Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.423079 | 3.5649 | 0.000328 |
2 | 0.305406 | 2.5734 | 0.00608 |
3 | 0.34941 | 2.9442 | 0.002187 |
4 | -0.019356 | -0.1631 | 0.435454 |
5 | 0.038359 | 0.3232 | 0.373741 |
6 | 0.081887 | 0.69 | 0.246223 |
7 | -0.048529 | -0.4089 | 0.341917 |
8 | 0.113233 | 0.9541 | 0.171631 |
9 | 0.082731 | 0.6971 | 0.244007 |
10 | 0.011956 | 0.1007 | 0.46002 |
11 | 0.157774 | 1.3294 | 0.093981 |
12 | 0.070007 | 0.5899 | 0.278569 |
13 | 0.049695 | 0.4187 | 0.338336 |
14 | 0.133809 | 1.1275 | 0.131665 |
15 | 0.013795 | 0.1162 | 0.453897 |
16 | 0.02122 | 0.1788 | 0.4293 |
17 | 0.008536 | 0.0719 | 0.471432 |
18 | 0.001247 | 0.0105 | 0.495824 |
19 | -0.049914 | -0.4206 | 0.337664 |
20 | -0.061996 | -0.5224 | 0.301513 |
21 | -0.067173 | -0.566 | 0.286586 |
22 | -0.100786 | -0.8492 | 0.199302 |
23 | -0.027032 | -0.2278 | 0.410239 |
24 | -0.086989 | -0.733 | 0.232992 |
25 | -0.090208 | -0.7601 | 0.224855 |
26 | -0.051732 | -0.4359 | 0.332116 |
27 | -0.087159 | -0.7344 | 0.232557 |
28 | -0.076152 | -0.6417 | 0.261578 |
29 | 0.002429 | 0.0205 | 0.491863 |
30 | -0.082928 | -0.6988 | 0.24349 |
31 | -0.102875 | -0.8668 | 0.194474 |
32 | -0.044414 | -0.3742 | 0.354669 |
33 | -0.077924 | -0.6566 | 0.256782 |
34 | -0.162985 | -1.3733 | 0.086985 |
35 | -0.142727 | -1.2026 | 0.116556 |
36 | -0.128162 | -1.0799 | 0.141918 |
37 | -0.122315 | -1.0306 | 0.153102 |
38 | -0.148632 | -1.2524 | 0.107268 |
39 | -0.086368 | -0.7277 | 0.234581 |
40 | -0.08541 | -0.7197 | 0.237042 |
41 | -0.009386 | -0.0791 | 0.468592 |
42 | 0.042035 | 0.3542 | 0.362121 |
43 | -0.043632 | -0.3676 | 0.357116 |
44 | 0.007902 | 0.0666 | 0.473551 |
45 | -0.015511 | -0.1307 | 0.448191 |
46 | -0.111474 | -0.9393 | 0.175382 |
47 | 0.058213 | 0.4905 | 0.312643 |
48 | 0.022171 | 0.1868 | 0.426169 |
49 | -0.014852 | -0.1251 | 0.450382 |
50 | 0.055911 | 0.4711 | 0.319503 |
51 | -0.08111 | -0.6834 | 0.248275 |
52 | -0.089187 | -0.7515 | 0.227417 |
53 | -0.022944 | -0.1933 | 0.423627 |
54 | -0.075554 | -0.6366 | 0.263208 |
55 | 0.04166 | 0.351 | 0.363301 |
56 | 0.037015 | 0.3119 | 0.378017 |
57 | -0.017289 | -0.1457 | 0.442295 |
58 | 0.073876 | 0.6225 | 0.267808 |
59 | -0.044268 | -0.373 | 0.355125 |
60 | -0.068807 | -0.5798 | 0.281949 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.423079 | 3.5649 | 0.000328 |
2 | 0.153971 | 1.2974 | 0.09935 |
3 | 0.21827 | 1.8392 | 0.035035 |
4 | -0.325129 | -2.7396 | 0.003887 |
5 | 0.072632 | 0.612 | 0.271245 |
6 | 0.050194 | 0.4229 | 0.336807 |
7 | 0.011276 | 0.095 | 0.462287 |
8 | 0.104311 | 0.8789 | 0.191199 |
9 | -0.027359 | -0.2305 | 0.409172 |
10 | -0.006651 | -0.056 | 0.477734 |
11 | 0.093432 | 0.7873 | 0.216871 |
12 | -0.000139 | -0.0012 | 0.499536 |
13 | 0.020426 | 0.1721 | 0.431918 |
14 | 0.022269 | 0.1876 | 0.425846 |
15 | -0.028926 | -0.2437 | 0.404068 |
16 | -0.005518 | -0.0465 | 0.481521 |
17 | -0.067427 | -0.5681 | 0.285863 |
18 | 0.106589 | 0.8981 | 0.186075 |
19 | -0.143546 | -1.2095 | 0.115234 |
20 | -0.013057 | -0.11 | 0.456351 |
21 | -0.049358 | -0.4159 | 0.33937 |
22 | -0.03415 | -0.2878 | 0.387186 |
23 | 0.078385 | 0.6605 | 0.255541 |
24 | -0.127348 | -1.073 | 0.143441 |
25 | -0.006189 | -0.0522 | 0.479278 |
26 | -0.055627 | -0.4687 | 0.320352 |
27 | 0.025593 | 0.2157 | 0.414939 |
28 | -0.009835 | -0.0829 | 0.467094 |
29 | 0.048492 | 0.4086 | 0.342031 |
30 | -0.080281 | -0.6765 | 0.250474 |
31 | -0.072963 | -0.6148 | 0.270326 |
32 | 0.0099 | 0.0834 | 0.466875 |
33 | 0.090721 | 0.7644 | 0.223572 |
34 | -0.209555 | -1.7657 | 0.040869 |
35 | -0.029372 | -0.2475 | 0.40262 |
36 | 0.00226 | 0.019 | 0.492431 |
37 | 0.035343 | 0.2978 | 0.38336 |
38 | -0.10249 | -0.8636 | 0.19536 |
39 | 0.018811 | 0.1585 | 0.437255 |
40 | -0.017942 | -0.1512 | 0.440131 |
41 | 0.090251 | 0.7605 | 0.224746 |
42 | 0.075744 | 0.6382 | 0.262689 |
43 | -0.136797 | -1.1527 | 0.126455 |
44 | 0.021693 | 0.1828 | 0.427744 |
45 | -0.008052 | -0.0678 | 0.473048 |
46 | -0.034469 | -0.2904 | 0.386162 |
47 | 0.157489 | 1.327 | 0.094376 |
48 | 0.013714 | 0.1156 | 0.454165 |
49 | -0.001613 | -0.0136 | 0.494596 |
50 | -0.118052 | -0.9947 | 0.161625 |
51 | -0.096991 | -0.8173 | 0.208257 |
52 | 0.033113 | 0.279 | 0.390522 |
53 | 3.9e-05 | 3e-04 | 0.499869 |
54 | 0.076456 | 0.6442 | 0.260751 |
55 | -0.021352 | -0.1799 | 0.428866 |
56 | -0.100966 | -0.8508 | 0.198884 |
57 | 0.06007 | 0.5062 | 0.307156 |
58 | -0.038952 | -0.3282 | 0.371858 |
59 | -0.070175 | -0.5913 | 0.278097 |
60 | -0.070976 | -0.5981 | 0.275855 |