Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.504969 | 6.661 | 0 |
2 | 0.478931 | 6.3175 | 0 |
3 | 0.326982 | 4.3132 | 1.3e-05 |
4 | 0.275766 | 3.6376 | 0.000181 |
5 | 0.170767 | 2.2526 | 0.012768 |
6 | 0.187767 | 2.4768 | 0.007106 |
7 | 0.159328 | 2.1017 | 0.018511 |
8 | 0.106797 | 1.4087 | 0.080347 |
9 | 0.008628 | 0.1138 | 0.45476 |
10 | -0.105876 | -1.3966 | 0.082157 |
11 | -0.0871 | -1.1489 | 0.126082 |
12 | -0.32447 | -4.28 | 1.5e-05 |
13 | -0.105134 | -1.3868 | 0.083637 |
14 | -0.117873 | -1.5549 | 0.060899 |
15 | 0.057316 | 0.7561 | 0.225319 |
16 | -0.048377 | -0.6381 | 0.26211 |
17 | -0.076092 | -1.0037 | 0.158454 |
18 | -0.067675 | -0.8927 | 0.186627 |
19 | -0.07832 | -1.0331 | 0.151493 |
20 | -0.11377 | -1.5007 | 0.067619 |
21 | -0.058951 | -0.7776 | 0.218924 |
22 | -0.012772 | -0.1685 | 0.433204 |
23 | -0.06358 | -0.8387 | 0.201401 |
24 | -0.013276 | -0.1751 | 0.430595 |
25 | -0.106541 | -1.4054 | 0.080848 |
26 | -0.07271 | -0.9591 | 0.169417 |
27 | -0.195998 | -2.5854 | 0.005273 |
28 | -0.129572 | -1.7092 | 0.044601 |
29 | -0.032823 | -0.433 | 0.332789 |
30 | -0.082944 | -1.0941 | 0.137711 |
31 | -0.034951 | -0.461 | 0.322676 |
32 | -0.026539 | -0.3501 | 0.363354 |
33 | -0.054425 | -0.7179 | 0.236886 |
34 | -0.06796 | -0.8965 | 0.185625 |
35 | -0.058153 | -0.7671 | 0.222034 |
36 | -0.084101 | -1.1094 | 0.1344 |
37 | -0.024653 | -0.3252 | 0.372712 |
38 | -0.084604 | -1.116 | 0.132979 |
39 | -0.026396 | -0.3482 | 0.364062 |
40 | -0.008579 | -0.1132 | 0.455013 |
41 | -0.082573 | -1.0892 | 0.138783 |
42 | -0.075353 | -0.994 | 0.160806 |
43 | -0.099261 | -1.3093 | 0.096072 |
44 | -0.054031 | -0.7127 | 0.238488 |
45 | -0.099706 | -1.3152 | 0.095085 |
46 | -0.068477 | -0.9033 | 0.183813 |
47 | -0.033235 | -0.4384 | 0.330818 |
48 | -0.069753 | -0.9201 | 0.179397 |
49 | -0.076052 | -1.0032 | 0.158578 |
50 | -0.037513 | -0.4948 | 0.310672 |
51 | -0.068859 | -0.9083 | 0.182484 |
52 | -0.086521 | -1.1413 | 0.127658 |
53 | -0.005083 | -0.067 | 0.47331 |
54 | -0.034758 | -0.4585 | 0.323585 |
55 | 0.069754 | 0.9201 | 0.179392 |
56 | -0.018989 | -0.2505 | 0.401255 |
57 | -0.008268 | -0.1091 | 0.456641 |
58 | -0.016965 | -0.2238 | 0.411595 |
59 | -0.021533 | -0.284 | 0.388361 |
60 | -0.010227 | -0.1349 | 0.446421 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.504969 | 6.661 | 0 |
2 | 0.300584 | 3.965 | 5.4e-05 |
3 | 0.008921 | 0.1177 | 0.453232 |
4 | 0.020961 | 0.2765 | 0.39125 |
5 | -0.047824 | -0.6308 | 0.264488 |
6 | 0.071722 | 0.9461 | 0.172712 |
7 | 0.048676 | 0.6421 | 0.260834 |
8 | -0.04916 | -0.6485 | 0.258768 |
9 | -0.128794 | -1.6989 | 0.045561 |
10 | -0.178383 | -2.353 | 0.009869 |
11 | 0.031917 | 0.421 | 0.337134 |
12 | -0.30737 | -4.0545 | 3.8e-05 |
13 | 0.237159 | 3.1283 | 0.001031 |
14 | 0.100839 | 1.3302 | 0.092603 |
15 | 0.221464 | 2.9213 | 0.001974 |
16 | -0.100428 | -1.3247 | 0.093499 |
17 | -0.20857 | -2.7512 | 0.003283 |
18 | 0.077389 | 1.0208 | 0.154376 |
19 | -0.010736 | -0.1416 | 0.443774 |
20 | -0.039824 | -0.5253 | 0.300016 |
21 | -0.069729 | -0.9198 | 0.179477 |
22 | -0.049661 | -0.6551 | 0.256644 |
23 | -0.012429 | -0.164 | 0.434979 |
24 | -0.077014 | -1.0159 | 0.155547 |
25 | 0.043824 | 0.5781 | 0.281979 |
26 | 0.008442 | 0.1114 | 0.45573 |
27 | 0.007433 | 0.0981 | 0.461002 |
28 | -0.058404 | -0.7704 | 0.221055 |
29 | 0.073204 | 0.9656 | 0.167787 |
30 | -0.106848 | -1.4094 | 0.080248 |
31 | 0.072928 | 0.962 | 0.168696 |
32 | 0.021625 | 0.2853 | 0.387893 |
33 | -0.090481 | -1.1935 | 0.117143 |
34 | -0.012414 | -0.1637 | 0.43506 |
35 | -0.061388 | -0.8098 | 0.209592 |
36 | -0.036219 | -0.4778 | 0.31671 |
37 | -0.030342 | -0.4002 | 0.344738 |
38 | -0.047188 | -0.6225 | 0.267228 |
39 | 0.008599 | 0.1134 | 0.454908 |
40 | 0.05173 | 0.6824 | 0.247958 |
41 | -0.002767 | -0.0365 | 0.485464 |
42 | -0.086566 | -1.1419 | 0.127537 |
43 | 0.007086 | 0.0935 | 0.462817 |
44 | -0.006154 | -0.0812 | 0.467698 |
45 | -0.064722 | -0.8537 | 0.19721 |
46 | -0.022256 | -0.2936 | 0.384714 |
47 | 0.0017 | 0.0224 | 0.491065 |
48 | -0.103304 | -1.3627 | 0.087374 |
49 | 0.025292 | 0.3336 | 0.369533 |
50 | -0.030161 | -0.3978 | 0.345616 |
51 | -0.024409 | -0.322 | 0.373931 |
52 | -0.006887 | -0.0908 | 0.463859 |
53 | 0.077812 | 1.0264 | 0.153063 |
54 | -0.056749 | -0.7486 | 0.227563 |
55 | 0.066812 | 0.8813 | 0.189682 |
56 | -0.058173 | -0.7674 | 0.221956 |
57 | -0.103315 | -1.3628 | 0.087351 |
58 | -0.023122 | -0.305 | 0.380363 |
59 | 0.011901 | 0.157 | 0.437721 |
60 | -0.012599 | -0.1662 | 0.4341 |