Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.420701 | 3.5698 | 0.00032 |
2 | 0.227057 | 1.9266 | 0.028986 |
3 | -0.026365 | -0.2237 | 0.411806 |
4 | -0.269141 | -2.2837 | 0.01267 |
5 | -0.337099 | -2.8604 | 0.002767 |
6 | -0.429438 | -3.6439 | 0.000252 |
7 | -0.348298 | -2.9554 | 0.002109 |
8 | -0.326429 | -2.7698 | 0.003565 |
9 | -0.05789 | -0.4912 | 0.312384 |
10 | 0.081015 | 0.6874 | 0.247007 |
11 | 0.282198 | 2.3945 | 0.009623 |
12 | 0.591205 | 5.0165 | 2e-06 |
13 | 0.248793 | 2.1111 | 0.019119 |
14 | 0.237259 | 2.0132 | 0.023916 |
15 | 0.031822 | 0.27 | 0.393959 |
16 | -0.16458 | -1.3965 | 0.083426 |
17 | -0.226267 | -1.9199 | 0.029414 |
18 | -0.312358 | -2.6504 | 0.004939 |
19 | -0.264632 | -2.2455 | 0.013904 |
20 | -0.27992 | -2.3752 | 0.010102 |
21 | -0.077005 | -0.6534 | 0.257786 |
22 | 0.04203 | 0.3566 | 0.361204 |
23 | 0.322896 | 2.7399 | 0.003872 |
24 | 0.528329 | 4.483 | 1.4e-05 |
25 | 0.161095 | 1.3669 | 0.087949 |
26 | 0.126988 | 1.0775 | 0.14242 |
27 | -0.051806 | -0.4396 | 0.330776 |
28 | -0.198388 | -1.6834 | 0.048317 |
29 | -0.22807 | -1.9352 | 0.028444 |
30 | -0.262828 | -2.2302 | 0.014427 |
31 | -0.211671 | -1.7961 | 0.038338 |
32 | -0.196476 | -1.6672 | 0.049914 |
33 | -0.019074 | -0.1618 | 0.435939 |
34 | 0.037347 | 0.3169 | 0.376119 |
35 | 0.259394 | 2.201 | 0.01547 |
36 | 0.358348 | 3.0407 | 0.001645 |
37 | 0.154232 | 1.3087 | 0.097399 |
38 | 0.18595 | 1.5778 | 0.059493 |
39 | -0.029028 | -0.2463 | 0.403072 |
40 | -0.151809 | -1.2881 | 0.100911 |
41 | -0.179486 | -1.523 | 0.066071 |
42 | -0.21038 | -1.7851 | 0.039226 |
43 | -0.15427 | -1.309 | 0.097344 |
44 | -0.144046 | -1.2223 | 0.112796 |
45 | 0.006292 | 0.0534 | 0.478783 |
46 | 0.067969 | 0.5767 | 0.282958 |
47 | 0.269358 | 2.2856 | 0.012613 |
48 | 0.276031 | 2.3422 | 0.01097 |
49 | 0.085844 | 0.7284 | 0.234362 |
50 | 0.111724 | 0.948 | 0.173148 |
51 | -0.029201 | -0.2478 | 0.402505 |
52 | -0.078175 | -0.6633 | 0.254617 |
53 | -0.109459 | -0.9288 | 0.17805 |
54 | -0.141573 | -1.2013 | 0.116789 |
55 | -0.128774 | -1.0927 | 0.139088 |
56 | -0.136331 | -1.1568 | 0.125587 |
57 | -0.035608 | -0.3021 | 0.381707 |
58 | -0.02447 | -0.2076 | 0.41805 |
59 | 0.121501 | 1.031 | 0.153003 |
60 | 0.156494 | 1.3279 | 0.094204 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.420701 | 3.5698 | 0.00032 |
2 | 0.060835 | 0.5162 | 0.303648 |
3 | -0.172776 | -1.4661 | 0.073493 |
4 | -0.270365 | -2.2941 | 0.012351 |
5 | -0.146616 | -1.2441 | 0.108753 |
6 | -0.235724 | -2.0002 | 0.024626 |
7 | -0.137322 | -1.1652 | 0.123889 |
8 | -0.258259 | -2.1914 | 0.01583 |
9 | 0.016646 | 0.1412 | 0.444034 |
10 | -0.067662 | -0.5741 | 0.283836 |
11 | 0.076724 | 0.651 | 0.258552 |
12 | 0.393171 | 3.3362 | 0.000673 |
13 | -0.295759 | -2.5096 | 0.007168 |
14 | 0.049811 | 0.4227 | 0.3369 |
15 | 0.004813 | 0.0408 | 0.483767 |
16 | -0.096384 | -0.8178 | 0.208072 |
17 | 0.03371 | 0.286 | 0.387836 |
18 | -0.024883 | -0.2111 | 0.416686 |
19 | -0.009628 | -0.0817 | 0.467558 |
20 | -0.050477 | -0.4283 | 0.334853 |
21 | -0.065582 | -0.5565 | 0.289803 |
22 | 0.082337 | 0.6987 | 0.24351 |
23 | 0.201178 | 1.7071 | 0.046061 |
24 | 0.155191 | 1.3168 | 0.096035 |
25 | -0.263494 | -2.2358 | 0.014232 |
26 | -0.156145 | -1.3249 | 0.094691 |
27 | 0.035647 | 0.3025 | 0.38158 |
28 | -0.068624 | -0.5823 | 0.281094 |
29 | -0.013122 | -0.1113 | 0.455828 |
30 | 0.02072 | 0.1758 | 0.430467 |
31 | -0.017313 | -0.1469 | 0.441809 |
32 | -0.008375 | -0.0711 | 0.471772 |
33 | -0.065019 | -0.5517 | 0.291429 |
34 | -0.079665 | -0.676 | 0.250611 |
35 | -0.053647 | -0.4552 | 0.325165 |
36 | -0.04897 | -0.4155 | 0.339496 |
37 | 0.062265 | 0.5283 | 0.299446 |
38 | 0.020233 | 0.1717 | 0.432084 |
39 | -0.094186 | -0.7992 | 0.213404 |
40 | -0.027745 | -0.2354 | 0.407275 |
41 | -0.007533 | -0.0639 | 0.474607 |
42 | -0.007874 | -0.0668 | 0.473458 |
43 | 0.083903 | 0.7119 | 0.239401 |
44 | 0.032479 | 0.2756 | 0.391825 |
45 | 0.040706 | 0.3454 | 0.365399 |
46 | -0.014117 | -0.1198 | 0.452493 |
47 | -0.062002 | -0.5261 | 0.300217 |
48 | 0.00439 | 0.0373 | 0.485194 |
49 | 0.013544 | 0.1149 | 0.454414 |
50 | 0.041537 | 0.3525 | 0.362764 |
51 | 0.129104 | 1.0955 | 0.138478 |
52 | 0.090288 | 0.7661 | 0.223055 |
53 | 0.013983 | 0.1186 | 0.452943 |
54 | -0.039636 | -0.3363 | 0.368802 |
55 | -0.052269 | -0.4435 | 0.329361 |
56 | -0.032764 | -0.278 | 0.390899 |
57 | -0.018305 | -0.1553 | 0.438502 |
58 | -0.041181 | -0.3494 | 0.363891 |
59 | -0.084264 | -0.715 | 0.23846 |
60 | 0.010979 | 0.0932 | 0.463019 |