Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.411898 | 4.0147 | 5.9e-05 |
2 | 0.288485 | 2.8118 | 0.002992 |
3 | 0.20192 | 1.9681 | 0.025988 |
4 | 0.057754 | 0.5629 | 0.287408 |
5 | -0.04283 | -0.4175 | 0.338644 |
6 | -0.129788 | -1.265 | 0.104479 |
7 | -0.022205 | -0.2164 | 0.414558 |
8 | -0.156375 | -1.5242 | 0.065396 |
9 | -0.209663 | -2.0435 | 0.021884 |
10 | -0.15739 | -1.534 | 0.064171 |
11 | -0.046587 | -0.4541 | 0.325405 |
12 | -0.271754 | -2.6487 | 0.004731 |
13 | -0.04469 | -0.4356 | 0.332064 |
14 | 0.051873 | 0.5056 | 0.307157 |
15 | 0.037588 | 0.3664 | 0.357456 |
16 | -0.095175 | -0.9276 | 0.17797 |
17 | -0.011676 | -0.1138 | 0.454816 |
18 | 0.099782 | 0.9726 | 0.166621 |
19 | -0.065387 | -0.6373 | 0.262728 |
20 | 0.078488 | 0.765 | 0.223081 |
21 | 0.060291 | 0.5876 | 0.279082 |
22 | 0.093518 | 0.9115 | 0.18217 |
23 | -0.021262 | -0.2072 | 0.418135 |
24 | 0.002743 | 0.0267 | 0.489365 |
25 | 0.04039 | 0.3937 | 0.347351 |
26 | -0.019459 | -0.1897 | 0.424989 |
27 | -0.020094 | -0.1958 | 0.422573 |
28 | 0.075274 | 0.7337 | 0.232476 |
29 | 0.059794 | 0.5828 | 0.280704 |
30 | -0.075727 | -0.7381 | 0.231137 |
31 | 0.057407 | 0.5595 | 0.288558 |
32 | -0.011312 | -0.1103 | 0.45622 |
33 | -0.005325 | -0.0519 | 0.479356 |
34 | -0.045723 | -0.4457 | 0.328431 |
35 | -0.032428 | -0.3161 | 0.37632 |
36 | -0.055503 | -0.541 | 0.294894 |
37 | -0.095513 | -0.9309 | 0.177121 |
38 | -0.076849 | -0.749 | 0.227846 |
39 | -0.114948 | -1.1204 | 0.13269 |
40 | -0.104707 | -1.0206 | 0.155028 |
41 | -0.078728 | -0.7673 | 0.22239 |
42 | 0.058559 | 0.5708 | 0.284756 |
43 | 0.031912 | 0.311 | 0.378227 |
44 | 0.094253 | 0.9187 | 0.180298 |
45 | 0.075413 | 0.735 | 0.232064 |
46 | 0.062036 | 0.6047 | 0.273426 |
47 | 0.004337 | 0.0423 | 0.483184 |
48 | 0.029018 | 0.2828 | 0.388961 |
49 | 0.066017 | 0.6435 | 0.260738 |
50 | 0.021589 | 0.2104 | 0.416895 |
51 | 0.060503 | 0.5897 | 0.278392 |
52 | 0.014403 | 0.1404 | 0.444326 |
53 | -0.040126 | -0.3911 | 0.3483 |
54 | -0.141414 | -1.3783 | 0.08567 |
55 | -0.090988 | -0.8868 | 0.188701 |
56 | -0.095521 | -0.931 | 0.177101 |
57 | -0.092943 | -0.9059 | 0.18364 |
58 | -0.05864 | -0.5716 | 0.284487 |
59 | -0.015669 | -0.1527 | 0.43947 |
60 | -0.074131 | -0.7225 | 0.235868 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.411898 | 4.0147 | 5.9e-05 |
2 | 0.143104 | 1.3948 | 0.083163 |
3 | 0.050598 | 0.4932 | 0.311515 |
4 | -0.085084 | -0.8293 | 0.204507 |
5 | -0.097498 | -0.9503 | 0.172187 |
6 | -0.109591 | -1.0682 | 0.144077 |
7 | 0.114537 | 1.1164 | 0.13354 |
8 | -0.143877 | -1.4023 | 0.082037 |
9 | -0.130441 | -1.2714 | 0.103348 |
10 | -0.027176 | -0.2649 | 0.395838 |
11 | 0.118621 | 1.1562 | 0.125254 |
12 | -0.308057 | -3.0026 | 0.001711 |
13 | 0.201547 | 1.9644 | 0.026201 |
14 | 0.056654 | 0.5522 | 0.291057 |
15 | 0.010328 | 0.1007 | 0.460014 |
16 | -0.27226 | -2.6537 | 0.004667 |
17 | 0.117938 | 1.1495 | 0.126614 |
18 | 0.034828 | 0.3395 | 0.367507 |
19 | -0.030756 | -0.2998 | 0.382505 |
20 | 0.0508 | 0.4951 | 0.310823 |
21 | -0.038849 | -0.3787 | 0.352896 |
22 | 0.024957 | 0.2432 | 0.404168 |
23 | 0.028422 | 0.277 | 0.391181 |
24 | -0.130014 | -1.2672 | 0.104088 |
25 | 0.04512 | 0.4398 | 0.330549 |
26 | 0.084861 | 0.8271 | 0.20512 |
27 | 0.007733 | 0.0754 | 0.470039 |
28 | -0.061274 | -0.5972 | 0.275888 |
29 | 0.055504 | 0.541 | 0.294891 |
30 | -0.028481 | -0.2776 | 0.390962 |
31 | 0.075413 | 0.735 | 0.232064 |
32 | -0.068095 | -0.6637 | 0.254242 |
33 | -0.015413 | -0.1502 | 0.440451 |
34 | 0.026142 | 0.2548 | 0.399714 |
35 | -0.050186 | -0.4892 | 0.312931 |
36 | -0.116228 | -1.1329 | 0.130064 |
37 | 0.072448 | 0.7061 | 0.240917 |
38 | -0.024243 | -0.2363 | 0.406857 |
39 | -0.106594 | -1.039 | 0.150732 |
40 | -0.070341 | -0.6856 | 0.247316 |
41 | 0.132018 | 1.2868 | 0.100653 |
42 | 0.034424 | 0.3355 | 0.368984 |
43 | 0.009423 | 0.0918 | 0.463508 |
44 | 0.03139 | 0.306 | 0.380156 |
45 | -0.033 | -0.3216 | 0.374213 |
46 | -0.040848 | -0.3981 | 0.34571 |
47 | -0.04873 | -0.475 | 0.317952 |
48 | 0.01148 | 0.1119 | 0.455571 |
49 | 0.065294 | 0.6364 | 0.26302 |
50 | 0.074673 | 0.7278 | 0.234257 |
51 | -0.085148 | -0.8299 | 0.204333 |
52 | -0.03749 | -0.3654 | 0.357811 |
53 | -0.022604 | -0.2203 | 0.413049 |
54 | -0.07467 | -0.7278 | 0.234267 |
55 | -0.030924 | -0.3014 | 0.38188 |
56 | 0.008575 | 0.0836 | 0.466782 |
57 | -0.018598 | -0.1813 | 0.428271 |
58 | 0.036993 | 0.3606 | 0.359613 |
59 | -0.047415 | -0.4621 | 0.322516 |
60 | -0.108856 | -1.061 | 0.145691 |