Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.590905 | 5.014 | 2e-06 |
2 | 0.47484 | 4.0292 | 6.9e-05 |
3 | 0.275429 | 2.3371 | 0.01111 |
4 | 0.199917 | 1.6964 | 0.047069 |
5 | 0.217922 | 1.8491 | 0.034272 |
6 | 0.238187 | 2.0211 | 0.023495 |
7 | 0.170438 | 1.4462 | 0.076229 |
8 | 0.206584 | 1.7529 | 0.041936 |
9 | 0.102142 | 0.8667 | 0.194492 |
10 | 0.080548 | 0.6835 | 0.248251 |
11 | 0.057518 | 0.4881 | 0.313496 |
12 | 0.201814 | 1.7124 | 0.045559 |
13 | 0.130723 | 1.1092 | 0.135514 |
14 | 0.215114 | 1.8253 | 0.036052 |
15 | 0.105266 | 0.8932 | 0.187361 |
16 | 0.085745 | 0.7276 | 0.234619 |
17 | 0.126876 | 1.0766 | 0.142632 |
18 | 0.11171 | 0.9479 | 0.173178 |
19 | 0.075073 | 0.637 | 0.263068 |
20 | 0.079113 | 0.6713 | 0.252091 |
21 | 0.009307 | 0.079 | 0.468636 |
22 | 0.00309 | 0.0262 | 0.489577 |
23 | 0.016679 | 0.1415 | 0.443925 |
24 | -0.042699 | -0.3623 | 0.359091 |
25 | -0.05435 | -0.4612 | 0.323033 |
26 | -0.025135 | -0.2133 | 0.415856 |
27 | -0.060938 | -0.5171 | 0.303345 |
28 | -0.033352 | -0.283 | 0.388995 |
29 | 0.045329 | 0.3846 | 0.350824 |
30 | -0.026627 | -0.2259 | 0.410945 |
31 | 0.037168 | 0.3154 | 0.376693 |
32 | -0.048387 | -0.4106 | 0.341302 |
33 | -0.090134 | -0.7648 | 0.223441 |
34 | -0.108183 | -0.918 | 0.180851 |
35 | -0.146049 | -1.2393 | 0.109635 |
36 | -0.15334 | -1.3011 | 0.098681 |
37 | -0.1313 | -1.1141 | 0.134467 |
38 | -0.135887 | -1.153 | 0.126354 |
39 | -0.177561 | -1.5067 | 0.068137 |
40 | -0.229377 | -1.9463 | 0.027759 |
41 | -0.213855 | -1.8146 | 0.036874 |
42 | -0.248348 | -2.1073 | 0.019288 |
43 | -0.16145 | -1.3699 | 0.08748 |
44 | -0.21375 | -1.8137 | 0.036943 |
45 | -0.143365 | -1.2165 | 0.113884 |
46 | -0.108469 | -0.9204 | 0.180222 |
47 | -0.141254 | -1.1986 | 0.11731 |
48 | -0.154861 | -1.314 | 0.096502 |
49 | -0.202359 | -1.7171 | 0.045133 |
50 | -0.169513 | -1.4384 | 0.077332 |
51 | -0.099596 | -0.8451 | 0.200428 |
52 | -0.09262 | -0.7859 | 0.217251 |
53 | -0.103804 | -0.8808 | 0.190677 |
54 | -0.122614 | -1.0404 | 0.150815 |
55 | -0.128316 | -1.0888 | 0.139936 |
56 | -0.118374 | -1.0044 | 0.159267 |
57 | -0.091189 | -0.7738 | 0.220802 |
58 | -0.063634 | -0.54 | 0.295447 |
59 | -0.055694 | -0.4726 | 0.318971 |
60 | -0.015393 | -0.1306 | 0.448224 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.590905 | 5.014 | 2e-06 |
2 | 0.193094 | 1.6385 | 0.052845 |
3 | -0.103864 | -0.8813 | 0.19054 |
4 | 0.014903 | 0.1265 | 0.449861 |
5 | 0.155701 | 1.3212 | 0.095315 |
6 | 0.095095 | 0.8069 | 0.211189 |
7 | -0.097193 | -0.8247 | 0.206129 |
8 | 0.104951 | 0.8905 | 0.188072 |
9 | -0.069441 | -0.5892 | 0.278776 |
10 | -0.032673 | -0.2772 | 0.391196 |
11 | 0.016411 | 0.1393 | 0.444819 |
12 | 0.274428 | 2.3286 | 0.011346 |
13 | -0.146161 | -1.2402 | 0.109461 |
14 | 0.077078 | 0.654 | 0.257588 |
15 | -0.042885 | -0.3639 | 0.358502 |
16 | -0.005629 | -0.0478 | 0.481017 |
17 | 0.107878 | 0.9154 | 0.181524 |
18 | -0.025972 | -0.2204 | 0.413098 |
19 | -0.070636 | -0.5994 | 0.275406 |
20 | -0.047956 | -0.4069 | 0.342637 |
21 | 0.03018 | 0.2561 | 0.399308 |
22 | -0.058804 | -0.499 | 0.309662 |
23 | 0.088214 | 0.7485 | 0.228293 |
24 | -0.167331 | -1.4198 | 0.079984 |
25 | -0.012932 | -0.1097 | 0.456463 |
26 | 0.008873 | 0.0753 | 0.470095 |
27 | 0.028666 | 0.2432 | 0.404255 |
28 | -0.019078 | -0.1619 | 0.435926 |
29 | 0.13192 | 1.1194 | 0.13335 |
30 | -0.14163 | -1.2018 | 0.116696 |
31 | 0.032556 | 0.2763 | 0.391574 |
32 | -0.064177 | -0.5446 | 0.293868 |
33 | -0.023652 | -0.2007 | 0.420752 |
34 | -0.065645 | -0.557 | 0.289622 |
35 | -0.119731 | -1.016 | 0.156527 |
36 | 0.050344 | 0.4272 | 0.335261 |
37 | -0.073772 | -0.626 | 0.266655 |
38 | 0.086034 | 0.73 | 0.233872 |
39 | -0.163854 | -1.3903 | 0.084353 |
40 | -0.061963 | -0.5258 | 0.30033 |
41 | -0.044617 | -0.3786 | 0.353054 |
42 | 0.038176 | 0.3239 | 0.373465 |
43 | -0.064858 | -0.5503 | 0.291897 |
44 | -0.032772 | -0.2781 | 0.390873 |
45 | 0.065942 | 0.5595 | 0.288767 |
46 | -0.000372 | -0.0032 | 0.498746 |
47 | -0.020195 | -0.1714 | 0.432211 |
48 | -0.072951 | -0.619 | 0.268932 |
49 | -0.057433 | -0.4873 | 0.313752 |
50 | 0.046936 | 0.3983 | 0.345808 |
51 | 0.106382 | 0.9027 | 0.184852 |
52 | -0.05795 | -0.4917 | 0.312207 |
53 | 0.008975 | 0.0762 | 0.469752 |
54 | -0.020918 | -0.1775 | 0.42981 |
55 | -0.00687 | -0.0583 | 0.476837 |
56 | 0.07246 | 0.6148 | 0.270299 |
57 | 0.005134 | 0.0436 | 0.482687 |
58 | -0.016987 | -0.1441 | 0.442895 |
59 | -0.041515 | -0.3523 | 0.362833 |
60 | 0.05196 | 0.4409 | 0.330306 |