Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.385435 | 3.2248 | 0.000958 |
2 | 0.175431 | 1.4678 | 0.073324 |
3 | -0.020436 | -0.171 | 0.432366 |
4 | -0.195835 | -1.6385 | 0.052905 |
5 | -0.278864 | -2.3331 | 0.01126 |
6 | -0.501629 | -4.1969 | 3.9e-05 |
7 | -0.279419 | -2.3378 | 0.011131 |
8 | -0.205261 | -1.7173 | 0.045169 |
9 | -0.084584 | -0.7077 | 0.240745 |
10 | 0.064703 | 0.5413 | 0.294993 |
11 | 0.230933 | 1.9321 | 0.028696 |
12 | 0.719208 | 6.0173 | 0 |
13 | 0.244645 | 2.0468 | 0.022215 |
14 | 0.107124 | 0.8963 | 0.186592 |
15 | -0.040225 | -0.3365 | 0.368734 |
16 | -0.17941 | -1.5011 | 0.068919 |
17 | -0.244922 | -2.0492 | 0.022098 |
18 | -0.448956 | -3.7562 | 0.000177 |
19 | -0.262152 | -2.1933 | 0.015804 |
20 | -0.206493 | -1.7276 | 0.044231 |
21 | -0.101366 | -0.8481 | 0.199639 |
22 | 0.055267 | 0.4624 | 0.322616 |
23 | 0.225911 | 1.8901 | 0.031442 |
24 | 0.600415 | 5.0234 | 2e-06 |
25 | 0.274961 | 2.3005 | 0.012202 |
26 | 0.139081 | 1.1636 | 0.124261 |
27 | 0.013456 | 0.1126 | 0.455343 |
28 | -0.117223 | -0.9808 | 0.165045 |
29 | -0.171687 | -1.4364 | 0.077666 |
30 | -0.326869 | -2.7348 | 0.003951 |
31 | -0.190977 | -1.5978 | 0.057293 |
32 | -0.172029 | -1.4393 | 0.077261 |
33 | -0.10167 | -0.8506 | 0.198937 |
34 | 0.024494 | 0.2049 | 0.419111 |
35 | 0.12406 | 1.038 | 0.151431 |
36 | 0.375807 | 3.1442 | 0.001222 |
37 | 0.180054 | 1.5064 | 0.068227 |
38 | 0.078502 | 0.6568 | 0.256733 |
39 | 0.011063 | 0.0926 | 0.46326 |
40 | -0.086738 | -0.7257 | 0.235221 |
41 | -0.121069 | -1.0129 | 0.15729 |
42 | -0.192105 | -1.6073 | 0.056249 |
43 | -0.09679 | -0.8098 | 0.210398 |
44 | -0.098175 | -0.8214 | 0.207105 |
45 | -0.038071 | -0.3185 | 0.375519 |
46 | 0.047118 | 0.3942 | 0.347308 |
47 | 0.099271 | 0.8306 | 0.204524 |
48 | 0.240875 | 2.0153 | 0.023857 |
49 | 0.146035 | 1.2218 | 0.112938 |
50 | 0.083155 | 0.6957 | 0.244453 |
51 | 0.044945 | 0.376 | 0.354013 |
52 | -0.026918 | -0.2252 | 0.411235 |
53 | -0.045939 | -0.3843 | 0.350942 |
54 | -0.07608 | -0.6365 | 0.263252 |
55 | -0.068578 | -0.5738 | 0.283982 |
56 | -0.086306 | -0.7221 | 0.236323 |
57 | -0.054939 | -0.4597 | 0.323594 |
58 | -0.009399 | -0.0786 | 0.468774 |
59 | 0.022437 | 0.1877 | 0.42582 |
60 | 0.073157 | 0.6121 | 0.271236 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.385435 | 3.2248 | 0.000958 |
2 | 0.031559 | 0.264 | 0.396261 |
3 | -0.115312 | -0.9648 | 0.168991 |
4 | -0.186797 | -1.5629 | 0.061298 |
5 | -0.157512 | -1.3178 | 0.095927 |
6 | -0.394672 | -3.3021 | 0.000757 |
7 | 0.011896 | 0.0995 | 0.4605 |
8 | -0.122138 | -1.0219 | 0.155179 |
9 | -0.096596 | -0.8082 | 0.210863 |
10 | -0.049604 | -0.415 | 0.339699 |
11 | 0.095553 | 0.7995 | 0.213365 |
12 | 0.613516 | 5.133 | 1e-06 |
13 | -0.425899 | -3.5633 | 0.000332 |
14 | -0.09631 | -0.8058 | 0.211548 |
15 | -0.041966 | -0.3511 | 0.363278 |
16 | 0.010328 | 0.0864 | 0.465692 |
17 | -0.053445 | -0.4472 | 0.328073 |
18 | -0.054061 | -0.4523 | 0.326225 |
19 | -0.13376 | -1.1191 | 0.133457 |
20 | -0.085023 | -0.7114 | 0.239613 |
21 | -0.005101 | -0.0427 | 0.48304 |
22 | 0.058163 | 0.4866 | 0.314022 |
23 | 0.059289 | 0.496 | 0.310709 |
24 | -0.080853 | -0.6765 | 0.250487 |
25 | 0.117804 | 0.9856 | 0.163857 |
26 | -0.100676 | -0.8423 | 0.20124 |
27 | 0.02356 | 0.1971 | 0.422155 |
28 | -0.010562 | -0.0884 | 0.464919 |
29 | 0.058449 | 0.489 | 0.313177 |
30 | 0.074666 | 0.6247 | 0.267099 |
31 | -0.000622 | -0.0052 | 0.497932 |
32 | -0.046888 | -0.3923 | 0.348016 |
33 | -0.011033 | -0.0923 | 0.463359 |
34 | -0.008626 | -0.0722 | 0.471336 |
35 | -0.157231 | -1.3155 | 0.09632 |
36 | -0.103254 | -0.8639 | 0.195301 |
37 | -0.030232 | -0.2529 | 0.400527 |
38 | 0.005923 | 0.0496 | 0.48031 |
39 | -0.013268 | -0.111 | 0.455963 |
40 | -0.008471 | -0.0709 | 0.471849 |
41 | -0.045866 | -0.3837 | 0.351167 |
42 | 0.105296 | 0.881 | 0.190675 |
43 | 0.065234 | 0.5458 | 0.293474 |
44 | 0.034387 | 0.2877 | 0.387211 |
45 | 0.055284 | 0.4625 | 0.322565 |
46 | -0.043724 | -0.3658 | 0.357802 |
47 | 0.028085 | 0.235 | 0.407456 |
48 | -0.049475 | -0.4139 | 0.340094 |
49 | 0.085185 | 0.7127 | 0.239199 |
50 | 0.053113 | 0.4444 | 0.329071 |
51 | 0.036814 | 0.308 | 0.379496 |
52 | 0.033701 | 0.282 | 0.389401 |
53 | 0.061802 | 0.5171 | 0.303367 |
54 | -0.011803 | -0.0988 | 0.460808 |
55 | -0.077655 | -0.6497 | 0.259003 |
56 | 0.0453 | 0.379 | 0.352915 |
57 | -0.036752 | -0.3075 | 0.379691 |
58 | 0.019677 | 0.1646 | 0.434854 |
59 | 0.014868 | 0.1244 | 0.450679 |
60 | -0.001336 | -0.0112 | 0.495557 |