Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.796786 | 6.2231 | 0 |
2 | 0.478397 | 3.7364 | 0.000207 |
3 | 0.228707 | 1.7863 | 0.039514 |
4 | 0.112767 | 0.8807 | 0.190958 |
5 | 0.106004 | 0.8279 | 0.205471 |
6 | 0.113549 | 0.8868 | 0.189323 |
7 | 0.075288 | 0.588 | 0.279345 |
8 | 0.046847 | 0.3659 | 0.357857 |
9 | 0.097819 | 0.764 | 0.22391 |
10 | 0.245924 | 1.9207 | 0.029722 |
11 | 0.452037 | 3.5305 | 0.000398 |
12 | 0.560379 | 4.3767 | 2.4e-05 |
13 | 0.370963 | 2.8973 | 0.00261 |
14 | 0.102426 | 0.8 | 0.213416 |
15 | -0.102724 | -0.8023 | 0.212746 |
16 | -0.194546 | -1.5194 | 0.066908 |
17 | -0.198327 | -1.549 | 0.063279 |
18 | -0.19889 | -1.5534 | 0.062753 |
19 | -0.247575 | -1.9336 | 0.028902 |
20 | -0.281506 | -2.1986 | 0.015854 |
21 | -0.251075 | -1.961 | 0.027227 |
22 | -0.134696 | -1.052 | 0.148472 |
23 | 0.034792 | 0.2717 | 0.393373 |
24 | 0.131203 | 1.0247 | 0.154769 |
25 | 0.00461 | 0.036 | 0.485697 |
26 | -0.16718 | -1.3057 | 0.098275 |
27 | -0.286362 | -2.2366 | 0.014491 |
28 | -0.32393 | -2.53 | 0.007003 |
29 | -0.301576 | -2.3554 | 0.010868 |
30 | -0.284974 | -2.2257 | 0.014869 |
31 | -0.302176 | -2.3601 | 0.010743 |
32 | -0.308061 | -2.406 | 0.009586 |
33 | -0.262924 | -2.0535 | 0.022159 |
34 | -0.158545 | -1.2383 | 0.110179 |
35 | -0.020039 | -0.1565 | 0.438074 |
36 | 0.059897 | 0.4678 | 0.320792 |
37 | -0.005962 | -0.0466 | 0.481506 |
38 | -0.099128 | -0.7742 | 0.220897 |
39 | -0.158644 | -1.2391 | 0.110037 |
40 | -0.160367 | -1.2525 | 0.107582 |
41 | -0.12309 | -0.9614 | 0.170082 |
42 | -0.094045 | -0.7345 | 0.232725 |
43 | -0.088135 | -0.6884 | 0.246919 |
44 | -0.079018 | -0.6172 | 0.269715 |
45 | -0.049512 | -0.3867 | 0.350163 |
46 | 0.006811 | 0.0532 | 0.478874 |
47 | 0.078236 | 0.611 | 0.27172 |
48 | 0.117556 | 0.9181 | 0.18108 |
49 | 0.080474 | 0.6285 | 0.266004 |
50 | 0.025327 | 0.1978 | 0.421927 |
51 | -0.012202 | -0.0953 | 0.462196 |
52 | -0.014601 | -0.114 | 0.454791 |
53 | 0.009043 | 0.0706 | 0.471962 |
54 | 0.026757 | 0.209 | 0.417579 |
55 | 0.02149 | 0.1678 | 0.433631 |
56 | 0.013629 | 0.1064 | 0.457788 |
57 | 0.004506 | 0.0352 | 0.48602 |
58 | 0.002065 | 0.0161 | 0.493593 |
59 | 0.003511 | 0.0274 | 0.489105 |
60 | 0.00201 | 0.0157 | 0.493764 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.796786 | 6.2231 | 0 |
2 | -0.42853 | -3.3469 | 0.000702 |
3 | 0.085972 | 0.6715 | 0.252231 |
4 | 0.092404 | 0.7217 | 0.236618 |
5 | 0.071058 | 0.555 | 0.290469 |
6 | -0.066897 | -0.5225 | 0.301614 |
7 | -0.071257 | -0.5565 | 0.28994 |
8 | 0.125816 | 0.9827 | 0.164829 |
9 | 0.191395 | 1.4948 | 0.070055 |
10 | 0.228074 | 1.7813 | 0.039919 |
11 | 0.273164 | 2.1335 | 0.018458 |
12 | -0.029211 | -0.2281 | 0.410148 |
13 | -0.601835 | -4.7005 | 8e-06 |
14 | 0.185992 | 1.4526 | 0.075723 |
15 | -0.072258 | -0.5643 | 0.287293 |
16 | -0.146578 | -1.1448 | 0.128379 |
17 | -0.107361 | -0.8385 | 0.202507 |
18 | -0.054739 | -0.4275 | 0.335251 |
19 | -0.109933 | -0.8586 | 0.196961 |
20 | -0.036817 | -0.2876 | 0.387332 |
21 | -0.070317 | -0.5492 | 0.292438 |
22 | 0.005568 | 0.0435 | 0.482726 |
23 | -0.044616 | -0.3485 | 0.364347 |
24 | 0.03577 | 0.2794 | 0.390453 |
25 | -0.045961 | -0.359 | 0.360429 |
26 | 0.099174 | 0.7746 | 0.220792 |
27 | -0.021314 | -0.1665 | 0.434171 |
28 | -0.032861 | -0.2567 | 0.399155 |
29 | -0.005146 | -0.0402 | 0.484035 |
30 | 0.037669 | 0.2942 | 0.384801 |
31 | 0.051433 | 0.4017 | 0.344654 |
32 | -0.064093 | -0.5006 | 0.309234 |
33 | 0.03466 | 0.2707 | 0.393765 |
34 | -0.060669 | -0.4738 | 0.318653 |
35 | -0.054534 | -0.4259 | 0.33583 |
36 | -0.008421 | -0.0658 | 0.473887 |
37 | 0.110119 | 0.8601 | 0.196563 |
38 | -0.115631 | -0.9031 | 0.18501 |
39 | -0.022944 | -0.1792 | 0.429189 |
40 | 0.051512 | 0.4023 | 0.344427 |
41 | 0.019052 | 0.1488 | 0.441099 |
42 | -0.013951 | -0.109 | 0.456794 |
43 | 0.055166 | 0.4309 | 0.334045 |
44 | -0.024036 | -0.1877 | 0.425856 |
45 | -0.070332 | -0.5493 | 0.292399 |
46 | -0.045703 | -0.357 | 0.36118 |
47 | -0.022154 | -0.173 | 0.431601 |
48 | 0.014427 | 0.1127 | 0.455328 |
49 | 0.014149 | 0.1105 | 0.456185 |
50 | -0.105581 | -0.8246 | 0.206401 |
51 | -0.005323 | -0.0416 | 0.483486 |
52 | 0.015359 | 0.12 | 0.452454 |
53 | -0.009895 | -0.0773 | 0.469327 |
54 | -0.033584 | -0.2623 | 0.396988 |
55 | -0.088674 | -0.6926 | 0.245605 |
56 | 0.042245 | 0.3299 | 0.371287 |
57 | -0.107604 | -0.8404 | 0.201979 |
58 | -0.037412 | -0.2922 | 0.385563 |
59 | -0.052623 | -0.411 | 0.341257 |
60 | -0.003317 | -0.0259 | 0.489708 |