Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.297705 | 2.6958 | 0.004259 |
2 | 0.426608 | 3.8631 | 0.000111 |
3 | 0.527264 | 4.7746 | 4e-06 |
4 | 0.242551 | 2.1964 | 0.015444 |
5 | 0.224899 | 2.0365 | 0.022461 |
6 | 0.350458 | 3.1735 | 0.00106 |
7 | 0.049876 | 0.4516 | 0.326359 |
8 | 0.195419 | 1.7696 | 0.040256 |
9 | 0.212269 | 1.9222 | 0.029028 |
10 | 0.030168 | 0.2732 | 0.392701 |
11 | 0.046088 | 0.4173 | 0.33876 |
12 | 0.090421 | 0.8188 | 0.207638 |
13 | -0.020202 | -0.1829 | 0.427649 |
14 | 0.097131 | 0.8796 | 0.190835 |
15 | 0.10276 | 0.9305 | 0.177414 |
16 | -0.020267 | -0.1835 | 0.42742 |
17 | 0.175585 | 1.59 | 0.057842 |
18 | 0.131546 | 1.1912 | 0.118505 |
19 | 0.069534 | 0.6297 | 0.265336 |
20 | 0.174995 | 1.5846 | 0.058448 |
21 | 0.095733 | 0.8669 | 0.194264 |
22 | -0.009076 | -0.0822 | 0.46735 |
23 | 0.257679 | 2.3334 | 0.011039 |
24 | -0.102041 | -0.924 | 0.179093 |
25 | 0.027617 | 0.2501 | 0.401575 |
26 | 0.0831 | 0.7525 | 0.226953 |
27 | -0.062751 | -0.5682 | 0.285713 |
28 | -0.087087 | -0.7886 | 0.216308 |
29 | 0.001089 | 0.0099 | 0.496077 |
30 | -0.206071 | -1.8661 | 0.032805 |
31 | -0.071202 | -0.6448 | 0.26044 |
32 | -0.069424 | -0.6287 | 0.265658 |
33 | -0.185676 | -1.6814 | 0.048248 |
34 | -0.07882 | -0.7137 | 0.238706 |
35 | -0.03926 | -0.3555 | 0.361558 |
36 | -0.110769 | -1.0031 | 0.159393 |
37 | 0.000846 | 0.0077 | 0.496953 |
38 | -0.007147 | -0.0647 | 0.474278 |
39 | -0.048589 | -0.44 | 0.33055 |
40 | 0.071747 | 0.6497 | 0.258852 |
41 | 0.049353 | 0.4469 | 0.32806 |
42 | -0.042045 | -0.3807 | 0.352194 |
43 | 0.066086 | 0.5984 | 0.275601 |
44 | 0.062212 | 0.5634 | 0.287364 |
45 | -0.086882 | -0.7867 | 0.216849 |
46 | 0.101229 | 0.9167 | 0.181003 |
47 | -0.076468 | -0.6924 | 0.245308 |
48 | -0.126017 | -1.1411 | 0.128568 |
49 | 0.007051 | 0.0638 | 0.474624 |
50 | -0.135409 | -1.2262 | 0.111821 |
51 | -0.170805 | -1.5467 | 0.062893 |
52 | -0.063128 | -0.5716 | 0.284563 |
53 | -0.166977 | -1.512 | 0.067184 |
54 | -0.115167 | -1.0429 | 0.150034 |
55 | -0.075639 | -0.6849 | 0.247657 |
56 | -0.181473 | -1.6433 | 0.052074 |
57 | -0.080525 | -0.7292 | 0.233984 |
58 | -0.081578 | -0.7387 | 0.231093 |
59 | -0.118043 | -1.0689 | 0.144121 |
60 | -0.032984 | -0.2987 | 0.382969 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.297705 | 2.6958 | 0.004259 |
2 | 0.370847 | 3.3582 | 0.000596 |
3 | 0.428679 | 3.8819 | 0.000104 |
4 | -0.037341 | -0.3381 | 0.368061 |
5 | -0.182594 | -1.6535 | 0.051031 |
6 | 0.098679 | 0.8936 | 0.187081 |
7 | -0.124515 | -1.1275 | 0.131404 |
8 | 0.062501 | 0.566 | 0.286479 |
9 | 0.102847 | 0.9313 | 0.17721 |
10 | -0.031305 | -0.2835 | 0.388762 |
11 | -0.168477 | -1.5256 | 0.065476 |
12 | -0.064839 | -0.5871 | 0.279362 |
13 | 0.075739 | 0.6858 | 0.247371 |
14 | 0.18249 | 1.6525 | 0.051127 |
15 | 0.134369 | 1.2168 | 0.113593 |
16 | -0.11844 | -1.0725 | 0.143316 |
17 | 0.045106 | 0.4085 | 0.342003 |
18 | 0.055071 | 0.4987 | 0.309665 |
19 | 0.060856 | 0.5511 | 0.29154 |
20 | 0.040662 | 0.3682 | 0.356834 |
21 | -0.071888 | -0.651 | 0.258443 |
22 | -0.221566 | -2.0064 | 0.024057 |
23 | 0.163639 | 1.4818 | 0.071111 |
24 | -0.172144 | -1.5588 | 0.061444 |
25 | 0.028592 | 0.2589 | 0.398177 |
26 | 0.002684 | 0.0243 | 0.490333 |
27 | -0.000369 | -0.0033 | 0.498672 |
28 | -0.122082 | -1.1055 | 0.136088 |
29 | -0.101047 | -0.915 | 0.181432 |
30 | 0.005175 | 0.0469 | 0.48137 |
31 | 0.081928 | 0.7419 | 0.230137 |
32 | 0.041326 | 0.3742 | 0.354601 |
33 | -0.075562 | -0.6842 | 0.247875 |
34 | 0.013147 | 0.119 | 0.452764 |
35 | -0.01767 | -0.16 | 0.436634 |
36 | 0.073268 | 0.6635 | 0.254446 |
37 | 0.067411 | 0.6104 | 0.271631 |
38 | 0.029187 | 0.2643 | 0.396105 |
39 | 0.013552 | 0.1227 | 0.451316 |
40 | -0.06284 | -0.569 | 0.285443 |
41 | 0.018827 | 0.1705 | 0.432523 |
42 | -0.042596 | -0.3857 | 0.350349 |
43 | 0.025703 | 0.2328 | 0.408267 |
44 | 0.08661 | 0.7843 | 0.217566 |
45 | -0.119276 | -1.0801 | 0.141635 |
46 | -0.057742 | -0.5229 | 0.301236 |
47 | 0.007357 | 0.0666 | 0.473524 |
48 | -0.115002 | -1.0414 | 0.150379 |
49 | 0.047427 | 0.4295 | 0.334354 |
50 | -0.012505 | -0.1132 | 0.45506 |
51 | 0.024277 | 0.2198 | 0.41327 |
52 | -0.102073 | -0.9243 | 0.179019 |
53 | -0.021233 | -0.1923 | 0.424002 |
54 | 0.03548 | 0.3213 | 0.374406 |
55 | 0.04247 | 0.3846 | 0.35077 |
56 | -0.066622 | -0.6033 | 0.273991 |
57 | -0.017649 | -0.1598 | 0.436707 |
58 | -0.076148 | -0.6896 | 0.246211 |
59 | -0.031306 | -0.2835 | 0.388757 |
60 | 0.115513 | 1.046 | 0.149314 |