | 0.269257 |
32 | -0.190131 | -1.485 | 0.071351 |
33 | -0.195583 | -1.5275 | 0.065897 |
34 | -0.214808 | -1.6777 | 0.049261 |
35 | -0.273104 | -2.133 | 0.018478 |
36 | -0.236756 | -1.8491 | 0.034643 |
37 | -0.246323 | -1.9238 | 0.029522 |
38 | -0.331667 | -2.5904 | 0.005987 |
39 | -0.278854 | -2.1779 | 0.016644 |
40 | -0.233616 | -1.8246 | 0.03648 |
41 | -0.291169 | -2.2741 | 0.013245 |
42 | -0.280046 | -2.1872 | 0.016285 |
43 | -0.255861 | -1.9983 | 0.025071 |
44 | -0.310548 | -2.4255 | 0.009132 |
45 | -0.289623 | -2.262 | 0.013635 |
46 | -0.27841 | -2.1745 | 0.01678 |
47 | -0.285496 | -2.2298 | 0.014726 |
48 | -0.219825 | -1.7169 | 0.045537 |
49 | -0.218385 | -1.7056 | 0.046581 |
50 | -0.222384 | -1.7369 | 0.043728 |
51 | -0.145025 | -1.1327 | 0.130891 |
52 | -0.09631 | -0.7522 | 0.227411 |
53 | -0.081385 | -0.6356 | 0.263695 |
54 | -0.036349 | -0.2839 | 0.388726 |
55 | 0.008097 | 0.0632 | 0.474892 |
56 | 0.027738 | 0.2166 | 0.414605 |
57 | 0.037396 | 0.2921 | 0.385613 |
58 | 0.026843 | 0.2097 | 0.417318 |
59 | 0.011065 | 0.0864 | 0.465709 |
60 | 0.001749 | 0.0137 | 0.494572 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.694937 | 5.4276 | 1e-06 |
2 | 0.250627 | 1.9575 | 0.027436 |
3 | 0.338501 | 2.6438 | 0.005204 |
4 | -0.134498 | -1.0505 | 0.148825 |
5 | 0.008404 | 0.0656 | 0.473942 |
6 | 0.045198 | 0.353 | 0.362649 |
7 | -0.164779 | -1.287 | 0.101485 |
8 | 0.049209 | 0.3843 | 0.351034 |
9 | -0.023451 | -0.1832 | 0.427642 |
10 | -0.082183 | -0.6419 | 0.261682 |
11 | 0.09071 | 0.7085 | 0.240677 |
12 | 0.266998 | 2.0853 | 0.020616 |
13 | -0.255223 | -1.9934 | 0.02535 |
14 | -0.126947 | -0.9915 | 0.162682 |
15 | -0.034946 | -0.2729 | 0.392912 |
16 | 0.16211 | 1.2661 | 0.105142 |
17 | -0.072238 | -0.5642 | 0.287346 |
18 | -0.073811 | -0.5765 | 0.283206 |
19 | 0.093497 | 0.7302 | 0.234022 |
20 | -0.147126 | -1.1491 | 0.127502 |
21 | 0.02607 | 0.2036 | 0.419667 |
22 | 0.072391 | 0.5654 | 0.286942 |
23 | 0.07284 | 0.5689 | 0.285756 |
24 | -0.050007 | -0.3906 | 0.348738 |
25 | 0.09143 | 0.7141 | 0.238948 |
26 | -0.201795 | -1.5761 | 0.060091 |
27 | -0.035223 | -0.2751 | 0.392086 |
28 | 0.040667 | 0.3176 | 0.37593 |
29 | -0.036391 | -0.2842 | 0.388603 |
30 | -0.054686 | -0.4271 | 0.3354 |
31 | 0.001228 | 0.0096 | 0.496189 |
32 | -0.068897 | -0.5381 | 0.296233 |
33 | -0.097757 | -0.7635 | 0.224053 |
34 | -0.094746 | -0.74 | 0.231072 |
35 | -0.04665 | -0.3643 | 0.35843 |
36 | 0.023965 | 0.1872 | 0.426074 |
37 | -0.024139 | -0.1885 | 0.425543 |
38 | 0.07778 | 0.6075 | 0.272892 |
39 | -0.037206 | -0.2906 | 0.386175 |
40 | -0.001518 | -0.0119 | 0.49529 |
41 | -0.031716 | -0.2477 | 0.402596 |
42 | -0.081839 | -0.6392 | 0.262549 |
43 | -0.078302 | -0.6116 | 0.271551 |
44 | -0.001439 | -0.0112 | 0.495535 |
45 | 0.041893 | 0.3272 | 0.372321 |
46 | -0.029502 | -0.2304 | 0.409269 |
47 | 0.0074 | 0.0578 | 0.477051 |
48 | 0.063038 | 0.4923 | 0.312121 |
49 | -0.026175 | -0.2044 | 0.419346 |
50 | 0.037677 | 0.2943 | 0.384777 |
51 | 0.124854 | 0.9751 | 0.16667 |
52 | -0.033142 | -0.2589 | 0.398311 |
53 | 0.000158 | 0.0012 | 0.49951 |
54 | 0.053818 | 0.4203 | 0.337861 |
55 | 0.034831 | 0.272 | 0.393257 |
56 | -0.039321 | -0.3071 | 0.379904 |
57 | 0.024641 | 0.1925 | 0.424013 |
58 | -0.064528 | -0.504 | 0.308045 |
59 | -0.144441 | -1.1281 | 0.131843 |
60 | -0.065032 | -0.5079 | 0.306672 |