Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.493139 | 4.1844 | 4e-05 |
2 | 0.299328 | 2.5399 | 0.006624 |
3 | 0.042391 | 0.3597 | 0.360064 |
4 | -0.270287 | -2.2935 | 0.012371 |
5 | -0.396917 | -3.3679 | 0.000609 |
6 | -0.442957 | -3.7586 | 0.000172 |
7 | -0.362315 | -3.0743 | 0.00149 |
8 | -0.306288 | -2.5989 | 0.005668 |
9 | 0.02369 | 0.201 | 0.420626 |
10 | 0.18265 | 1.5498 | 0.062783 |
11 | 0.36771 | 3.1201 | 0.0013 |
12 | 0.630088 | 5.3465 | 1e-06 |
13 | 0.364702 | 3.0946 | 0.001403 |
14 | 0.281332 | 2.3872 | 0.009803 |
15 | 0.080597 | 0.6839 | 0.248121 |
16 | -0.171921 | -1.4588 | 0.074485 |
17 | -0.284638 | -2.4152 | 0.009133 |
18 | -0.371098 | -3.1489 | 0.001193 |
19 | -0.326441 | -2.7699 | 0.003564 |
20 | -0.293631 | -2.4915 | 0.007512 |
21 | -0.027175 | -0.2306 | 0.409143 |
22 | 0.15863 | 1.346 | 0.091259 |
23 | 0.381282 | 3.2353 | 0.000918 |
24 | 0.542847 | 4.6062 | 9e-06 |
25 | 0.289859 | 2.4595 | 0.008157 |
26 | 0.214142 | 1.8171 | 0.036685 |
27 | 0.017643 | 0.1497 | 0.440708 |
28 | -0.21217 | -1.8003 | 0.037999 |
29 | -0.285259 | -2.4205 | 0.009011 |
30 | -0.318965 | -2.7065 | 0.004242 |
31 | -0.286276 | -2.4291 | 0.008816 |
32 | -0.264649 | -2.2456 | 0.013899 |
33 | -0.082574 | -0.7007 | 0.242884 |
34 | 0.031934 | 0.271 | 0.393595 |
35 | 0.200303 | 1.6996 | 0.046759 |
36 | 0.346557 | 2.9406 | 0.002201 |
37 | 0.234195 | 1.9872 | 0.025352 |
38 | 0.231138 | 1.9613 | 0.026858 |
39 | 0.048413 | 0.4108 | 0.341221 |
40 | -0.087849 | -0.7454 | 0.229221 |
41 | -0.168618 | -1.4308 | 0.078411 |
42 | -0.22063 | -1.8721 | 0.032626 |
43 | -0.220457 | -1.8706 | 0.032729 |
44 | -0.225133 | -1.9103 | 0.030038 |
45 | -0.084314 | -0.7154 | 0.238328 |
46 | -0.012761 | -0.1083 | 0.457036 |
47 | 0.11899 | 1.0097 | 0.158019 |
48 | 0.170711 | 1.4485 | 0.075904 |
49 | 0.065154 | 0.5529 | 0.291038 |
50 | 0.080721 | 0.6849 | 0.247791 |
51 | -0.020174 | -0.1712 | 0.432279 |
52 | -0.082227 | -0.6977 | 0.2438 |
53 | -0.128713 | -1.0922 | 0.139201 |
54 | -0.078031 | -0.6621 | 0.255006 |
55 | -0.138934 | -1.1789 | 0.121161 |
56 | -0.112139 | -0.9515 | 0.17226 |
57 | -0.045593 | -0.3869 | 0.349997 |
58 | 0.008349 | 0.0708 | 0.471859 |
59 | 0.066277 | 0.5624 | 0.287801 |
60 | 0.101414 | 0.8605 | 0.196178 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.493139 | 4.1844 | 4e-05 |
2 | 0.074182 | 0.6295 | 0.265522 |
3 | -0.173855 | -1.4752 | 0.072258 |
4 | -0.343084 | -2.9112 | 0.002395 |
5 | -0.189253 | -1.6059 | 0.05634 |
6 | -0.127689 | -1.0835 | 0.141106 |
7 | -0.046211 | -0.3921 | 0.348065 |
8 | -0.187948 | -1.5948 | 0.05757 |
9 | 0.186211 | 1.5801 | 0.059239 |
10 | 0.059798 | 0.5074 | 0.306713 |
11 | 0.146466 | 1.2428 | 0.108985 |
12 | 0.398729 | 3.3833 | 0.000581 |
13 | -0.177133 | -1.503 | 0.068603 |
14 | 0.056261 | 0.4774 | 0.317266 |
15 | 0.074661 | 0.6335 | 0.2642 |
16 | -0.03261 | -0.2767 | 0.391399 |
17 | 0.09178 | 0.7788 | 0.219332 |
18 | -0.077008 | -0.6534 | 0.257778 |
19 | 0.005875 | 0.0498 | 0.48019 |
20 | -0.003698 | -0.0314 | 0.487526 |
21 | -0.017656 | -0.1498 | 0.440665 |
22 | 0.171335 | 1.4538 | 0.07517 |
23 | 0.160582 | 1.3626 | 0.08863 |
24 | 0.058248 | 0.4943 | 0.311316 |
25 | -0.174624 | -1.4817 | 0.071387 |
26 | -0.080462 | -0.6827 | 0.248479 |
27 | 0.042357 | 0.3594 | 0.36017 |
28 | -0.06632 | -0.5627 | 0.28768 |
29 | 0.013961 | 0.1185 | 0.453015 |
30 | 0.047992 | 0.4072 | 0.342524 |
31 | -0.032733 | -0.2777 | 0.391001 |
32 | -0.08028 | -0.6812 | 0.248966 |
33 | -0.182911 | -1.5521 | 0.062517 |
34 | -0.116178 | -0.9858 | 0.163766 |
35 | -0.086044 | -0.7301 | 0.233848 |
36 | -0.042151 | -0.3577 | 0.36082 |
37 | 0.039021 | 0.3311 | 0.370765 |
38 | 0.00724 | 0.0614 | 0.475594 |
39 | -0.1061 | -0.9003 | 0.185483 |
40 | 0.04899 | 0.4157 | 0.339436 |
41 | 0.001401 | 0.0119 | 0.495274 |
42 | 0.060108 | 0.51 | 0.305794 |
43 | 0.056175 | 0.4767 | 0.317523 |
44 | -0.006761 | -0.0574 | 0.477204 |
45 | 0.016931 | 0.1437 | 0.443084 |
46 | -0.074335 | -0.6308 | 0.265099 |
47 | -0.045549 | -0.3865 | 0.350134 |
48 | -0.036743 | -0.3118 | 0.378055 |
49 | -0.142668 | -1.2106 | 0.115009 |
50 | -0.013048 | -0.1107 | 0.456076 |
51 | 0.045443 | 0.3856 | 0.350467 |
52 | -0.03136 | -0.2661 | 0.395461 |
53 | -0.119185 | -1.0113 | 0.157626 |
54 | 0.060454 | 0.513 | 0.304771 |
55 | -0.089766 | -0.7617 | 0.224366 |
56 | 0.094181 | 0.7992 | 0.213414 |
57 | -0.004384 | -0.0372 | 0.485216 |
58 | 0.128086 | 1.0868 | 0.140364 |
59 | -0.037847 | -0.3211 | 0.374517 |
60 | -0.068924 | -0.5848 | 0.280243 |