Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.518146 | 4.366 | 2.1e-05 |
2 | 0.34228 | 2.8841 | 0.002596 |
3 | 0.043623 | 0.3676 | 0.357143 |
4 | -0.061831 | -0.521 | 0.301996 |
5 | -0.183698 | -1.5479 | 0.06305 |
6 | -0.24907 | -2.0987 | 0.019701 |
7 | -0.239871 | -2.0212 | 0.023516 |
8 | -0.173288 | -1.4602 | 0.07433 |
9 | -0.168544 | -1.4202 | 0.079966 |
10 | -0.092415 | -0.7787 | 0.219372 |
11 | -0.037964 | -0.3199 | 0.374994 |
12 | -0.008062 | -0.0679 | 0.473016 |
13 | -0.049425 | -0.4165 | 0.339165 |
14 | -0.064221 | -0.5411 | 0.295053 |
15 | -0.003641 | -0.0307 | 0.487806 |
16 | -0.005565 | -0.0469 | 0.481365 |
17 | 8e-06 | 1e-04 | 0.499972 |
18 | -0.022324 | -0.1881 | 0.425667 |
19 | 0.019596 | 0.1651 | 0.434659 |
20 | -0.005146 | -0.0434 | 0.482767 |
21 | 0.043567 | 0.3671 | 0.357316 |
22 | 0.018011 | 0.1518 | 0.439901 |
23 | 0.018816 | 0.1585 | 0.437239 |
24 | -0.105928 | -0.8926 | 0.187552 |
25 | -0.046395 | -0.3909 | 0.348508 |
26 | -0.17698 | -1.4913 | 0.070162 |
27 | -0.128182 | -1.0801 | 0.14188 |
28 | -0.098611 | -0.8309 | 0.204406 |
29 | -0.069429 | -0.585 | 0.280194 |
30 | -0.024911 | -0.2099 | 0.417171 |
31 | 0.009039 | 0.0762 | 0.469753 |
32 | 0.069393 | 0.5847 | 0.280296 |
33 | 0.192101 | 1.6187 | 0.054976 |
34 | 0.126118 | 1.0627 | 0.145762 |
35 | 0.059356 | 0.5001 | 0.30926 |
36 | 0.015221 | 0.1283 | 0.449155 |
37 | -0.011353 | -0.0957 | 0.462028 |
38 | -0.00423 | -0.0356 | 0.485835 |
39 | -0.077583 | -0.6537 | 0.257701 |
40 | -0.027627 | -0.2328 | 0.408297 |
41 | -0.002891 | -0.0244 | 0.490317 |
42 | 0.086655 | 0.7302 | 0.233844 |
43 | 0.105334 | 0.8876 | 0.188887 |
44 | 0.14718 | 1.2402 | 0.1095 |
45 | 0.062759 | 0.5288 | 0.29929 |
46 | 0.011474 | 0.0967 | 0.461625 |
47 | -0.071111 | -0.5992 | 0.275477 |
48 | -0.015284 | -0.1288 | 0.448946 |
49 | -0.022948 | -0.1934 | 0.423615 |
50 | 0.019377 | 0.1633 | 0.435384 |
51 | -0.005293 | -0.0446 | 0.482277 |
52 | 0.003537 | 0.0298 | 0.488154 |
53 | -0.005224 | -0.044 | 0.482506 |
54 | -0.030161 | -0.2541 | 0.400059 |
55 | -0.051567 | -0.4345 | 0.332617 |
56 | -0.026368 | -0.2222 | 0.412404 |
57 | 0.007016 | 0.0591 | 0.476513 |
58 | 0.023144 | 0.195 | 0.422968 |
59 | -0.010073 | -0.0849 | 0.466298 |
60 | -0.01574 | -0.1326 | 0.447432 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.518146 | 4.366 | 2.1e-05 |
2 | 0.100891 | 0.8501 | 0.199058 |
3 | -0.232173 | -1.9563 | 0.027181 |
4 | -0.05026 | -0.4235 | 0.336607 |
5 | -0.097541 | -0.8219 | 0.206944 |
6 | -0.13296 | -1.1203 | 0.133171 |
7 | -0.033252 | -0.2802 | 0.390073 |
8 | 0.009442 | 0.0796 | 0.468407 |
9 | -0.120083 | -1.0118 | 0.157525 |
10 | -0.007594 | -0.064 | 0.474579 |
11 | 0.012596 | 0.1061 | 0.457888 |
12 | -0.069242 | -0.5834 | 0.280723 |
13 | -0.11881 | -1.0011 | 0.160086 |
14 | -0.051766 | -0.4362 | 0.332011 |
15 | 0.058289 | 0.4912 | 0.312417 |
16 | -0.058567 | -0.4935 | 0.311594 |
17 | -0.046924 | -0.3954 | 0.346871 |
18 | -0.045837 | -0.3862 | 0.35024 |
19 | 0.010082 | 0.085 | 0.466268 |
20 | -0.06598 | -0.556 | 0.289993 |
21 | 0.047691 | 0.4019 | 0.3445 |
22 | -0.03807 | -0.3208 | 0.37466 |
23 | -0.064348 | -0.5422 | 0.294687 |
24 | -0.167134 | -1.4083 | 0.081703 |
25 | 0.080389 | 0.6774 | 0.250186 |
26 | -0.217493 | -1.8326 | 0.035525 |
27 | -0.077714 | -0.6548 | 0.257347 |
28 | 0.065838 | 0.5548 | 0.290402 |
29 | -0.121127 | -1.0206 | 0.155447 |
30 | -0.085222 | -0.7181 | 0.237528 |
31 | -0.011498 | -0.0969 | 0.461544 |
32 | -0.009994 | -0.0842 | 0.466562 |
33 | 0.078836 | 0.6643 | 0.254331 |
34 | -0.113378 | -0.9553 | 0.171323 |
35 | -0.140858 | -1.1869 | 0.119614 |
36 | -0.008238 | -0.0694 | 0.472426 |
37 | -0.05993 | -0.505 | 0.307569 |
38 | -0.020675 | -0.1742 | 0.431099 |
39 | -0.110431 | -0.9305 | 0.17763 |
40 | -0.048597 | -0.4095 | 0.341708 |
41 | 0.010833 | 0.0913 | 0.463762 |
42 | 0.079914 | 0.6734 | 0.251451 |
43 | -0.016952 | -0.1428 | 0.443411 |
44 | -0.039469 | -0.3326 | 0.370217 |
45 | -0.087557 | -0.7378 | 0.231544 |
46 | -0.044715 | -0.3768 | 0.353731 |
47 | -0.037258 | -0.3139 | 0.377243 |
48 | 0.041456 | 0.3493 | 0.363944 |
49 | -0.001421 | -0.012 | 0.495241 |
50 | -0.033245 | -0.2801 | 0.390097 |
51 | 0.018586 | 0.1566 | 0.437998 |
52 | -0.060537 | -0.5101 | 0.305783 |
53 | -0.065935 | -0.5556 | 0.290122 |
54 | -0.035452 | -0.2987 | 0.383013 |
55 | -0.076481 | -0.6444 | 0.260685 |
56 | 0.031686 | 0.267 | 0.395125 |
57 | 0.097758 | 0.8237 | 0.206427 |
58 | -0.068891 | -0.5805 | 0.281711 |
59 | -0.06173 | -0.5201 | 0.302289 |
60 | 0.012405 | 0.1045 | 0.458523 |