Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.187552 | 3.5536 | 0.000215 |
2 | 0.317794 | 6.0213 | 0 |
3 | 0.179563 | 3.4022 | 0.000372 |
4 | 0.155303 | 2.9426 | 0.001733 |
5 | 0.127596 | 2.4176 | 0.008061 |
6 | 0.06371 | 1.2071 | 0.114087 |
7 | -0.054701 | -1.0364 | 0.150347 |
8 | -0.011735 | -0.2224 | 0.412083 |
9 | -0.080833 | -1.5316 | 0.063255 |
10 | -0.174708 | -3.3102 | 0.000513 |
11 | -0.055263 | -1.0471 | 0.147883 |
12 | -0.480698 | -9.1079 | 0 |
13 | -0.168514 | -3.1929 | 0.000767 |
14 | -0.172913 | -3.2762 | 0.000577 |
15 | -0.128287 | -2.4307 | 0.007779 |
16 | -0.163167 | -3.0916 | 0.001073 |
17 | -0.121097 | -2.2945 | 0.01117 |
18 | -0.103099 | -1.9534 | 0.025772 |
19 | 0.020128 | 0.3814 | 0.351578 |
20 | -0.002775 | -0.0526 | 0.479049 |
21 | -0.006426 | -0.1217 | 0.451583 |
22 | -0.006358 | -0.1205 | 0.45209 |
23 | -0.004364 | -0.0827 | 0.467075 |
24 | -0.006343 | -0.1202 | 0.452205 |
25 | 0.094911 | 1.7983 | 0.036484 |
26 | -0.008505 | -0.1611 | 0.436036 |
27 | 0.017661 | 0.3346 | 0.369052 |
28 | 0.077035 | 1.4596 | 0.072638 |
29 | 0.068023 | 1.2888 | 0.09914 |
30 | 0.041632 | 0.7888 | 0.215369 |
31 | 0.032895 | 0.6233 | 0.266752 |
32 | -0.068171 | -1.2917 | 0.098653 |
33 | 0.011323 | 0.2145 | 0.415122 |
34 | 0.002674 | 0.0507 | 0.479811 |
35 | -0.0721 | -1.3661 | 0.08638 |
36 | -0.031172 | -0.5906 | 0.277571 |
37 | -0.113841 | -2.157 | 0.015835 |
38 | -0.00152 | -0.0288 | 0.488517 |
39 | -0.046567 | -0.8823 | 0.189098 |
40 | -0.067976 | -1.288 | 0.099295 |
41 | -0.105451 | -1.998 | 0.023234 |
42 | -0.033256 | -0.6301 | 0.264511 |
43 | -0.158298 | -2.9993 | 0.001447 |
44 | 0.01837 | 0.3481 | 0.364001 |
45 | -0.043872 | -0.8313 | 0.203191 |
46 | 0.021162 | 0.401 | 0.34434 |
47 | 0.042179 | 0.7992 | 0.21236 |
48 | 0.097675 | 1.8507 | 0.032519 |
49 | 0.125528 | 2.3784 | 0.008955 |
50 | 0.090564 | 1.7159 | 0.043518 |
51 | 0.082527 | 1.5637 | 0.059388 |
52 | 0.128164 | 2.4284 | 0.007829 |
53 | 0.160308 | 3.0374 | 0.00128 |
54 | 0.042213 | 0.7998 | 0.212173 |
55 | 0.160649 | 3.0439 | 0.001254 |
56 | 0.042494 | 0.8052 | 0.210633 |
57 | 0.055698 | 1.0553 | 0.145992 |
58 | 0.043943 | 0.8326 | 0.202814 |
59 | 0.043887 | 0.8315 | 0.203111 |
60 | -0.02979 | -0.5644 | 0.286401 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.187552 | 3.5536 | 0.000215 |
2 | 0.292922 | 5.5501 | 0 |
3 | 0.093512 | 1.7718 | 0.038638 |
4 | 0.033995 | 0.6441 | 0.259959 |
5 | 0.032214 | 0.6104 | 0.271005 |
6 | -0.024285 | -0.4601 | 0.322846 |
7 | -0.139405 | -2.6414 | 0.004309 |
8 | -0.030697 | -0.5816 | 0.280592 |
9 | -0.045877 | -0.8693 | 0.192645 |
10 | -0.156693 | -2.9689 | 0.001595 |
11 | 0.037591 | 0.7122 | 0.238389 |
12 | -0.427945 | -8.1084 | 0 |
13 | -0.036401 | -0.6897 | 0.245414 |
14 | 0.123319 | 2.3366 | 0.010006 |
15 | 0.047112 | 0.8926 | 0.186322 |
16 | -0.060609 | -1.1484 | 0.125789 |
17 | -0.017722 | -0.3358 | 0.368615 |
18 | 0.007818 | 0.1481 | 0.44116 |
19 | 0.023368 | 0.4428 | 0.329106 |
20 | 0.047983 | 0.9091 | 0.181941 |
21 | -0.03962 | -0.7507 | 0.226664 |
22 | -0.157258 | -2.9796 | 0.001541 |
23 | 0.010195 | 0.1932 | 0.42347 |
24 | -0.263321 | -4.9892 | 0 |
25 | 0.056986 | 1.0797 | 0.140495 |
26 | 0.017452 | 0.3307 | 0.370544 |
27 | -0.01152 | -0.2183 | 0.413674 |
28 | 0.033761 | 0.6397 | 0.261394 |
29 | 0.035746 | 0.6773 | 0.249331 |
30 | -0.027638 | -0.5237 | 0.300414 |
31 | 0.037568 | 0.7118 | 0.238523 |
32 | -0.076586 | -1.4511 | 0.073812 |
33 | -0.04242 | -0.8037 | 0.211038 |
34 | -0.086262 | -1.6344 | 0.051522 |
35 | -0.078156 | -1.4808 | 0.069763 |
36 | -0.219062 | -4.1506 | 2.1e-05 |
37 | -0.029885 | -0.5662 | 0.285794 |
38 | 0.062408 | 1.1825 | 0.118901 |
39 | -0.055153 | -1.045 | 0.148363 |
40 | -0.019687 | -0.373 | 0.354676 |
41 | -0.030763 | -0.5829 | 0.280174 |
42 | -0.01269 | -0.2404 | 0.405061 |
43 | -0.11499 | -2.1787 | 0.015 |
44 | -0.017441 | -0.3305 | 0.37062 |
45 | -0.006089 | -0.1154 | 0.454112 |
46 | 0.002743 | 0.052 | 0.479293 |
47 | -0.026375 | -0.4997 | 0.308785 |
48 | -0.056646 | -1.0733 | 0.141932 |
49 | 0.037272 | 0.7062 | 0.240259 |
50 | 0.038077 | 0.7214 | 0.235552 |
51 | -0.031982 | -0.606 | 0.272461 |
52 | 0.055379 | 1.0493 | 0.147378 |
53 | 0.0148 | 0.2804 | 0.389656 |
54 | -0.095807 | -1.8153 | 0.035157 |
55 | -0.024197 | -0.4585 | 0.323449 |
56 | -0.032014 | -0.6066 | 0.272256 |
57 | -0.058488 | -1.1082 | 0.134259 |
58 | 0.043184 | 0.8182 | 0.206889 |
59 | 0.009712 | 0.184 | 0.427053 |
60 | -0.049846 | -0.9444 | 0.172791 |