Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.549389 | 4.2909 | 3.2e-05 |
2 | 0.503825 | 3.935 | 0.000108 |
3 | 0.532847 | 4.1617 | 5e-05 |
4 | 0.463635 | 3.6211 | 0.000299 |
5 | 0.439406 | 3.4319 | 0.000541 |
6 | 0.402698 | 3.1452 | 0.001283 |
7 | 0.356527 | 2.7846 | 0.003565 |
8 | 0.394895 | 3.0842 | 0.001532 |
9 | 0.310461 | 2.4248 | 0.009147 |
10 | 0.298811 | 2.3338 | 0.011459 |
11 | 0.289064 | 2.2577 | 0.013779 |
12 | 0.380646 | 2.9729 | 0.002109 |
13 | 0.152014 | 1.1873 | 0.119863 |
14 | 0.079806 | 0.6233 | 0.267704 |
15 | 0.1041 | 0.813 | 0.209677 |
16 | 0.101836 | 0.7954 | 0.214742 |
17 | 0.023356 | 0.1824 | 0.42793 |
18 | 0.068259 | 0.5331 | 0.297943 |
19 | 0.032154 | 0.2511 | 0.401279 |
20 | -0.012137 | -0.0948 | 0.462394 |
21 | -0.024809 | -0.1938 | 0.423502 |
22 | -0.119641 | -0.9344 | 0.176885 |
23 | -0.066584 | -0.52 | 0.302459 |
24 | -0.037104 | -0.2898 | 0.386479 |
25 | -0.120665 | -0.9424 | 0.174846 |
26 | -0.192851 | -1.5062 | 0.068587 |
27 | -0.152787 | -1.1933 | 0.118686 |
28 | -0.087228 | -0.6813 | 0.249138 |
29 | -0.161878 | -1.2643 | 0.105464 |
30 | -0.219724 | -1.7161 | 0.045609 |
31 | -0.168593 | -1.3168 | 0.096424 |
32 | -0.278887 | -2.1782 | 0.016634 |
33 | -0.246564 | -1.9257 | 0.029402 |
34 | -0.278684 | -2.1766 | 0.016696 |
35 | -0.267839 | -2.0919 | 0.020309 |
36 | -0.173348 | -1.3539 | 0.090382 |
37 | -0.260862 | -2.0374 | 0.022977 |
38 | -0.327466 | -2.5576 | 0.006521 |
39 | -0.23893 | -1.8661 | 0.033418 |
40 | -0.231302 | -1.8065 | 0.037884 |
41 | -0.273594 | -2.1368 | 0.018315 |
42 | -0.301794 | -2.3571 | 0.010822 |
43 | -0.254531 | -1.9879 | 0.025655 |
44 | -0.303216 | -2.3682 | 0.01053 |
45 | -0.247094 | -1.9299 | 0.029138 |
46 | -0.184457 | -1.4407 | 0.077398 |
47 | -0.138249 | -1.0798 | 0.14225 |
48 | -0.085171 | -0.6652 | 0.254213 |
49 | -0.130992 | -1.0231 | 0.155155 |
50 | -0.143345 | -1.1196 | 0.133646 |
51 | -0.099079 | -0.7738 | 0.22101 |
52 | -0.061536 | -0.4806 | 0.316256 |
53 | -0.088468 | -0.691 | 0.246108 |
54 | -0.066896 | -0.5225 | 0.301617 |
55 | -0.020182 | -0.1576 | 0.437635 |
56 | -0.035202 | -0.2749 | 0.392147 |
57 | 0.00764 | 0.0597 | 0.476307 |
58 | 0.029825 | 0.2329 | 0.408294 |
59 | 0.039275 | 0.3067 | 0.380041 |
60 | 0.041221 | 0.3219 | 0.374297 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.549389 | 4.2909 | 3.2e-05 |
2 | 0.289323 | 2.2597 | 0.013712 |
3 | 0.276966 | 2.1632 | 0.017228 |
4 | 0.092849 | 0.7252 | 0.235558 |
5 | 0.074875 | 0.5848 | 0.280423 |
6 | 0.017625 | 0.1377 | 0.445482 |
7 | -0.012646 | -0.0988 | 0.460822 |
8 | 0.103546 | 0.8087 | 0.21091 |
9 | -0.053407 | -0.4171 | 0.339027 |
10 | 0.007892 | 0.0616 | 0.475525 |
11 | -0.004758 | -0.0372 | 0.48524 |
12 | 0.213802 | 1.6698 | 0.050037 |
13 | -0.293996 | -2.2962 | 0.012557 |
14 | -0.216119 | -1.6879 | 0.048265 |
15 | -0.083152 | -0.6494 | 0.259248 |
16 | 0.073526 | 0.5743 | 0.283953 |
17 | -0.058578 | -0.4575 | 0.324465 |
18 | 0.102955 | 0.8041 | 0.21223 |
19 | 0.021079 | 0.1646 | 0.43489 |
20 | -0.115911 | -0.9053 | 0.184436 |
21 | -0.000228 | -0.0018 | 0.499292 |
22 | -0.180376 | -1.4088 | 0.081988 |
23 | 0.065366 | 0.5105 | 0.305764 |
24 | 0.016036 | 0.1252 | 0.450371 |
25 | 0.160791 | 1.2558 | 0.106986 |
26 | -0.153888 | -1.2019 | 0.117023 |
27 | -0.014159 | -0.1106 | 0.456155 |
28 | 0.056433 | 0.4408 | 0.330473 |
29 | -0.045813 | -0.3578 | 0.36086 |
30 | -0.206329 | -1.6115 | 0.056119 |
31 | 0.012205 | 0.0953 | 0.462184 |
32 | -0.095566 | -0.7464 | 0.229149 |
33 | 0.010259 | 0.0801 | 0.4682 |
34 | 0.034158 | 0.2668 | 0.395267 |
35 | -0.055531 | -0.4337 | 0.333015 |
36 | 0.095583 | 0.7465 | 0.229109 |
37 | -0.126289 | -0.9864 | 0.163928 |
38 | -0.000713 | -0.0056 | 0.497787 |
39 | -0.110156 | -0.8603 | 0.196484 |
40 | 0.077669 | 0.6066 | 0.273179 |
41 | -0.039788 | -0.3108 | 0.378522 |
42 | 0.053363 | 0.4168 | 0.339151 |
43 | -0.047244 | -0.369 | 0.356708 |
44 | -0.059811 | -0.4671 | 0.321032 |
45 | 0.082343 | 0.6431 | 0.261278 |
46 | 0.08506 | 0.6643 | 0.254489 |
47 | 0.134273 | 1.0487 | 0.149226 |
48 | -0.017661 | -0.1379 | 0.445372 |
49 | 0.026396 | 0.2062 | 0.418677 |
50 | -0.02158 | -0.1685 | 0.433356 |
51 | -0.02705 | -0.2113 | 0.41669 |
52 | -0.102869 | -0.8034 | 0.212422 |
53 | 0.044404 | 0.3468 | 0.364964 |
54 | -0.003458 | -0.027 | 0.489272 |
55 | 0.071599 | 0.5592 | 0.289035 |
56 | -0.037684 | -0.2943 | 0.384755 |
57 | -0.027227 | -0.2126 | 0.416156 |
58 | -0.062003 | -0.4843 | 0.314967 |
59 | -0.083661 | -0.6534 | 0.257972 |
60 | -0.021087 | -0.1647 | 0.434864 |