Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.462838 | 5.0701 | 1e-06 |
2 | 0.01245 | 0.1364 | 0.445873 |
3 | -0.330748 | -3.6232 | 0.000214 |
4 | -0.268043 | -2.9363 | 0.001991 |
5 | 0.0248 | 0.2717 | 0.39317 |
6 | 0.226431 | 2.4804 | 0.007254 |
7 | 0.28026 | 3.0701 | 0.001323 |
8 | 0.190723 | 2.0893 | 0.019398 |
9 | 0.12338 | 1.3516 | 0.089529 |
10 | 0.004106 | 0.045 | 0.482101 |
11 | 0.032634 | 0.3575 | 0.360676 |
12 | -0.007856 | -0.0861 | 0.465781 |
13 | -0.039026 | -0.4275 | 0.334889 |
14 | -0.011163 | -0.1223 | 0.45144 |
15 | 0.020473 | 0.2243 | 0.411465 |
16 | -0.0087 | -0.0953 | 0.462118 |
17 | -0.034765 | -0.3808 | 0.352002 |
18 | 0.013293 | 0.1456 | 0.442232 |
19 | 0.080437 | 0.8811 | 0.19 |
20 | 0.1083 | 1.1864 | 0.11891 |
21 | -0.01852 | -0.2029 | 0.419789 |
22 | -0.10162 | -1.1132 | 0.133925 |
23 | -0.149878 | -1.6418 | 0.051622 |
24 | -0.118242 | -1.2953 | 0.098855 |
25 | -0.092377 | -1.0119 | 0.156802 |
26 | 0.028029 | 0.307 | 0.37967 |
27 | 0.060331 | 0.6609 | 0.254975 |
28 | -0.030315 | -0.3321 | 0.370202 |
29 | -0.136274 | -1.4928 | 0.069056 |
30 | -0.202286 | -2.2159 | 0.014291 |
31 | 0.001787 | 0.0196 | 0.492209 |
32 | 0.1253 | 1.3726 | 0.08622 |
33 | 0.154938 | 1.6973 | 0.04612 |
34 | 0.038105 | 0.4174 | 0.33856 |
35 | -0.267588 | -2.9313 | 0.002022 |
36 | -0.342477 | -3.7516 | 0.000136 |
37 | -0.168142 | -1.8419 | 0.033979 |
38 | 0.14312 | 1.5678 | 0.05978 |
39 | 0.279949 | 3.0667 | 0.001338 |
40 | 0.198624 | 2.1758 | 0.015764 |
41 | -0.093309 | -1.0221 | 0.154384 |
42 | -0.226121 | -2.477 | 0.00732 |
43 | -0.176731 | -1.936 | 0.02761 |
44 | -0.153307 | -1.6794 | 0.047839 |
45 | 0.008378 | 0.0918 | 0.463516 |
46 | 0.076853 | 0.8419 | 0.200764 |
47 | 0.09828 | 1.0766 | 0.141908 |
48 | 0.030271 | 0.3316 | 0.370385 |
49 | -0.078351 | -0.8583 | 0.196221 |
50 | -0.105082 | -1.1511 | 0.125986 |
51 | -0.093198 | -1.0209 | 0.15467 |
52 | -0.036263 | -0.3972 | 0.345949 |
53 | -0.024379 | -0.2671 | 0.394943 |
54 | 0.02945 | 0.3226 | 0.373778 |
55 | -0.044774 | -0.4905 | 0.312348 |
56 | -0.111451 | -1.2209 | 0.112261 |
57 | -0.093131 | -1.0202 | 0.154842 |
58 | -0.048846 | -0.5351 | 0.296792 |
59 | 0.008755 | 0.0959 | 0.461878 |
60 | -0.005992 | -0.0656 | 0.473887 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.462838 | 5.0701 | 1e-06 |
2 | -0.256776 | -2.8128 | 0.00287 |
3 | -0.298573 | -3.2707 | 7e-04 |
4 | 0.057164 | 0.6262 | 0.266185 |
5 | 0.174751 | 1.9143 | 0.028982 |
6 | 0.036901 | 0.4042 | 0.343382 |
7 | 0.085615 | 0.9379 | 0.1751 |
8 | 0.117765 | 1.29 | 0.099757 |
9 | 0.169005 | 1.8514 | 0.033289 |
10 | -0.013827 | -0.1515 | 0.43993 |
11 | 0.136124 | 1.4912 | 0.069271 |
12 | -0.02736 | -0.2997 | 0.382456 |
13 | -0.08372 | -0.9171 | 0.180464 |
14 | 0.016006 | 0.1753 | 0.430553 |
15 | -0.019549 | -0.2141 | 0.415397 |
16 | -0.180657 | -1.979 | 0.025053 |
17 | -0.0805 | -0.8818 | 0.189814 |
18 | 0.071489 | 0.7831 | 0.217548 |
19 | 0.046482 | 0.5092 | 0.305777 |
20 | -0.025535 | -0.2797 | 0.390086 |
21 | -0.072439 | -0.7935 | 0.214516 |
22 | 0.048572 | 0.5321 | 0.297829 |
23 | -0.036156 | -0.3961 | 0.34638 |
24 | -0.074673 | -0.818 | 0.207488 |
25 | -0.117481 | -1.2869 | 0.100295 |
26 | 0.069168 | 0.7577 | 0.225058 |
27 | -0.030471 | -0.3338 | 0.36956 |
28 | -0.166194 | -1.8206 | 0.035582 |
29 | -0.101882 | -1.1161 | 0.133314 |
30 | -0.035944 | -0.3937 | 0.347233 |
31 | 0.232393 | 2.5457 | 0.006086 |
32 | 0.083957 | 0.9197 | 0.179787 |
33 | 0.019871 | 0.2177 | 0.414027 |
34 | 0.079157 | 0.8671 | 0.193804 |
35 | -0.245807 | -2.6927 | 0.004051 |
36 | -0.031991 | -0.3504 | 0.36331 |
37 | 0.102026 | 1.1176 | 0.132976 |
38 | 0.01734 | 0.19 | 0.424834 |
39 | -0.044605 | -0.4886 | 0.313002 |
40 | 0.036367 | 0.3984 | 0.345529 |
41 | -0.092313 | -1.0112 | 0.156969 |
42 | -0.056569 | -0.6197 | 0.268322 |
43 | 0.068949 | 0.7553 | 0.225774 |
44 | -0.111656 | -1.2231 | 0.111838 |
45 | 0.035862 | 0.3928 | 0.347566 |
46 | 0.00923 | 0.1011 | 0.459818 |
47 | -0.018703 | -0.2049 | 0.419008 |
48 | -0.074271 | -0.8136 | 0.208743 |
49 | -0.103884 | -1.138 | 0.128694 |
50 | 0.06775 | 0.7422 | 0.22972 |
51 | -0.073285 | -0.8028 | 0.21184 |
52 | -0.077547 | -0.8495 | 0.19865 |
53 | -0.047661 | -0.5221 | 0.30128 |
54 | 0.070296 | 0.77 | 0.221392 |
55 | -0.053064 | -0.5813 | 0.28107 |
56 | -0.059977 | -0.657 | 0.256216 |
57 | -0.01577 | -0.1728 | 0.431568 |
58 | -0.109196 | -1.1962 | 0.116992 |
59 | 0.021033 | 0.2304 | 0.409085 |
60 | -0.083423 | -0.9139 | 0.181312 |