Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.432377 | 3.8186 | 0.000134 |
2 | 0.42625 | 3.7645 | 0.000161 |
3 | 0.323404 | 2.8562 | 0.002746 |
4 | 0.041942 | 0.3704 | 0.356035 |
5 | 0.197071 | 1.7405 | 0.042859 |
6 | 0.171602 | 1.5155 | 0.066838 |
7 | 0.098949 | 0.8739 | 0.192429 |
8 | 0.205316 | 1.8133 | 0.036816 |
9 | 0.078315 | 0.6917 | 0.245604 |
10 | -0.065681 | -0.5801 | 0.281766 |
11 | -0.004769 | -0.0421 | 0.483254 |
12 | -0.231047 | -2.0406 | 0.02234 |
13 | -0.053917 | -0.4762 | 0.317637 |
14 | 0.107285 | 0.9475 | 0.173152 |
15 | 0.125183 | 1.1056 | 0.136152 |
16 | 0.225689 | 1.9932 | 0.024866 |
17 | 0.122384 | 1.0809 | 0.141544 |
18 | 0.115514 | 1.0202 | 0.155397 |
19 | 0.094452 | 0.8342 | 0.203364 |
20 | -0.013942 | -0.1231 | 0.451161 |
21 | 0.096298 | 0.8505 | 0.198831 |
22 | 0.016207 | 0.1431 | 0.443277 |
23 | 0.042956 | 0.3794 | 0.35272 |
24 | 0.016623 | 0.1468 | 0.441832 |
25 | -0.082656 | -0.73 | 0.233789 |
26 | -0.127064 | -1.1222 | 0.132611 |
27 | -0.237649 | -2.0989 | 0.019532 |
28 | -0.220262 | -1.9453 | 0.027671 |
29 | -0.151817 | -1.3408 | 0.091937 |
30 | -0.162191 | -1.4324 | 0.078008 |
31 | -0.171439 | -1.5141 | 0.06702 |
32 | -0.095611 | -0.8444 | 0.20051 |
33 | -0.19213 | -1.6968 | 0.046857 |
34 | -0.189887 | -1.677 | 0.048769 |
35 | -0.143161 | -1.2644 | 0.104932 |
36 | -0.25298 | -2.2343 | 0.014165 |
37 | -0.082686 | -0.7303 | 0.233709 |
38 | -0.133442 | -1.1785 | 0.121085 |
39 | -0.090038 | -0.7952 | 0.214457 |
40 | -0.039981 | -0.3531 | 0.362482 |
41 | -0.106624 | -0.9417 | 0.174633 |
42 | -0.119657 | -1.0568 | 0.146937 |
43 | -0.042682 | -0.377 | 0.353614 |
44 | -0.055484 | -0.49 | 0.312746 |
45 | -0.065399 | -0.5776 | 0.282604 |
46 | 0.036103 | 0.3189 | 0.375344 |
47 | -0.020721 | -0.183 | 0.427634 |
48 | 0.020162 | 0.1781 | 0.429567 |
49 | 0.001153 | 0.0102 | 0.495949 |
50 | -0.068813 | -0.6077 | 0.272561 |
51 | -0.051913 | -0.4585 | 0.323939 |
52 | -0.085209 | -0.7525 | 0.226995 |
53 | -0.094266 | -0.8325 | 0.203825 |
54 | -0.022841 | -0.2017 | 0.420329 |
55 | -0.077324 | -0.6829 | 0.248345 |
56 | -0.078615 | -0.6943 | 0.244777 |
57 | -0.073917 | -0.6528 | 0.257898 |
58 | -0.031617 | -0.2792 | 0.390403 |
59 | -0.057703 | -0.5096 | 0.30588 |
60 | -0.001328 | -0.0117 | 0.495336 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.432377 | 3.8186 | 0.000134 |
2 | 0.294324 | 2.5994 | 0.005582 |
3 | 0.088994 | 0.786 | 0.217131 |
4 | -0.272313 | -2.405 | 0.009271 |
5 | 0.178646 | 1.5778 | 0.059334 |
6 | 0.177878 | 1.571 | 0.060118 |
7 | -0.05494 | -0.4852 | 0.31444 |
8 | 0.012174 | 0.1075 | 0.457326 |
9 | -0.017859 | -0.1577 | 0.437539 |
10 | -0.20002 | -1.7665 | 0.040609 |
11 | -0.005693 | -0.0503 | 0.480015 |
12 | -0.166951 | -1.4745 | 0.07219 |
13 | 0.160716 | 1.4194 | 0.079882 |
14 | 0.265929 | 2.3486 | 0.010688 |
15 | 0.173431 | 1.5317 | 0.064821 |
16 | -0.072782 | -0.6428 | 0.261122 |
17 | -0.115717 | -1.022 | 0.154974 |
18 | 0.155681 | 1.3749 | 0.086544 |
19 | 0.038478 | 0.3398 | 0.367448 |
20 | -0.208458 | -1.8411 | 0.034708 |
21 | 0.05369 | 0.4742 | 0.31835 |
22 | -0.118237 | -1.0442 | 0.1498 |
23 | -0.021123 | -0.1866 | 0.426247 |
24 | -0.176945 | -1.5627 | 0.061082 |
25 | -0.005128 | -0.0453 | 0.481996 |
26 | 0.068484 | 0.6048 | 0.273523 |
27 | -0.105394 | -0.9308 | 0.177411 |
28 | -0.018419 | -0.1627 | 0.435598 |
29 | 0.005554 | 0.0491 | 0.480502 |
30 | -0.005088 | -0.0449 | 0.482137 |
31 | -0.093151 | -0.8227 | 0.206596 |
32 | -0.064703 | -0.5714 | 0.284672 |
33 | 0.015023 | 0.1327 | 0.447396 |
34 | -0.162228 | -1.4328 | 0.077961 |
35 | 0.012783 | 0.1129 | 0.4552 |
36 | -0.1806 | -1.595 | 0.057376 |
37 | 0.076072 | 0.6719 | 0.251831 |
38 | 0.016312 | 0.1441 | 0.442912 |
39 | -0.028342 | -0.2503 | 0.401501 |
40 | -0.000684 | -0.006 | 0.497599 |
41 | 0.139299 | 1.2303 | 0.11115 |
42 | -0.010985 | -0.097 | 0.461481 |
43 | 0.05499 | 0.4857 | 0.314286 |
44 | 0.040239 | 0.3554 | 0.361631 |
45 | 0.036864 | 0.3256 | 0.372809 |
46 | -0.043475 | -0.384 | 0.351025 |
47 | 0.050796 | 0.4486 | 0.327476 |
48 | -0.029082 | -0.2568 | 0.398986 |
49 | 0.009926 | 0.0877 | 0.465184 |
50 | -0.069177 | -0.611 | 0.271503 |
51 | -0.041686 | -0.3682 | 0.356877 |
52 | -0.026992 | -0.2384 | 0.406102 |
53 | -0.001109 | -0.0098 | 0.496104 |
54 | 0.027795 | 0.2455 | 0.403364 |
55 | -0.032344 | -0.2857 | 0.387948 |
56 | -0.046664 | -0.4121 | 0.340689 |
57 | -6.1e-05 | -5e-04 | 0.499785 |
58 | 0.048221 | 0.4259 | 0.335687 |
59 | -0.010424 | -0.0921 | 0.463441 |
60 | -0.060507 | -0.5344 | 0.297299 |