Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.531042 | 5.5188 | 0 |
2 | 0.549794 | 5.7136 | 0 |
3 | 0.3133 | 3.2559 | 0.000755 |
4 | 0.263964 | 2.7432 | 0.003563 |
5 | 0.284798 | 2.9597 | 0.001893 |
6 | 0.156377 | 1.6251 | 0.053526 |
7 | 0.199438 | 2.0726 | 0.020294 |
8 | 0.149113 | 1.5496 | 0.062078 |
9 | 0.137391 | 1.4278 | 0.078116 |
10 | -0.036796 | -0.3824 | 0.351459 |
11 | -0.095297 | -0.9904 | 0.162108 |
12 | -0.28843 | -2.9974 | 0.001689 |
13 | -0.182828 | -1.9 | 0.03005 |
14 | -0.289845 | -3.0122 | 0.001616 |
15 | -0.158137 | -1.6434 | 0.051604 |
16 | -0.167499 | -1.7407 | 0.042292 |
17 | -0.106471 | -1.1065 | 0.13549 |
18 | -0.024721 | -0.2569 | 0.398871 |
19 | -0.144899 | -1.5058 | 0.067515 |
20 | -0.064273 | -0.6679 | 0.252797 |
21 | -0.133646 | -1.3889 | 0.083862 |
22 | -0.086261 | -0.8964 | 0.186003 |
23 | -0.098533 | -1.024 | 0.154066 |
24 | -0.154306 | -1.6036 | 0.055862 |
25 | -0.068971 | -0.7168 | 0.237531 |
26 | 0.011319 | 0.1176 | 0.453288 |
27 | 0.002835 | 0.0295 | 0.488274 |
28 | -0.030544 | -0.3174 | 0.375768 |
29 | -0.10714 | -1.1134 | 0.133997 |
30 | -0.080028 | -0.8317 | 0.203714 |
31 | -0.092823 | -0.9646 | 0.168438 |
32 | -0.051547 | -0.5357 | 0.296637 |
33 | -0.039625 | -0.4118 | 0.340654 |
34 | -0.029239 | -0.3039 | 0.380909 |
35 | 0.063661 | 0.6616 | 0.254823 |
36 | 0.011671 | 0.1213 | 0.451842 |
37 | 0.045695 | 0.4749 | 0.317918 |
38 | 0.020175 | 0.2097 | 0.417163 |
39 | 0.04007 | 0.4164 | 0.338966 |
40 | 0.064915 | 0.6746 | 0.250679 |
41 | 0.08856 | 0.9203 | 0.179722 |
42 | 0.052534 | 0.5459 | 0.293113 |
43 | 0.106768 | 1.1096 | 0.134826 |
44 | 0.073958 | 0.7686 | 0.221907 |
45 | 0.046724 | 0.4856 | 0.314128 |
46 | 0.045457 | 0.4724 | 0.318796 |
47 | -0.02967 | -0.3083 | 0.379207 |
48 | 0.056998 | 0.5923 | 0.277432 |
49 | -0.010502 | -0.1091 | 0.456649 |
50 | 0.030208 | 0.3139 | 0.377091 |
51 | -0.025661 | -0.2667 | 0.395112 |
52 | 0.017258 | 0.1793 | 0.429001 |
53 | 0.023555 | 0.2448 | 0.403541 |
54 | -0.00738 | -0.0767 | 0.469502 |
55 | 0.017823 | 0.1852 | 0.426701 |
56 | -0.033292 | -0.346 | 0.365017 |
57 | -0.00336 | -0.0349 | 0.486105 |
58 | 0.02396 | 0.249 | 0.401919 |
59 | 0.045571 | 0.4736 | 0.318374 |
60 | 0.062074 | 0.6451 | 0.260119 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.531042 | 5.5188 | 0 |
2 | 0.372968 | 3.876 | 9.1e-05 |
3 | -0.109739 | -1.1404 | 0.128312 |
4 | -0.032835 | -0.3412 | 0.366795 |
5 | 0.20583 | 2.1391 | 0.017342 |
6 | -0.101831 | -1.0583 | 0.146149 |
7 | 0.013301 | 0.1382 | 0.445159 |
8 | 0.092334 | 0.9596 | 0.16971 |
9 | -0.028797 | -0.2993 | 0.382657 |
10 | -0.305118 | -3.1709 | 0.000989 |
11 | -0.074423 | -0.7734 | 0.220481 |
12 | -0.222636 | -2.3137 | 0.011289 |
13 | 0.08311 | 0.8637 | 0.194833 |
14 | -0.085321 | -0.8867 | 0.18861 |
15 | 0.11783 | 1.2245 | 0.111709 |
16 | 0.027932 | 0.2903 | 0.386082 |
17 | 0.099627 | 1.0354 | 0.151409 |
18 | 0.105603 | 1.0975 | 0.137441 |
19 | -0.080288 | -0.8344 | 0.202955 |
20 | 0.009803 | 0.1019 | 0.459524 |
21 | 0.044839 | 0.466 | 0.321085 |
22 | -0.155921 | -1.6204 | 0.054033 |
23 | -0.113247 | -1.1769 | 0.120911 |
24 | -0.247515 | -2.5723 | 0.005731 |
25 | 0.054945 | 0.571 | 0.28459 |
26 | 0.127686 | 1.3269 | 0.093662 |
27 | -0.000539 | -0.0056 | 0.497771 |
28 | -0.110987 | -1.1534 | 0.125644 |
29 | 0.032455 | 0.3373 | 0.368281 |
30 | 0.131477 | 1.3663 | 0.087334 |
31 | -0.059121 | -0.6144 | 0.270119 |
32 | 0.145697 | 1.5141 | 0.066457 |
33 | 0.040965 | 0.4257 | 0.335581 |
34 | -0.142582 | -1.4818 | 0.070658 |
35 | 0.030909 | 0.3212 | 0.374332 |
36 | -0.142259 | -1.4784 | 0.071106 |
37 | 0.01522 | 0.1582 | 0.437309 |
38 | 0.040396 | 0.4198 | 0.337729 |
39 | 0.045687 | 0.4748 | 0.317946 |
40 | -0.035759 | -0.3716 | 0.355454 |
41 | 0.053872 | 0.5599 | 0.288368 |
42 | 0.003617 | 0.0376 | 0.485044 |
43 | -0.015572 | -0.1618 | 0.435873 |
44 | 0.055915 | 0.5811 | 0.281198 |
45 | -0.060771 | -0.6316 | 0.264507 |
46 | -0.019071 | -0.1982 | 0.421635 |
47 | -0.056494 | -0.5871 | 0.279179 |
48 | -0.059009 | -0.6132 | 0.270503 |
49 | 0.050718 | 0.5271 | 0.29961 |
50 | 0.0582 | 0.6048 | 0.273281 |
51 | 0.042183 | 0.4384 | 0.330995 |
52 | 0.016721 | 0.1738 | 0.431186 |
53 | 0.034138 | 0.3548 | 0.361727 |
54 | 0.021836 | 0.2269 | 0.410453 |
55 | 0.018749 | 0.1948 | 0.422938 |
56 | -0.006576 | -0.0683 | 0.472823 |
57 | -0.105681 | -1.0983 | 0.137265 |
58 | 0.044191 | 0.4593 | 0.323489 |
59 | -0.000754 | -0.0078 | 0.49688 |
60 | 0.004391 | 0.0456 | 0.481843 |