Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.537266 | 6.0308 | 0 |
2 | 0.300819 | 3.3767 | 0.000488 |
3 | 0.262874 | 2.9508 | 0.00189 |
4 | 0.271569 | 3.0484 | 0.001402 |
5 | 0.224099 | 2.5155 | 0.006572 |
6 | 0.168391 | 1.8902 | 0.030515 |
7 | 0.199712 | 2.2418 | 0.013363 |
8 | 0.196402 | 2.2046 | 0.014648 |
9 | 0.162139 | 1.82 | 0.035566 |
10 | 0.180618 | 2.0274 | 0.022364 |
11 | 0.387278 | 4.3472 | 1.4e-05 |
12 | 0.755106 | 8.476 | 0 |
13 | 0.380976 | 4.2764 | 1.9e-05 |
14 | 0.200875 | 2.2548 | 0.012935 |
15 | 0.164263 | 1.8439 | 0.033777 |
16 | 0.160921 | 1.8063 | 0.036627 |
17 | 0.117411 | 1.3179 | 0.094958 |
18 | 0.063084 | 0.7081 | 0.24009 |
19 | 0.08088 | 0.9079 | 0.182838 |
20 | 0.074865 | 0.8404 | 0.20115 |
21 | 0.048043 | 0.5393 | 0.295321 |
22 | 0.060735 | 0.6818 | 0.248324 |
23 | 0.252869 | 2.8384 | 0.002643 |
24 | 0.580955 | 6.5212 | 0 |
25 | 0.238433 | 2.6764 | 0.004216 |
26 | 0.095649 | 1.0737 | 0.142515 |
27 | 0.06975 | 0.7829 | 0.217564 |
28 | 0.068026 | 0.7636 | 0.22327 |
29 | 0.027299 | 0.3064 | 0.379893 |
30 | -0.012345 | -0.1386 | 0.445006 |
31 | 0.010939 | 0.1228 | 0.451235 |
32 | 0.005149 | 0.0578 | 0.477 |
33 | -0.018849 | -0.2116 | 0.41639 |
34 | 0.000794 | 0.0089 | 0.496449 |
35 | 0.184448 | 2.0704 | 0.020228 |
36 | 0.467479 | 5.2474 | 0 |
37 | 0.164572 | 1.8473 | 0.033524 |
38 | 0.045709 | 0.5131 | 0.304397 |
39 | 0.023166 | 0.26 | 0.397629 |
40 | 0.017994 | 0.202 | 0.420128 |
41 | -0.019957 | -0.224 | 0.411554 |
42 | -0.056506 | -0.6343 | 0.263524 |
43 | -0.038054 | -0.4272 | 0.334999 |
44 | -0.054061 | -0.6068 | 0.272527 |
45 | -0.056641 | -0.6358 | 0.263033 |
46 | -0.039418 | -0.4425 | 0.329457 |
47 | 0.117446 | 1.3183 | 0.094893 |
48 | 0.350652 | 3.9361 | 6.8e-05 |
49 | 0.086453 | 0.9704 | 0.166846 |
50 | -0.01025 | -0.1151 | 0.454292 |
51 | -0.030043 | -0.3372 | 0.368251 |
52 | -0.03849 | -0.4321 | 0.333221 |
53 | -0.089088 | -1 | 0.159612 |
54 | -0.127276 | -1.4287 | 0.077787 |
55 | -0.112847 | -1.2667 | 0.103798 |
56 | -0.144346 | -1.6203 | 0.053837 |
57 | -0.193939 | -2.177 | 0.015674 |
58 | -0.170193 | -1.9104 | 0.029177 |
59 | -0.008697 | -0.0976 | 0.461193 |
60 | 0.184785 | 2.0742 | 0.020048 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.537266 | 6.0308 | 0 |
2 | 0.0171 | 0.1919 | 0.424046 |
3 | 0.133351 | 1.4969 | 0.068465 |
4 | 0.111304 | 1.2494 | 0.10692 |
5 | 0.022448 | 0.252 | 0.400734 |
6 | 0.008308 | 0.0933 | 0.462923 |
7 | 0.099458 | 1.1164 | 0.133186 |
8 | 0.025083 | 0.2816 | 0.389373 |
9 | 0.01065 | 0.1195 | 0.452519 |
10 | 0.077439 | 0.8693 | 0.193181 |
11 | 0.325713 | 3.6561 | 0.000187 |
12 | 0.659561 | 7.4036 | 0 |
13 | -0.486876 | -5.4652 | 0 |
14 | -0.065379 | -0.7339 | 0.232195 |
15 | -0.145252 | -1.6304 | 0.052752 |
16 | -0.100743 | -1.1308 | 0.130136 |
17 | 0.029543 | 0.3316 | 0.370365 |
18 | -0.046467 | -0.5216 | 0.301434 |
19 | -0.034999 | -0.3929 | 0.347544 |
20 | 0.069639 | 0.7817 | 0.21793 |
21 | 0.023737 | 0.2664 | 0.395167 |
22 | 0.007018 | 0.0788 | 0.468667 |
23 | 0.03212 | 0.3605 | 0.359521 |
24 | 0.09502 | 1.0666 | 0.144096 |
25 | -0.196677 | -2.2077 | 0.014538 |
26 | -0.008345 | -0.0937 | 0.46276 |
27 | -0.031029 | -0.3483 | 0.364099 |
28 | -0.015621 | -0.1753 | 0.430544 |
29 | 0.025914 | 0.2909 | 0.385809 |
30 | 0.03984 | 0.4472 | 0.327749 |
31 | 0.033782 | 0.3792 | 0.352587 |
32 | 0.042189 | 0.4736 | 0.318311 |
33 | -0.001681 | -0.0189 | 0.492487 |
34 | 0.026034 | 0.2922 | 0.385297 |
35 | -0.006426 | -0.0721 | 0.471308 |
36 | -0.013332 | -0.1497 | 0.44064 |
37 | -0.021894 | -0.2458 | 0.403132 |
38 | -0.046141 | -0.5179 | 0.302707 |
39 | -0.004252 | -0.0477 | 0.481005 |
40 | -0.000556 | -0.0062 | 0.497513 |
41 | 0.003385 | 0.038 | 0.484875 |
42 | -0.004175 | -0.0469 | 0.481347 |
43 | -0.006084 | -0.0683 | 0.472832 |
44 | -0.040466 | -0.4542 | 0.325223 |
45 | 0.07157 | 0.8034 | 0.211635 |
46 | -0.032911 | -0.3694 | 0.356217 |
47 | -0.06315 | -0.7089 | 0.23986 |
48 | -0.059057 | -0.6629 | 0.254299 |
49 | -0.005157 | -0.0579 | 0.476964 |
50 | -0.020428 | -0.2293 | 0.409501 |
51 | 0.01723 | 0.1934 | 0.423474 |
52 | -0.012264 | -0.1377 | 0.445365 |
53 | -0.064007 | -0.7185 | 0.236898 |
54 | -0.015562 | -0.1747 | 0.430804 |
55 | -0.011406 | -0.128 | 0.449163 |
56 | -0.07975 | -0.8952 | 0.186195 |
57 | -0.240505 | -2.6997 | 0.003947 |
58 | 0.003287 | 0.0369 | 0.485314 |
59 | 0.016224 | 0.1821 | 0.427894 |
60 | -0.023783 | -0.267 | 0.394965 |