Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.297897 | 2.9188 | 0.002189 |
2 | 0.481692 | 4.7196 | 4e-06 |
3 | 0.397353 | 3.8932 | 9.1e-05 |
4 | 0.176272 | 1.7271 | 0.043682 |
5 | 0.289332 | 2.8349 | 0.002795 |
6 | 0.139249 | 1.3644 | 0.087823 |
7 | 0.226553 | 2.2198 | 0.014395 |
8 | 0.128357 | 1.2576 | 0.105787 |
9 | 0.352086 | 3.4497 | 0.000418 |
10 | 0.314914 | 3.0855 | 0.001327 |
11 | 0.230382 | 2.2573 | 0.013129 |
12 | 0.676174 | 6.6251 | 0 |
13 | 0.176392 | 1.7283 | 0.043576 |
14 | 0.374695 | 3.6712 | 0.000198 |
15 | 0.254251 | 2.4911 | 0.007225 |
16 | 0.061614 | 0.6037 | 0.273738 |
17 | 0.169198 | 1.6578 | 0.050311 |
18 | 0.02778 | 0.2722 | 0.39303 |
19 | 0.065024 | 0.6371 | 0.262786 |
20 | 0.005031 | 0.0493 | 0.480392 |
21 | 0.147077 | 1.4411 | 0.076412 |
22 | 0.089441 | 0.8763 | 0.191516 |
23 | 0.107054 | 1.0489 | 0.148426 |
24 | 0.371962 | 3.6445 | 0.000217 |
25 | 0.020357 | 0.1995 | 0.421163 |
26 | 0.170646 | 1.672 | 0.048892 |
27 | 0.063846 | 0.6256 | 0.266543 |
28 | -0.088837 | -0.8704 | 0.193121 |
29 | -0.018443 | -0.1807 | 0.42849 |
30 | -0.134141 | -1.3143 | 0.095937 |
31 | -0.110973 | -1.0873 | 0.139812 |
32 | -0.073051 | -0.7157 | 0.237943 |
33 | -0.042734 | -0.4187 | 0.338184 |
34 | -0.059211 | -0.5801 | 0.281588 |
35 | -0.054059 | -0.5297 | 0.298781 |
36 | 0.136129 | 1.3338 | 0.092715 |
37 | -0.073625 | -0.7214 | 0.236215 |
38 | -0.002924 | -0.0286 | 0.488603 |
39 | -0.099076 | -0.9707 | 0.167059 |
40 | -0.219231 | -2.148 | 0.017115 |
41 | -0.144364 | -1.4145 | 0.08023 |
42 | -0.259156 | -2.5392 | 0.006359 |
43 | -0.205488 | -2.0134 | 0.023438 |
44 | -0.196582 | -1.9261 | 0.028525 |
45 | -0.195553 | -1.916 | 0.029169 |
46 | -0.118094 | -1.1571 | 0.125055 |
47 | -0.189096 | -1.8528 | 0.033495 |
48 | 0.019409 | 0.1902 | 0.424789 |
49 | -0.162356 | -1.5908 | 0.057476 |
50 | -0.08636 | -0.8461 | 0.199787 |
51 | -0.143308 | -1.4041 | 0.081754 |
52 | -0.256456 | -2.5127 | 0.006823 |
53 | -0.169741 | -1.6631 | 0.049775 |
54 | -0.316524 | -3.1013 | 0.001265 |
55 | -0.191238 | -1.8737 | 0.032004 |
56 | -0.226647 | -2.2207 | 0.014362 |
57 | -0.199602 | -1.9557 | 0.026705 |
58 | -0.102723 | -1.0065 | 0.158358 |
59 | -0.20138 | -1.9731 | 0.025679 |
60 | 0.03746 | 0.367 | 0.357202 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.297897 | 2.9188 | 0.002189 |
2 | 0.431217 | 4.225 | 2.7e-05 |
3 | 0.25246 | 2.4736 | 0.007566 |
4 | -0.158542 | -1.5534 | 0.06181 |
5 | 0.020347 | 0.1994 | 0.421202 |
6 | 0.002396 | 0.0235 | 0.490659 |
7 | 0.136959 | 1.3419 | 0.091394 |
8 | -0.030663 | -0.3004 | 0.382249 |
9 | 0.309389 | 3.0314 | 0.001565 |
10 | 0.217807 | 2.1341 | 0.017693 |
11 | -0.086196 | -0.8445 | 0.200233 |
12 | 0.51162 | 5.0128 | 1e-06 |
13 | -0.171661 | -1.6819 | 0.047917 |
14 | -0.200985 | -1.9692 | 0.025904 |
15 | -0.097464 | -0.9549 | 0.171002 |
16 | -0.100373 | -0.9835 | 0.163929 |
17 | -0.078669 | -0.7708 | 0.22136 |
18 | -0.014127 | -0.1384 | 0.4451 |
19 | -0.059065 | -0.5787 | 0.282069 |
20 | -0.022375 | -0.2192 | 0.413467 |
21 | -0.114616 | -1.123 | 0.132118 |
22 | -0.055252 | -0.5414 | 0.294759 |
23 | 0.071993 | 0.7054 | 0.241139 |
24 | 0.027637 | 0.2708 | 0.393567 |
25 | -0.043209 | -0.4234 | 0.336489 |
26 | -0.135281 | -1.3255 | 0.094079 |
27 | -0.040064 | -0.3925 | 0.347762 |
28 | -0.01128 | -0.1105 | 0.456115 |
29 | -0.092112 | -0.9025 | 0.184522 |
30 | -0.017651 | -0.1729 | 0.431531 |
31 | 0.054053 | 0.5296 | 0.298802 |
32 | 0.150357 | 1.4732 | 0.071986 |
33 | -0.075878 | -0.7434 | 0.229514 |
34 | -0.034682 | -0.3398 | 0.367369 |
35 | -0.089545 | -0.8774 | 0.191241 |
36 | 0.014911 | 0.1461 | 0.442077 |
37 | 0.068013 | 0.6664 | 0.253381 |
38 | -0.037926 | -0.3716 | 0.355507 |
39 | -0.099872 | -0.9785 | 0.165133 |
40 | -0.042723 | -0.4186 | 0.338223 |
41 | -0.024709 | -0.2421 | 0.404609 |
42 | -0.042254 | -0.414 | 0.339897 |
43 | 0.090059 | 0.8824 | 0.189885 |
44 | -0.063995 | -0.627 | 0.266066 |
45 | -0.097495 | -0.9553 | 0.170924 |
46 | 0.079676 | 0.7807 | 0.21846 |
47 | -0.067242 | -0.6588 | 0.255791 |
48 | 0.056866 | 0.5572 | 0.289354 |
49 | -0.050467 | -0.4945 | 0.31105 |
50 | 0.015699 | 0.1538 | 0.439038 |
51 | 0.057745 | 0.5658 | 0.286429 |
52 | 0.00444 | 0.0435 | 0.482697 |
53 | 0.027812 | 0.2725 | 0.392912 |
54 | -0.054019 | -0.5293 | 0.298919 |
55 | -0.006925 | -0.0678 | 0.473024 |
56 | 0.033411 | 0.3274 | 0.372056 |
57 | 0.048355 | 0.4738 | 0.318366 |
58 | 0.03988 | 0.3907 | 0.348426 |
59 | 0.005005 | 0.049 | 0.480494 |
60 | -0.012811 | -0.1255 | 0.450185 |