Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.495969 | 4.1791 | 4.1e-05 |
2 | 0.202022 | 1.7023 | 0.04654 |
3 | 0.284705 | 2.399 | 0.009535 |
4 | 0.414188 | 3.49 | 0.000417 |
5 | 0.388959 | 3.2774 | 0.000812 |
6 | 0.357476 | 3.0121 | 0.001796 |
7 | 0.291461 | 2.4559 | 0.008251 |
8 | 0.247057 | 2.0817 | 0.020486 |
9 | -0.000334 | -0.0028 | 0.498882 |
10 | -0.055396 | -0.4668 | 0.321046 |
11 | 0.174565 | 1.4709 | 0.072866 |
12 | 0.401939 | 3.3868 | 0.000578 |
13 | 0.106608 | 0.8983 | 0.186032 |
14 | -0.129486 | -1.0911 | 0.139465 |
15 | -0.104057 | -0.8768 | 0.191777 |
16 | 0.002604 | 0.0219 | 0.491279 |
17 | 0.054351 | 0.458 | 0.324188 |
18 | 0.005985 | 0.0504 | 0.479961 |
19 | -0.109663 | -0.924 | 0.179299 |
20 | -0.119303 | -1.0053 | 0.159091 |
21 | -0.291374 | -2.4552 | 0.008267 |
22 | -0.328286 | -2.7662 | 0.003612 |
23 | -0.11775 | -0.9922 | 0.16224 |
24 | -0.006681 | -0.0563 | 0.477631 |
25 | -0.136874 | -1.1533 | 0.126323 |
26 | -0.320328 | -2.6991 | 0.004341 |
27 | -0.246101 | -2.0737 | 0.020869 |
28 | -0.048671 | -0.4101 | 0.341482 |
29 | -0.039025 | -0.3288 | 0.371626 |
30 | -0.051014 | -0.4299 | 0.334301 |
31 | -0.029259 | -0.2465 | 0.402988 |
32 | -0.022307 | -0.188 | 0.425721 |
33 | -0.115266 | -0.9712 | 0.167361 |
34 | -0.122992 | -1.0363 | 0.151778 |
35 | 0.005727 | 0.0483 | 0.480823 |
36 | 0.122392 | 1.0313 | 0.152952 |
37 | -0.038866 | -0.3275 | 0.372131 |
38 | -0.17235 | -1.4522 | 0.075419 |
39 | -0.101751 | -0.8574 | 0.197062 |
40 | 0.025622 | 0.2159 | 0.414844 |
41 | -0.026437 | -0.2228 | 0.41218 |
42 | -0.028504 | -0.2402 | 0.405443 |
43 | -0.016738 | -0.141 | 0.444119 |
44 | -0.022989 | -0.1937 | 0.423478 |
45 | -0.059349 | -0.5001 | 0.309281 |
46 | -0.079423 | -0.6692 | 0.25276 |
47 | -0.040654 | -0.3426 | 0.366473 |
48 | 0.06198 | 0.5222 | 0.301561 |
49 | -0.045912 | -0.3869 | 0.350008 |
50 | -0.132365 | -1.1153 | 0.134235 |
51 | -0.080755 | -0.6805 | 0.249215 |
52 | -0.064054 | -0.5397 | 0.295536 |
53 | -0.07217 | -0.6081 | 0.272524 |
54 | -0.072565 | -0.6114 | 0.271429 |
55 | -0.075252 | -0.6341 | 0.264032 |
56 | -0.066908 | -0.5638 | 0.28734 |
57 | -0.066995 | -0.5645 | 0.287092 |
58 | -0.102751 | -0.8658 | 0.194759 |
59 | -0.060816 | -0.5124 | 0.304964 |
60 | -0.003456 | -0.0291 | 0.488425 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.495969 | 4.1791 | 4.1e-05 |
2 | -0.058305 | -0.4913 | 0.312369 |
3 | 0.276243 | 2.3277 | 0.011392 |
4 | 0.236603 | 1.9937 | 0.025016 |
5 | 0.135593 | 1.1425 | 0.128537 |
6 | 0.166888 | 1.4062 | 0.08201 |
7 | 0.015022 | 0.1266 | 0.449815 |
8 | 0.006196 | 0.0522 | 0.479254 |
9 | -0.396634 | -3.3421 | 0.000665 |
10 | -0.204196 | -1.7206 | 0.044841 |
11 | 0.087506 | 0.7373 | 0.231673 |
12 | 0.387925 | 3.2687 | 0.000834 |
13 | -0.068765 | -0.5794 | 0.28207 |
14 | -0.069046 | -0.5818 | 0.281275 |
15 | -0.13245 | -1.116 | 0.134084 |
16 | -0.129342 | -1.0899 | 0.139731 |
17 | 0.04144 | 0.3492 | 0.363994 |
18 | -0.120342 | -1.014 | 0.157007 |
19 | -0.198279 | -1.6707 | 0.049589 |
20 | -0.033495 | -0.2822 | 0.389293 |
21 | -0.059407 | -0.5006 | 0.309109 |
22 | 0.014908 | 0.1256 | 0.450194 |
23 | 0.074359 | 0.6266 | 0.266477 |
24 | -0.008819 | -0.0743 | 0.470485 |
25 | 0.132115 | 1.1132 | 0.134684 |
26 | -0.012154 | -0.1024 | 0.459358 |
27 | 0.19821 | 1.6701 | 0.049647 |
28 | 0.137172 | 1.1558 | 0.125813 |
29 | -0.139535 | -1.1757 | 0.121812 |
30 | -0.039889 | -0.3361 | 0.368891 |
31 | -0.014245 | -0.12 | 0.4524 |
32 | 0.026079 | 0.2197 | 0.413349 |
33 | 0.00859 | 0.0724 | 0.47125 |
34 | -0.038556 | -0.3249 | 0.373115 |
35 | -0.166637 | -1.4041 | 0.082322 |
36 | 0.105426 | 0.8883 | 0.188679 |
37 | -0.114009 | -0.9607 | 0.169993 |
38 | 0.005677 | 0.0478 | 0.48099 |
39 | -0.055495 | -0.4676 | 0.320748 |
40 | -0.119223 | -1.0046 | 0.159253 |
41 | -0.044989 | -0.3791 | 0.352879 |
42 | 0.021388 | 0.1802 | 0.428748 |
43 | -0.048262 | -0.4067 | 0.342741 |
44 | -0.030559 | -0.2575 | 0.398772 |
45 | -0.000588 | -0.005 | 0.498031 |
46 | -0.013739 | -0.1158 | 0.454082 |
47 | 0.02301 | 0.1939 | 0.423408 |
48 | -0.034707 | -0.2924 | 0.385398 |
49 | 0.085955 | 0.7243 | 0.23564 |
50 | 0.043351 | 0.3653 | 0.357993 |
51 | 0.075446 | 0.6357 | 0.263502 |
52 | -0.055832 | -0.4704 | 0.319739 |
53 | 0.048549 | 0.4091 | 0.341856 |
54 | -0.008518 | -0.0718 | 0.471491 |
55 | 0.075981 | 0.6402 | 0.262042 |
56 | -0.083693 | -0.7052 | 0.241492 |
57 | -0.006068 | -0.0511 | 0.479683 |
58 | -0.030266 | -0.255 | 0.399722 |
59 | -0.062159 | -0.5238 | 0.301039 |
60 | -0.024658 | -0.2078 | 0.418 |