Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.766176 | 7.0221 | 0 |
2 | 0.535142 | 4.9047 | 2e-06 |
3 | 0.268297 | 2.459 | 0.007993 |
4 | 0.093717 | 0.8589 | 0.196411 |
5 | -0.069809 | -0.6398 | 0.262019 |
6 | -0.116451 | -1.0673 | 0.14445 |
7 | -0.078533 | -0.7198 | 0.236834 |
8 | 0.023301 | 0.2136 | 0.415703 |
9 | 0.098774 | 0.9053 | 0.183953 |
10 | 0.240534 | 2.2045 | 0.015111 |
11 | 0.368975 | 3.3817 | 0.000548 |
12 | 0.433254 | 3.9708 | 7.5e-05 |
13 | 0.348674 | 3.1956 | 0.000983 |
14 | 0.212974 | 1.9519 | 0.027139 |
15 | 0.029747 | 0.2726 | 0.392903 |
16 | -0.087577 | -0.8027 | 0.21222 |
17 | -0.166822 | -1.5289 | 0.065017 |
18 | -0.175246 | -1.6062 | 0.055996 |
19 | -0.178615 | -1.637 | 0.052683 |
20 | -0.143626 | -1.3164 | 0.095818 |
21 | -0.086809 | -0.7956 | 0.214249 |
22 | 0.043235 | 0.3963 | 0.346459 |
23 | 0.145976 | 1.3379 | 0.092271 |
24 | 0.244324 | 2.2393 | 0.013891 |
25 | 0.275965 | 2.5293 | 0.006649 |
26 | 0.191106 | 1.7515 | 0.041754 |
27 | 0.019978 | 0.1831 | 0.42758 |
28 | -0.104424 | -0.9571 | 0.170642 |
29 | -0.192352 | -1.7629 | 0.040774 |
30 | -0.217967 | -1.9977 | 0.024493 |
31 | -0.238247 | -2.1836 | 0.015891 |
32 | -0.163053 | -1.4944 | 0.069408 |
33 | -0.067217 | -0.6161 | 0.269763 |
34 | 0.080541 | 0.7382 | 0.231233 |
35 | 0.161454 | 1.4797 | 0.071341 |
36 | 0.2787 | 2.5543 | 0.006222 |
37 | 0.244437 | 2.2403 | 0.013856 |
38 | 0.149326 | 1.3686 | 0.087387 |
39 | -0.006214 | -0.057 | 0.477358 |
40 | -0.143518 | -1.3154 | 0.095983 |
41 | -0.22224 | -2.0369 | 0.022406 |
42 | -0.246914 | -2.263 | 0.013107 |
43 | -0.215935 | -1.9791 | 0.025541 |
44 | -0.168707 | -1.5462 | 0.062904 |
45 | -0.109763 | -1.006 | 0.158653 |
46 | -0.036836 | -0.3376 | 0.368251 |
47 | 0.020365 | 0.1866 | 0.426194 |
48 | 0.081297 | 0.7451 | 0.229146 |
49 | 0.060877 | 0.5579 | 0.289182 |
50 | 0.04513 | 0.4136 | 0.340102 |
51 | -0.03558 | -0.3261 | 0.372582 |
52 | -0.116952 | -1.0719 | 0.143421 |
53 | -0.180889 | -1.6579 | 0.050536 |
54 | -0.199705 | -1.8303 | 0.035374 |
55 | -0.194565 | -1.7832 | 0.039081 |
56 | -0.159472 | -1.4616 | 0.073793 |
57 | -0.156459 | -1.434 | 0.077647 |
58 | -0.094725 | -0.8682 | 0.193888 |
59 | -0.043382 | -0.3976 | 0.345965 |
60 | 0.013156 | 0.1206 | 0.452157 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.766176 | 7.0221 | 0 |
2 | -0.125635 | -1.1515 | 0.126404 |
3 | -0.238575 | -2.1866 | 0.015777 |
4 | 0.026831 | 0.2459 | 0.403174 |
5 | -0.131256 | -1.203 | 0.116182 |
6 | 0.087124 | 0.7985 | 0.213414 |
7 | 0.138136 | 1.266 | 0.1045 |
8 | 0.083084 | 0.7615 | 0.224251 |
9 | -0.013071 | -0.1198 | 0.452465 |
10 | 0.241829 | 2.2164 | 0.014684 |
11 | 0.16701 | 1.5307 | 0.064804 |
12 | 0.001076 | 0.0099 | 0.496077 |
13 | -0.15692 | -1.4382 | 0.077047 |
14 | -0.08341 | -0.7645 | 0.223365 |
15 | -0.110667 | -1.0143 | 0.156682 |
16 | 0.08346 | 0.7649 | 0.223232 |
17 | 0.046928 | 0.4301 | 0.334113 |
18 | -0.067692 | -0.6204 | 0.268334 |
19 | -0.147846 | -1.355 | 0.089521 |
20 | -0.050052 | -0.4587 | 0.323804 |
21 | 0.037828 | 0.3467 | 0.364842 |
22 | 0.161235 | 1.4777 | 0.071608 |
23 | 0.024894 | 0.2282 | 0.410038 |
24 | 0.039514 | 0.3621 | 0.359075 |
25 | 0.06642 | 0.6087 | 0.272167 |
26 | -0.151383 | -1.3875 | 0.084487 |
27 | -0.121353 | -1.1122 | 0.134609 |
28 | 0.075554 | 0.6925 | 0.245279 |
29 | -0.025173 | -0.2307 | 0.409048 |
30 | -0.00608 | -0.0557 | 0.477848 |
31 | -0.018403 | -0.1687 | 0.433231 |
32 | 0.089357 | 0.819 | 0.20756 |
33 | 0.021657 | 0.1985 | 0.421569 |
34 | 0.131305 | 1.2034 | 0.116096 |
35 | -0.112467 | -1.0308 | 0.152803 |
36 | 0.051519 | 0.4722 | 0.31901 |
37 | -0.153075 | -1.403 | 0.082158 |
38 | -0.018101 | -0.1659 | 0.434319 |
39 | 0.086425 | 0.7921 | 0.215268 |
40 | -0.094502 | -0.8661 | 0.194444 |
41 | 0.026189 | 0.24 | 0.405447 |
42 | -0.054949 | -0.5036 | 0.307924 |
43 | 0.029466 | 0.2701 | 0.39389 |
44 | -0.112222 | -1.0285 | 0.153327 |
45 | 0.030231 | 0.2771 | 0.391203 |
46 | -0.048752 | -0.4468 | 0.328076 |
47 | -0.113201 | -1.0375 | 0.151238 |
48 | 0.073982 | 0.6781 | 0.2498 |
49 | -0.0467 | -0.428 | 0.334867 |
50 | 0.090138 | 0.8261 | 0.205537 |
51 | -0.005069 | -0.0465 | 0.481527 |
52 | -0.041154 | -0.3772 | 0.353494 |
53 | -0.006631 | -0.0608 | 0.475841 |
54 | -0.030819 | -0.2825 | 0.389143 |
55 | 0.025773 | 0.2362 | 0.406922 |
56 | 0.060171 | 0.5515 | 0.291385 |
57 | -0.131533 | -1.2055 | 0.115694 |
58 | -0.040055 | -0.3671 | 0.357229 |
59 | -0.012614 | -0.1156 | 0.45412 |
60 | 0.015375 | 0.1409 | 0.444138 |