Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.666456 | 6.1082 | 0 |
2 | 0.611528 | 5.6047 | 0 |
3 | 0.618393 | 5.6677 | 0 |
4 | 0.428586 | 3.9281 | 8.7e-05 |
5 | 0.373156 | 3.42 | 0.000484 |
6 | 0.272112 | 2.4939 | 0.007297 |
7 | 0.162269 | 1.4872 | 0.070351 |
8 | 0.089262 | 0.8181 | 0.207809 |
9 | -0.06838 | -0.6267 | 0.266273 |
10 | -0.117685 | -1.0786 | 0.141926 |
11 | -0.24462 | -2.242 | 0.013799 |
12 | -0.439724 | -4.0301 | 6.1e-05 |
13 | -0.363511 | -3.3316 | 0.000642 |
14 | -0.348383 | -3.193 | 0.000991 |
15 | -0.397155 | -3.64 | 0.000235 |
16 | -0.406151 | -3.7224 | 0.000178 |
17 | -0.38728 | -3.5495 | 0.000318 |
18 | -0.355413 | -3.2574 | 0.000812 |
19 | -0.381728 | -3.4986 | 0.000375 |
20 | -0.272647 | -2.4988 | 0.007204 |
21 | -0.228088 | -2.0905 | 0.0198 |
22 | -0.21706 | -1.9894 | 0.024956 |
23 | -0.046276 | -0.4241 | 0.33628 |
24 | -0.08138 | -0.7459 | 0.228917 |
25 | -0.032721 | -0.2999 | 0.382499 |
26 | -0.004082 | -0.0374 | 0.485122 |
27 | -0.044933 | -0.4118 | 0.34076 |
28 | 0.056508 | 0.5179 | 0.302944 |
29 | 0.047298 | 0.4335 | 0.332885 |
30 | 0.027923 | 0.2559 | 0.39932 |
31 | 0.10684 | 0.9792 | 0.165144 |
32 | 0.02406 | 0.2205 | 0.413004 |
33 | 0.041408 | 0.3795 | 0.352632 |
34 | 0.045926 | 0.4209 | 0.337445 |
35 | -0.02495 | -0.2287 | 0.409842 |
36 | 0.033487 | 0.3069 | 0.379835 |
37 | 0.047183 | 0.4324 | 0.333264 |
38 | 0.026987 | 0.2473 | 0.402623 |
39 | 0.053086 | 0.4865 | 0.313925 |
40 | 0.033706 | 0.3089 | 0.379074 |
41 | 0.046059 | 0.4221 | 0.337001 |
42 | 0.042491 | 0.3894 | 0.348971 |
43 | 0.04584 | 0.4201 | 0.337732 |
44 | 0.068275 | 0.6258 | 0.266587 |
45 | 0.050068 | 0.4589 | 0.323752 |
46 | 0.094227 | 0.8636 | 0.195131 |
47 | 0.077519 | 0.7105 | 0.23969 |
48 | 0.054928 | 0.5034 | 0.307992 |
49 | 0.046008 | 0.4217 | 0.337172 |
50 | 0.006577 | 0.0603 | 0.47604 |
51 | 0.060905 | 0.5582 | 0.289096 |
52 | 0.049146 | 0.4504 | 0.326781 |
53 | 0.005002 | 0.0458 | 0.481771 |
54 | 0.025124 | 0.2303 | 0.409222 |
55 | 0.003147 | 0.0288 | 0.488528 |
56 | -0.015969 | -0.1464 | 0.441994 |
57 | -0.019856 | -0.182 | 0.428017 |
58 | -0.06569 | -0.6021 | 0.274378 |
59 | -0.054643 | -0.5008 | 0.308907 |
60 | -0.045407 | -0.4162 | 0.339177 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.666456 | 6.1082 | 0 |
2 | 0.301104 | 2.7597 | 0.003551 |
3 | 0.2629 | 2.4095 | 0.009079 |
4 | -0.201824 | -1.8497 | 0.033933 |
5 | -0.04883 | -0.4475 | 0.327822 |
6 | -0.137502 | -1.2602 | 0.105539 |
7 | -0.054436 | -0.4989 | 0.309572 |
8 | -0.075772 | -0.6945 | 0.244654 |
9 | -0.204975 | -1.8786 | 0.031882 |
10 | -0.034954 | -0.3204 | 0.374745 |
11 | -0.188634 | -1.7289 | 0.043754 |
12 | -0.324121 | -2.9706 | 0.001937 |
13 | 0.12834 | 1.1763 | 0.121408 |
14 | 0.270195 | 2.4764 | 0.007639 |
15 | 0.131456 | 1.2048 | 0.11583 |
16 | -0.230059 | -2.1085 | 0.018982 |
17 | -0.131325 | -1.2036 | 0.116059 |
18 | 0.017927 | 0.1643 | 0.434943 |
19 | -0.066091 | -0.6057 | 0.273161 |
20 | 0.165346 | 1.5154 | 0.06671 |
21 | -0.022866 | -0.2096 | 0.417255 |
22 | -0.080321 | -0.7362 | 0.231843 |
23 | 0.061836 | 0.5667 | 0.286201 |
24 | -0.364734 | -3.3428 | 0.00062 |
25 | 0.043929 | 0.4026 | 0.344128 |
26 | 0.110281 | 1.0107 | 0.157522 |
27 | -0.006516 | -0.0597 | 0.476262 |
28 | -0.103754 | -0.9509 | 0.172187 |
29 | -0.14842 | -1.3603 | 0.088688 |
30 | -0.041136 | -0.377 | 0.353555 |
31 | 0.019359 | 0.1774 | 0.429801 |
32 | 0.027659 | 0.2535 | 0.400252 |
33 | 0.062259 | 0.5706 | 0.284892 |
34 | -0.05623 | -0.5154 | 0.303827 |
35 | 0.002597 | 0.0238 | 0.490535 |
36 | -0.158848 | -1.4559 | 0.074579 |
37 | 0.110555 | 1.0133 | 0.156924 |
38 | 0.094792 | 0.8688 | 0.193721 |
39 | -0.049145 | -0.4504 | 0.326785 |
40 | -0.05847 | -0.5359 | 0.296727 |
41 | -0.081542 | -0.7473 | 0.228471 |
42 | 0.037079 | 0.3398 | 0.367415 |
43 | -0.024649 | -0.2259 | 0.410909 |
44 | -0.01709 | -0.1566 | 0.437955 |
45 | -0.016854 | -0.1545 | 0.438805 |
46 | -0.056438 | -0.5173 | 0.303165 |
47 | 0.028047 | 0.2571 | 0.398883 |
48 | -0.107854 | -0.9885 | 0.162874 |
49 | 0.037401 | 0.3428 | 0.366309 |
50 | 0.010719 | 0.0982 | 0.460989 |
51 | 0.012529 | 0.1148 | 0.454428 |
52 | 0.100814 | 0.924 | 0.179072 |
53 | -0.052234 | -0.4787 | 0.316686 |
54 | -0.124969 | -1.1454 | 0.127656 |
55 | 0.037374 | 0.3425 | 0.3664 |
56 | -0.016826 | -0.1542 | 0.438905 |
57 | 0.023046 | 0.2112 | 0.416615 |
58 | -0.052736 | -0.4833 | 0.315057 |
59 | 0.008305 | 0.0761 | 0.469755 |
60 | -0.051189 | -0.4692 | 0.320086 |