Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.381964 | 3.5215 | 0.000346 |
2 | 0.297407 | 2.742 | 0.003723 |
3 | 0.250406 | 2.3086 | 0.011696 |
4 | 0.119968 | 1.106 | 0.135913 |
5 | 0.20714 | 1.9097 | 0.02977 |
6 | 0.048807 | 0.45 | 0.326937 |
7 | -0.029494 | -0.2719 | 0.39317 |
8 | -0.00631 | -0.0582 | 0.476873 |
9 | -0.062261 | -0.574 | 0.283735 |
10 | -0.039446 | -0.3637 | 0.358502 |
11 | -0.223491 | -2.0605 | 0.021205 |
12 | -0.444959 | -4.1023 | 4.7e-05 |
13 | -0.180209 | -1.6614 | 0.050154 |
14 | -0.249551 | -2.3007 | 0.011927 |
15 | -0.080069 | -0.7382 | 0.231212 |
16 | -0.132901 | -1.2253 | 0.111926 |
17 | -0.141237 | -1.3021 | 0.098193 |
18 | -0.056048 | -0.5167 | 0.303342 |
19 | -0.038117 | -0.3514 | 0.363072 |
20 | -0.004293 | -0.0396 | 0.484261 |
21 | -0.027131 | -0.2501 | 0.401544 |
22 | 0.038573 | 0.3556 | 0.361502 |
23 | 0.046983 | 0.4332 | 0.332996 |
24 | 0.039907 | 0.3679 | 0.356923 |
25 | 0.015395 | 0.1419 | 0.443734 |
26 | -0.055557 | -0.5122 | 0.304917 |
27 | -0.064667 | -0.5962 | 0.276312 |
28 | 0.046022 | 0.4243 | 0.336209 |
29 | -0.049333 | -0.4548 | 0.325197 |
30 | 0.036266 | 0.3344 | 0.369466 |
31 | -0.076807 | -0.7081 | 0.240402 |
32 | -0.011939 | -0.1101 | 0.456307 |
33 | -0.012067 | -0.1113 | 0.455838 |
34 | -0.146005 | -1.3461 | 0.090924 |
35 | -0.053407 | -0.4924 | 0.311856 |
36 | -0.111549 | -1.0284 | 0.153332 |
37 | -0.050636 | -0.4668 | 0.320905 |
38 | 0.060605 | 0.5587 | 0.288902 |
39 | -0.089293 | -0.8232 | 0.206338 |
40 | -0.068907 | -0.6353 | 0.263472 |
41 | 0.011654 | 0.1074 | 0.457343 |
42 | -0.068628 | -0.6327 | 0.264308 |
43 | 0.09698 | 0.8941 | 0.186895 |
44 | -0.008423 | -0.0777 | 0.469143 |
45 | 0.013612 | 0.1255 | 0.450215 |
46 | 0.066088 | 0.6093 | 0.271974 |
47 | 0.028621 | 0.2639 | 0.396258 |
48 | 0.032847 | 0.3028 | 0.381376 |
49 | 0.018814 | 0.1735 | 0.431351 |
50 | 0.04428 | 0.4082 | 0.342061 |
51 | 0.098124 | 0.9047 | 0.184101 |
52 | 0.083369 | 0.7686 | 0.222124 |
53 | 0.091056 | 0.8395 | 0.201774 |
54 | 0.082823 | 0.7636 | 0.223612 |
55 | -0.068725 | -0.6336 | 0.264017 |
56 | -0.016956 | -0.1563 | 0.438072 |
57 | -0.062425 | -0.5755 | 0.283226 |
58 | -0.041605 | -0.3836 | 0.351123 |
59 | -0.04389 | -0.4046 | 0.343377 |
60 | 0.043666 | 0.4026 | 0.344133 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.381964 | 3.5215 | 0.000346 |
2 | 0.177392 | 1.6355 | 0.052824 |
3 | 0.107832 | 0.9942 | 0.161483 |
4 | -0.046221 | -0.4261 | 0.335543 |
5 | 0.141045 | 1.3004 | 0.098494 |
6 | -0.104186 | -0.9605 | 0.169752 |
7 | -0.097417 | -0.8981 | 0.185825 |
8 | -0.006654 | -0.0614 | 0.475612 |
9 | -0.027216 | -0.2509 | 0.401242 |
10 | -0.013252 | -0.1222 | 0.451522 |
11 | -0.225646 | -2.0803 | 0.020252 |
12 | -0.36782 | -3.3911 | 0.000529 |
13 | 0.152493 | 1.4059 | 0.081697 |
14 | -0.040202 | -0.3706 | 0.355914 |
15 | 0.164106 | 1.513 | 0.066996 |
16 | -0.081329 | -0.7498 | 0.227717 |
17 | 0.069074 | 0.6368 | 0.262973 |
18 | -0.07555 | -0.6965 | 0.243998 |
19 | 0.03471 | 0.32 | 0.374872 |
20 | -0.019789 | -0.1824 | 0.427834 |
21 | 0.00936 | 0.0863 | 0.465717 |
22 | 0.094998 | 0.8758 | 0.191794 |
23 | -0.16004 | -1.4755 | 0.071886 |
24 | -0.174095 | -1.6051 | 0.056093 |
25 | -0.0324 | -0.2987 | 0.382942 |
26 | -0.146269 | -1.3485 | 0.090535 |
27 | 0.075694 | 0.6979 | 0.243584 |
28 | 0.055027 | 0.5073 | 0.306621 |
29 | -0.019164 | -0.1767 | 0.430089 |
30 | 0.037582 | 0.3465 | 0.364915 |
31 | -0.126918 | -1.1701 | 0.12261 |
32 | 0.069231 | 0.6383 | 0.262505 |
33 | -0.033357 | -0.3075 | 0.379592 |
34 | -0.050825 | -0.4686 | 0.320284 |
35 | -0.061886 | -0.5706 | 0.284903 |
36 | -0.094929 | -0.8752 | 0.191965 |
37 | -0.056796 | -0.5236 | 0.300948 |
38 | -0.013529 | -0.1247 | 0.450515 |
39 | -0.115145 | -1.0616 | 0.145716 |
40 | -0.029227 | -0.2695 | 0.394115 |
41 | 0.067197 | 0.6195 | 0.268613 |
42 | -0.010181 | -0.0939 | 0.462721 |
43 | 0.034932 | 0.3221 | 0.3741 |
44 | 0.056224 | 0.5184 | 0.302778 |
45 | -0.071346 | -0.6578 | 0.25623 |
46 | -0.029036 | -0.2677 | 0.394789 |
47 | -0.047278 | -0.4359 | 0.332013 |
48 | -0.159699 | -1.4724 | 0.07231 |
49 | 0.082263 | 0.7584 | 0.225146 |
50 | 0.02376 | 0.2191 | 0.413566 |
51 | -0.043911 | -0.4048 | 0.343305 |
52 | -0.021317 | -0.1965 | 0.422333 |
53 | 0.02565 | 0.2365 | 0.406813 |
54 | 0.008511 | 0.0785 | 0.46882 |
55 | -0.108124 | -0.9969 | 0.160832 |
56 | -0.030225 | -0.2787 | 0.39059 |
57 | -0.056369 | -0.5197 | 0.302314 |
58 | 0.004251 | 0.0392 | 0.484414 |
59 | -0.082205 | -0.7579 | 0.225306 |
60 | 0.021573 | 0.1989 | 0.42141 |