Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.210141 | 3.9816 | 4.1e-05 |
2 | 0.325131 | 6.1603 | 0 |
3 | 0.153275 | 2.9041 | 0.001955 |
4 | 0.167252 | 3.169 | 0.000831 |
5 | 0.099156 | 1.8787 | 0.030545 |
6 | 0.064513 | 1.2223 | 0.111191 |
7 | -0.057203 | -1.0838 | 0.13958 |
8 | -0.023244 | -0.4404 | 0.329956 |
9 | -0.085115 | -1.6127 | 0.053845 |
10 | -0.168424 | -3.1912 | 0.000771 |
11 | -0.075939 | -1.4388 | 0.075533 |
12 | -0.475334 | -9.0063 | 0 |
13 | -0.179215 | -3.3956 | 0.000381 |
14 | -0.162819 | -3.085 | 0.001097 |
15 | -0.106644 | -2.0206 | 0.02203 |
16 | -0.147945 | -2.8032 | 0.002668 |
17 | -0.091478 | -1.7333 | 0.041954 |
18 | -0.089745 | -1.7004 | 0.044958 |
19 | 0.027328 | 0.5178 | 0.302458 |
20 | -0.012913 | -0.2447 | 0.403425 |
21 | 0.024199 | 0.4585 | 0.323437 |
22 | -0.018741 | -0.3551 | 0.361367 |
23 | 0.009567 | 0.1813 | 0.42813 |
24 | -0.022226 | -0.4211 | 0.336957 |
25 | 0.091974 | 1.7427 | 0.041125 |
26 | -0.045751 | -0.8668 | 0.193302 |
27 | -0.014979 | -0.2838 | 0.388362 |
28 | 0.034483 | 0.6534 | 0.256968 |
29 | 0.081474 | 1.5437 | 0.061769 |
30 | 0.012117 | 0.2296 | 0.409275 |
31 | 0.025552 | 0.4841 | 0.31429 |
32 | -0.054477 | -1.0322 | 0.151339 |
33 | 0.008649 | 0.1639 | 0.434964 |
34 | 0.016116 | 0.3054 | 0.380134 |
35 | -0.058412 | -1.1067 | 0.134573 |
36 | -0.022491 | -0.4261 | 0.335132 |
37 | -0.120582 | -2.2847 | 0.011456 |
38 | 0.014974 | 0.2837 | 0.388394 |
39 | -0.025852 | -0.4898 | 0.312276 |
40 | -0.027437 | -0.5199 | 0.301741 |
41 | -0.10329 | -1.9571 | 0.025557 |
42 | -0.019216 | -0.3641 | 0.358002 |
43 | -0.134731 | -2.5528 | 0.00555 |
44 | 0.003017 | 0.0572 | 0.477223 |
45 | -0.055783 | -1.0569 | 0.145624 |
46 | 0.012286 | 0.2328 | 0.408029 |
47 | 0.020367 | 0.3859 | 0.3499 |
48 | 0.107896 | 2.0443 | 0.020825 |
49 | 0.132443 | 2.5094 | 0.006266 |
50 | 0.100776 | 1.9094 | 0.028501 |
51 | 0.074363 | 1.409 | 0.079853 |
52 | 0.099064 | 1.877 | 0.030665 |
53 | 0.119078 | 2.2562 | 0.01233 |
54 | 0.061026 | 1.1563 | 0.12417 |
55 | 0.137393 | 2.6032 | 0.004809 |
56 | 0.052891 | 1.0021 | 0.158474 |
57 | 0.042954 | 0.8139 | 0.208131 |
58 | 0.03993 | 0.7566 | 0.224901 |
59 | 0.067573 | 1.2803 | 0.100629 |
60 | -0.029187 | -0.553 | 0.2903 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.210141 | 3.9816 | 4.1e-05 |
2 | 0.293952 | 5.5696 | 0 |
3 | 0.049544 | 0.9387 | 0.174253 |
4 | 0.049534 | 0.9385 | 0.174302 |
5 | 0.012741 | 0.2414 | 0.404686 |
6 | -0.02095 | -0.3969 | 0.34582 |
7 | -0.124687 | -2.3625 | 0.009343 |
8 | -0.032709 | -0.6197 | 0.267912 |
9 | -0.045438 | -0.8609 | 0.194928 |
10 | -0.146092 | -2.768 | 0.002966 |
11 | 0.023631 | 0.4477 | 0.327306 |
12 | -0.42914 | -8.131 | 0 |
13 | -0.0237 | -0.449 | 0.326836 |
14 | 0.150889 | 2.8589 | 0.002249 |
15 | 0.029791 | 0.5645 | 0.286395 |
16 | -0.044612 | -0.8453 | 0.199257 |
17 | -0.012037 | -0.2281 | 0.40986 |
18 | 0.004648 | 0.0881 | 0.464938 |
19 | 0.011303 | 0.2142 | 0.415271 |
20 | 0.009823 | 0.1861 | 0.426229 |
21 | -0.009818 | -0.186 | 0.426268 |
22 | -0.15669 | -2.9689 | 0.001595 |
23 | 0.012173 | 0.2306 | 0.408859 |
24 | -0.273087 | -5.1743 | 0 |
25 | 0.053216 | 1.0083 | 0.156993 |
26 | -0.005528 | -0.1047 | 0.458322 |
27 | -0.053682 | -1.0171 | 0.15489 |
28 | 0.046275 | 0.8768 | 0.190593 |
29 | 0.091076 | 1.7256 | 0.042637 |
30 | -0.041044 | -0.7777 | 0.218636 |
31 | 0.023452 | 0.4444 | 0.328528 |
32 | -0.066214 | -1.2546 | 0.105224 |
33 | -0.006987 | -0.1324 | 0.447376 |
34 | -0.075688 | -1.4341 | 0.076211 |
35 | -0.076212 | -1.444 | 0.074803 |
36 | -0.234257 | -4.4385 | 6e-06 |
37 | -0.079056 | -1.4979 | 0.06752 |
38 | 0.058053 | 1.0999 | 0.136046 |
39 | -0.065149 | -1.2344 | 0.108931 |
40 | -0.007132 | -0.1351 | 0.44629 |
41 | 0.026377 | 0.4998 | 0.308768 |
42 | -0.0345 | -0.6537 | 0.256866 |
43 | -0.105199 | -1.9932 | 0.023496 |
44 | -0.043345 | -0.8213 | 0.20602 |
45 | 0.008685 | 0.1646 | 0.434693 |
46 | -0.002039 | -0.0386 | 0.484604 |
47 | -0.029957 | -0.5676 | 0.285328 |
48 | -0.043935 | -0.8325 | 0.202852 |
49 | 0.020981 | 0.3975 | 0.345603 |
50 | 0.033518 | 0.6351 | 0.26289 |
51 | -0.048425 | -0.9175 | 0.17974 |
52 | 0.020257 | 0.3838 | 0.350674 |
53 | 0.017298 | 0.3277 | 0.371649 |
54 | -0.079249 | -1.5016 | 0.067046 |
55 | 0.003689 | 0.0699 | 0.472155 |
56 | -0.027055 | -0.5126 | 0.304266 |
57 | -0.068417 | -1.2963 | 0.097849 |
58 | 0.046652 | 0.8839 | 0.188663 |
59 | 0.041409 | 0.7846 | 0.216604 |
60 | -0.038067 | -0.7213 | 0.235608 |