Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.511455 | 5.2905 | 0 |
2 | 0.324057 | 3.3521 | 0.000555 |
3 | 0.163856 | 1.6949 | 0.046498 |
4 | -0.056721 | -0.5867 | 0.279312 |
5 | -0.017145 | -0.1774 | 0.429784 |
6 | -0.092105 | -0.9527 | 0.171434 |
7 | -0.056982 | -0.5894 | 0.278408 |
8 | -0.147196 | -1.5226 | 0.065404 |
9 | -0.143409 | -1.4834 | 0.070449 |
10 | -0.026076 | -0.2697 | 0.393943 |
11 | 0.072977 | 0.7549 | 0.225989 |
12 | 0.14349 | 1.4843 | 0.070339 |
13 | 0.091955 | 0.9512 | 0.171825 |
14 | 0.014726 | 0.1523 | 0.43961 |
15 | 0.00963 | 0.0996 | 0.46042 |
16 | -0.097288 | -1.0064 | 0.158258 |
17 | 0.060612 | 0.627 | 0.266006 |
18 | 0.106282 | 1.0994 | 0.137033 |
19 | -0.000603 | -0.0062 | 0.497517 |
20 | 0.066416 | 0.687 | 0.24678 |
21 | 0.011132 | 0.1151 | 0.454271 |
22 | 0.071717 | 0.7418 | 0.229903 |
23 | 0.014777 | 0.1529 | 0.4394 |
24 | 0.020353 | 0.2105 | 0.416827 |
25 | -0.042642 | -0.4411 | 0.330017 |
26 | -0.172278 | -1.7821 | 0.038788 |
27 | -0.168199 | -1.7399 | 0.042379 |
28 | -0.124535 | -1.2882 | 0.100228 |
29 | -0.048278 | -0.4994 | 0.309264 |
30 | -0.083202 | -0.8606 | 0.195679 |
31 | -0.049528 | -0.5123 | 0.304741 |
32 | -0.093667 | -0.9689 | 0.167389 |
33 | -0.080361 | -0.8313 | 0.203839 |
34 | -0.051137 | -0.529 | 0.298961 |
35 | 0.002004 | 0.0207 | 0.491752 |
36 | 0.014311 | 0.148 | 0.441299 |
37 | -0.050926 | -0.5268 | 0.299718 |
38 | -0.057773 | -0.5976 | 0.275682 |
39 | -0.096429 | -0.9975 | 0.160394 |
40 | -0.084934 | -0.8786 | 0.190804 |
41 | -0.044184 | -0.457 | 0.324283 |
42 | -0.032533 | -0.3365 | 0.368566 |
43 | -0.036853 | -0.3812 | 0.3519 |
44 | -0.033785 | -0.3495 | 0.363712 |
45 | -0.031728 | -0.3282 | 0.371702 |
46 | 0.027733 | 0.2869 | 0.387383 |
47 | 0.03992 | 0.4129 | 0.340241 |
48 | 0.078731 | 0.8144 | 0.208612 |
49 | 0.052326 | 0.5413 | 0.294724 |
50 | 0.019775 | 0.2046 | 0.419154 |
51 | 0.040519 | 0.4191 | 0.337982 |
52 | -0.022382 | -0.2315 | 0.408677 |
53 | -0.041314 | -0.4274 | 0.334991 |
54 | -0.135878 | -1.4055 | 0.08138 |
55 | -0.147757 | -1.5284 | 0.064681 |
56 | -0.136453 | -1.4115 | 0.080502 |
57 | -0.137984 | -1.4273 | 0.0782 |
58 | -0.079284 | -0.8201 | 0.206987 |
59 | -0.01558 | -0.1612 | 0.436137 |
60 | -0.033772 | -0.3493 | 0.36376 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.511455 | 5.2905 | 0 |
2 | 0.084602 | 0.8751 | 0.191733 |
3 | -0.042465 | -0.4393 | 0.330677 |
4 | -0.19973 | -2.066 | 0.020621 |
5 | 0.105282 | 1.089 | 0.13929 |
6 | -0.081511 | -0.8432 | 0.20051 |
7 | 0.038231 | 0.3955 | 0.346642 |
8 | -0.193197 | -1.9984 | 0.024103 |
9 | 0.022015 | 0.2277 | 0.410145 |
10 | 0.099979 | 1.0342 | 0.151689 |
11 | 0.160088 | 1.656 | 0.05033 |
12 | -0.013901 | -0.1438 | 0.442966 |
13 | -0.077516 | -0.8018 | 0.212215 |
14 | -0.092011 | -0.9518 | 0.17168 |
15 | 0.095593 | 0.9888 | 0.162491 |
16 | -0.130076 | -1.3455 | 0.090652 |
17 | 0.222757 | 2.3042 | 0.011571 |
18 | 0.009612 | 0.0994 | 0.460492 |
19 | -0.078403 | -0.811 | 0.209581 |
20 | 0.047384 | 0.4901 | 0.312517 |
21 | 0.061206 | 0.6331 | 0.264004 |
22 | 0.036866 | 0.3813 | 0.351851 |
23 | -0.1307 | -1.352 | 0.089617 |
24 | 0.00352 | 0.0364 | 0.485512 |
25 | -0.084581 | -0.8749 | 0.191792 |
26 | -0.031177 | -0.3225 | 0.373854 |
27 | -0.056488 | -0.5843 | 0.280118 |
28 | 0.081648 | 0.8446 | 0.200117 |
29 | -0.034597 | -0.3579 | 0.360572 |
30 | -0.11563 | -1.1961 | 0.117153 |
31 | 0.019074 | 0.1973 | 0.421983 |
32 | -0.119299 | -1.234 | 0.109947 |
33 | 0.047349 | 0.4898 | 0.312646 |
34 | -0.046268 | -0.4786 | 0.316601 |
35 | -0.009164 | -0.0948 | 0.46233 |
36 | -0.000827 | -0.0086 | 0.496597 |
37 | -0.024896 | -0.2575 | 0.398634 |
38 | -0.007248 | -0.075 | 0.470188 |
39 | -0.098114 | -1.0149 | 0.156222 |
40 | -0.034149 | -0.3532 | 0.362301 |
41 | 0.033157 | 0.343 | 0.366145 |
42 | -0.050545 | -0.5228 | 0.301084 |
43 | 0.023284 | 0.2409 | 0.405064 |
44 | 0.034217 | 0.3539 | 0.362041 |
45 | 0.023293 | 0.2409 | 0.405029 |
46 | -0.032161 | -0.3327 | 0.370016 |
47 | 0.066427 | 0.6871 | 0.246745 |
48 | 0.045595 | 0.4716 | 0.319074 |
49 | -0.039157 | -0.405 | 0.343128 |
50 | 0.03401 | 0.3518 | 0.362838 |
51 | 0.022681 | 0.2346 | 0.407477 |
52 | -0.013723 | -0.142 | 0.443692 |
53 | -0.148893 | -1.5402 | 0.063236 |
54 | -0.063205 | -0.6538 | 0.257322 |
55 | -0.013996 | -0.1448 | 0.442579 |
56 | -0.017757 | -0.1837 | 0.427305 |
57 | -0.030366 | -0.3141 | 0.377026 |
58 | -0.083732 | -0.8661 | 0.194179 |
59 | 0.072199 | 0.7468 | 0.228403 |
60 | -0.115575 | -1.1955 | 0.117264 |