Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.48314 | 4.071 | 6e-05 |
2 | 0.357995 | 3.0165 | 0.001773 |
3 | 0.081246 | 0.6846 | 0.247915 |
4 | -0.047516 | -0.4004 | 0.345041 |
5 | -0.269854 | -2.2738 | 0.013001 |
6 | -0.324768 | -2.7365 | 0.003919 |
7 | -0.217364 | -1.8315 | 0.035607 |
8 | -0.155133 | -1.3072 | 0.097686 |
9 | -0.181008 | -1.5252 | 0.065826 |
10 | -0.122726 | -1.0341 | 0.152297 |
11 | -0.030294 | -0.2553 | 0.399631 |
12 | -0.042723 | -0.36 | 0.359963 |
13 | -0.089925 | -0.7577 | 0.225563 |
14 | -0.056918 | -0.4796 | 0.316495 |
15 | 0.026858 | 0.2263 | 0.410804 |
16 | -0.059624 | -0.5024 | 0.30847 |
17 | -0.032548 | -0.2743 | 0.392343 |
18 | -0.017977 | -0.1515 | 0.440013 |
19 | 0.068012 | 0.5731 | 0.284201 |
20 | -0.006009 | -0.0506 | 0.479879 |
21 | 0.091856 | 0.774 | 0.220753 |
22 | 0.095686 | 0.8063 | 0.211391 |
23 | 0.134461 | 1.133 | 0.130515 |
24 | -0.027079 | -0.2282 | 0.410085 |
25 | 0.079611 | 0.6708 | 0.252258 |
26 | -0.073389 | -0.6184 | 0.269151 |
27 | -0.112165 | -0.9451 | 0.173902 |
28 | -0.192368 | -1.6209 | 0.054734 |
29 | -0.140555 | -1.1843 | 0.120115 |
30 | -0.058616 | -0.4939 | 0.311449 |
31 | -0.048198 | -0.4061 | 0.342938 |
32 | 0.044993 | 0.3791 | 0.352865 |
33 | 0.132978 | 1.1205 | 0.13314 |
34 | 0.142686 | 1.2023 | 0.116622 |
35 | 0.069226 | 0.5833 | 0.280768 |
36 | 0.040989 | 0.3454 | 0.365414 |
37 | 0.005826 | 0.0491 | 0.480492 |
38 | -0.023659 | -0.1994 | 0.421277 |
39 | -0.05848 | -0.4928 | 0.311852 |
40 | 0.05291 | 0.4458 | 0.328538 |
41 | 0.027219 | 0.2294 | 0.409627 |
42 | 0.014027 | 0.1182 | 0.453122 |
43 | -0.014401 | -0.1213 | 0.451879 |
44 | 0.042038 | 0.3542 | 0.362112 |
45 | 0.00854 | 0.072 | 0.471418 |
46 | -0.012389 | -0.1044 | 0.458576 |
47 | -0.021857 | -0.1842 | 0.427204 |
48 | 0.043724 | 0.3684 | 0.356825 |
49 | -0.048379 | -0.4076 | 0.342379 |
50 | -0.044292 | -0.3732 | 0.35505 |
51 | -0.033512 | -0.2824 | 0.389239 |
52 | 0.008964 | 0.0755 | 0.470003 |
53 | -0.022847 | -0.1925 | 0.423945 |
54 | -0.048661 | -0.41 | 0.341511 |
55 | 0.019494 | 0.1643 | 0.434998 |
56 | 0.033334 | 0.2809 | 0.389812 |
57 | 0.025049 | 0.2111 | 0.41672 |
58 | -0.013448 | -0.1133 | 0.45505 |
59 | 0.045278 | 0.3815 | 0.351979 |
60 | 0.015709 | 0.1324 | 0.447534 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.48314 | 4.071 | 6e-05 |
2 | 0.162504 | 1.3693 | 0.087614 |
3 | -0.190425 | -1.6046 | 0.056516 |
4 | -0.106583 | -0.8981 | 0.186088 |
5 | -0.237116 | -1.998 | 0.024776 |
6 | -0.125899 | -1.0608 | 0.146177 |
7 | 0.126783 | 1.0683 | 0.144505 |
8 | 0.004642 | 0.0391 | 0.484455 |
9 | -0.203363 | -1.7136 | 0.045486 |
10 | -0.086234 | -0.7266 | 0.234925 |
11 | 0.029288 | 0.2468 | 0.402895 |
12 | -0.073957 | -0.6232 | 0.267585 |
13 | -0.117143 | -0.9871 | 0.163481 |
14 | -0.045919 | -0.3869 | 0.349988 |
15 | 0.030027 | 0.253 | 0.400495 |
16 | -0.154327 | -1.3004 | 0.098838 |
17 | -0.035251 | -0.297 | 0.383656 |
18 | -0.043442 | -0.3661 | 0.357707 |
19 | 0.009287 | 0.0783 | 0.468924 |
20 | -0.077359 | -0.6518 | 0.258306 |
21 | 0.081809 | 0.6893 | 0.246431 |
22 | -0.040954 | -0.3451 | 0.365525 |
23 | -0.009454 | -0.0797 | 0.468367 |
24 | -0.152982 | -1.2891 | 0.100782 |
25 | 0.130734 | 1.1016 | 0.137182 |
26 | -0.191878 | -1.6168 | 0.055179 |
27 | -0.125358 | -1.0563 | 0.147209 |
28 | -0.041094 | -0.3463 | 0.365084 |
29 | -0.063109 | -0.5318 | 0.298273 |
30 | 0.017614 | 0.1484 | 0.441218 |
31 | -0.012603 | -0.1062 | 0.457863 |
32 | -0.040723 | -0.3431 | 0.366255 |
33 | -0.004354 | -0.0367 | 0.485417 |
34 | -0.02802 | -0.2361 | 0.407018 |
35 | -0.055101 | -0.4643 | 0.32193 |
36 | -0.089099 | -0.7508 | 0.227639 |
37 | -0.063134 | -0.532 | 0.2982 |
38 | -0.004159 | -0.035 | 0.486072 |
39 | 0.018448 | 0.1554 | 0.438455 |
40 | 0.033454 | 0.2819 | 0.389423 |
41 | -0.060846 | -0.5127 | 0.304876 |
42 | -0.13177 | -1.1103 | 0.135306 |
43 | 0.007506 | 0.0632 | 0.474874 |
44 | 0.006862 | 0.0578 | 0.477027 |
45 | 0.010219 | 0.0861 | 0.465813 |
46 | -0.054307 | -0.4576 | 0.324318 |
47 | -0.038925 | -0.328 | 0.371944 |
48 | 0.019711 | 0.1661 | 0.434279 |
49 | -0.049607 | -0.418 | 0.338605 |
50 | -0.046474 | -0.3916 | 0.348266 |
51 | 0.024171 | 0.2037 | 0.419599 |
52 | -0.004368 | -0.0368 | 0.485371 |
53 | -0.036239 | -0.3054 | 0.380496 |
54 | -0.071601 | -0.6033 | 0.274108 |
55 | -0.067982 | -0.5728 | 0.284285 |
56 | 0.02894 | 0.2439 | 0.404025 |
57 | 0.034927 | 0.2943 | 0.384694 |
58 | -0.081876 | -0.6899 | 0.246254 |
59 | -0.012302 | -0.1037 | 0.458867 |
60 | -0.001631 | -0.0137 | 0.494537 |