Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.639229 | 4.9925 | 3e-06 |
2 | 0.504687 | 3.9417 | 0.000106 |
3 | 0.566021 | 4.4208 | 2.1e-05 |
4 | 0.423374 | 3.3067 | 0.000793 |
5 | 0.35119 | 2.7429 | 0.003992 |
6 | 0.352357 | 2.752 | 0.003895 |
7 | 0.14973 | 1.1694 | 0.123391 |
8 | 0.127171 | 0.9932 | 0.162259 |
9 | 0.128849 | 1.0063 | 0.159113 |
10 | -0.031033 | -0.2424 | 0.404651 |
11 | 0.04383 | 0.3423 | 0.366643 |
12 | 0.174302 | 1.3613 | 0.089207 |
13 | -0.047861 | -0.3738 | 0.354923 |
14 | -0.114244 | -0.8923 | 0.187877 |
15 | -0.04653 | -0.3634 | 0.358776 |
16 | -0.066879 | -0.5223 | 0.301663 |
17 | -0.069843 | -0.5455 | 0.293702 |
18 | -0.039474 | -0.3083 | 0.379452 |
19 | -0.062263 | -0.4863 | 0.314253 |
20 | -0.079195 | -0.6185 | 0.269265 |
21 | -0.047936 | -0.3744 | 0.354706 |
22 | -0.06817 | -0.5324 | 0.298183 |
23 | -0.027276 | -0.213 | 0.416007 |
24 | 0.05319 | 0.4154 | 0.339643 |
25 | -0.006423 | -0.0502 | 0.480076 |
26 | -0.14578 | -1.1386 | 0.129666 |
27 | -0.066218 | -0.5172 | 0.30345 |
28 | -0.059522 | -0.4649 | 0.321835 |
29 | -0.095699 | -0.7474 | 0.228837 |
30 | -0.091754 | -0.7166 | 0.23817 |
31 | -0.100904 | -0.7881 | 0.216849 |
32 | -0.218336 | -1.7053 | 0.046617 |
33 | -0.189671 | -1.4814 | 0.071827 |
34 | -0.220033 | -1.7185 | 0.045388 |
35 | -0.275539 | -2.152 | 0.017681 |
36 | -0.193115 | -1.5083 | 0.068323 |
37 | -0.237871 | -1.8578 | 0.03401 |
38 | -0.343416 | -2.6822 | 0.004699 |
39 | -0.253994 | -1.9838 | 0.025894 |
40 | -0.228743 | -1.7865 | 0.03949 |
41 | -0.22237 | -1.7368 | 0.043738 |
42 | -0.162715 | -1.2708 | 0.104305 |
43 | -0.163036 | -1.2733 | 0.103863 |
44 | -0.197718 | -1.5442 | 0.063853 |
45 | -0.121655 | -0.9502 | 0.172891 |
46 | -0.123249 | -0.9626 | 0.169772 |
47 | -0.108375 | -0.8464 | 0.200309 |
48 | -0.011675 | -0.0912 | 0.463823 |
49 | -0.037617 | -0.2938 | 0.384955 |
50 | -0.053472 | -0.4176 | 0.338841 |
51 | 0.020966 | 0.1638 | 0.435234 |
52 | 0.074242 | 0.5798 | 0.282077 |
53 | 0.103721 | 0.8101 | 0.21052 |
54 | 0.112321 | 0.8773 | 0.191895 |
55 | 0.070518 | 0.5508 | 0.291904 |
56 | 0.062567 | 0.4887 | 0.313417 |
57 | 0.074757 | 0.5839 | 0.280731 |
58 | 0.044524 | 0.3477 | 0.364616 |
59 | 0.025397 | 0.1984 | 0.421712 |
60 | 0.026665 | 0.2083 | 0.417859 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.639229 | 4.9925 | 3e-06 |
2 | 0.162455 | 1.2688 | 0.104664 |
3 | 0.333416 | 2.6041 | 0.005777 |
4 | -0.105582 | -0.8246 | 0.2064 |
5 | 0.031957 | 0.2496 | 0.401869 |
6 | 0.011687 | 0.0913 | 0.463784 |
7 | -0.268823 | -2.0996 | 0.019955 |
8 | 0.059534 | 0.465 | 0.321803 |
9 | -0.048584 | -0.3794 | 0.352836 |
10 | -0.115113 | -0.8991 | 0.186077 |
11 | 0.213667 | 1.6688 | 0.050142 |
12 | 0.234086 | 1.8283 | 0.0362 |
13 | -0.273975 | -2.1398 | 0.018189 |
14 | -0.192056 | -1.5 | 0.069386 |
15 | -0.03473 | -0.2712 | 0.393559 |
16 | 0.139126 | 1.0866 | 0.140742 |
17 | -0.044441 | -0.3471 | 0.364857 |
18 | 0.0555 | 0.4335 | 0.333101 |
19 | 0.201438 | 1.5733 | 0.060414 |
20 | -0.180534 | -1.41 | 0.081807 |
21 | -0.037469 | -0.2926 | 0.385395 |
22 | 0.053707 | 0.4195 | 0.338175 |
23 | -0.050997 | -0.3983 | 0.3459 |
24 | -0.026916 | -0.2102 | 0.417097 |
25 | 0.098951 | 0.7728 | 0.221304 |
26 | -0.191565 | -1.4962 | 0.069882 |
27 | 0.000567 | 0.0044 | 0.498242 |
28 | -0.073787 | -0.5763 | 0.283267 |
29 | 0.1277 | 0.9974 | 0.161263 |
30 | -0.130396 | -1.0184 | 0.156249 |
31 | -0.006422 | -0.0502 | 0.480081 |
32 | -0.099941 | -0.7806 | 0.21904 |
33 | -0.076608 | -0.5983 | 0.275919 |
34 | -0.115317 | -0.9007 | 0.185657 |
35 | -0.053172 | -0.4153 | 0.339695 |
36 | 0.079108 | 0.6179 | 0.269487 |
37 | -0.040202 | -0.314 | 0.377302 |
38 | 0.086355 | 0.6745 | 0.251287 |
39 | -0.044792 | -0.3498 | 0.363833 |
40 | -0.055345 | -0.4323 | 0.333538 |
41 | -0.012957 | -0.1012 | 0.459862 |
42 | -0.009533 | -0.0745 | 0.470447 |
43 | -0.052841 | -0.4127 | 0.340637 |
44 | 0.017799 | 0.139 | 0.444949 |
45 | 0.034219 | 0.2673 | 0.395085 |
46 | -0.041823 | -0.3266 | 0.372526 |
47 | 0.021367 | 0.1669 | 0.434007 |
48 | 0.026633 | 0.208 | 0.417957 |
49 | -0.012078 | -0.0943 | 0.462577 |
50 | -0.003288 | -0.0257 | 0.489797 |
51 | 0.126238 | 0.986 | 0.164026 |
52 | 0.022247 | 0.1738 | 0.431317 |
53 | -0.013182 | -0.103 | 0.459168 |
54 | -0.095426 | -0.7453 | 0.229476 |
55 | -0.033559 | -0.2621 | 0.397063 |
56 | -0.072972 | -0.5699 | 0.28541 |
57 | 0.07011 | 0.5476 | 0.292991 |
58 | -0.016531 | -0.1291 | 0.448846 |
59 | -0.001442 | -0.0113 | 0.495526 |
60 | -0.073889 | -0.5771 | 0.283 |