Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.69241 | 6.346 | 0 |
2 | 0.233343 | 2.1386 | 0.017685 |
3 | -0.022869 | -0.2096 | 0.417243 |
4 | -0.061473 | -0.5634 | 0.287329 |
5 | 0.001504 | 0.0138 | 0.494519 |
6 | 0.047082 | 0.4315 | 0.333601 |
7 | -0.023092 | -0.2116 | 0.416449 |
8 | -0.128176 | -1.1748 | 0.121707 |
9 | -0.148978 | -1.3654 | 0.087885 |
10 | 0.024284 | 0.2226 | 0.412208 |
11 | 0.38735 | 3.5501 | 0.000317 |
12 | 0.627485 | 5.751 | 0 |
13 | 0.374852 | 3.4356 | 0.000461 |
14 | -0.024111 | -0.221 | 0.412821 |
15 | -0.234279 | -2.1472 | 0.01733 |
16 | -0.268712 | -2.4628 | 0.007914 |
17 | -0.211021 | -1.934 | 0.028238 |
18 | -0.176581 | -1.6184 | 0.054664 |
19 | -0.23189 | -2.1253 | 0.018249 |
20 | -0.319146 | -2.925 | 0.002214 |
21 | -0.331096 | -3.0345 | 0.001603 |
22 | -0.185802 | -1.7029 | 0.046142 |
23 | 0.126088 | 1.1556 | 0.125558 |
24 | 0.345906 | 3.1703 | 0.001063 |
25 | 0.173217 | 1.5876 | 0.058072 |
26 | -0.129299 | -1.185 | 0.119671 |
27 | -0.279598 | -2.5626 | 0.006087 |
28 | -0.27882 | -2.5554 | 0.006204 |
29 | -0.205201 | -1.8807 | 0.031739 |
30 | -0.151563 | -1.3891 | 0.084238 |
31 | -0.17457 | -1.6 | 0.056681 |
32 | -0.217844 | -1.9966 | 0.024555 |
33 | -0.205794 | -1.8861 | 0.031366 |
34 | -0.070512 | -0.6463 | 0.259939 |
35 | 0.193539 | 1.7738 | 0.039859 |
36 | 0.387878 | 3.555 | 0.000312 |
37 | 0.263168 | 2.412 | 0.009022 |
38 | 0.024337 | 0.223 | 0.41202 |
39 | -0.099892 | -0.9155 | 0.181268 |
40 | -0.112485 | -1.0309 | 0.152763 |
41 | -0.061908 | -0.5674 | 0.28598 |
42 | -0.028551 | -0.2617 | 0.397108 |
43 | -0.054385 | -0.4984 | 0.309736 |
44 | -0.100165 | -0.918 | 0.180617 |
45 | -0.097297 | -0.8917 | 0.187539 |
46 | 0.003087 | 0.0283 | 0.488747 |
47 | 0.188351 | 1.7263 | 0.043988 |
48 | 0.324888 | 2.9776 | 0.001898 |
49 | 0.223103 | 2.0448 | 0.022004 |
50 | 0.035443 | 0.3248 | 0.373055 |
51 | -0.079973 | -0.733 | 0.23281 |
52 | -0.106469 | -0.9758 | 0.165981 |
53 | -0.079516 | -0.7288 | 0.234082 |
54 | -0.052263 | -0.479 | 0.316594 |
55 | -0.081309 | -0.7452 | 0.229114 |
56 | -0.115655 | -1.06 | 0.146094 |
57 | -0.115781 | -1.0611 | 0.145832 |
58 | -0.044522 | -0.4081 | 0.342136 |
59 | 0.079173 | 0.7256 | 0.235039 |
60 | 0.179276 | 1.6431 | 0.052051 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.69241 | 6.346 | 0 |
2 | -0.472729 | -4.3326 | 2e-05 |
3 | 0.164521 | 1.5079 | 0.067671 |
4 | -0.002121 | -0.0194 | 0.492267 |
5 | 0.04284 | 0.3926 | 0.34779 |
6 | -0.020923 | -0.1918 | 0.424195 |
7 | -0.162991 | -1.4938 | 0.069483 |
8 | 0.000254 | 0.0023 | 0.499073 |
9 | 0.018139 | 0.1662 | 0.434183 |
10 | 0.28735 | 2.6336 | 0.005028 |
11 | 0.448192 | 4.1077 | 4.6e-05 |
12 | 0.07961 | 0.7296 | 0.233821 |
13 | -0.605416 | -5.5487 | 0 |
14 | 0.086634 | 0.794 | 0.214711 |
15 | -0.010396 | -0.0953 | 0.462161 |
16 | -0.220243 | -2.0186 | 0.023362 |
17 | -0.039673 | -0.3636 | 0.358532 |
18 | -0.157442 | -1.443 | 0.076372 |
19 | 0.026389 | 0.2419 | 0.40474 |
20 | -0.033926 | -0.3109 | 0.378309 |
21 | -0.043303 | -0.3969 | 0.346231 |
22 | -0.072828 | -0.6675 | 0.253148 |
23 | -0.036221 | -0.332 | 0.370371 |
24 | 0.023867 | 0.2187 | 0.41369 |
25 | -0.021874 | -0.2005 | 0.420794 |
26 | 0.013039 | 0.1195 | 0.452581 |
27 | -0.08639 | -0.7918 | 0.215361 |
28 | 0.071229 | 0.6528 | 0.257825 |
29 | -0.023821 | -0.2183 | 0.413854 |
30 | 0.021305 | 0.1953 | 0.42283 |
31 | 0.010967 | 0.1005 | 0.460087 |
32 | 0.043842 | 0.4018 | 0.34442 |
33 | 0.024357 | 0.2232 | 0.411949 |
34 | 0.02153 | 0.1973 | 0.422024 |
35 | -0.006907 | -0.0633 | 0.474838 |
36 | 0.017409 | 0.1596 | 0.436805 |
37 | 0.002007 | 0.0184 | 0.492684 |
38 | 0.009686 | 0.0888 | 0.464737 |
39 | -0.031275 | -0.2866 | 0.387545 |
40 | -0.090885 | -0.833 | 0.20361 |
41 | 0.030595 | 0.2804 | 0.389928 |
42 | -0.047733 | -0.4375 | 0.331442 |
43 | -0.025897 | -0.2374 | 0.406481 |
44 | -0.071319 | -0.6536 | 0.257563 |
45 | -0.006214 | -0.057 | 0.477358 |
46 | 0.001201 | 0.011 | 0.495621 |
47 | -0.161409 | -1.4793 | 0.071395 |
48 | 0.033141 | 0.3037 | 0.381038 |
49 | -0.018038 | -0.1653 | 0.434545 |
50 | 0.0271 | 0.2484 | 0.402226 |
51 | -0.116727 | -1.0698 | 0.143883 |
52 | 0.064547 | 0.5916 | 0.277859 |
53 | -0.031081 | -0.2849 | 0.388226 |
54 | 0.057095 | 0.5233 | 0.301076 |
55 | -0.058201 | -0.5334 | 0.297574 |
56 | 0.051005 | 0.4675 | 0.320687 |
57 | -0.037815 | -0.3466 | 0.364886 |
58 | -0.047853 | -0.4386 | 0.331046 |
59 | 0.025896 | 0.2373 | 0.406484 |
60 | -0.031422 | -0.288 | 0.387031 |