Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.533773 | 4.1689 | 4.9e-05 |
2 | 0.372934 | 2.9127 | 0.0025 |
3 | 0.488755 | 3.8173 | 0.000159 |
4 | 0.447141 | 3.4923 | 0.000449 |
5 | 0.323577 | 2.5272 | 0.007053 |
6 | 0.315124 | 2.4612 | 0.008346 |
7 | 0.135554 | 1.0587 | 0.146953 |
8 | 0.169324 | 1.3225 | 0.095476 |
9 | 0.001558 | 0.0122 | 0.495166 |
10 | -0.176926 | -1.3818 | 0.086031 |
11 | -0.050195 | -0.392 | 0.3482 |
12 | 0.156898 | 1.2254 | 0.112565 |
13 | -0.154233 | -1.2046 | 0.116506 |
14 | -0.278992 | -2.179 | 0.016602 |
15 | -0.187949 | -1.4679 | 0.07363 |
16 | -0.115343 | -0.9009 | 0.185604 |
17 | -0.171571 | -1.34 | 0.092605 |
18 | -0.169083 | -1.3206 | 0.095787 |
19 | -0.159653 | -1.2469 | 0.108594 |
20 | -0.15249 | -1.191 | 0.119137 |
21 | -0.262218 | -2.048 | 0.022436 |
22 | -0.25291 | -1.9753 | 0.026382 |
23 | -0.150304 | -1.1739 | 0.122497 |
24 | -0.040114 | -0.3133 | 0.37756 |
25 | -0.14065 | -1.0985 | 0.138149 |
26 | -0.293112 | -2.2893 | 0.012769 |
27 | -0.174693 | -1.3644 | 0.088728 |
28 | -0.059141 | -0.4619 | 0.322896 |
29 | -0.173465 | -1.3548 | 0.090238 |
30 | -0.130816 | -1.0217 | 0.155477 |
31 | -0.092638 | -0.7235 | 0.236061 |
32 | -0.175245 | -1.3687 | 0.088055 |
33 | -0.209021 | -1.6325 | 0.053863 |
34 | -0.163262 | -1.2751 | 0.103552 |
35 | -0.154724 | -1.2084 | 0.115772 |
36 | -0.05014 | -0.3916 | 0.348356 |
37 | -0.098119 | -0.7663 | 0.223218 |
38 | -0.208324 | -1.6271 | 0.054439 |
39 | -0.076058 | -0.594 | 0.277344 |
40 | -0.010149 | -0.0793 | 0.46854 |
41 | -0.055516 | -0.4336 | 0.333056 |
42 | 0.043439 | 0.3393 | 0.367786 |
43 | 0.048265 | 0.377 | 0.353756 |
44 | 0.003445 | 0.0269 | 0.48931 |
45 | 0.060318 | 0.4711 | 0.319626 |
46 | 0.082069 | 0.641 | 0.26197 |
47 | 0.101844 | 0.7954 | 0.214724 |
48 | 0.159347 | 1.2445 | 0.10903 |
49 | 0.100407 | 0.7842 | 0.217977 |
50 | 0.059475 | 0.4645 | 0.321966 |
51 | 0.103516 | 0.8085 | 0.210976 |
52 | 0.07568 | 0.5911 | 0.278326 |
53 | 0.062566 | 0.4887 | 0.313418 |
54 | 0.078362 | 0.612 | 0.271398 |
55 | 0.057451 | 0.4487 | 0.327617 |
56 | 0.026965 | 0.2106 | 0.41695 |
57 | 0.020191 | 0.1577 | 0.437607 |
58 | 0.01516 | 0.1184 | 0.45307 |
59 | 0.025648 | 0.2003 | 0.42095 |
60 | 0.018269 | 0.1427 | 0.443504 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.533773 | 4.1689 | 4.9e-05 |
2 | 0.12309 | 0.9614 | 0.170082 |
3 | 0.352848 | 2.7558 | 0.003854 |
4 | 0.108575 | 0.848 | 0.199877 |
5 | -0.00523 | -0.0409 | 0.483774 |
6 | 0.029058 | 0.227 | 0.41061 |
7 | -0.280527 | -2.191 | 0.016141 |
8 | 0.084977 | 0.6637 | 0.254694 |
9 | -0.353056 | -2.7575 | 0.003837 |
10 | -0.214478 | -1.6751 | 0.049514 |
11 | 0.136505 | 1.0661 | 0.145281 |
12 | 0.43411 | 3.3905 | 0.000614 |
13 | -0.132738 | -1.0367 | 0.151979 |
14 | -0.245381 | -1.9165 | 0.029996 |
15 | -0.123848 | -0.9673 | 0.168611 |
16 | 0.065622 | 0.5125 | 0.305068 |
17 | -0.005908 | -0.0461 | 0.481673 |
18 | -0.04382 | -0.3422 | 0.366672 |
19 | 0.103021 | 0.8046 | 0.212082 |
20 | -0.182097 | -1.4222 | 0.080027 |
21 | -0.076786 | -0.5997 | 0.275459 |
22 | 0.11649 | 0.9098 | 0.183251 |
23 | -0.041956 | -0.3277 | 0.372135 |
24 | -0.134935 | -1.0539 | 0.148049 |
25 | 0.077424 | 0.6047 | 0.27381 |
26 | -0.069755 | -0.5448 | 0.293937 |
27 | 0.027701 | 0.2164 | 0.414717 |
28 | -0.03976 | -0.3105 | 0.378606 |
29 | -0.10697 | -0.8355 | 0.203359 |
30 | -0.036662 | -0.2863 | 0.387794 |
31 | -0.150054 | -1.172 | 0.122885 |
32 | 0.005713 | 0.0446 | 0.482278 |
33 | -0.039138 | -0.3057 | 0.380445 |
34 | 0.031273 | 0.2443 | 0.403928 |
35 | -0.126096 | -0.9848 | 0.164296 |
36 | 0.025235 | 0.1971 | 0.422207 |
37 | 0.075239 | 0.5876 | 0.279473 |
38 | 0.049822 | 0.3891 | 0.34927 |
39 | 0.008898 | 0.0695 | 0.472411 |
40 | -0.151704 | -1.1848 | 0.120337 |
41 | 0.040561 | 0.3168 | 0.376243 |
42 | -0.010248 | -0.08 | 0.468235 |
43 | -0.016963 | -0.1325 | 0.447518 |
44 | -0.046037 | -0.3596 | 0.360209 |
45 | 0.055799 | 0.4358 | 0.332259 |
46 | -0.035985 | -0.2811 | 0.38981 |
47 | -0.005266 | -0.0411 | 0.483664 |
48 | 0.014161 | 0.1106 | 0.456147 |
49 | -0.072858 | -0.569 | 0.285708 |
50 | -0.060275 | -0.4708 | 0.319746 |
51 | -0.012273 | -0.0959 | 0.461973 |
52 | -0.037042 | -0.2893 | 0.386665 |
53 | -0.098112 | -0.7663 | 0.223233 |
54 | -0.029811 | -0.2328 | 0.408336 |
55 | 0.08686 | 0.6784 | 0.250042 |
56 | 0.082253 | 0.6424 | 0.261506 |
57 | -0.066788 | -0.5216 | 0.301909 |
58 | -0.069038 | -0.5392 | 0.295855 |
59 | -0.07863 | -0.6141 | 0.27071 |
60 | 0.016941 | 0.1323 | 0.447585 |