Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.47815 | 4.6111 | 6e-06 |
2 | 0.56707 | 5.4686 | 0 |
3 | 0.651571 | 6.2835 | 0 |
4 | 0.361811 | 3.4892 | 0.000371 |
5 | 0.436861 | 4.2129 | 2.9e-05 |
6 | 0.35306 | 3.4048 | 0.000489 |
7 | 0.14987 | 1.4453 | 0.075869 |
8 | 0.204769 | 1.9747 | 0.025633 |
9 | 0.092376 | 0.8908 | 0.187655 |
10 | 0.016558 | 0.1597 | 0.43674 |
11 | 0.061917 | 0.5971 | 0.275945 |
12 | -0.076947 | -0.7421 | 0.229963 |
13 | -0.025339 | -0.2444 | 0.403744 |
14 | -0.001136 | -0.011 | 0.495642 |
15 | -0.023591 | -0.2275 | 0.410266 |
16 | -0.080718 | -0.7784 | 0.219151 |
17 | 0.013337 | 0.1286 | 0.44897 |
18 | -0.025236 | -0.2434 | 0.404128 |
19 | -0.117489 | -1.133 | 0.130059 |
20 | 0.009558 | 0.0922 | 0.463378 |
21 | -0.033382 | -0.3219 | 0.374117 |
22 | -0.148727 | -1.4343 | 0.077425 |
23 | 0.065106 | 0.6279 | 0.265817 |
24 | -0.167716 | -1.6174 | 0.05459 |
25 | -0.125614 | -1.2114 | 0.11441 |
26 | -0.009594 | -0.0925 | 0.463242 |
27 | -0.18144 | -1.7497 | 0.041731 |
28 | -0.113434 | -1.0939 | 0.138408 |
29 | -0.102241 | -0.986 | 0.16335 |
30 | -0.226376 | -2.1831 | 0.015773 |
31 | -0.121069 | -1.1675 | 0.122987 |
32 | -0.140998 | -1.3597 | 0.088601 |
33 | -0.22446 | -2.1646 | 0.016489 |
34 | -0.135841 | -1.31 | 0.096711 |
35 | -0.209799 | -2.0232 | 0.02296 |
36 | -0.143728 | -1.3861 | 0.084521 |
37 | -0.097944 | -0.9445 | 0.17367 |
38 | -0.108659 | -1.0479 | 0.148707 |
39 | -0.111289 | -1.0732 | 0.142973 |
40 | -0.019913 | -0.192 | 0.424069 |
41 | -0.015867 | -0.153 | 0.43936 |
42 | -0.030214 | -0.2914 | 0.385708 |
43 | 0.055562 | 0.5358 | 0.296681 |
44 | 0.070755 | 0.6823 | 0.24836 |
45 | 0.01442 | 0.1391 | 0.444852 |
46 | 0.11878 | 1.1455 | 0.127477 |
47 | 0.05432 | 0.5238 | 0.300818 |
48 | -0.022482 | -0.2168 | 0.414416 |
49 | 0.095524 | 0.9212 | 0.179666 |
50 | -0.043679 | -0.4212 | 0.337281 |
51 | -0.042921 | -0.4139 | 0.339945 |
52 | -0.002262 | -0.0218 | 0.491321 |
53 | -0.118688 | -1.1446 | 0.12766 |
54 | -0.032839 | -0.3167 | 0.376094 |
55 | -0.078841 | -0.7603 | 0.224496 |
56 | -0.175212 | -1.6897 | 0.04722 |
57 | -0.063788 | -0.6152 | 0.269978 |
58 | -0.109382 | -1.0548 | 0.147115 |
59 | -0.123209 | -1.1882 | 0.118892 |
60 | -0.040013 | -0.3859 | 0.350238 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.47815 | 4.6111 | 6e-06 |
2 | 0.438754 | 4.2312 | 2.7e-05 |
3 | 0.46494 | 4.4837 | 1e-05 |
4 | -0.164858 | -1.5898 | 0.057633 |
5 | -0.091193 | -0.8794 | 0.190718 |
6 | -0.109949 | -1.0603 | 0.145874 |
7 | -0.216423 | -2.0871 | 0.019807 |
8 | -0.083807 | -0.8082 | 0.210516 |
9 | -0.006079 | -0.0586 | 0.476689 |
10 | 0.06134 | 0.5915 | 0.277796 |
11 | 0.106808 | 1.03 | 0.152837 |
12 | -0.04712 | -0.4544 | 0.325298 |
13 | 0.051074 | 0.4925 | 0.31175 |
14 | 0.077855 | 0.7508 | 0.227332 |
15 | 0.146058 | 1.4085 | 0.081153 |
16 | -0.214364 | -2.0673 | 0.020744 |
17 | -0.026612 | -0.2566 | 0.399014 |
18 | -0.006862 | -0.0662 | 0.47369 |
19 | -0.21647 | -2.0876 | 0.019786 |
20 | -0.024017 | -0.2316 | 0.408672 |
21 | 0.165326 | 1.5943 | 0.057126 |
22 | -0.062847 | -0.6061 | 0.27297 |
23 | 0.207433 | 2.0004 | 0.024186 |
24 | -0.205662 | -1.9833 | 0.02514 |
25 | -0.076439 | -0.7372 | 0.231442 |
26 | 0.009589 | 0.0925 | 0.463262 |
27 | 0.081183 | 0.7829 | 0.217836 |
28 | -0.151701 | -1.463 | 0.073425 |
29 | -0.049748 | -0.4797 | 0.316266 |
30 | -0.064284 | -0.6199 | 0.26841 |
31 | -0.062523 | -0.603 | 0.274003 |
32 | 0.043765 | 0.422 | 0.336981 |
33 | 0.117379 | 1.132 | 0.13028 |
34 | -0.062044 | -0.5983 | 0.275538 |
35 | -0.03145 | -0.3033 | 0.381171 |
36 | 0.060007 | 0.5787 | 0.282099 |
37 | 0.091631 | 0.8837 | 0.189579 |
38 | 0.052557 | 0.5068 | 0.306734 |
39 | 0.003334 | 0.0321 | 0.487212 |
40 | -0.071989 | -0.6942 | 0.244633 |
41 | -0.017992 | -0.1735 | 0.431313 |
42 | -0.03394 | -0.3273 | 0.372087 |
43 | -0.048448 | -0.4672 | 0.320718 |
44 | 0.094818 | 0.9144 | 0.181439 |
45 | 0.113481 | 1.0944 | 0.13831 |
46 | -0.092939 | -0.8963 | 0.186212 |
47 | -0.075133 | -0.7246 | 0.235271 |
48 | -0.174899 | -1.6867 | 0.04751 |
49 | 0.013329 | 0.1285 | 0.449 |
50 | -0.020285 | -0.1956 | 0.422668 |
51 | 0.038464 | 0.3709 | 0.355764 |
52 | -0.020511 | -0.1978 | 0.421814 |
53 | -0.001963 | -0.0189 | 0.492467 |
54 | 0.071471 | 0.6892 | 0.246195 |
55 | -0.065127 | -0.6281 | 0.265751 |
56 | -0.05438 | -0.5244 | 0.300616 |
57 | 0.000997 | 0.0096 | 0.496174 |
58 | -0.032788 | -0.3162 | 0.37628 |
59 | -0.067842 | -0.6542 | 0.257283 |
60 | 0.028132 | 0.2713 | 0.393383 |