Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.596316 | 4.9891 | 2e-06 |
2 | 0.436256 | 3.65 | 0.000251 |
3 | 0.525282 | 4.3948 | 1.9e-05 |
4 | 0.463184 | 3.8753 | 0.000119 |
5 | 0.36769 | 3.0763 | 0.001495 |
6 | 0.375729 | 3.1436 | 0.001224 |
7 | 0.217572 | 1.8203 | 0.036491 |
8 | 0.273183 | 2.2856 | 0.012654 |
9 | 0.157751 | 1.3198 | 0.095595 |
10 | 0.018078 | 0.1513 | 0.440106 |
11 | 0.13682 | 1.1447 | 0.128112 |
12 | 0.325976 | 2.7273 | 0.004032 |
13 | 0.09211 | 0.7707 | 0.221754 |
14 | 0.008605 | 0.072 | 0.471405 |
15 | 0.072085 | 0.6031 | 0.274194 |
16 | 0.10255 | 0.858 | 0.196912 |
17 | 0.037679 | 0.3152 | 0.376758 |
18 | 0.064875 | 0.5428 | 0.294502 |
19 | 0.030799 | 0.2577 | 0.398703 |
20 | 0.045038 | 0.3768 | 0.353727 |
21 | -0.048473 | -0.4056 | 0.343155 |
22 | -0.119893 | -1.0031 | 0.159634 |
23 | -0.041924 | -0.3508 | 0.36341 |
24 | 0.066135 | 0.5533 | 0.290903 |
25 | -0.0599 | -0.5012 | 0.308917 |
26 | -0.170555 | -1.427 | 0.079017 |
27 | -0.094148 | -0.7877 | 0.216765 |
28 | -0.03586 | -0.3 | 0.382524 |
29 | -0.120849 | -1.0111 | 0.157726 |
30 | -0.101054 | -0.8455 | 0.200362 |
31 | -0.078576 | -0.6574 | 0.256535 |
32 | -0.149229 | -1.2485 | 0.107997 |
33 | -0.171955 | -1.4387 | 0.077349 |
34 | -0.205009 | -1.7152 | 0.045364 |
35 | -0.213933 | -1.7899 | 0.038898 |
36 | -0.108038 | -0.9039 | 0.184571 |
37 | -0.179222 | -1.4995 | 0.069124 |
38 | -0.285478 | -2.3885 | 0.009809 |
39 | -0.190875 | -1.597 | 0.057388 |
40 | -0.168067 | -1.4062 | 0.082052 |
41 | -0.226482 | -1.8949 | 0.031119 |
42 | -0.18408 | -1.5401 | 0.064019 |
43 | -0.162986 | -1.3636 | 0.088526 |
44 | -0.226735 | -1.897 | 0.030977 |
45 | -0.213127 | -1.7831 | 0.039449 |
46 | -0.228208 | -1.9093 | 0.03016 |
47 | -0.220578 | -1.8455 | 0.034598 |
48 | -0.142101 | -1.1889 | 0.119247 |
49 | -0.195515 | -1.6358 | 0.053185 |
50 | -0.247249 | -2.0686 | 0.021138 |
51 | -0.165885 | -1.3879 | 0.084786 |
52 | -0.160119 | -1.3397 | 0.092345 |
53 | -0.176093 | -1.4733 | 0.072576 |
54 | -0.115759 | -0.9685 | 0.168063 |
55 | -0.098945 | -0.8278 | 0.205289 |
56 | -0.081994 | -0.686 | 0.247486 |
57 | -0.028204 | -0.236 | 0.407072 |
58 | -0.021611 | -0.1808 | 0.428519 |
59 | 0.021258 | 0.1779 | 0.429675 |
60 | 0.082296 | 0.6885 | 0.246695 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.596316 | 4.9891 | 2e-06 |
2 | 0.125174 | 1.0473 | 0.149287 |
3 | 0.351651 | 2.9421 | 0.002209 |
4 | 0.050384 | 0.4215 | 0.337326 |
5 | 0.019418 | 0.1625 | 0.435706 |
6 | 0.059989 | 0.5019 | 0.308655 |
7 | -0.235186 | -1.9677 | 0.026532 |
8 | 0.196602 | 1.6449 | 0.052238 |
9 | -0.295154 | -2.4694 | 0.007987 |
10 | -0.050072 | -0.4189 | 0.338273 |
11 | 0.181363 | 1.5174 | 0.066836 |
12 | 0.368209 | 3.0807 | 0.001476 |
13 | -0.204385 | -1.71 | 0.045847 |
14 | -0.167113 | -1.3982 | 0.083239 |
15 | -0.010345 | -0.0866 | 0.465637 |
16 | 0.04338 | 0.3629 | 0.35887 |
17 | -0.068778 | -0.5754 | 0.283421 |
18 | 0.050296 | 0.4208 | 0.337593 |
19 | 0.048353 | 0.4045 | 0.343521 |
20 | -0.108391 | -0.9069 | 0.183795 |
21 | -0.02959 | -0.2476 | 0.402596 |
22 | -0.009917 | -0.083 | 0.467056 |
23 | 0.015732 | 0.1316 | 0.447828 |
24 | -0.062424 | -0.5223 | 0.301563 |
25 | 0.075532 | 0.6319 | 0.264741 |
26 | -0.151311 | -1.266 | 0.104862 |
27 | 0.078572 | 0.6574 | 0.256545 |
28 | 0.018814 | 0.1574 | 0.437689 |
29 | -0.03222 | -0.2696 | 0.394141 |
30 | -0.052608 | -0.4402 | 0.330592 |
31 | -0.046699 | -0.3907 | 0.348599 |
32 | -0.133262 | -1.115 | 0.134342 |
33 | 0.038324 | 0.3206 | 0.37472 |
34 | 0.004299 | 0.036 | 0.485705 |
35 | -0.115622 | -0.9674 | 0.168346 |
36 | 0.027052 | 0.2263 | 0.410801 |
37 | -0.006108 | -0.0511 | 0.479694 |
38 | 0.071694 | 0.5998 | 0.275277 |
39 | -0.097601 | -0.8166 | 0.208467 |
40 | 0.010961 | 0.0917 | 0.463595 |
41 | -0.049645 | -0.4154 | 0.339574 |
42 | -0.052977 | -0.4432 | 0.32948 |
43 | -0.005191 | -0.0434 | 0.48274 |
44 | -0.064373 | -0.5386 | 0.295941 |
45 | -0.005359 | -0.0448 | 0.482183 |
46 | -0.038344 | -0.3208 | 0.374655 |
47 | 0.035156 | 0.2941 | 0.384762 |
48 | -0.021066 | -0.1763 | 0.430302 |
49 | -0.060977 | -0.5102 | 0.305769 |
50 | 0.055569 | 0.4649 | 0.321714 |
51 | -0.0259 | -0.2167 | 0.414538 |
52 | -0.037202 | -0.3113 | 0.378265 |
53 | 0.018309 | 0.1532 | 0.439346 |
54 | 0.030743 | 0.2572 | 0.398884 |
55 | -0.005544 | -0.0464 | 0.481569 |
56 | 0.098567 | 0.8247 | 0.20618 |
57 | 0.099479 | 0.8323 | 0.204034 |
58 | -0.021741 | -0.1819 | 0.428095 |
59 | 0.004352 | 0.0364 | 0.485529 |
60 | 0.037146 | 0.3108 | 0.378442 |