Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.684055 | 6.2695 | 0 |
2 | 0.462834 | 4.2419 | 2.8e-05 |
3 | 0.354115 | 3.2455 | 0.000842 |
4 | 0.109498 | 1.0036 | 0.159236 |
5 | -0.045809 | -0.4198 | 0.337836 |
6 | -0.1251 | -1.1466 | 0.127409 |
7 | -0.105442 | -0.9664 | 0.168312 |
8 | -0.042838 | -0.3926 | 0.347797 |
9 | 0.145381 | 1.3324 | 0.093159 |
10 | 0.212637 | 1.9489 | 0.027325 |
11 | 0.315571 | 2.8923 | 0.002435 |
12 | 0.520801 | 4.7732 | 4e-06 |
13 | 0.359883 | 3.2984 | 0.000714 |
14 | 0.265938 | 2.4374 | 0.008453 |
15 | 0.200883 | 1.8411 | 0.034567 |
16 | -0.02902 | -0.266 | 0.395455 |
17 | -0.169809 | -1.5563 | 0.061696 |
18 | -0.279847 | -2.5648 | 0.00605 |
19 | -0.265096 | -2.4296 | 0.008622 |
20 | -0.178677 | -1.6376 | 0.052623 |
21 | 0.003832 | 0.0351 | 0.486033 |
22 | 0.0647 | 0.593 | 0.277392 |
23 | 0.183752 | 1.6841 | 0.047936 |
24 | 0.395833 | 3.6279 | 0.000245 |
25 | 0.259712 | 2.3803 | 0.009781 |
26 | 0.168855 | 1.5476 | 0.062741 |
27 | 0.136283 | 1.2491 | 0.107557 |
28 | -0.057626 | -0.5282 | 0.299394 |
29 | -0.211756 | -1.9408 | 0.027819 |
30 | -0.264951 | -2.4283 | 0.008652 |
31 | -0.228055 | -2.0902 | 0.019813 |
32 | -0.199359 | -1.8272 | 0.035614 |
33 | -0.074165 | -0.6797 | 0.249272 |
34 | 0.008237 | 0.0755 | 0.470002 |
35 | 0.085846 | 0.7868 | 0.21681 |
36 | 0.257438 | 2.3595 | 0.010311 |
37 | 0.197474 | 1.8099 | 0.036946 |
38 | 0.143638 | 1.3165 | 0.0958 |
39 | 0.107775 | 0.9878 | 0.163049 |
40 | -0.026037 | -0.2386 | 0.405984 |
41 | -0.13716 | -1.2571 | 0.106102 |
42 | -0.23124 | -2.1194 | 0.018506 |
43 | -0.233622 | -2.1412 | 0.017578 |
44 | -0.217348 | -1.992 | 0.024808 |
45 | -0.143232 | -1.3127 | 0.096422 |
46 | -0.110025 | -1.0084 | 0.158081 |
47 | -0.027624 | -0.2532 | 0.400374 |
48 | 0.128335 | 1.1762 | 0.121418 |
49 | 0.063998 | 0.5865 | 0.27954 |
50 | 0.001437 | 0.0132 | 0.494763 |
51 | -0.022876 | -0.2097 | 0.41722 |
52 | -0.114915 | -1.0532 | 0.147631 |
53 | -0.182274 | -1.6706 | 0.049265 |
54 | -0.22443 | -2.0569 | 0.021398 |
55 | -0.226362 | -2.0746 | 0.02054 |
56 | -0.241972 | -2.2177 | 0.014637 |
57 | -0.200417 | -1.8369 | 0.034884 |
58 | -0.167134 | -1.5318 | 0.064664 |
59 | -0.133978 | -1.2279 | 0.111452 |
60 | -0.047578 | -0.4361 | 0.331957 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.684055 | 6.2695 | 0 |
2 | -0.009579 | -0.0878 | 0.465125 |
3 | 0.077122 | 0.7068 | 0.240811 |
4 | -0.300629 | -2.7553 | 0.003594 |
5 | -0.044378 | -0.4067 | 0.342618 |
6 | -0.062938 | -0.5768 | 0.282796 |
7 | 0.17812 | 1.6325 | 0.053159 |
8 | 0.070051 | 0.642 | 0.261301 |
9 | 0.336162 | 3.081 | 0.001395 |
10 | -0.137185 | -1.2573 | 0.106062 |
11 | 0.247247 | 2.2661 | 0.01301 |
12 | 0.215761 | 1.9775 | 0.025633 |
13 | -0.323524 | -2.9651 | 0.001969 |
14 | 0.106311 | 0.9744 | 0.166339 |
15 | -0.120118 | -1.1009 | 0.137042 |
16 | -0.154486 | -1.4159 | 0.080253 |
17 | 0.003213 | 0.0294 | 0.48829 |
18 | -0.197998 | -1.8147 | 0.036571 |
19 | 0.181184 | 1.6606 | 0.050263 |
20 | 0.099262 | 0.9098 | 0.182778 |
21 | 0.062104 | 0.5692 | 0.285371 |
22 | -0.089159 | -0.8172 | 0.208075 |
23 | 0.136696 | 1.2528 | 0.106871 |
24 | -0.000644 | -0.0059 | 0.497651 |
25 | -0.113203 | -1.0375 | 0.151236 |
26 | -0.072741 | -0.6667 | 0.253402 |
27 | 0.069184 | 0.6341 | 0.263874 |
28 | -0.085141 | -0.7803 | 0.218695 |
29 | -0.078246 | -0.7171 | 0.237641 |
30 | 0.165714 | 1.5188 | 0.066285 |
31 | 0.068274 | 0.6257 | 0.266591 |
32 | -0.076875 | -0.7046 | 0.241512 |
33 | -0.0283 | -0.2594 | 0.397989 |
34 | -0.012129 | -0.1112 | 0.455876 |
35 | -0.087896 | -0.8056 | 0.211381 |
36 | 0.006817 | 0.0625 | 0.475164 |
37 | 0.074846 | 0.686 | 0.247308 |
38 | -0.003035 | -0.0278 | 0.488937 |
39 | -0.011048 | -0.1013 | 0.459795 |
40 | 0.046669 | 0.4277 | 0.33497 |
41 | 0.031841 | 0.2918 | 0.385571 |
42 | -0.112351 | -1.0297 | 0.15305 |
43 | 0.024782 | 0.2271 | 0.410439 |
44 | -0.056249 | -0.5155 | 0.303769 |
45 | -0.12897 | -1.182 | 0.120264 |
46 | -0.101006 | -0.9257 | 0.178618 |
47 | 0.085777 | 0.7862 | 0.216992 |
48 | -0.020491 | -0.1878 | 0.425743 |
49 | 0.005803 | 0.0532 | 0.478854 |
50 | -0.072644 | -0.6658 | 0.253684 |
51 | -0.092732 | -0.8499 | 0.198898 |
52 | 0.040164 | 0.3681 | 0.356858 |
53 | 0.084269 | 0.7723 | 0.221041 |
54 | 1.2e-05 | 1e-04 | 0.499956 |
55 | -0.094435 | -0.8655 | 0.194612 |
56 | -0.034781 | -0.3188 | 0.375345 |
57 | -0.097957 | -0.8978 | 0.185932 |
58 | -0.047845 | -0.4385 | 0.331072 |
59 | 0.003262 | 0.0299 | 0.488112 |
60 | -0.040739 | -0.3734 | 0.354904 |