Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.477272 | 4.3743 | 1.7e-05 |
2 | 0.436795 | 4.0033 | 6.7e-05 |
3 | 0.421454 | 3.8627 | 0.00011 |
4 | 0.070049 | 0.642 | 0.261307 |
5 | 0.139963 | 1.2828 | 0.101548 |
6 | 0.099852 | 0.9152 | 0.181363 |
7 | -0.037394 | -0.3427 | 0.366331 |
8 | -0.009012 | -0.0826 | 0.467183 |
9 | 0.035732 | 0.3275 | 0.372057 |
10 | -0.049771 | -0.4562 | 0.324727 |
11 | 0.084141 | 0.7712 | 0.221386 |
12 | 0.249267 | 2.2846 | 0.01243 |
13 | -0.017917 | -0.1642 | 0.434979 |
14 | 0.049527 | 0.4539 | 0.325528 |
15 | -0.081994 | -0.7515 | 0.22723 |
16 | -0.235064 | -2.1544 | 0.017036 |
17 | -0.131372 | -1.204 | 0.115978 |
18 | -0.216326 | -1.9827 | 0.025337 |
19 | -0.253636 | -2.3246 | 0.011253 |
20 | -0.134948 | -1.2368 | 0.109801 |
21 | -0.189509 | -1.7369 | 0.043037 |
22 | -0.158628 | -1.4538 | 0.074857 |
23 | 0.059943 | 0.5494 | 0.2921 |
24 | 0.026807 | 0.2457 | 0.403261 |
25 | 0.007615 | 0.0698 | 0.472264 |
26 | 0.054497 | 0.4995 | 0.309377 |
27 | -0.157196 | -1.4407 | 0.07669 |
28 | -0.121455 | -1.1132 | 0.134409 |
29 | -0.103064 | -0.9446 | 0.173787 |
30 | -0.211744 | -1.9407 | 0.027826 |
31 | -0.119433 | -1.0946 | 0.138405 |
32 | -0.099686 | -0.9136 | 0.181761 |
33 | -0.153397 | -1.4059 | 0.081721 |
34 | 0.02226 | 0.204 | 0.419418 |
35 | 0.054102 | 0.4959 | 0.310647 |
36 | 0.098837 | 0.9059 | 0.183803 |
37 | 0.136697 | 1.2528 | 0.106869 |
38 | 0.056117 | 0.5143 | 0.30419 |
39 | -0.033377 | -0.3059 | 0.380218 |
40 | 0.012011 | 0.1101 | 0.456304 |
41 | -0.047322 | -0.4337 | 0.332806 |
42 | -0.075446 | -0.6915 | 0.245587 |
43 | 0.039603 | 0.363 | 0.35877 |
44 | -0.043192 | -0.3959 | 0.346606 |
45 | 0.001138 | 0.0104 | 0.495853 |
46 | 0.157907 | 1.4472 | 0.075775 |
47 | 0.036488 | 0.3344 | 0.36945 |
48 | 0.178034 | 1.6317 | 0.053242 |
49 | 0.178037 | 1.6317 | 0.05324 |
50 | 0.045626 | 0.4182 | 0.338445 |
51 | 0.049953 | 0.4578 | 0.324129 |
52 | 0.033298 | 0.3052 | 0.380491 |
53 | -0.053272 | -0.4882 | 0.313324 |
54 | -0.019597 | -0.1796 | 0.428947 |
55 | -0.007186 | -0.0659 | 0.473824 |
56 | -0.134467 | -1.2324 | 0.110617 |
57 | -0.031112 | -0.2851 | 0.388117 |
58 | -0.027834 | -0.2551 | 0.399634 |
59 | -0.074387 | -0.6818 | 0.248631 |
60 | 0.088656 | 0.8125 | 0.209387 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.477272 | 4.3743 | 1.7e-05 |
2 | 0.270659 | 2.4806 | 0.007555 |
3 | 0.19595 | 1.7959 | 0.038052 |
4 | -0.343312 | -3.1465 | 0.001143 |
5 | 0.055982 | 0.5131 | 0.30462 |
6 | 0.06908 | 0.6331 | 0.264186 |
7 | -0.029862 | -0.2737 | 0.392496 |
8 | -0.114273 | -1.0473 | 0.148976 |
9 | 0.133444 | 1.223 | 0.112368 |
10 | -0.023211 | -0.2127 | 0.416026 |
11 | 0.127898 | 1.1722 | 0.122214 |
12 | 0.261411 | 2.3959 | 0.009401 |
13 | -0.322665 | -2.9573 | 0.002015 |
14 | -0.190079 | -1.7421 | 0.042575 |
15 | -0.190542 | -1.7463 | 0.042204 |
16 | 0.097739 | 0.8958 | 0.186462 |
17 | -0.010747 | -0.0985 | 0.460886 |
18 | -0.024304 | -0.2228 | 0.412134 |
19 | -0.11565 | -1.06 | 0.146103 |
20 | 0.109425 | 1.0029 | 0.159395 |
21 | -0.01333 | -0.1222 | 0.451529 |
22 | 0.031955 | 0.2929 | 0.385172 |
23 | 0.112379 | 1.03 | 0.15299 |
24 | -0.101351 | -0.9289 | 0.177801 |
25 | -0.05935 | -0.5439 | 0.293959 |
26 | -0.075327 | -0.6904 | 0.245927 |
27 | -0.06031 | -0.5527 | 0.290952 |
28 | -0.002285 | -0.0209 | 0.491669 |
29 | 0.013306 | 0.122 | 0.451615 |
30 | -0.057452 | -0.5266 | 0.299946 |
31 | 0.012274 | 0.1125 | 0.45535 |
32 | -0.01056 | -0.0968 | 0.461565 |
33 | 0.030451 | 0.2791 | 0.390431 |
34 | 0.142811 | 1.3089 | 0.097071 |
35 | -0.139828 | -1.2815 | 0.101765 |
36 | 0.068753 | 0.6301 | 0.26516 |
37 | -0.132994 | -1.2189 | 0.113146 |
38 | 0.023007 | 0.2109 | 0.416754 |
39 | -0.044894 | -0.4115 | 0.340891 |
40 | 0.101363 | 0.929 | 0.177773 |
41 | -0.044385 | -0.4068 | 0.342596 |
42 | -0.002751 | -0.0252 | 0.489974 |
43 | 0.074196 | 0.68 | 0.249181 |
44 | -0.007415 | -0.068 | 0.472989 |
45 | 0.078822 | 0.7224 | 0.236022 |
46 | -0.020579 | -0.1886 | 0.425427 |
47 | -0.096372 | -0.8833 | 0.189807 |
48 | -0.081645 | -0.7483 | 0.228187 |
49 | 0.103287 | 0.9466 | 0.173268 |
50 | 0.066597 | 0.6104 | 0.271631 |
51 | -0.068673 | -0.6294 | 0.265399 |
52 | -0.000742 | -0.0068 | 0.497295 |
53 | 0.007673 | 0.0703 | 0.472051 |
54 | 0.027459 | 0.2517 | 0.400958 |
55 | -0.043357 | -0.3974 | 0.34605 |
56 | -0.081605 | -0.7479 | 0.228298 |
57 | -0.081859 | -0.7502 | 0.227601 |
58 | -0.026095 | -0.2392 | 0.405781 |
59 | 0.067033 | 0.6144 | 0.270317 |
60 | 0.058416 | 0.5354 | 0.296896 |