Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.609172 | 5.133 | 1e-06 |
2 | 0.504467 | 4.2507 | 3.2e-05 |
3 | 0.213844 | 1.8019 | 0.037905 |
4 | 0.029243 | 0.2464 | 0.40304 |
5 | -0.103414 | -0.8714 | 0.193242 |
6 | -0.22769 | -1.9185 | 0.029531 |
7 | -0.245111 | -2.0653 | 0.021271 |
8 | -0.307871 | -2.5942 | 0.005755 |
9 | -0.176035 | -1.4833 | 0.07121 |
10 | -0.142393 | -1.1998 | 0.117098 |
11 | -0.016705 | -0.1408 | 0.444229 |
12 | 0.028376 | 0.2391 | 0.405857 |
13 | -0.023936 | -0.2017 | 0.420369 |
14 | -0.042846 | -0.361 | 0.359576 |
15 | -0.084979 | -0.716 | 0.238157 |
16 | -0.213512 | -1.7991 | 0.038128 |
17 | -0.320787 | -2.703 | 0.004296 |
18 | -0.334516 | -2.8187 | 0.003122 |
19 | -0.29191 | -2.4597 | 0.008172 |
20 | -0.223986 | -1.8873 | 0.031601 |
21 | -0.165289 | -1.3927 | 0.084021 |
22 | -0.106089 | -0.8939 | 0.187192 |
23 | -0.039976 | -0.3368 | 0.368613 |
24 | 0.11052 | 0.9313 | 0.177438 |
25 | 0.226492 | 1.9085 | 0.030188 |
26 | 0.336076 | 2.8318 | 0.003009 |
27 | 0.340893 | 2.8724 | 0.002684 |
28 | 0.266531 | 2.2458 | 0.013914 |
29 | 0.249544 | 2.1027 | 0.019519 |
30 | 0.115828 | 0.976 | 0.166193 |
31 | 0.148045 | 1.2475 | 0.108166 |
32 | -0.013871 | -0.1169 | 0.453643 |
33 | -0.068396 | -0.5763 | 0.283112 |
34 | -0.100586 | -0.8476 | 0.199768 |
35 | -0.15265 | -1.2862 | 0.101268 |
36 | -0.068067 | -0.5735 | 0.284046 |
37 | -0.045291 | -0.3816 | 0.351937 |
38 | 0.073851 | 0.6223 | 0.267876 |
39 | 0.080106 | 0.675 | 0.250937 |
40 | 0.146566 | 1.235 | 0.110453 |
41 | 0.103945 | 0.8759 | 0.192032 |
42 | 0.014332 | 0.1208 | 0.452109 |
43 | -0.028703 | -0.2419 | 0.404795 |
44 | -0.128425 | -1.0821 | 0.141429 |
45 | -0.162337 | -1.3679 | 0.087833 |
46 | -0.157913 | -1.3306 | 0.093789 |
47 | -0.130838 | -1.1025 | 0.136992 |
48 | -0.10659 | -0.8981 | 0.186073 |
49 | -0.056051 | -0.4723 | 0.319081 |
50 | -0.00898 | -0.0757 | 0.469948 |
51 | 0.015261 | 0.1286 | 0.449023 |
52 | 0.07202 | 0.6069 | 0.272942 |
53 | 0.047782 | 0.4026 | 0.34422 |
54 | 0.011725 | 0.0988 | 0.460788 |
55 | 0.007819 | 0.0659 | 0.473829 |
56 | -0.041327 | -0.3482 | 0.364349 |
57 | -0.048866 | -0.4118 | 0.340881 |
58 | -0.052064 | -0.4387 | 0.331106 |
59 | -0.041252 | -0.3476 | 0.364585 |
60 | -0.039448 | -0.3324 | 0.370286 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.609172 | 5.133 | 1e-06 |
2 | 0.212076 | 1.787 | 0.039104 |
3 | -0.262197 | -2.2093 | 0.01519 |
4 | -0.171702 | -1.4468 | 0.076179 |
5 | -0.022025 | -0.1856 | 0.42665 |
6 | -0.110022 | -0.9271 | 0.178518 |
7 | -0.027166 | -0.2289 | 0.409801 |
8 | -0.118009 | -0.9944 | 0.161711 |
9 | 0.1389 | 1.1704 | 0.122878 |
10 | -0.000731 | -0.0062 | 0.497552 |
11 | 0.01266 | 0.1067 | 0.457674 |
12 | -0.022008 | -0.1854 | 0.426704 |
13 | -0.196439 | -1.6552 | 0.051147 |
14 | -0.08762 | -0.7383 | 0.231382 |
15 | 0.024732 | 0.2084 | 0.417758 |
16 | -0.268618 | -2.2634 | 0.013334 |
17 | -0.226745 | -1.9106 | 0.030048 |
18 | 0.017054 | 0.1437 | 0.443071 |
19 | 0.084064 | 0.7083 | 0.240527 |
20 | -0.084879 | -0.7152 | 0.238414 |
21 | -0.21481 | -1.81 | 0.037262 |
22 | -0.115233 | -0.971 | 0.167429 |
23 | -0.029967 | -0.2525 | 0.40069 |
24 | 0.106141 | 0.8944 | 0.187075 |
25 | 0.105384 | 0.888 | 0.188774 |
26 | 0.028732 | 0.2421 | 0.404701 |
27 | -0.042659 | -0.3595 | 0.360162 |
28 | -0.035394 | -0.2982 | 0.383198 |
29 | 0.114526 | 0.965 | 0.168906 |
30 | -0.191844 | -1.6165 | 0.05521 |
31 | 0.093383 | 0.7869 | 0.216992 |
32 | -0.04886 | -0.4117 | 0.3409 |
33 | -0.159718 | -1.3458 | 0.091324 |
34 | 0.007634 | 0.0643 | 0.474448 |
35 | -0.123299 | -1.0389 | 0.151179 |
36 | 0.030554 | 0.2575 | 0.398788 |
37 | 0.087033 | 0.7334 | 0.232878 |
38 | 0.023163 | 0.1952 | 0.422906 |
39 | -0.032745 | -0.2759 | 0.391709 |
40 | -0.052618 | -0.4434 | 0.329425 |
41 | 0.020993 | 0.1769 | 0.430049 |
42 | 0.016018 | 0.135 | 0.446508 |
43 | 0.020973 | 0.1767 | 0.430115 |
44 | 0.031295 | 0.2637 | 0.396388 |
45 | -0.048773 | -0.411 | 0.341166 |
46 | 0.045274 | 0.3815 | 0.351991 |
47 | 0.163123 | 1.3745 | 0.086805 |
48 | 0.047097 | 0.3968 | 0.346337 |
49 | -0.100148 | -0.8439 | 0.200791 |
50 | -0.095553 | -0.8051 | 0.211712 |
51 | -0.084126 | -0.7089 | 0.240367 |
52 | -0.000614 | -0.0052 | 0.497942 |
53 | -0.033172 | -0.2795 | 0.390333 |
54 | -0.031128 | -0.2623 | 0.39693 |
55 | 0.016304 | 0.1374 | 0.445559 |
56 | -0.02792 | -0.2353 | 0.407343 |
57 | -0.037424 | -0.3153 | 0.376713 |
58 | -0.084663 | -0.7134 | 0.238974 |
59 | 0.017969 | 0.1514 | 0.440041 |
60 | 0.02572 | 0.2167 | 0.414522 |