Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.454314 | 3.5483 | 0.000376 |
2 | 0.394292 | 3.0795 | 0.001553 |
3 | 0.457785 | 3.5754 | 0.000346 |
4 | 0.397203 | 3.1023 | 0.001454 |
5 | 0.303011 | 2.3666 | 0.010572 |
6 | 0.278866 | 2.178 | 0.016641 |
7 | 0.18585 | 1.4515 | 0.075878 |
8 | 0.238355 | 1.8616 | 0.033739 |
9 | 0.228154 | 1.7819 | 0.039868 |
10 | 0.059078 | 0.4614 | 0.323072 |
11 | 0.218 | 1.7026 | 0.046864 |
12 | 0.22584 | 1.7639 | 0.041381 |
13 | 0.125204 | 0.9779 | 0.165999 |
14 | 0.008679 | 0.0678 | 0.473089 |
15 | 0.121644 | 0.9501 | 0.172913 |
16 | 0.014278 | 0.1115 | 0.455788 |
17 | -0.088276 | -0.6895 | 0.246574 |
18 | -0.089533 | -0.6993 | 0.243519 |
19 | -0.120579 | -0.9418 | 0.175016 |
20 | -0.015622 | -0.122 | 0.451645 |
21 | -0.145773 | -1.1385 | 0.129677 |
22 | -0.167356 | -1.3071 | 0.098044 |
23 | -0.11921 | -0.9311 | 0.177747 |
24 | 0.019216 | 0.1501 | 0.440597 |
25 | -0.135671 | -1.0596 | 0.146747 |
26 | -0.121363 | -0.9479 | 0.173467 |
27 | -0.112219 | -0.8765 | 0.19211 |
28 | -0.172217 | -1.3451 | 0.091793 |
29 | -0.126227 | -0.9859 | 0.164046 |
30 | -0.217668 | -1.7 | 0.047109 |
31 | -0.19549 | -1.5268 | 0.065987 |
32 | -0.153349 | -1.1977 | 0.117835 |
33 | -0.189983 | -1.4838 | 0.071503 |
34 | -0.294569 | -2.3007 | 0.012422 |
35 | -0.126184 | -0.9855 | 0.16413 |
36 | -0.182488 | -1.4253 | 0.079587 |
37 | -0.182137 | -1.4225 | 0.079983 |
38 | -0.153451 | -1.1985 | 0.11768 |
39 | -0.097843 | -0.7642 | 0.223853 |
40 | -0.175297 | -1.3691 | 0.087992 |
41 | -0.186972 | -1.4603 | 0.07467 |
42 | -0.209954 | -1.6398 | 0.053097 |
43 | -0.190953 | -1.4914 | 0.070506 |
44 | -0.060085 | -0.4693 | 0.320272 |
45 | -0.119143 | -0.9305 | 0.177881 |
46 | -0.168636 | -1.3171 | 0.096367 |
47 | -0.044388 | -0.3467 | 0.365012 |
48 | -0.047897 | -0.3741 | 0.354818 |
49 | -0.035152 | -0.2745 | 0.392295 |
50 | 0.04876 | 0.3808 | 0.352328 |
51 | 0.012406 | 0.0969 | 0.461565 |
52 | -0.00398 | -0.0311 | 0.487651 |
53 | 0.042782 | 0.3341 | 0.369711 |
54 | 0.029406 | 0.2297 | 0.409558 |
55 | 0.031936 | 0.2494 | 0.401935 |
56 | 0.018527 | 0.1447 | 0.442711 |
57 | 0.024067 | 0.188 | 0.425762 |
58 | 6.5e-05 | 5e-04 | 0.4998 |
59 | 0.010235 | 0.0799 | 0.468276 |
60 | 0.001716 | 0.0134 | 0.494675 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.454314 | 3.5483 | 0.000376 |
2 | 0.236758 | 1.8491 | 0.034642 |
3 | 0.285005 | 2.226 | 0.014861 |
4 | 0.124208 | 0.9701 | 0.167916 |
5 | -0.006322 | -0.0494 | 0.480391 |
6 | -0.008162 | -0.0637 | 0.474691 |
7 | -0.107606 | -0.8404 | 0.201974 |
8 | 0.081231 | 0.6344 | 0.264085 |
9 | 0.064604 | 0.5046 | 0.307839 |
10 | -0.151084 | -1.18 | 0.12129 |
11 | 0.180952 | 1.4133 | 0.081328 |
12 | 0.076823 | 0.6 | 0.275362 |
13 | -0.02344 | -0.1831 | 0.427673 |
14 | -0.215671 | -1.6844 | 0.048603 |
15 | 0.04293 | 0.3353 | 0.369276 |
16 | -0.105425 | -0.8234 | 0.206746 |
17 | -0.184488 | -1.4409 | 0.077364 |
18 | -0.016373 | -0.1279 | 0.449335 |
19 | -0.035133 | -0.2744 | 0.392353 |
20 | 0.161349 | 1.2602 | 0.106203 |
21 | -0.09831 | -0.7678 | 0.222776 |
22 | -0.001165 | -0.0091 | 0.496384 |
23 | -0.036165 | -0.2825 | 0.389275 |
24 | 0.122531 | 0.957 | 0.171173 |
25 | -0.025917 | -0.2024 | 0.420131 |
26 | -0.058231 | -0.4548 | 0.325434 |
27 | -0.063512 | -0.496 | 0.310821 |
28 | -0.139991 | -1.0934 | 0.139267 |
29 | 0.123793 | 0.9669 | 0.168718 |
30 | -0.091204 | -0.7123 | 0.239489 |
31 | -0.02857 | -0.2231 | 0.412086 |
32 | 0.018159 | 0.1418 | 0.443842 |
33 | -0.052552 | -0.4104 | 0.34146 |
34 | -0.066916 | -0.5226 | 0.301562 |
35 | -0.038382 | -0.2998 | 0.382685 |
36 | -0.032591 | -0.2545 | 0.399965 |
37 | 0.011379 | 0.0889 | 0.464736 |
38 | 0.030143 | 0.2354 | 0.407335 |
39 | 0.110186 | 0.8606 | 0.196421 |
40 | -0.176866 | -1.3814 | 0.086103 |
41 | -0.025913 | -0.2024 | 0.420143 |
42 | -0.104994 | -0.82 | 0.207697 |
43 | 0.050315 | 0.393 | 0.347854 |
44 | 0.063482 | 0.4958 | 0.310906 |
45 | 0.097735 | 0.7633 | 0.224104 |
46 | -0.022809 | -0.1781 | 0.429599 |
47 | 0.032886 | 0.2568 | 0.399081 |
48 | -0.050692 | -0.3959 | 0.346774 |
49 | 0.043782 | 0.342 | 0.366781 |
50 | 0.046963 | 0.3668 | 0.357523 |
51 | -0.057593 | -0.4498 | 0.327218 |
52 | -0.023843 | -0.1862 | 0.426445 |
53 | -0.009874 | -0.0771 | 0.46939 |
54 | 0.095103 | 0.7428 | 0.230234 |
55 | -0.044645 | -0.3487 | 0.364262 |
56 | -0.099705 | -0.7787 | 0.219577 |
57 | 0.014013 | 0.1094 | 0.456604 |
58 | -0.069553 | -0.5432 | 0.294478 |
59 | -0.112593 | -0.8794 | 0.191322 |
60 | -0.005762 | -0.045 | 0.482127 |