Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.451202 | 3.524 | 0.000406 |
2 | 0.477395 | 3.7286 | 0.000212 |
3 | 0.441192 | 3.4458 | 0.000518 |
4 | 0.295609 | 2.3088 | 0.01218 |
5 | 0.250529 | 1.9567 | 0.027482 |
6 | 0.248089 | 1.9376 | 0.02865 |
7 | 0.221457 | 1.7296 | 0.044377 |
8 | 0.289415 | 2.2604 | 0.013688 |
9 | 0.294413 | 2.2994 | 0.012459 |
10 | 0.193977 | 1.515 | 0.067467 |
11 | 0.180404 | 1.409 | 0.081956 |
12 | 0.209454 | 1.6359 | 0.053506 |
13 | 0.120103 | 0.938 | 0.175963 |
14 | 0.12061 | 0.942 | 0.174956 |
15 | 0.061532 | 0.4806 | 0.316268 |
16 | 0.01841 | 0.1438 | 0.44307 |
17 | 0.062182 | 0.4857 | 0.314476 |
18 | -0.039322 | -0.3071 | 0.3799 |
19 | -0.104567 | -0.8167 | 0.20864 |
20 | -0.074055 | -0.5784 | 0.282565 |
21 | -0.036487 | -0.285 | 0.388317 |
22 | -0.044818 | -0.35 | 0.363757 |
23 | -0.044314 | -0.3461 | 0.365227 |
24 | 0.073568 | 0.5746 | 0.283843 |
25 | 0.110899 | 0.8662 | 0.194901 |
26 | 0.0146 | 0.114 | 0.454794 |
27 | 0.071438 | 0.5579 | 0.289461 |
28 | -0.017369 | -0.1357 | 0.446271 |
29 | -0.062236 | -0.4861 | 0.314326 |
30 | -0.092596 | -0.7232 | 0.23616 |
31 | -0.131424 | -1.0265 | 0.154365 |
32 | -0.072295 | -0.5646 | 0.287194 |
33 | -0.143587 | -1.1214 | 0.133247 |
34 | -0.135657 | -1.0595 | 0.146772 |
35 | -0.167677 | -1.3096 | 0.097622 |
36 | -0.155335 | -1.2132 | 0.114864 |
37 | -0.158841 | -1.2406 | 0.109755 |
38 | -0.194731 | -1.5209 | 0.066726 |
39 | -0.153713 | -1.2005 | 0.117286 |
40 | -0.2178 | -1.7011 | 0.047011 |
41 | -0.167452 | -1.3078 | 0.097918 |
42 | -0.218708 | -1.7082 | 0.046345 |
43 | -0.227827 | -1.7794 | 0.040079 |
44 | -0.270843 | -2.1153 | 0.019246 |
45 | -0.25331 | -1.9784 | 0.026201 |
46 | -0.262348 | -2.049 | 0.022385 |
47 | -0.270169 | -2.1101 | 0.01948 |
48 | -0.176347 | -1.3773 | 0.086724 |
49 | -0.122677 | -0.9581 | 0.170889 |
50 | -0.092605 | -0.7233 | 0.236141 |
51 | -0.071913 | -0.5617 | 0.288205 |
52 | -0.060017 | -0.4687 | 0.32046 |
53 | -0.089861 | -0.7018 | 0.242726 |
54 | -0.103884 | -0.8114 | 0.210156 |
55 | -0.1187 | -0.9271 | 0.178771 |
56 | -0.087243 | -0.6814 | 0.249101 |
57 | -0.051904 | -0.4054 | 0.343306 |
58 | -0.018872 | -0.1474 | 0.441652 |
59 | 0.000264 | 0.0021 | 0.499182 |
60 | 0.004761 | 0.0372 | 0.485228 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.451202 | 3.524 | 0.000406 |
2 | 0.343804 | 2.6852 | 0.004661 |
3 | 0.206074 | 1.6095 | 0.056336 |
4 | -0.047206 | -0.3687 | 0.356818 |
5 | -0.047298 | -0.3694 | 0.35655 |
6 | 0.05377 | 0.42 | 0.337995 |
7 | 0.0731 | 0.5709 | 0.285073 |
8 | 0.167328 | 1.3069 | 0.098081 |
9 | 0.107279 | 0.8379 | 0.202686 |
10 | -0.112445 | -0.8782 | 0.191634 |
11 | -0.108214 | -0.8452 | 0.200657 |
12 | 0.069091 | 0.5396 | 0.295712 |
13 | 0.015348 | 0.1199 | 0.452491 |
14 | 0.006384 | 0.0499 | 0.480197 |
15 | -0.105048 | -0.8205 | 0.207577 |
16 | -0.119393 | -0.9325 | 0.17738 |
17 | 0.028293 | 0.221 | 0.412924 |
18 | -0.059338 | -0.4634 | 0.322347 |
19 | -0.121726 | -0.9507 | 0.172751 |
20 | -0.056665 | -0.4426 | 0.329822 |
21 | 0.089702 | 0.7006 | 0.24311 |
22 | 0.090452 | 0.7065 | 0.241299 |
23 | -0.004058 | -0.0317 | 0.48741 |
24 | 0.148149 | 1.1571 | 0.125876 |
25 | 0.161522 | 1.2615 | 0.10596 |
26 | -0.107179 | -0.8371 | 0.202903 |
27 | 0.030801 | 0.2406 | 0.405349 |
28 | -0.034379 | -0.2685 | 0.394606 |
29 | -0.105052 | -0.8205 | 0.207568 |
30 | -0.116796 | -0.9122 | 0.182625 |
31 | -0.066836 | -0.522 | 0.301779 |
32 | 0.073949 | 0.5776 | 0.282843 |
33 | -0.186749 | -1.4586 | 0.074909 |
34 | -0.180451 | -1.4094 | 0.081902 |
35 | -0.113352 | -0.8853 | 0.189734 |
36 | -0.004746 | -0.0371 | 0.485275 |
37 | 0.031882 | 0.249 | 0.402096 |
38 | -0.072074 | -0.5629 | 0.287777 |
39 | 0.008623 | 0.0674 | 0.473261 |
40 | -0.029742 | -0.2323 | 0.408543 |
41 | 0.057214 | 0.4469 | 0.328281 |
42 | 0.03062 | 0.2391 | 0.405897 |
43 | 0.127787 | 0.9981 | 0.161099 |
44 | -0.043697 | -0.3413 | 0.367032 |
45 | -0.053054 | -0.4144 | 0.340031 |
46 | -0.009829 | -0.0768 | 0.469531 |
47 | 0.044854 | 0.3503 | 0.363653 |
48 | 0.089528 | 0.6992 | 0.243532 |
49 | -0.032376 | -0.2529 | 0.400613 |
50 | 0.020069 | 0.1567 | 0.437983 |
51 | -0.024729 | -0.1931 | 0.423747 |
52 | -0.063435 | -0.4954 | 0.311034 |
53 | -0.10683 | -0.8344 | 0.203665 |
54 | -0.062159 | -0.4855 | 0.314539 |
55 | 0.004256 | 0.0332 | 0.486796 |
56 | 0.005071 | 0.0396 | 0.484267 |
57 | 0.008342 | 0.0652 | 0.474132 |
58 | 0.087884 | 0.6864 | 0.247533 |
59 | 0.039835 | 0.3111 | 0.378386 |
60 | -0.000604 | -0.0047 | 0.498126 |